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)
Notes de version:
v2 renamed field startbar to idx
Notes de version:
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)
Added:
method get_candles(this)
Namespace types: FVG
Parameters:
this (FVG)
Notes de version:
v4 fix max_bars_back error on extended boxes draw
Notes de version:
v5 added tostring
Added:
method tostring(this)
converts object to json representation
Namespace types: FVG
Parameters:
this (FVG)
Added:
method tostring(this)
converts object to json representation
Namespace types: FVG
Parameters:
this (FVG)
Notes de version:
v6 improved calculation
Notes de version:
v7 bugfix