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Gap

muh gap! [FAIR VALUE GAP FINDER]Change the colors of the indicator to contrast your chart! Make sure to also change the transparency for the colors. --- This indicator finds fair value gaps which are inefficiencies in price delivery. Gaps can be used for entry or even bias. I've included midpoints, lines, and boxes. Boxes have the greatest range with respect to historic PA so keep that in mind. I will be updating this script in the future, potentially adding an MTF function, mitigation of gaps and alarms. Let me know if you guys have any additional ideas. Best, P
אינדיקטור Pine Script®
מאת ‎pompiht‎
6
Indicator: Gap Finder [KL] About gaps: A gap is a “jump” in a security’s price between the Open and the Prior Close . Gaps are very common in stocks during opening hours, especially when accompanied by catalysts. What this indicator does: This script will identify gaps that remained unfilled for at least one candle. It is very common for gaps to be filled on the first candle, these gaps are arguably less meaningful, so they are ignored by the indicator to reduce the number of lines drawn. Applications: Since most gaps eventually get filled, the question is a matter of when . If going with the trend, a trader will open a long/short position when seeing an up/down gap. When going against the trend, then short/long the stock on up/down gaps and consider taking profits when price returns to where the gap originally occurred. Originally intended for 1D timeframes, but gaps can occur in all timeframes. Applications are limitless.
אינדיקטור Pine Script®
מאת ‎DojiEmoji‎
2
Gap Absorption StrategyLike the nature, markets don't like the void, and this is something we can take advantage of by trading gaps on some markets. This technique is well known, so I wanted to write a tiny script based on this strategy to get a bit more comfortable with it. IMPORTANT: Default parameters wont give you good trades on every markets, you need to modify these parameters to see which proportions correspond to the stock you're trading. This script triggers signals on predefined variation of a stock price after a gap, and allows its user to configure TP and SL prices corresponding to a specific percentage of this gap movement. Note: We can observe that opening gaps are often the most interesting. Options Trigger: the price variation you want to trigger on (in % of the price) Stop Loss : in % of the gap Take profit : in % of the gap A small table is displayed in the top right corner of the chart to give you TP/SL/Signal prices for each opportunity SL (red line) and TP (green line) are also displayed on the chart when a signal is triggered Information concerning the current opportunity is given at the bottom of the chart Note: This script is based on the Gap-Size-Indicator that I published a few weeks ago.
אסטרטגיית Pine Script®
מאת ‎noop-noop‎
4
VolatilityLibrary "Volatility" Functions for determining if volatility (true range) is within or exceeds normal. The "True Range" (ta.tr) is used for measuring volatility. Values are normalized by the volume adjusted weighted moving average (VAWMA) to be more like percent moves than price. current(len) Returns the current price adjusted volatitlity ratio.   Parameters:      len : Number of bars to get a volume adjusted weighted average price. normal(len, maxDeviation, level, gapDays, spec, res) Returns the normal upper range of volatility. Compensates for overnight gaps within a regular session.   Parameters:      len : Number of bars to measure volatility.      maxDeviation : The limit of volatility before considered an outlier.      level : The amount of standard deviation after cleaning outliers to be considered within normal.      gapDays : The number of days in the past to measure overnight gap volaility.      spec : session.regular (default), session.extended or other time spec.      res : The resolution (default = '1440'). isNormal(len, maxDeviation, level, gapDays, spec, res) Returns true if the volatility (true range) is within normal levels. Compensates for overnight gaps within a regular session.   Parameters:      len : Number of bars to measure volatility.      maxDeviation : The limit of volatility before considered an outlier.      level : The amount of standard deviation after cleaning outliers to be considered within normal.      gapDays : The number of days in the past to measure overnight gap volaility.      spec : session.regular (default), session.extended or other time spec.      res : The resolution (default = '1440'). severity(len, maxDeviation, level, gapDays, spec, res) Returns ratio of the current value to the normal value. Compensates for overnight gaps within a regular session.   Parameters:      len : Number of bars to measure volatility.      maxDeviation : The limit of volatility before considered an outlier.      level : The amount of standard deviation after cleaning outliers to be considered within normal.      gapDays : The number of days in the past to measure overnight gap volaility.      spec : session.regular (default), session.extended or other time spec.      res : The resolution (default = '1440').
ספריית Pine Script®
מאת ‎Electrified‎
GSI (Gap Size Indicator)The purpose of this indicator is to give a quick view of a gap size between two candles, and to detect any gap bigger than the trigger setting. Options Mode: Select the display mode (% or Value) Variation Trigger: Defines the minimum gap size to give a signal, for both positive and negative sides. This option depends on the Mode setting Show trigger lines: Enable/Disable the display of the Variation Trigger setting lines Color signals only: When enabled, bars crossing the trigger value are still colored, but other are gray Show signals only: When enabled, will only show bars corresponding to gaps crossing the trigger value Notes Basic alerts on Bullish , Bearish and All gaps are available. Feel free to suggest any improvement.
אינדיקטור Pine Script®
מאת ‎noop-noop‎
2
Bitcoin - CME Futures Friday Close This indicator displays the weekly Friday closing price according to the CME trading hours (Friday 4pm CT). A horizontal line is displayed until the CME opens again on Sunday 5pm CT. This indicator is based on the thesis, that during the weekend the Bitcoin price tends to mean reverse to the CME closing price of the prior Friday. The level can also act as support/resistance. This indicator gives a visualization of this key level for the relevant time window. Furthermore the indicator helps to easily identify, if there is an up or down gap in the CME Bitcoin contract.
אינדיקטור Pine Script®
מאת ‎UniqueCharts‎
4
Unfilled Gap DetectorThis indicator displays gaps on a chart within a specified range which have not been filled. It offers the ability to set the minimum gap size to detect as a multiple of the average true range (ATR), as well as the allowed distance from a gap fill for the gap to be considered filled. The use of ATR allows the gap threshold to dynamically change as the stock price and volatility change over time. Lastly, it offers the ability to show gaps which have been filled in addition to unfilled gaps. The following describes each input's effect on the indicator. Bars to Search Back: specifies how many bars back in the chart to search for gaps and gap fills (maximum 5000). ATR Length: specifies the length of the ATR() function used for thresholding Minimum ATR Multiple For Gap Detection: The minimum gap size as a multiple of the ATR Minimum ATR Multiple For Gap Fill: The minimum distance between a bar high/low and a gap for it to be considered "filled" as a multiple of ATR
אינדיקטור Pine Script®
מאת ‎seancsnm‎
3
Gap detector This is a very simple gap indicator derived by comparing the previous opening and next closing price. Gap down if opening price is lesser than previous closed price. Gap up if opening is more than previous closed price. This gap detector use to evaluate the continuation or reversal of next candle and needed to be implement with other indicator such as Moving average or Boilinger band to read the possible direction of trend. Basic knowledge of candlestick pattern may help to predict the direction of next candlestick base on gap up or down of current price. Alert can be setup using this gap detector accordingly to the time frame of chart. Multiple time frame is recommended
אינדיקטור Pine Script®
מאת ‎hafizmat‎
1
Daily GAP StatsI did not write the script from scratch but rather started editing code of an existing one. The original code came from a script called GAP DETECTOR by @Asch- First up: I am a trader, not a programmer and therefore my code most likely is inefficient. If someone with more expertise would like to help and optimize it - feel free to get in touch, I am always happy to learn some new tricks. :) This script does 2 things: - It shows daily gaps stats based on user inputs - It shows color coded labels on gap days with additional information in tooltips ( important: make sure to read 'known issues/limitations' at the end ) User Inputs ========== Although the input dialog is pretty straight forward, I do a quick rundown: - Length: max lookback time - Gap Direction: self explanatory - Show All Gaps | Cont Only | Reversal Only | Off: This refers to the way labels are displayed on gap days (again: make sure to read known issues/limitations!) - Show All Gaps: does what it says - Cont Only: only shows gaps where price continued in the gap direction. If you filter for gap ups and chose 'Cont only' you will only see labels on gap days where price closed above the open (and vice versa if you scan for gap downs). - Reversal Only: you will only see labels for closes below the open on gap up days (and the opposite on gap down days) - Off: self explanatory - Gap Measure in ATR/PCT: self explanatory, ATR is calculated over a 10d period - Gap Size (Abs Values): no negative values allowed here. If you filter for gap downs and enter 3 it means it will show gaps where the stock fell more than 3 ATR/PCT on the open. - RVOL Factor: along with significant gaps should come significant volume. RVOL = volume of the gap day / 20d average volume - Viewing Options: Placing the stats label in the window is a bit tricky (see knonw issues/limitations) and I was not sure which way I liked better. See for yourself what works best for you. Known Isusses/Limitations: ======================= - Positioning of the stats table: As to my knowledge, Tradingview only allows label positioning relative to price and not relative to the chart window. I tried to always display the gap stats table in the upper right corner, using 52wk high as y-coordinate. This works ok most of the time, but is not pretty. If anybody has some fancy way to tag the label in a fixed position, please get in touch. - Max number of labels per script: TradingView has a limitation that allows a maxium of ~50 labels per script. If there are more labels, TradingView will automatically cut the oldest ones, without any notification. I have found this behaviour to be rather inconsistent - sometimes it'll dump labels even if there are a lot fewer than 50. Hopefully TradingView will drop this limitation at one point in the future. Important: The inconsistent display of the gap day labels has NO INFLUENCE on the calculations in the gap stats table - the count and the calculations are complete and correct!
אינדיקטור Pine Script®
מאת ‎dax50‎
15
GAP based S/RThis Script is designed to show repeating pattern in the market, encountered by gaps. Depending on the Gap, the Lines will be drawn in the selected color. The Gap is checked from the lowest point of the old candle-body to the highest point of the new candle body for a bearish Gap and vice versa for bullish Gap. The Script allows to: - enable bearish gaps, bullish gaps or both - adjust the minimum pips for the marketjump to be considered a gap - adjust color of the bullish/bearish gap - define how much bars should be considered in the history, where 4999 is the max value. With this functionality and the showing patterns, it is possible to determine support and resistance zones. When the script is used in markets/periods with many gaps and a high number of historic candles is watched, you might not see any horizontal lines at all -> please reduce the number of historical bars in order to draw an appropriate number of lines.
אינדיקטור Pine Script®
מאת ‎phoermann55‎
Moving Average Gap AnalyzerExtremely simple algorithm in order to calculate the gap between 2 simple moving averages. Analyzing perspective defines the line of color as white, green or red. This is done by checking sources of both moving averages and evaluate their past values with the mutual length respectively. Analysis is done by scoring the movements of sources. What to expect? - Higher the gap, higher the volatility. - If the analysis line is green sources have been raising (most likely bull market), if the analysis line is white the market is mostly likely close to horizontal, if the analysis line is red, sources have been decreasing gradually (most likely bear market). ps. Genuine indicator idea of me. This indicator is not a product or an idea of any group I work with. Completely clear of all types of IP.
אינדיקטור Pine Script®
מאת ‎aybarsm‎
3
Gap Down Reversal StrategyA "Gap down Reversal" is when the current days candle, opens, below the prior days close, and "finishes up" on the day with the close greater than the open. This type of price action can provide traders with favorable entry points to trade long, as anyone who was short the prior day, can get squeezed or panic out of the trade as they would see profits erode quickly from the gap down at the open. Strategy results are shown on SHOP with 10k starting capital and 10k per trade. The strategy enters at next days close after the gap down reversal fires off, and a 5% trailing stop order is also executed. This is important to understand when experimenting with different trailing stops on different symbols and observing results to find the most viable strategy. The discretionary trader may choose to enter at the close, or at the next days open, so understand results are not calculated for those entry points. You also may alter the start date of the strategy, so you can include, or exclude certain dates. Experiment with different stops and symbols! More volatile symbols most likely will need looser stops and Vice Versa. Concentrate on symbols in up trends, as "the dips" usually get consistently bought in these names, but hard reversals in downtrends can happen as well. Any questions/concerns please let me know and happy trading.
אסטרטגיית Pine Script®
מאת ‎RolandoSantos‎
3
GapAnalysisI am a new Trading View user. I am trying to gain some reputation so that I can start contributing more to the community and start learning more. Therefore I have written this very simple pine script that simply adds a label to the first bar of the day if there is a gap between 2% and 8% or a gap between -2* and -8%. Questions: 1) Lots of missing candlesticks e.g. at 16:30 and 08:00 meaning the candlestick may not of truely gapped up or down. Why are there missing bars? Is it because I have the free version? Are there any missing candlesticks on the paid for version? 2) Does the Gap filter always look at the first bar of the day and compare it to the last bar the previous day? (assuming you select 1d above the filters). 3) How does the Gap filter work if you select 1w above the filters? 4) The filter columns save for me, however the filter values do not. For example, if I select the Gap filter and select the values 'between 2% and 6%', then the column is saved but the values are not. Is this correct?
אינדיקטור Pine Script®
מאת ‎w0051977‎
1
Forex Virtual Index FIAT VersionThis is virtually created FX Fiat pairs index based on OANDAs data. Pairs are: EUR/USD , AUD/USD , GBP/USD , NZD/USD , AUD/JPY , EUR/JPY , GBP/JPY , USD/JPY , USD/CAD , USD/PLN Be awared that some pairs like USD/CAD , have reversed correlation to the index. You may look at the gaps as on standard S/R levels. ps. Take look inside the scirpt's settings. ps2. This script is invite-only for the members of our trading group (info in signature, group is free of charge).
אינדיקטור Pine Script®
מאת ‎hiddenpablo‎
[astropark] Fair Value GapsDear Followers, today a new epic tool, the "Fair Value Gap (FVG) Finder" . Fair Value Gaps are quite important to trade, as they represent both volume and trading unfilled gaps, which most of the time are filled and then price reverse . This indicator will let you set alerts on when a new FVG is found and when it is filled. Traded together with Breaker Blocks (BB) and Supply/Demand Order Blocks (OB) , you can easily spot important points where to start a short or a long trade. Here my Breaker Blocks (BB) and Supply/Demand Order Blocks (OB) indicator Here below some examples on how to use the indicator. On Bitcoin On EURUSD
אינדיקטור Pine Script®
מאת ‎astropark‎
126