robbatt

lib_fvg

robbatt アップデート済   
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)
リリースノート:
v2 renamed field startbar to idx
リリースノート:
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)
リリースノート:
v4 fix max_bars_back error on extended boxes draw
リリースノート:
v5 added tostring

Added:
method tostring(this)
  converts object to json representation
  Namespace types: FVG
  Parameters:
    this (FVG)
リリースノート:
v6 improved calculation
リリースノート:
v7 bugfix
リリースノート:
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
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