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// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © AlgoAlpha
//@version=6
//────────────────────────────────────────────────────────────────────── Inputs
indicator("Inversion Fair Value Gap Signals [AlgoAlpha]",shorttitle = "AlgoAlpha – IFVG Signals",overlay = true,max_boxes_count = 500, max_lines_count = 500, max_labels_count = 50)
import TradingView/ta/10
//────────────────────────────────────────────────────────────────────── FVG Detection Inputs
maxBoxAge = input.int(defval=1000, title="Zone Expiration Bars", tooltip="Upper limit (in bars) for how long an unfinished gap will keep stretching to the right before being deleted", group="FVG Detection")
preventOverlap = input.bool(defval=true, title="Prevent Overlap", tooltip="When enabled, gaps whose price range overlaps an existing unfinished gap or inversion zone (blue/orange) are discarded", group="FVG Detection")
showBull = input.bool(defval=true, title="Show Bullish FVGs", tooltip="Enable detection and rendering of bullish (price-up) fair-value gaps", group="FVG Detection")
showBear = input.bool(defval=true, title="Show Bearish FVGs", tooltip="Enable detection and rendering of bearish (price-down) fair-value gaps", group="FVG Detection")
showGapZone = input.bool(defval=true, title="Show Main Gap Zone", tooltip="Render the main coloured rectangle that represents the full price gap", group="Appearance")
ltf_ = input.timeframe("5", "Lower Timeframe Value", tooltip = "Determines the lower timeframe used to calculate buying and selling volume")
text_size = input.string("Tiny", "Volume Text Size", options=["Auto","Tiny","Small","Medium","Large"], group="Appearance", tooltip="Size of the volume text at the corner of the channels.")
bullColor = input.color(#00ffbb, "Bullish Color", tooltip="Color used for bullish trends and indicators. This color appears when price action or indicators suggest upward momentum", group="Appearance")
bearColor = input.color(#ff1100, "Bearish Color", tooltip="Color used for bearish trends and indicators. This color appears when price action or indicators suggest downward momentum", group="Appearance")
invis = color.rgb(0,0,0,100)
//────────────────────────────────────────────────────────────────────── FVG Detection Logic
atr150 = ta.atr(150)*0.3
bullFVG = showBull and low > high[2] and (low - high[2]) > atr150
bearFVG = showBear and high < low[2] and (low[2] - high) > atr150
[upv, downv, deltav] = ta.requestUpAndDownVolume(ltf_)
//────────────────────────────────────────────────────────────────────── Data Structures
var box[] gapBoxes = array.new<box>()
var int[] gapTypes = array.new<int>()
var box[] gapBoxes_ = array.new<box>()
var int[] gapTypes_ = array.new<int>()
var box[] gapBoxes_0 = array.new<box>()
var line[] gapLines = array.new<line>()
var line[] gapLines_ = array.new<line>()
var line[] gapLines_0 = array.new<line>()
var float[] bullVolData = array.new<float>()
var float[] bearVolData = array.new<float>()
var box[] bullvol = array.new<box>()
var box[] bearvol = array.new<box>()
var float[] bullVolData_ = array.new<float>()
var float[] bearVolData_ = array.new<float>()
var box[] bullvol_ = array.new<box>()
var box[] bearvol_ = array.new<box>()
bool bullMit = false
bool bearMit = false
// Track when price has closed inside a given active FVG (per-gap flag)
var bool[] gapInsideFlags = array.new<bool>()
// Per-bar signal flags for arrows when price exits the FVG without mitigation
bool bullExitNoMit = false
bool bearExitNoMit = false
// Track when price has closed inside a given active inversion zone (orange/blue)
var bool[] gapInsideFlagsInv = array.new<bool>()
// Per-bar signal flags for inversion zones
bool invBullExitNoMit = false
bool invBearExitNoMit = false
// IFVG creation alert flags
bool ifvgBullCreated = false
bool ifvgBearCreated = false
// IFVG mitigation alert flags
bool ifvgBullMit = false
bool ifvgBearMit = false
textSize(text_size) =>
switch text_size
"Auto" => size.auto
"Tiny" => size.tiny
"Small" => size.small
"Medium"=> size.normal
"Large" => size.large
//────────────────────────────────────────────────────────────────────── Overlap Check Function
f_can_create(float tNew, float bNew) =>
bool ok = true
if array.size(gapBoxes) > 0
for j = 0 to array.size(gapBoxes) - 1
bx = array.get(gapBoxes, j)
existingBottom = box.get_bottom(bx)
existingTop = box.get_top(bx)
if (tNew > existingBottom) and (bNew < existingTop)
ok := false
break
if ok and array.size(gapBoxes_) > 0
for j = 0 to array.size(gapBoxes_) - 1
bx = array.get(gapBoxes_, j)
existingBottom = box.get_bottom(bx)
existingTop = box.get_top(bx)
if (tNew > existingBottom) and (bNew < existingTop)
ok := false
break
ok
//────────────────────────────────────────────────────────────────────── New Gap Creation Function
f_new(bool isBull) =>
l = bar_index - 1
r = bar_index
t = isBull ? low : low[2]
b = isBull ? high[2] : high
c = chart.fg_color
bgTransp = showGapZone ? 90 : 100
brdTransp = showGapZone ? 95 : 100
big = box.new(l, t, r, b,
bgcolor = color.new(c, bgTransp),
border_color = color.new(c, brdTransp),
extend = extend.none, text = "▲: " + str.tostring(upv[1], format.volume) + " | " + "▼: " + str.tostring(downv[1], format.volume), text_size = textSize(text_size), text_color = chart.fg_color, text_halign = text.align_right, text_valign = text.align_bottom)
array.unshift(gapBoxes , big)
array.unshift(gapTypes , isBull ? 1 : -1)
midY = (t + b) / 2.0
mid = line.new(l, midY, r, midY)
mid.set_extend(extend.none)
mid.set_color(color.new(c, 0))
mid.set_width(1)
mid.set_style(line.style_dashed)
array.unshift(gapLines, mid)
array.unshift(gapInsideFlags, false)
array.unshift(bullVolData, upv[1])
array.unshift(bearVolData, math.abs(downv[2]))
array.unshift(bullvol, box.new(bar_index-1, t, bar_index, midY, color.new(bullColor, 90), bgcolor = color.new(bullColor, 70)))
array.unshift(bearvol, box.new(bar_index-1, midY, bar_index, b, color.new(bearColor, 90), bgcolor = color.new(bearColor, 70)))
//────────────────────────────────────────────────────────────────────── Gap Management and Rendering
if array.size(gapBoxes) > 0
for i = array.size(gapBoxes) - 1 to 0
bx = array.get(gapBoxes, i)
l = box.get_left(bx)
t = box.get_top(bx)
b = box.get_bottom(bx)
typ = array.get(gapTypes , i)
age = bar_index - l
done = typ == 1 ? (close <= b) : (close >= t)
insideNow = (close <= t) and (close >= b)
wasInside = array.get(gapInsideFlags, i)
if not done
if insideNow and not wasInside
array.set(gapInsideFlags, i, true)
else if wasInside and not insideNow
if typ == 1 and close > t
bullExitNoMit := true
array.set(gapInsideFlags, i, false)
if typ == -1 and close < b
bearExitNoMit := true
array.set(gapInsideFlags, i, false)
if done
array.get(gapBoxes, i).set_right(bar_index)
array.get(gapBoxes, i).set_text("")
if typ == 1
bullMit := true
else
bearMit := true
array.unshift(gapBoxes_, box.new(bar_index, t, bar_index+1, b, color.new(typ == 1 ? bearColor : bullColor, 95), bgcolor = color.new(typ == 1 ? bearColor : bullColor, 90), text = "▲: " + str.tostring(upv[1], format.volume) + " | " + "▼: " + str.tostring(downv[1], format.volume), text_size = textSize(text_size), text_color = chart.fg_color, text_halign = text.align_right, text_valign = text.align_bottom))
invMidY = (t + b) / 2.0
invMid = line.new(bar_index, invMidY, bar_index + 1, invMidY)
invMid.set_extend(extend.none)
invMid.set_color(typ == 1 ? bearColor : bullColor)
invMid.set_width(1)
invMid.set_style(line.style_dashed)
array.unshift(gapLines_, invMid)
array.unshift(gapBoxes_0, array.get(gapBoxes, i))
array.unshift(gapLines_0, array.get(gapLines, i))
array.unshift(gapTypes_, -typ)
if (-typ) == 1
ifvgBullCreated := true
else
ifvgBearCreated := true
array.unshift(bullVolData_, upv[1])
array.unshift(bearVolData_, math.abs(downv[2]))
array.unshift(bullvol_, box.new(bar_index-1, t, bar_index, invMidY, color.new(bullColor, 90), bgcolor = color.new(bullColor, 70)))
array.unshift(bearvol_, box.new(bar_index-1, invMidY, bar_index, b, color.new(bearColor, 90), bgcolor = color.new(bearColor, 70)))
array.unshift(gapInsideFlagsInv, false)
array.remove(gapBoxes, i)
array.remove(gapLines, i)
array.remove(gapTypes, i)
array.remove(gapInsideFlags, i)
array.remove(bullVolData, i)
array.remove(bearVolData, i)
bv = array.get(bullvol, i)
sv = array.get(bearvol, i)
bv.delete()
sv.delete()
array.remove(bullvol, i)
array.remove(bearvol, i)
continue
if age > maxBoxAge
array.remove(gapBoxes, i).delete()
array.remove(gapLines, i).delete()
array.remove(gapTypes, i)
array.remove(gapInsideFlags, i)
array.remove(bullVolData, i)
array.remove(bearVolData, i)
bv2 = array.get(bullvol, i)
sv2 = array.get(bearvol, i)
bv2.delete()
sv2.delete()
array.remove(bullvol, i)
array.remove(bearvol, i)
continue
array.get(gapBoxes, i).set_right(bar_index)
array.get(gapLines, i).set_x2(bar_index)
midX = int(math.avg(l, bar_index))
ratio = array.get(bullVolData, i) / math.max(array.get(bearVolData, i), 0.0000001)
if ratio > 1
array.get(bullvol, i).set_right(midX)
array.get(bearvol, i).set_right(int(l + (midX-l) / ratio))
else
array.get(bullvol, i).set_right(int(l + (midX-l) * ratio))
array.get(bearvol, i).set_right(midX)
if array.size(gapBoxes_) > 0
for i = array.size(gapBoxes_) - 1 to 0
bx = array.get(gapBoxes_, i)
l = box.get_left(bx)
t = box.get_top(bx)
b = box.get_bottom(bx)
typ = array.get(gapTypes_, i)
age = bar_index - l
done = typ == 1 ? (close <= b) : (close >= t)
insideNowInv = (close <= t) and (close >= b)
wasInsideInv = array.size(gapInsideFlagsInv) > i ? array.get(gapInsideFlagsInv, i) : false
if not done
if insideNowInv and not wasInsideInv
array.set(gapInsideFlagsInv, i, true)
else if wasInsideInv and not insideNowInv
if typ == 1 and close > t
invBullExitNoMit := true
array.set(gapInsideFlagsInv, i, false)
if typ == -1 and close < b
invBearExitNoMit := true
array.set(gapInsideFlagsInv, i, false)
if done
if typ == 1
ifvgBullMit := true
else
ifvgBearMit := true
array.remove(gapBoxes_0, i).delete()
array.remove(gapLines_0, i).delete()
array.remove(gapBoxes_, i).delete()
array.remove(gapLines_, i).delete()
array.remove(gapTypes_, i)
array.remove(bullVolData_, i)
array.remove(bearVolData_, i)
bv3 = array.get(bullvol_, i)
sv3 = array.get(bearvol_, i)
bv3.delete()
sv3.delete()
array.remove(bullvol_, i)
array.remove(bearvol_, i)
if array.size(gapInsideFlagsInv) > i
array.remove(gapInsideFlagsInv, i)
continue
if age > maxBoxAge
array.remove(gapBoxes_0, i).delete()
array.remove(gapLines_0, i).delete()
array.remove(gapBoxes_, i).delete()
array.remove(gapLines_, i).delete()
array.remove(gapTypes_, i)
array.remove(bullVolData_, i)
array.remove(bearVolData_, i)
bv4 = array.get(bullvol_, i)
sv4 = array.get(bearvol_, i)
bv4.delete()
sv4.delete()
array.remove(bullvol_, i)
array.remove(bearvol_, i)
if array.size(gapInsideFlagsInv) > i
array.remove(gapInsideFlagsInv, i)
continue
array.get(gapBoxes_, i).set_right(bar_index)
array.get(gapLines_, i).set_x2(bar_index)
midX = int(math.avg(l, bar_index))
ratio_ = array.get(bullVolData_, i) / math.max(array.get(bearVolData_, i), 0.0000001)
if ratio_ > 1
array.get(bullvol_, i).set_right(midX)
array.get(bearvol_, i).set_right(int(l + (midX-l) / ratio_))
else
array.get(bullvol_, i).set_right(int(l + (midX-l) * ratio_))
array.get(bearvol_, i).set_right(midX)
//────────────────────────────────────────────────────────────────────── New Gap Detection
if bullFVG
tProp = low
bProp = high[2]
if not preventOverlap or f_can_create(tProp, bProp)
f_new(true)
if bearFVG
tProp = low[2]
bProp = high
if not preventOverlap or f_can_create(tProp, bProp)
f_new(false)
//────────────────────────────────────────────────────────────────────── Signals: exit FVG without mitigation
if bullExitNoMit
label.new(bar_index, low - atr150, "△", style = label.style_text_outline, color = invis, textcolor = color.new(chart.fg_color, 50), size = size.small, xloc = xloc.bar_index)
if bearExitNoMit
label.new(bar_index, high + atr150, "▽", style = label.style_text_outline, color = invis, textcolor = color.new(chart.fg_color, 50), size = size.small, xloc = xloc.bar_index)
//────────────────────────────────────────────────────────────────────── Signals: exit inversion (orange/blue) without mitigation
if invBullExitNoMit
label.new(bar_index, low - atr150, "▲", style = label.style_text_outline, color = invis, textcolor = color.new(bullColor, 30), size = size.small, xloc = xloc.bar_index)
if invBearExitNoMit
label.new(bar_index, high + atr150, "▼", style = label.style_text_outline, color = invis, textcolor = color.new(bearColor, 30), size = size.small, xloc = xloc.bar_index)
//────────────────────────────────────────────────────────────────────── Alerts
alertcondition(bullFVG, "Bullish FVG", "Bullish fair-value gap detected")
alertcondition(bearFVG, "Bearish FVG", "Bearish fair-value gap detected")
alertcondition(bullMit, "Bullish FVG Mitigated", "Bullish fair-value gap mitigated")
alertcondition(bearMit, "Bearish FVG Mitigated", "Bearish fair-value gap mitigated")
// IFVG creation alerts
alertcondition(ifvgBullCreated, "Bullish IFVG Created", "Bullish inversion fair-value gap created")
alertcondition(ifvgBearCreated, "Bearish IFVG Created", "Bearish inversion fair-value gap created")
// IFVG mitigation alerts
alertcondition(ifvgBullMit, "Bullish IFVG Mitigated", "Bullish inversion fair-value gap mitigated")
alertcondition(ifvgBearMit, "Bearish IFVG Mitigated", "Bearish inversion fair-value gap mitigated")
// Rejection alerts (exit without mitigation)
alertcondition(bullExitNoMit, "Bullish FVG Rejection", "Price rejected bullish FVG without mitigation")
alertcondition(bearExitNoMit, "Bearish FVG Rejection", "Price rejected bearish FVG without mitigation")
alertcondition(invBullExitNoMit, "Bullish IFVG Rejection", "Price rejected bullish IFVG without mitigation")
alertcondition(invBearExitNoMit, "Bearish IFVG Rejection", "Price rejected bearish IFVG without mitigation")