lib_fvg

Library "lib_fvg"
further expansion of my object oriented library toolkit. This lib detects Fair Value Gaps and returns them as objects.
Drawing them is a separate step so the lib can be used with securities. It also allows for usage of current/close price to detect fill/invalidation of a gap and to adjust the fill level dynamically. FVGs can be detected while forming and extended indefinitely while they're unfilled.

method draw(this)
Namespace types: FVG
Parameters:
this (FVG)

method draw(fvgs)
Namespace types: FVG[]
Parameters:
fvgs (FVG[])

is_fvg(mode, precondition, filter_insignificant, filter_insignificant_atr_factor, live)
Parameters:
mode (int): switch for detection 1 for bullish FVGs, -1 for bearish FVGs
precondition (bool): allows for other confluences to block/enable detection
filter_insignificant (bool): allows to ignore small gaps
filter_insignificant_atr_factor (float): allows to adjust how small (compared to a 50 period ATR)
live (bool): allows to detect FVGs while the third bar is forming -> will cause repainting
Returns: a tuple of (bar_index of gap bar, gap top, gap bottom)

create_fvg(mode, idx, top, btm, filled_at_pc, config)
Parameters:
mode (int): switch for detection 1 for bullish FVGs, -1 for bearish FVGs
idx (int): the bar_index of the FVG gap bar
top (float): the top level of the FVG
btm (float): the bottom level of the FVG
filled_at_pc (float): the ratio (0-1) that the fill source needs to retrace into the gap to consider it filled/invalidated/ready for removal
config (FVGConfig): the plot configuration/styles for the FVG
Returns: a new FVG object if there was a new FVG, else na

detect_fvg(mode, filled_at_pc, precondition, filter_insignificant, filter_insignificant_atr_factor, live, config)
Parameters:
mode (int): switch for detection 1 for bullish FVGs, -1 for bearish FVGs
filled_at_pc (float)
precondition (bool): allows for other confluences to block/enable detection
filter_insignificant (bool): allows to ignore small gaps
filter_insignificant_atr_factor (float): allows to adjust how small (compared to a 50 period ATR)
live (bool): allows to detect FVGs while the third bar is forming -> will cause repainting
config (FVGConfig)
Returns: a new FVG object if there was a new FVG, else na

method update(this, fill_src)
Namespace types: FVG
Parameters:
this (FVG)
fill_src (float): allows for usage of different fill source series, e.g. high for bearish FVGs, low vor bullish FVGs or close for both

method update(all, fill_src)
Namespace types: FVG[]
Parameters:
all (FVG[])
fill_src (float)

method remove_filled(unfilled_fvgs)
Namespace types: FVG[]
Parameters:
unfilled_fvgs (FVG[])

method delete(this)
Namespace types: FVG
Parameters:
this (FVG)

method delete_filled_fvgs_buffered(filled_fvgs, max_keep)
Namespace types: FVG[]
Parameters:
filled_fvgs (FVG[])
max_keep (int): the number of filled, latest FVGs to retain on the chart.

FVGConfig
Fields:
box_args (|robbatt/lib_plot_objects/36;BoxArgs|#OBJ)
line_args (|robbatt/lib_plot_objects/36;LineArgs|#OBJ)
box_show (series__bool)
line_show (series__bool)
keep_filled (series__bool)
extend (series__bool)

FVG
Fields:
config (|FVGConfig|#OBJ)
startbar (series__integer)
mode (series__integer)
top (series__float)
btm (series__float)
center (series__float)
size (series__float)
fill_size (series__float)
fill_lvl_target (series__float)
fill_lvl_current (series__float)
fillbar (series__integer)
filled (series__bool)
_fvg_box (|robbatt/lib_plot_objects/36;Box|#OBJ)
_fill_line (|robbatt/lib_plot_objects/36;Line|#OBJ)

릴리즈 노트

v2 renamed field startbar to idx

릴리즈 노트

v3 added get_candles to generate Candle objects for the 3 candles forming the FVG

Added:
method get_candles(this)
Namespace types: FVG
Parameters:
this (FVG)

릴리즈 노트

v4 fix max_bars_back error on extended boxes draw

릴리즈 노트

v5 added tostring

Added:
method tostring(this)
converts object to json representation
Namespace types: FVG
Parameters:
this (FVG)

릴리즈 노트

v6 improved calculation

릴리즈 노트

v7 bugfix

릴리즈 노트

v8 added a fix for insignificant FVG detection before xth candle, did not work due to ta.atr(x) preventing detection earlier.

Updated:
is_fvg(mode, precondition, filter_insignificant, filter_insignificant_atr_factor, insignificant_atr_len, live)
Parameters:
mode (int): switch for detection 1 for bullish FVGs, -1 for bearish FVGs
precondition (bool): allows for other confluences to block/enable detection
filter_insignificant (bool): allows to ignore small gaps
filter_insignificant_atr_factor (float): allows to adjust how small (compared to a 50 period ATR)
insignificant_atr_len (simple int)
live (bool): allows to detect FVGs while the third bar is forming -> will cause repainting
Returns: a tuple of (bar_index of gap bar, gap top, gap bottom)

detect_fvg(mode, filled_at_pc, precondition, filter_insignificant, filter_insignificant_atr_factor, insignificant_atr_len, live, config)
Parameters:
mode (int): switch for detection 1 for bullish FVGs, -1 for bearish FVGs
filled_at_pc (float)
precondition (bool): allows for other confluences to block/enable detection
filter_insignificant (bool): allows to ignore small gaps
filter_insignificant_atr_factor (float): allows to adjust how small (compared to a 50 period ATR)
insignificant_atr_len (simple int)
live (bool): allows to detect FVGs while the third bar is forming -> will cause repainting
config (FVGConfig)
Returns: a new FVG object if there was a new FVG, else na

릴리즈 노트

v9 fixed insignificant fvg filter

릴리즈 노트

v10 drawing FVG boxes one bar earlier to match the wick they originate from

릴리즈 노트

v11 added fill_size_current and filled_pc to store amount of FVG filled in absolute and relative values

릴리즈 노트

v12 fixed calculation of filled_pc

릴리즈 노트

v13 allow overfilled with flll_lvl_current > fill_size and filled_pc > 1

릴리즈 노트

v14 upgrade to lib_plot_objects v56

릴리즈 노트

v15 added fields last_touch_time and last_touch_idx to FVG.

파인 라이브러리

진정한 트레이딩뷰 정신에 따라 작성자는 이 파인 코드를 오픈 소스 라이브러리로 공개하여 커뮤니티의 다른 파인 프로그래머들이 재사용할 수 있도록 했습니다. 작성자에게 건배! 이 라이브러리는 개인적으로 또는 다른 오픈 소스 출판물에서 사용할 수 있지만, 출판물에서 이 코드를 재사용하는 것은 하우스 룰의 적용을 받습니다.

robbatt