BullTrading IPDA FVG Toolkit

hace 2 horas

BullTrading IPDA FVG Toolkit is a multi-timeframe Fair Value Gap detector with an integrated IPDA True Day session overlay, built in Pine Script v6. It provides traders with a visual IPDA execution framework — mapping price inefficiencies directly within the daily institutional range so that entries can be contextualised against the algorithmic delivery cycle.

WHAT THIS INDICATOR DOES

This indicator identifies Fair Value Gaps (FVGs) across multiple timeframes and plots them as dynamic zones on the chart. It simultaneously overlays the IPDA True Day range — the full 00:00-23:59 New York session — as a dotted reference box, giving traders a structural context for where institutional delivery is likely to occur within the daily range.
The combination of FVG detection and IPDA True Day framing in a single tool is what makes this indicator original and justifies protecting the source code. Rather than requiring two separate indicators and manual alignment, traders get a unified view of price inefficiencies within the context of the algorithmic daily range.

HOW IT WORKS

Fair Value Gap Detection:
The script compares the high/low of the current candle against the candle two bars prior. When there is no overlap between these candles, the gap between them is identified as a Fair Value Gap. Bullish FVGs form below price during bearish candles; bearish FVGs form above price during bullish candles. This detection runs independently on both the current timeframe and a user-selected higher timeframe (HTF), using confirmed bar data with appropriate lookahead handling to prevent future data leakage.

Multi-Timeframe Logic:
Users can choose between three MTF modes — Current TF only, HTF only, or both simultaneously. The HTF uses request.security() with previous-bar referencing (close[1], high[2], low[2]) and lookahead_on combined with gaps_off. The HTF high/low values are tracked bar-by-bar from current data rather than pulled directly from the security call, which avoids the common pitfall of HTF future leaking on intraday charts.
Gap Lifecycle Management:
Each FVG is drawn as a box extending to the right. As price interacts with a gap, the indicator manages it according to user settings:

MidPoint Fill mode considers an FVG filled when price reaches the 50% level of the gap, rather than requiring a full fill.
Shrink On Partial Fill dynamically reduces the box size as price partially enters the gap, visually reflecting the remaining inefficiency. This can be toggled off to preserve the original gap dimensions.
Delete On Fill removes filled gaps entirely. When disabled, filled gaps are capped at the current bar, preserving them as historical reference.

IPDA True Day Box:
The True Day overlay draws a dotted-border box spanning the full New York session (00:00-23:59 ET). It tracks the session high, low, open time, and close time, updating dynamically throughout the day. This box is visible on all intraday timeframes from 1-minute through 4-hour (240 minutes). It resets at the start of each new IPDA day.

HOW TO USE IT

Add the indicator to your chart. FVGs will begin plotting immediately based on your selected MTF mode.
Configure MTF Settings:

Set your desired higher timeframe (default: Daily).
Choose whether to display Current TF gaps, HTF gaps, or both.
Adjust the label offsets to position timeframe labels where they are readable on your chart.


Configure General Settings:

Enable MidPoint Fill if you consider a gap filled at the 50% level (common in ICT / SMC methodology).
Toggle Shrink On Partial Fill based on whether you prefer to see the remaining gap or the original gap dimensions.
Enable Delete Old On Fill to keep the chart clean, or disable it to retain historical gap context.


Enable the IPDA True Day Box:

Toggle it on in True Day Settings.
Adjust the border color and line width to your preference.
Use this box to frame your FVG analysis within the daily institutional range.


Look for confluence between FVGs and the IPDA True Day extremes. Gaps forming near the session high or low often represent higher-probability zones of interest. This is where the IPDA execution framework becomes practical: the True Day box defines the daily delivery range, and the FVGs within it highlight where price is most likely to seek rebalancing.

SETTINGS OVERVIEW

MTF Settings:

MTF Timeframe — the higher timeframe for gap detection (default: D)
MTF Options — Current TF / Current + HTF / HTF
Offset / MTF Offset — controls label positioning for current and HTF gaps

General Settings:

MidPoint Fill — considers gap filled at the 50% level
Delete Old On Fill — removes or preserves filled gap drawings
Label FVG Timeframe — shows/hides the timeframe label on each gap
Shrink On Partial Fill — dynamically resizes gaps as price enters them

True Day Settings:

Show IPDA True Day Box — toggles the session overlay
Line Width — border thickness of the True Day box
Border Color — color of the True Day box border

Coloring:

Separate color controls for bullish FVG, bearish FVG, MTF variants, midpoint lines, and text labels

WHY THE SOURCE IS PROTECTED

This indicator combines a proprietary multi-timeframe FVG engine — featuring HTF-safe data handling, configurable gap lifecycle management (midpoint fill, shrink, delete), and per-timeframe visual separation — with an integrated IPDA True Day session overlay. The specific implementation of HTF high/low tracking from current-bar data, the gap shrink toggle mechanism, and the unified FVG + IPDA architecture represent original work that warrants source protection. Users benefit from all functionality freely; the code protection preserves the author's development effort.

CREDITS
Developed by BullTrading Asset Management. Built with Pine Script v6.

hace 2 horas

Notas de prensa

- Defval colour adjustments.