PINE LIBRARY

lib_fvg

Actualizado
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)
Notas de prensa
v2 renamed field startbar to idx
Notas de prensa
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)
Notas de prensa
v4 fix max_bars_back error on extended boxes draw
Notas de prensa
v5 added tostring

Added:
method tostring(this)
  converts object to json representation
  Namespace types: FVG
  Parameters:
    this (FVG)
Notas de prensa
v6 improved calculation
Notas de prensa
v7 bugfix
Notas de prensa
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
Notas de prensa
v9 fixed insignificant fvg filter
Notas de prensa
v10 drawing FVG boxes one bar earlier to match the wick they originate from
Notas de prensa
v11 added fill_size_current and filled_pc to store amount of FVG filled in absolute and relative values
Notas de prensa
v12 fixed calculation of filled_pc
Notas de prensa
v13 allow overfilled with flll_lvl_current > fill_size and filled_pc > 1
fvgfvgslibraryMATHobjectsstatisticstoolkit

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Siguiendo fielmente el espíritu TradingView, el autor ha publicado este código Pine como una biblioteca de código abierto, permitiendo que otros programadores de Pine en nuestra comunidad lo utilicen de nuevo. ¡Olé por el autor! Puede utilizar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero tenga en cuenta que la reutilización de este código en una publicación se rige por las Normas internas.

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