Gaps indicator (similar to TradingView)

This topic has 6 replies, 4 voices, and was last updated 3 weeks ago by Iván.

Viewing 7 posts - 1 through 7 (of 7 total)

08/01/2025 at 4:08 PM #249243

David1998P

Parameters/inputs:

close gap partially: (boolean, YES or NO)
minimal deviation: as volatility multiple
nATR := vol = AverageTrueRange[periodATR] / Close, threshold = x
limit max gap trail length: (boolean)
- if = 1, then length = y
up gaps and down gaps colors

A gap is a visible empty space between two candles.
Mathematically: Close(t−1) ≠ Open(t), where t defines the time when the gapping candle occurs.

If
|Close(t−1) - Open(t)| ≥ x * Vol(t−1)
then the gap is considered significant.

If that empty space gets partially or fully filled between t and t+n, the gap must be updated to reflect the remaining unfilled space on the chart.

Example:

Close(t−1) = 5
Open(t) = 10
Vol(t−1) = 0.1
x = 2

Then:
|5 - 10| = 5
2 * 0.1 * 5 = 1
Since 5 ≥ 1 → gap is significant.

If in t+1 the candle low reaches 8, then the remaining gap is from 5 to 8.
Same applies if, in t, the gapping candle has low < open. That portion is considered filled and must be removed.

General rule:
0 ≤ unfilled space ≤ |Close(t−1) - Open(t)| := gap

Here is the Pine Script version

//@version=6
indicator("Gaps", overlay = true, max_boxes_count = 500)

closeGapsPartially = input.bool(false, "Close Gaps Partially", display = display.data_window)
boxLimitInput = input.int(15, "Max Number of Gaps", minval = 1, maxval = 500, display = display.data_window)
minimalDeviationTooltip = "Specifies the minimal size of detected gaps, as a percentage of the average high-low range for the last 14 bars."
minimalDeviationInput = nz(input.float(30.0, "Minimal Deviation (%)", tooltip = minimalDeviationTooltip, minval=1, maxval=100, display = display.data_window) / 100 * ta.sma(high-low, 14))
limitBoxLengthBoolInput = input.bool(false, "Limit Max Gap Trail Length (bars)", inline = "Length Limit", display = display.data_window)
limitBoxLengthIntInput = input.int(300, "", inline = "Length Limit", minval = 1, display = display.data_window)

groupName = "Border and fill colors"
colorUpBorderInput = input.color(color.green, "Up Gaps", inline = "Gap Up", group = groupName, display = display.data_window)
colorUpBackgroundInput = input.color(color.new(color.green, 85), "", inline = "Gap Up", group = groupName, display = display.data_window)
colorDownBorderInput = input.color(color.red, "Down Gaps", inline = "Gap Down", group = groupName, display = display.data_window)
colorDownBackgroundInput = input.color(color.new(color.red, 85), "", inline = "Gap Down", group = groupName, display = display.data_window)

type AlertInfo
    int countOpenGap
    int countClosedGap

method hasOpenedGap(AlertInfo this) =>
    this.countOpenGap > 0

method hasClosedGap(AlertInfo this) =>
    this.countClosedGap > 0

AlertInfo alertInfo = AlertInfo.new(0, 0)

type Gap
    bool isActive
    bool isBull
    array<box> boxes

method delete(Gap this) =>
    for _box in this.boxes
        _box.delete()

method partialClose(Gap this) =>
    activeBox = this.boxes.last()
    activeBox.set_extend(extend.none)

    top = this.isBull ? activeBox.get_top() : low
    bottom = this.isBull ? high : activeBox.get_bottom()

    this.boxes.push(box.new(
      bar_index,
      top,
      bar_index,
      bottom, 
      this.isBull ? colorDownBorderInput : colorUpBorderInput, 
      bgcolor = this.isBull ? colorDownBackgroundInput : colorUpBackgroundInput))

method fullClose(Gap this) =>
    alertInfo.countClosedGap += 1
    activeBox = this.boxes.last()
    activeBox.set_extend(extend.none)
    this.isActive := false
    if closeGapsPartially
        activeBox.delete()    

method checkForClose(Gap this) =>
    if this.isActive
        activeBox = this.boxes.last()
        top = activeBox.get_top() 
        bot = activeBox.get_bottom()
        isBull = this.isBull
        activeBox.set_right(bar_index)

        if (high > bot and isBull) or (low < top and not isBull)
            if closeGapsPartially
                this.partialClose()                
            else
                this.fullClose()

        bool forceCloseBoxExceededLengthLimit = (limitBoxLengthBoolInput and bar_index - activeBox.get_left() >= limitBoxLengthIntInput)
        if ((high > top and isBull) or (low < bot and not isBull)) or forceCloseBoxExceededLengthLimit
            this.fullClose()

var allGaps = array.new<Gap>()

isGapDown = high < low[1] and low[1] - high >= minimalDeviationInput
isGapUp = low > high[1] and low - high[1] >= minimalDeviationInput
isGap = isGapDown or isGapUp
boxBorderColor = isGapDown ? colorDownBorderInput : colorUpBorderInput
boxBgcolor = isGapDown ? colorDownBackgroundInput : colorUpBackgroundInput

registerNewGap(bool isGapDown) => 
    alertInfo.countOpenGap += 1
    
    newBox = box.new(
      bar_index - 1,
      (isGapDown ? low[1] : low),
      bar_index,
      (isGapDown ? high : high[1]),
      border_color = boxBorderColor,
      bgcolor = boxBgcolor,
      extend = extend.right)

    allGaps.push(Gap.new(true, isGapDown, array.from(newBox)))

    if allGaps.size() > boxLimitInput
        allGaps.shift().delete()

for gap in allGaps
    gap.checkForClose()

if isGap    
    registerNewGap(isGapDown)

if barstate.islastconfirmedhistory and allGaps.size() == 0
    noGapText = "No gaps found on the current chart. \nThe cause could be that some exchanges align the open of new bars on the close of the previous one, resulting in charts with no gaps. Alternatively, your Minimal Deviation might be too high."
    var infoTable = table.new(position.bottom_right, 1, 1)
    table.cell(infoTable, 0, 0, text = noGapText, text_color = chart.bg_color, bgcolor = chart.fg_color)

alertcondition(alertInfo.hasOpenedGap(), "New Gap Appeared", "A new gap has appeared.")
alertcondition(alertInfo.hasClosedGap(), "Gap Closed", "A gap was closed.")

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//@version=6

indicator("Gaps", overlay = true, max_boxes_count = 500)

closeGapsPartially = input.bool(false, "Close Gaps Partially", display = display.data_window)

boxLimitInput = input.int(15, "Max Number of Gaps", minval = 1, maxval = 500, display = display.data_window)

minimalDeviationTooltip = "Specifies the minimal size of detected gaps, as a percentage of the average high-low range for the last 14 bars."

minimalDeviationInput = nz(input.float(30.0, "Minimal Deviation (%)", tooltip = minimalDeviationTooltip, minval=1, maxval=100, display = display.data_window) / 100 * ta.sma(high-low, 14))

limitBoxLengthBoolInput = input.bool(false, "Limit Max Gap Trail Length (bars)", inline = "Length Limit", display = display.data_window)

limitBoxLengthIntInput = input.int(300, "", inline = "Length Limit", minval = 1, display = display.data_window)

groupName = "Border and fill colors"

colorUpBorderInput = input.color(color.green, "Up Gaps", inline = "Gap Up", group = groupName, display = display.data_window)

colorUpBackgroundInput = input.color(color.new(color.green, 85), "", inline = "Gap Up", group = groupName, display = display.data_window)

colorDownBorderInput = input.color(color.red, "Down Gaps", inline = "Gap Down", group = groupName, display = display.data_window)

colorDownBackgroundInput = input.color(color.new(color.red, 85), "", inline = "Gap Down", group = groupName, display = display.data_window)

type AlertInfo

int countOpenGap

int countClosedGap

method hasOpenedGap(AlertInfo this) =>

this.countOpenGap > 0

method hasClosedGap(AlertInfo this) =>

this.countClosedGap > 0

AlertInfo alertInfo = AlertInfo.new(0, 0)

type Gap

bool isActive

bool isBull

array<box> boxes

method delete(Gap this) =>

for _box in this.boxes

_box.delete()

method partialClose(Gap this) =>

activeBox = this.boxes.last()

activeBox.set_extend(extend.none)

top = this.isBull ? activeBox.get_top() : low

bottom = this.isBull ? high : activeBox.get_bottom()

this.boxes.push(box.new(

bar_index,

top,

bar_index,

bottom,

this.isBull ? colorDownBorderInput : colorUpBorderInput,

bgcolor = this.isBull ? colorDownBackgroundInput : colorUpBackgroundInput))

method fullClose(Gap this) =>

alertInfo.countClosedGap += 1

activeBox = this.boxes.last()

activeBox.set_extend(extend.none)

this.isActive := false

if closeGapsPartially

activeBox.delete()

method checkForClose(Gap this) =>

if this.isActive

activeBox = this.boxes.last()

top = activeBox.get_top()

bot = activeBox.get_bottom()

isBull = this.isBull

activeBox.set_right(bar_index)

if (high > bot and isBull) or (low < top and not isBull)

if closeGapsPartially

this.partialClose()

else

this.fullClose()

bool forceCloseBoxExceededLengthLimit = (limitBoxLengthBoolInput and bar_index - activeBox.get_left() >= limitBoxLengthIntInput)

if ((high > top and isBull) or (low < bot and not isBull)) or forceCloseBoxExceededLengthLimit

this.fullClose()

var allGaps = array.new<Gap>()

isGapDown = high < low[1] and low[1] - high >= minimalDeviationInput

isGapUp = low > high[1] and low - high[1] >= minimalDeviationInput

isGap = isGapDown or isGapUp

boxBorderColor = isGapDown ? colorDownBorderInput : colorUpBorderInput

boxBgcolor = isGapDown ? colorDownBackgroundInput : colorUpBackgroundInput

registerNewGap(bool isGapDown) =>

alertInfo.countOpenGap += 1

newBox = box.new(

bar_index - 1,

(isGapDown ? low[1] : low),

bar_index,

(isGapDown ? high : high[1]),

border_color = boxBorderColor,

bgcolor = boxBgcolor,

extend = extend.right)

allGaps.push(Gap.new(true, isGapDown, array.from(newBox)))

if allGaps.size() > boxLimitInput

allGaps.shift().delete()

for gap in allGaps

gap.checkForClose()

if isGap

registerNewGap(isGapDown)

if barstate.islastconfirmedhistory and allGaps.size() == 0

noGapText = "No gaps found on the current chart. \nThe cause could be that some exchanges align the open of new bars on the close of the previous one, resulting in charts with no gaps. Alternatively, your Minimal Deviation might be too high."

var infoTable = table.new(position.bottom_right, 1, 1)

table.cell(infoTable, 0, 0, text = noGapText, text_color = chart.bg_color, bgcolor = chart.fg_color)

alertcondition(alertInfo.hasOpenedGap(), "New Gap Appeared", "A new gap has appeared.")

alertcondition(alertInfo.hasClosedGap(), "Gap Closed", "A gap was closed.")

Note: The version we want is slightly different — it detects gaps using Close(t−1) instead of High(t−1) which is more accurate.

David1998P

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08/03/2025 at 10:59 AM #249301

Zigo

Gaps & Gapclosing (Long Running Gaps)

Date 208/2020 #42853

Zigo

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08/03/2025 at 12:22 PM #249302

David1998P

Anyone knows how to code it?

David1998P

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08/03/2025 at 1:00 PM #249303

Hi,

Try this one: https://www.prorealcode.com/prorealtime-indicators/inversion-fvg-an-indicator-for-fair-value-gaps-reversals/

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08/03/2025 at 5:54 PM #249316

David1998P

This is a completely different indicator…

There is currently no alternative to the one from TradingView on this forum

David1998P

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08/03/2025 at 6:42 PM #249317

You’re welcome…

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08/20/2025 at 3:22 PM #249925

Iván

you can start with this:

// --- PARÁMETROS CONFIGURABLES ---
closeGapsPartially = 1
minimalDeviationPercent = 30
// --- INICIALIZACIÓN ---
ONCE gapCount = 0
ONCE rectCount = 0
// --- BLOQUE 1: CÁLCULO Y GESTIÓN DE ESTADO (Se ejecuta en cada recálculo de cada barra) ---
// Resetear contadores en la primera barra del gráfico
IF BarIndex = 0 THEN
   gapCount = 0
   rectCount = 0
ENDIF
// Calcular desviación mínima
rangeSMA = Average[14](high-low)
minimalDeviation = (minimalDeviationPercent / 100) * rangeSMA
// --- Detección de nuevos gaps ---
isGapUp = low > high[1] AND low - high[1] >= minimalDeviation
isGapDown = high < low[1] AND low[1] - high >= minimalDeviation

IF isGapUp OR isGapDown THEN
   n=gapCount
   $gapIsActive[n] = 2// 2=Inicial;1=Parcial;0=Cerrado
   $gapStartIndex[n] = BarIndex-1
   $gapEndIndex[n] = BarIndex
   IF isGapUp THEN
      $gapTop[n] = low
      $gapBottom[n] = high[1]
      $gapType[n]=1
   ELSE // isGapDown
      $gapTop[n] = low[1]
      $gapBottom[n] = high
      $gapType[n]=-1
   ENDIF
   gapCount = gapCount + 1
ENDIF
// --- Gestión de cierres de gaps activos ---
FOR i = 0 TO gapCount - 1 DO
   IF $gapIsActive[i] = 2 THEN
      // Cierre COMPLETO
      IF ($gapType[i]>0 AND low < $gapBottom[i]) OR ($gapType[i]<0 AND high > $gapTop[i]) THEN// Guardar el rectángulo final en la memoria
         $rectX1[rectCount] = $gapStartIndex[i]//-1
         $rectY1[rectCount] = $gapTop[i]
         $rectX2[rectCount] = BarIndex
         $rectY2[rectCount] = $gapBottom[i]
         $rectType[rectCount] = $gapType[i]
         $rectGAP[rectCount] = i
         rectCount = rectCount + 1
         $gapIsActive[i] = 0 // Desactivar el gap                  
         // Cierre PARCIAL (solo si la opción está activa)
      ELSIF closeGapsPartially = 1 AND (($gapType[i]>0 AND low < $gapTop[i]) OR ($gapType[i]<0 AND high > $gapBottom[i])) THEN
         $gapIsActive[i] = 1  // Guardar el rectángulo de la parte rellenada en la memoria
         $rectX1[rectCount] = $gapStartIndex[i] //- 1
         $rectX2[rectCount] = BarIndex
         if $gapType[i]>0 then
            $rectY1[rectCount] = $gapBottom[i]
            $rectY2[rectCount] = $gapTop[i]// IIF(cond, true, false)
         else
            $rectY1[rectCount] = $gapTop[i]
            $rectY2[rectCount] = $gapBottom[i]
         endif
         $rectType[rectCount] = $gapType[i]
         $rectGAP[rectCount] = i
         rectCount = rectCount + 1// Actualizar el gap activo con las nuevas coordenadas
         $gapStartIndex[i] = BarIndex
         IF $gapType[i]>0 THEN
            $gapTop[i] = low
         ELSE
            $gapBottom[i] = high
         ENDIF
      ENDIF
   elsif $gapIsActive[i] = 1 then
      // Cierre COMPLETO
      IF ($gapType[i]>0 AND low < $gapBottom[i]) OR ($gapType[i]<0 AND high > $gapTop[i]) THEN// Guardar el rectángulo final en la memoria
         $rectX1[rectCount] = $gapStartIndex[i]//-1
         $rectY1[rectCount] = $gapTop[i]
         $rectX2[rectCount] = BarIndex
         $rectY2[rectCount] = $gapBottom[i]
         $rectType[rectCount] = $gapType[i]
         $rectGAP[rectCount] = i
         rectCount = rectCount + 1
         $gapIsActive[i] = 0 // Desactivar el gap
         // Cierre PARCIAL (solo si la opción está activa)
      ELSIF closeGapsPartially = 1 AND (($gapType[i]>0 AND low < $gapTop[i]) OR ($gapType[i]<0 AND high > $gapBottom[i])) THEN  // Guardar el rectángulo de la parte rellenada en la memoria
         $rectX1[rectCount] = $gapStartIndex[i] //- 1
         $rectX2[rectCount] = BarIndex
         if $gapType[i]>0 then
            $rectY1[rectCount] = $gapBottom[i]
            $rectY2[rectCount] = $gapTop[i] // IIF(cond, true, false)
         else
            $rectY1[rectCount] = $gapTop[i]
            $rectY2[rectCount] = $gapBottom[i]
         endif
         $rectType[rectCount] = $gapType[i]
         $rectGAP[rectCount] = i
         rectCount = rectCount + 1// Actualizar el gap activo con las nuevas coordenadas
         $gapStartIndex[i] = BarIndex
         IF $gapType[i]>0 THEN
            $gapTop[i] = low
         ELSE
            $gapBottom[i] = high
         ENDIF
      endif
   ENDIF
NEXT
IF islastbarupdate THEN// Dibujar todos los rectángulos históricos memorizados
   FOR r = 0 TO rectCount - 1 DO
      IF $rectType[r] = 1 THEN
         DRAWRECTANGLE($rectX1[r], $rectY1[r], $rectX2[r], $rectY2[r]) coloured("green")fillcolor("green",30)
      ELSE
         DRAWRECTANGLE($rectX1[r], $rectY1[r], $rectX2[r], $rectY2[r]) coloured("red")fillcolor("red",30)
      ENDIF
   NEXT
   // Dibujar todos los gaps que siguen activos
   FOR i = 0 TO gapCount - 1 DO
      IF $gapIsActive[i] > 0 THEN
         startIndex = $gapStartIndex[i] //- 1
         gapTop = $gapTop[i]
         endIndex = BarIndex
         gapBottom = $gapBottom[i]
         IF $gapType[i]>0 THEN
            DRAWRECTANGLE(startIndex, gapTop, endIndex, gapBottom) coloured("green")fillcolor("green",30)
         ELSE
            DRAWRECTANGLE(startIndex, gapTop, endIndex, gapBottom)coloured("red")fillcolor("red",30)
         ENDIF
      ENDIF
   NEXT
ENDIF

RETURN

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// --- PARÁMETROS CONFIGURABLES ---

closeGapsPartially = 1

minimalDeviationPercent = 30

// --- INICIALIZACIÓN ---

ONCE gapCount = 0

ONCE rectCount = 0

// --- BLOQUE 1: CÁLCULO Y GESTIÓN DE ESTADO (Se ejecuta en cada recálculo de cada barra) ---

// Resetear contadores en la primera barra del gráfico

IF BarIndex = 0 THEN

gapCount = 0

rectCount = 0

ENDIF

// Calcular desviación mínima

rangeSMA = Average[14](high-low)

minimalDeviation = (minimalDeviationPercent / 100) * rangeSMA

// --- Detección de nuevos gaps ---

isGapUp = low > high[1] AND low - high[1] >= minimalDeviation

isGapDown = high < low[1] AND low[1] - high >= minimalDeviation

IF isGapUp OR isGapDown THEN

n=gapCount

$gapIsActive[n] = 2// 2=Inicial;1=Parcial;0=Cerrado

$gapStartIndex[n] = BarIndex-1

$gapEndIndex[n] = BarIndex

IF isGapUp THEN

$gapTop[n] = low

$gapBottom[n] = high[1]

$gapType[n]=1

ELSE // isGapDown

$gapTop[n] = low[1]

$gapBottom[n] = high

$gapType[n]=-1

ENDIF

gapCount = gapCount + 1

ENDIF

// --- Gestión de cierres de gaps activos ---

FOR i = 0 TO gapCount - 1 DO

IF $gapIsActive[i] = 2 THEN

// Cierre COMPLETO

IF ($gapType[i]>0 AND low < $gapBottom[i]) OR ($gapType[i]<0 AND high > $gapTop[i]) THEN// Guardar el rectángulo final en la memoria

$rectX1[rectCount] = $gapStartIndex[i]//-1

$rectY1[rectCount] = $gapTop[i]

$rectX2[rectCount] = BarIndex

$rectY2[rectCount] = $gapBottom[i]

$rectType[rectCount] = $gapType[i]

$rectGAP[rectCount] = i

rectCount = rectCount + 1

$gapIsActive[i] = 0 // Desactivar el gap

// Cierre PARCIAL (solo si la opción está activa)

ELSIF closeGapsPartially = 1 AND (($gapType[i]>0 AND low < $gapTop[i]) OR ($gapType[i]<0 AND high > $gapBottom[i])) THEN

$gapIsActive[i] = 1 // Guardar el rectángulo de la parte rellenada en la memoria

$rectX1[rectCount] = $gapStartIndex[i] //- 1

$rectX2[rectCount] = BarIndex

if $gapType[i]>0 then

$rectY1[rectCount] = $gapBottom[i]

$rectY2[rectCount] = $gapTop[i]// IIF(cond, true, false)

else

$rectY1[rectCount] = $gapTop[i]

$rectY2[rectCount] = $gapBottom[i]

endif

$rectType[rectCount] = $gapType[i]

$rectGAP[rectCount] = i

rectCount = rectCount + 1// Actualizar el gap activo con las nuevas coordenadas

$gapStartIndex[i] = BarIndex

IF $gapType[i]>0 THEN

$gapTop[i] = low

ELSE

$gapBottom[i] = high

ENDIF

elsif $gapIsActive[i] = 1 then

// Cierre COMPLETO

IF ($gapType[i]>0 AND low < $gapBottom[i]) OR ($gapType[i]<0 AND high > $gapTop[i]) THEN// Guardar el rectángulo final en la memoria

$rectX1[rectCount] = $gapStartIndex[i]//-1

$rectY1[rectCount] = $gapTop[i]

$rectX2[rectCount] = BarIndex

$rectY2[rectCount] = $gapBottom[i]

$rectType[rectCount] = $gapType[i]

$rectGAP[rectCount] = i

rectCount = rectCount + 1

$gapIsActive[i] = 0 // Desactivar el gap

// Cierre PARCIAL (solo si la opción está activa)

ELSIF closeGapsPartially = 1 AND (($gapType[i]>0 AND low < $gapTop[i]) OR ($gapType[i]<0 AND high > $gapBottom[i])) THEN // Guardar el rectángulo de la parte rellenada en la memoria

$rectX1[rectCount] = $gapStartIndex[i] //- 1

$rectX2[rectCount] = BarIndex

if $gapType[i]>0 then

$rectY1[rectCount] = $gapBottom[i]

$rectY2[rectCount] = $gapTop[i] // IIF(cond, true, false)

else

$rectY1[rectCount] = $gapTop[i]

$rectY2[rectCount] = $gapBottom[i]

endif

$rectType[rectCount] = $gapType[i]

$rectGAP[rectCount] = i

rectCount = rectCount + 1// Actualizar el gap activo con las nuevas coordenadas

$gapStartIndex[i] = BarIndex

IF $gapType[i]>0 THEN

$gapTop[i] = low

ELSE

$gapBottom[i] = high

ENDIF

endif

ENDIF

IF islastbarupdate THEN// Dibujar todos los rectángulos históricos memorizados

FOR r = 0 TO rectCount - 1 DO

IF $rectType[r] = 1 THEN

DRAWRECTANGLE($rectX1[r], $rectY1[r], $rectX2[r], $rectY2[r]) coloured("green")fillcolor("green",30)

ELSE

DRAWRECTANGLE($rectX1[r], $rectY1[r], $rectX2[r], $rectY2[r]) coloured("red")fillcolor("red",30)

ENDIF

// Dibujar todos los gaps que siguen activos

FOR i = 0 TO gapCount - 1 DO

IF $gapIsActive[i] > 0 THEN

startIndex = $gapStartIndex[i] //- 1

gapTop = $gapTop[i]

endIndex = BarIndex

gapBottom = $gapBottom[i]

IF $gapType[i]>0 THEN

DRAWRECTANGLE(startIndex, gapTop, endIndex, gapBottom) coloured("green")fillcolor("green",30)

ELSE

DRAWRECTANGLE(startIndex, gapTop, endIndex, gapBottom)coloured("red")fillcolor("red",30)

ENDIF

RETURN

Iván

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