Fair Value Gap Suite Adrian V1.0.0

8월 14일

Brief description
The “FVG Suite” identifies fair value gaps across multiple time units, evaluates them with a displacement score, optionally filters them according to market structure events (BOS/CHOCH), and provides context-based alerts for first touch, partial and full fills, and invalidation. The aim is to show only high-quality imbalances and trade them based on rules.
What makes the script unique (originality/added value)
Displacement score: Strength of the impulse movement as a combination of (body/ATR, range/ATR, volume Z-score).
MTF aggregator: FVGs from higher timeframes are collected, ranked, and displayed as zones on the active chart (including overlap clustering).
Structure context: Optionally, only FVGs after confirmed BOS/CHOCH in the trend direction, including premium/discount evaluation relative to the HTF range.
Adaptive invalidation: FVG expires after [X] candles, opposing BOS or defined time (e.g., end of session).
Session/instrument filter: Time window (e.g., NY/LDN), minimum tick size, ATR-based minimum gap.
Smart fill logic: Distinguishes between first touch, partial fill (≥ [40]%), full fill (100%); alarms per event.
Statistics overlay (optional): Hit rate/expectancy per TF & session for fine-tuning the filters.
How it works (conceptually)
FVG definition (3-candle pattern): Bullish if High[n-1] < Low[n+1] (bearish analog). Size = gap span in points.
Quality score:Score = w1*(|Body|/ATR) + w2*(Range/ATR) + w3*(Volume-Z), normalized to 0–100.
MTF scan: List of higher TFs: [15m, 1h, 4h, 1D] (customizable). Findings are merged, ranked, and displayed as zones with priority (color/opacity).
Context filter: Only FVGs that emerge after BOS/CHOCH in the direction of the current trend; optional exclusion in premium/discount areas.
Invalidation & alerts: A zone is considered active until the invalidation rule takes effect. Alerts are triggered upon: initial contact, partial/full filling, invalidation.
Important inputs
Min. FVG size: [0.5] × ATRor [X] ticks/points
Min. displacement score: [60] (0–100)
MTF list: [15m, 1h, 4h, 1D]
BOS/CHOCH filter: On/Off (Lookback [20] candles)
Session filter: NY/LDN/Asia (local time, weekend toggle)
Invalidation: maxBars = [20], Opposite BOS = On/Off, Session End = On/Off
Fill definitions: Partial fill ≥ [40] % of the gap; Full fill = 100%
Overlay options: Zone color/transparency, HTF label, statistics overlay On/Off
Alerts (names & triggers)
FVG Suite – First Touch: Price touches an active FVG zone for the first time.
FVG Suite – Partial Fill: Partial fill ≥ configured threshold.
FVG Suite – Full Fill: Gap completely filled.
FVG Suite – Invalidated: Zone invalidated by rules. (Alert message contains: symbol, TF of the zone, direction, score, size, trigger rule.)
Use (best practices)
Trade in the trend direction with BOS/CHOCH filter; target counter-imbalances/liquidity pools.
Use session filters to avoid news spikes/illiquid periods.
Calibrate parameters for each market/TF (ATR/volume profiles differ).
Limitations
Structure labels can be reevaluated for new highs/lows (repainting of labels, not of FVG finds).
Spreads/news can generate “pseudo fills.”
Backtests/statistics are sample-dependent; no guarantee of results.
Changelog
v1.0 – First release (score model, MTF aggregator, BOS/CHOCH filter, fill alerts).
Credits
FVG concept: public ICT/SMC literature (general idea). Implementation/scoring, MTF ranking, smart fill logic: own development.
Note/disclaimer
No financial advice. For educational purposes only. Trading involves high risk; use stop losses and a fixed risk budget.

9월 15일

릴리즈 노트

The indicator detects bullish and bearish Fair Value Gaps (FVGs), draws the box and its midline, and supports MTF sourcing with wick/body options and configurable themes.
Entries are only considered on a midline touch **after** a minimum 1.5× pre-move (relative to gap size); it auto-plots Entry/SL/TP with R\:R boxes and labels, and paints the FVG red if the stop is hit.
It includes pre-midline and midline-touch alerts, an optional post-exit 1.5× “out-move” target line, hide/show controls, and a performance mode to keep charts responsive.