PINE LIBRARY
Обновлено 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)
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)
Информация о релизе
v2 renamed field startbar to idxИнформация о релизе
v3 added get_candles to generate Candle objects for the 3 candles forming the FVGAdded:
method get_candles(this)
Namespace types: FVG
Parameters:
this (FVG)
Информация о релизе
v4 fix max_bars_back error on extended boxes drawИнформация о релизе
v5 added tostringAdded:
method tostring(this)
converts object to json representation
Namespace types: FVG
Parameters:
this (FVG)
Информация о релизе
v6 improved calculationИнформация о релизе
v7 bugfixИнформация о релизе
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
Информация о релизе
v9 fixed insignificant fvg filterИнформация о релизе
v10 drawing FVG boxes one bar earlier to match the wick they originate fromИнформация о релизе
v11 added fill_size_current and filled_pc to store amount of FVG filled in absolute and relative valuesИнформация о релизе
v12 fixed calculation of filled_pcИнформация о релизе
v13 allow overfilled with flll_lvl_current > fill_size and filled_pc > 1Информация о релизе
v14 upgrade to lib_plot_objects v56Информация о релизе
v15 added fields last_touch_time and last_touch_idx to FVG.Библиотека Pine
В истинном духе TradingView автор опубликовал этот код Pine как библиотеку с открытым исходным кодом, чтобы другие программисты Pine из нашего сообщества могли им воспользоваться. Вы можете использовать эту библиотеку в приватных или других публикациях с открытым исходным кодом, но повторное использование этого кода в публикации регулируется Правилами поведения.
Отказ от ответственности
Все виды контента, которые вы можете увидеть на TradingView, не являются финансовыми, инвестиционными, торговыми или любыми другими рекомендациями. Мы не предоставляем советы по покупке и продаже активов. Подробнее — в Условиях использования TradingView.
Библиотека Pine
В истинном духе TradingView автор опубликовал этот код Pine как библиотеку с открытым исходным кодом, чтобы другие программисты Pine из нашего сообщества могли им воспользоваться. Вы можете использовать эту библиотеку в приватных или других публикациях с открытым исходным кодом, но повторное использование этого кода в публикации регулируется Правилами поведения.
Отказ от ответственности
Все виды контента, которые вы можете увидеть на TradingView, не являются финансовыми, инвестиционными, торговыми или любыми другими рекомендациями. Мы не предоставляем советы по покупке и продаже активов. Подробнее — в Условиях использования TradingView.