本页源码来自 TradingView 公开发布的开源脚本，版权归原作者所有， 请遵循其原始许可（Pine 脚本常见 CC BY-NC-SA / MPL-2.0 / MIT）。 本项目仅用于研究检索与许可范围内的移植。
// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo
//@version=5
indicator("Fair Value Gap [LUX]", overlay = true, max_lines_count = 500)
//------------------------------------------------------------------------------
//Settings
//-----------------------------------------------------------------------------{
threshold_per = input.float(0, "Percentage"
, minval = 0)
auto = input(false, "Auto Threshold")
discard_len = input(5, "Show Last Unfilled Gaps")
show_all = input(false, "Show All Unfilled Gaps")
tf = input.timeframe('', "Timeframe")
//Style
bull_css = input.color(color.new(#0cb51a, 50), "Bullish FVG"
, group = 'Style')
bear_css = input.color(color.new(#ff1100, 50), "Bearish FVG"
, group = 'Style')
show_dash = input(true, "Show Dashboard"
, group = 'Style')
//-----------------------------------------------------------------------------}
//Global variables
//-----------------------------------------------------------------------------{
var bull_fvg_lines = array.new_line(0)
var discarded_bull_fvg_lines = array.new_line(0)
var bear_fvg_lines = array.new_line(0)
var discarded_bear_fvg_lines = array.new_line(0)
n = bar_index
change_tf = timeframe.change(tf)
get_ohlc()=> [close[1], open[1], high, low, high[2], low[2]]
[src_c1, src_o1, src_h, src_l, src_h2, src_l2] =
request.security(syminfo.tickerid, tf, get_ohlc())
delta_per = (src_c1 - src_o1) / src_o1 * 100
threshold = auto ? ta.cum(math.abs(change_tf ? delta_per : 0)) / n * 2
: threshold_per
//-----------------------------------------------------------------------------}
//Detection/Display Function
//-----------------------------------------------------------------------------{
detect_display_fvg(fvg_condition
, fvg_type
, fvg_lines
, discarded_fvg_lines
, css)=>
var float fvg_max = na, var float fvg_min = na
var int filled = 0 , var int total = 0
var int fill_x1 = 0 , var int duration = 0
//Check if historical FVG's are filled
idx = 0
for l in fvg_lines
line.set_x2(l, n)
turn_filled_cnd = fvg_type == "bullish"
? src_l <= line.get_y2(l)
: src_h >= line.get_y2(l)
if turn_filled_cnd
array.remove(fvg_lines, idx)
filled += 1
duration += n - line.get_x1(l)
idx += 1
idx := 0
for l in discarded_fvg_lines
turn_filled_cnd = fvg_type == "bullish"
? src_l <= line.get_y2(l)
: src_h >= line.get_y2(l)
if turn_filled_cnd
array.remove(discarded_fvg_lines, idx)
filled += 1
duration += n - line.get_x1(l)
idx += 1
//Test for FVG
if fvg_condition
//If FVG is unfilled store line in array
if fvg_max[1] != fvg_min[1]
level = fvg_type == "bullish" ? fvg_min : fvg_max
array.unshift(fvg_lines
, line.new(n - 1, level, n, level
, color = css
, style = line.style_dashed))
if not show_all
if array.size(fvg_lines) > discard_len
pop_l = array.pop(fvg_lines)
array.push(discarded_fvg_lines, pop_l)
else
filled += 1
duration += n - fill_x1
fvg_max := fvg_type == "bullish" ? src_l : src_l2
fvg_min := fvg_type == "bullish" ? src_h2 : src_h
total += 1
fill_x1 := n
fvg_max := fvg_type == "bullish"
? math.max(math.min(fvg_max, src_l), fvg_min)
: fvg_max
fvg_min := fvg_type == "bearish"
? math.min(math.max(fvg_min, src_h), fvg_max)
: fvg_min
filled_cnd = fvg_max == fvg_min and fvg_max[1] != fvg_min
fill_x1 := filled_cnd
? n
: fill_x1
[fvg_max, fvg_min, filled, duration, total, filled_cnd]
//-----------------------------------------------------------------------------}
//Bullish FVG
//-----------------------------------------------------------------------------{
//Bullish FVG Condition
bullish_fvg_cnd = src_l > src_h2
and src_c1 > src_h2
and delta_per > threshold
and change_tf
[bull_fvg_max
, bull_fvg_min
, bull_filled
, bull_duration
, bull_total
, bull_filled_cnd] = detect_display_fvg(bullish_fvg_cnd
, "bullish"
, bull_fvg_lines
, discarded_bull_fvg_lines
, bull_css)
bearish_fvg_cnd = src_h < src_l2
and src_c1 < src_l2
and -delta_per > threshold
and change_tf
[bear_fvg_max
, bear_fvg_min
, bear_filled
, bear_duration
, bear_total
, bear_filled_cnd] = detect_display_fvg(bearish_fvg_cnd
, "bearish"
, bear_fvg_lines
, discarded_bear_fvg_lines
, bear_css)
//-----------------------------------------------------------------------------}
//Dashboard
//-----------------------------------------------------------------------------{
var tb = table.new(position.top_right, 3, 3)
//Table labels
if barstate.isfirst and show_dash
table.cell(tb, 0, 1, "Filled %"
, text_color = chart.fg_color
, text_halign = text.align_right)
table.cell(tb, 0, 2, "Avg Duration"
, text_color = chart.fg_color
, text_halign = text.align_right)
table.cell(tb, 1, 0, "Bullish"
, text_color = chart.fg_color)
table.cell(tb, 2, 0, "Bearish"
, text_color = chart.fg_color)
if barstate.islast and show_dash
//Filled FVG stats
table.cell(tb, 1, 1
, str.format("{0, number, percent}", bull_filled / bull_total)
, text_color = chart.fg_color)
table.cell(tb, 2, 1
, str.format("{0, number, percent}", bear_filled / bear_total)
, text_color = chart.fg_color)
//FVG duration stats
table.cell(tb, 1, 2
, str.format("{0,number,integer}", bull_duration / bull_filled)
, text_color = chart.fg_color)
table.cell(tb, 2, 2
, str.format("{0,number,integer}", bear_duration / bear_filled)
, text_color = chart.fg_color)
//-----------------------------------------------------------------------------}
//Plots
//-----------------------------------------------------------------------------{
//Bullish FVG
bull_max_plot = plot(bull_fvg_max, "Bullish FVG Maximum", na)
bull_min_plot = plot(bull_fvg_min, "Bullish FVG Minimum", na)
fill(bull_max_plot, bull_min_plot, bullish_fvg_cnd ? na : bull_css, "Bullish FVG")
//Bearish FVG
bear_max_plot = plot(bear_fvg_max, "Bearish FVG Maximum", na)
bear_min_plot = plot(bear_fvg_min, "Bearish FVG Minimum", na)
fill(bear_max_plot, bear_min_plot, bearish_fvg_cnd ? na : bear_css)
//-----------------------------------------------------------------------------}
//Alerts
//-----------------------------------------------------------------------------{
alertcondition(bull_filled_cnd, "Bullish FVG", "Recent bullish FVG filled")
alertcondition(bear_filled_cnd, "Bearish FVG", "Recent bearish FVG filled")
//-----------------------------------------------------------------------------}