Inverted Fair Value Gap @Ivan

• 05/16/2025 at 4:40 PM #247208
  Alai-n

  Bonjour Iván

  Je souhaiterai apporter une modification dans le protocole de validation des IFVG dans ce code. C’est à dire que je souhaiterai valider un nouvel IFVG haussier seulement lorsque high actuel a dépassé le highest[3] de l’IFVG. Puis valider un IFVG baissier seulement lorsque le low actuel a dépassé le lowest[3] de l’IFVG.

  Dans ce code, si je comprends bien la validation se fait lorsque le Gap est comblé entre low[1] et high[3], mais je ne trouve pas ça complet!

  Pourrais-tu m’indiquer les lignes qui gèrent cela?

  //-----------------------------------------------// //PRC_Inverted FVG //version = 0 //09.01.2025 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //-----------------------------------------------// // inputs //-----------------------------------------------// defparam drawonlastbaronly=true dispNum=7 atrMult=0.25 showbrokenFvg=0 //-----------------------------------------------// // Atr calculation //-----------------------------------------------// if barindex<=200 and barindex>1 then atr=averagetruerange[barindex](close)*atrMult else atr=averagetruerange[200](close)*atrMult endif //-----------------------------------------------// // FVG Detection //-----------------------------------------------// fvgUp=low>high[2] and close[1]>high[2] fvgDown=high<low[2] and close[1]<low[2] ctop=max(close,open) cbot=min(close,open) if fvgUp and abs(low-high[2])>atr then $fvgLeft[n+1]=barindex[1] $fvgTop[n+1]=low $fvgRight[n+1]=barindex $fvgBot[n+1]=high[2] $fvgMid[n+1]=(low+high[2])/2 $fvgDir[n+1]=1 $State[n+1]=0 n=n+1 endif if fvgDown and abs(low[2]-high)>atr then $fvgLeft[n+1]=barindex[1] $fvgTop[n+1]=low[2] $fvgRight[n+1]=barindex $fvgBot[n+1]=high $fvgMid[n+1]=(low[2]+high)/2 $fvgDir[n+1]=-1 $State[n+1]=0 n=n+1 endif if islastbarupdate then t1=0 FOR i = n DOWNTO 0 DO t1=$fvgLeft[i]+1 if t1<barindex then for j=barindex-t1 downto 0 do IF $fvgDir[i] = 1 AND cbot[j] < $fvgBot[i] THEN $invLeft[i] = $fvgLeft[i] $invTop[i] = $fvgTop[i] $invRight[i] = barindex[j] $invBot[i] = $fvgBot[i] $State[i] = 1 break ENDIF IF $fvgDir[i] = -1 AND ctop[j] > $fvgTop[i] THEN $invLeft[i] = $fvgLeft[i] $invTop[i] = $fvgTop[i] $invRight[i] = barindex[j] $invBot[i] = $fvgBot[i] $State[i] = 1 break ENDIF next endif NEXT count2=0 t2=0 for i=n downto 0 do t2=$invRight[i]+1 if t2<barindex then for j=barindex-t2 downto 0 do if $fvgDir[i] = 1 and $State[i] = 1 and close[j] > $invTop[i] THEN if count2<dispNum and showbrokenFvg then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i])coloured("green",0)fillcolor("green",10) drawsegment($invRight[i],$invTop[i],barindex[j],$invTop[i])coloured("blue",100)style(dottedline) endif count2=count2+1 $State[i] = -1 break endif if $fvgDir[i] = -1 and $State[i] = 1 and close[j] < $invBot[i] THEN if count2<dispNum and showbrokenFvg then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i])coloured("red",0)fillcolor("red",10) drawsegment($invRight[i],$invTop[i],barindex[j],$invTop[i])coloured("blue",100)style(dottedline) endif count2=count2+1 $State[i] = -1 break endif next endif next count=0 for i=n downto 0 do if $State[i] = 1 and count < dispNum then count=count+1 if $fvgDir[i]=1 then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i])coloured("green",0)fillcolor("green",50) drawrectangle($invRight[i],$invTop[i],barindex+10,$invBot[i])coloured("red",0)fillcolor("red",50) drawsegment($invLeft[i],($invBot[i]+$invTop[i])/2,barindex+10,($invBot[i]+$invTop[i])/2)coloured("grey",75)style(dottedline3) elsif $fvgDir[i]=-1 then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i])coloured("red",0)fillcolor("red",50) drawrectangle($invRight[i],$invTop[i],barindex+10,$invBot[i])coloured("green",0)fillcolor("green",50) drawsegment($invLeft[i],($invBot[i]+$invTop[i])/2,barindex+10,($invBot[i]+$invTop[i])/2)coloured("grey",75)style(dottedline3) endif endif next endif //-----------------------------------------------// return

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  //-----------------------------------------------// //PRC_Inverted FVG //version = 0 //09.01.2025 //Iván González @ www.prorealcode.com //Sharing ProRealTime knowledge //-----------------------------------------------// // inputs //-----------------------------------------------// defparam drawonlastbaronly=true dispNum=7 atrMult=0.25 showbrokenFvg=0 //-----------------------------------------------// // Atr calculation //-----------------------------------------------// if barindex<=200 and barindex>1 then atr=averagetruerange[barindex](close)*atrMult else atr=averagetruerange[200](close)*atrMult endif //-----------------------------------------------// // FVG Detection //-----------------------------------------------// fvgUp=low>high[2] and close[1]>high[2] fvgDown=high<low[2] and close[1]<low[2] ctop=max(close,open) cbot=min(close,open)   if fvgUp and abs(low-high[2])>atr then $fvgLeft[n+1]=barindex[1] $fvgTop[n+1]=low $fvgRight[n+1]=barindex $fvgBot[n+1]=high[2] $fvgMid[n+1]=(low+high[2])/2 $fvgDir[n+1]=1 $State[n+1]=0 n=n+1 endif   if fvgDown and abs(low[2]-high)>atr then $fvgLeft[n+1]=barindex[1] $fvgTop[n+1]=low[2] $fvgRight[n+1]=barindex $fvgBot[n+1]=high $fvgMid[n+1]=(low[2]+high)/2 $fvgDir[n+1]=-1 $State[n+1]=0 n=n+1 endif   if islastbarupdate then t1=0 FOR i = n DOWNTO 0 DO t1=$fvgLeft[i]+1 if t1<barindex then for j=barindex-t1 downto 0 do IF $fvgDir[i] = 1 AND cbot[j] < $fvgBot[i] THEN $invLeft[i] = $fvgLeft[i] $invTop[i] = $fvgTop[i] $invRight[i] = barindex[j] $invBot[i] = $fvgBot[i] $State[i] = 1 break ENDIF IF $fvgDir[i] = -1 AND ctop[j] > $fvgTop[i] THEN $invLeft[i] = $fvgLeft[i] $invTop[i] = $fvgTop[i] $invRight[i] = barindex[j] $invBot[i] = $fvgBot[i] $State[i] = 1 break ENDIF next endif NEXT count2=0 t2=0 for i=n downto 0 do t2=$invRight[i]+1 if t2<barindex then for j=barindex-t2 downto 0 do if $fvgDir[i] = 1 and $State[i] = 1 and close[j] > $invTop[i] THEN if count2<dispNum and showbrokenFvg then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i])coloured("green",0)fillcolor("green",10) drawsegment($invRight[i],$invTop[i],barindex[j],$invTop[i])coloured("blue",100)style(dottedline) endif count2=count2+1 $State[i] = -1 break endif if $fvgDir[i] = -1 and $State[i] = 1 and close[j] < $invBot[i] THEN if count2<dispNum and showbrokenFvg then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i])coloured("red",0)fillcolor("red",10) drawsegment($invRight[i],$invTop[i],barindex[j],$invTop[i])coloured("blue",100)style(dottedline) endif count2=count2+1 $State[i] = -1 break endif next endif next   count=0 for i=n downto 0 do if $State[i] = 1 and count < dispNum then count=count+1 if $fvgDir[i]=1 then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i])coloured("green",0)fillcolor("green",50) drawrectangle($invRight[i],$invTop[i],barindex+10,$invBot[i])coloured("red",0)fillcolor("red",50) drawsegment($invLeft[i],($invBot[i]+$invTop[i])/2,barindex+10,($invBot[i]+$invTop[i])/2)coloured("grey",75)style(dottedline3)   elsif $fvgDir[i]=-1 then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i])coloured("red",0)fillcolor("red",50) drawrectangle($invRight[i],$invTop[i],barindex+10,$invBot[i])coloured("green",0)fillcolor("green",50) drawsegment($invLeft[i],($invBot[i]+$invTop[i])/2,barindex+10,($invBot[i]+$invTop[i])/2)coloured("grey",75)style(dottedline3) endif endif next   endif   //-----------------------------------------------// return

   

  Merci

  

  Alai-n

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  05/19/2025 at 9:48 AM #247302
  Iván

  Holà. Vous êtes sur ces lignes :

  IF $fvgDir[i] = 1 AND cbot[j] < $fvgBot[i] THEN ... IF $fvgDir[i] = -1 AND ctop[j] > $fvgTop[i] THEN

  1 2 3

  IF $fvgDir[i] = 1 AND cbot[j] < $fvgBot[i] THEN ... IF $fvgDir[i] = -1 AND ctop[j] > $fvgTop[i] THEN

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  Alai-n

  

  Iván

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  05/20/2025 at 10:21 AM #247365
  Alai-n

  Merci Iván

  J’ai fait une tentative, mais j’ai cependant un message d’erreur, image jointe! Aurais-tu une idée ?

  //-----------------------------------------------// // PRC_Inverted FVG Modifié // Version = 1.0 // Modifié selon les spécifications client //-----------------------------------------------// // Inputs //-----------------------------------------------// defparam drawonlastbaronly=true dispNum=7 atrMult=0.25 showbrokenFvg=0 //-----------------------------------------------// // ATR Calculation //-----------------------------------------------// if barindex<=200 and barindex>1 then atr=averagetruerange[barindex](close)*atrMult else atr=averagetruerange[200](close)*atrMult endif //-----------------------------------------------// // FVG Detection (inchangé) //-----------------------------------------------// fvgUp=low>high[2] and close[1]>high[2] fvgDown=high<low[2] and close[1]<low[2] ctop=max(close,open) cbot=min(close,open) if fvgUp and abs(low-high[2])>atr then $fvgLeft[n+1]=barindex[1] $fvgTop[n+1]=low $fvgRight[n+1]=barindex $fvgBot[n+1]=high[2] $fvgMid[n+1]=(low+high[2])/2 $fvgDir[n+1]=1 $State[n+1]=0 n=n+1 endif if fvgDown and abs(low[2]-high)>atr then $fvgLeft[n+1]=barindex[1] $fvgTop[n+1]=low[2] $fvgRight[n+1]=barindex $fvgBot[n+1]=high $fvgMid[n+1]=(low[2]+high)/2 $fvgDir[n+1]=-1 $State[n+1]=0 n=n+1 endif //-----------------------------------------------// // Nouvelle logique de validation IFVG //-----------------------------------------------// if islastbarupdate then t1=0 FOR i = n DOWNTO 0 DO t1=$fvgLeft[i]+1 if t1<barindex then // Calcul des extrêmes sur 3 bougies if $fvgDir[i] = 1 then // FVG haussier highestFVG = highest[3]($fvgTop[i]) for j=barindex-t1 downto 0 do IF cbot[j] < $fvgBot[i] AND high[j] > highestFVG THEN $invLeft[i] = $fvgLeft[i] $invTop[i] = $fvgTop[i] $invRight[i] = barindex[j] $invBot[i] = $fvgBot[i] $State[i] = 1 break ENDIF next elsif $fvgDir[i] = -1 then // FVG baissier lowestFVG = lowest[3]($fvgBot[i]) for j=barindex-t1 downto 0 do IF ctop[j] > $fvgTop[i] AND low[j] < lowestFVG THEN $invLeft[i] = $fvgLeft[i] $invTop[i] = $fvgTop[i] $invRight[i] = barindex[j] $invBot[i] = $fvgBot[i] $State[i] = 1 break ENDIF next endif endif NEXT // Gestion des FVG cassés (inchangé) count2=0 t2=0 for i=n downto 0 do t2=$invRight[i]+1 if t2<barindex then for j=barindex-t2 downto 0 do if $fvgDir[i] = 1 and $State[i] = 1 and close[j] > $invTop[i] THEN if count2<dispNum and showbrokenFvg then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i]) coloured("green",0) fillcolor("green",10) drawsegment($invRight[i],$invTop[i],barindex[j],$invTop[i]) coloured("blue",100) style(dottedline) endif count2=count2+1 $State[i] = -1 break endif if $fvgDir[i] = -1 and $State[i] = 1 and close[j] < $invBot[i] THEN if count2<dispNum and showbrokenFvg then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i]) coloured("red",0) fillcolor("red",10) drawsegment($invRight[i],$invTop[i],barindex[j],$invTop[i]) coloured("blue",100) style(dottedline) endif count2=count2+1 $State[i] = -1 break endif next endif next // Affichage des IFVG valides (inchangé) count=0 for i=n downto 0 do if $State[i] = 1 and count < dispNum then count=count+1 if $fvgDir[i]=1 then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i]) coloured("green",0) fillcolor("green",50) drawrectangle($invRight[i],$invTop[i],barindex+10,$invBot[i]) coloured("red",0) fillcolor("red",50) drawsegment($invLeft[i],($invBot[i]+$invTop[i])/2,barindex+10,($invBot[i]+$invTop[i])/2) coloured("grey",75) style(dottedline3) elsif $fvgDir[i]=-1 then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i]) coloured("red",0) fillcolor("red",50) drawrectangle($invRight[i],$invTop[i],barindex+10,$invBot[i]) coloured("green",0) fillcolor("green",50) drawsegment($invLeft[i],($invBot[i]+$invTop[i])/2,barindex+10,($invBot[i]+$invTop[i])/2) coloured("grey",75) style(dottedline3) endif endif next endif return

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  //-----------------------------------------------// // PRC_Inverted FVG Modifié // Version = 1.0 // Modifié selon les spécifications client //-----------------------------------------------// // Inputs //-----------------------------------------------// defparam drawonlastbaronly=true dispNum=7 atrMult=0.25 showbrokenFvg=0   //-----------------------------------------------// // ATR Calculation //-----------------------------------------------// if barindex<=200 and barindex>1 then atr=averagetruerange[barindex](close)*atrMult else atr=averagetruerange[200](close)*atrMult endif   //-----------------------------------------------// // FVG Detection (inchangé) //-----------------------------------------------// fvgUp=low>high[2] and close[1]>high[2] fvgDown=high<low[2] and close[1]<low[2] ctop=max(close,open) cbot=min(close,open)   if fvgUp and abs(low-high[2])>atr then $fvgLeft[n+1]=barindex[1] $fvgTop[n+1]=low $fvgRight[n+1]=barindex $fvgBot[n+1]=high[2] $fvgMid[n+1]=(low+high[2])/2 $fvgDir[n+1]=1 $State[n+1]=0 n=n+1 endif   if fvgDown and abs(low[2]-high)>atr then $fvgLeft[n+1]=barindex[1] $fvgTop[n+1]=low[2] $fvgRight[n+1]=barindex $fvgBot[n+1]=high $fvgMid[n+1]=(low[2]+high)/2 $fvgDir[n+1]=-1 $State[n+1]=0 n=n+1 endif   //-----------------------------------------------// // Nouvelle logique de validation IFVG //-----------------------------------------------// if islastbarupdate then t1=0 FOR i = n DOWNTO 0 DO t1=$fvgLeft[i]+1 if t1<barindex then // Calcul des extrêmes sur 3 bougies if $fvgDir[i] = 1 then // FVG haussier highestFVG = highest[3]($fvgTop[i]) for j=barindex-t1 downto 0 do IF cbot[j] < $fvgBot[i] AND high[j] > highestFVG THEN $invLeft[i] = $fvgLeft[i] $invTop[i] = $fvgTop[i] $invRight[i] = barindex[j] $invBot[i] = $fvgBot[i] $State[i] = 1 break ENDIF next elsif $fvgDir[i] = -1 then // FVG baissier lowestFVG = lowest[3]($fvgBot[i]) for j=barindex-t1 downto 0 do IF ctop[j] > $fvgTop[i] AND low[j] < lowestFVG THEN $invLeft[i] = $fvgLeft[i] $invTop[i] = $fvgTop[i] $invRight[i] = barindex[j] $invBot[i] = $fvgBot[i] $State[i] = 1 break ENDIF next endif endif NEXT   // Gestion des FVG cassés (inchangé) count2=0 t2=0 for i=n downto 0 do t2=$invRight[i]+1 if t2<barindex then for j=barindex-t2 downto 0 do if $fvgDir[i] = 1 and $State[i] = 1 and close[j] > $invTop[i] THEN if count2<dispNum and showbrokenFvg then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i]) coloured("green",0) fillcolor("green",10) drawsegment($invRight[i],$invTop[i],barindex[j],$invTop[i]) coloured("blue",100) style(dottedline) endif count2=count2+1 $State[i] = -1 break endif if $fvgDir[i] = -1 and $State[i] = 1 and close[j] < $invBot[i] THEN if count2<dispNum and showbrokenFvg then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i]) coloured("red",0) fillcolor("red",10) drawsegment($invRight[i],$invTop[i],barindex[j],$invTop[i]) coloured("blue",100) style(dottedline) endif count2=count2+1 $State[i] = -1 break endif next endif next   // Affichage des IFVG valides (inchangé) count=0 for i=n downto 0 do if $State[i] = 1 and count < dispNum then count=count+1 if $fvgDir[i]=1 then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i]) coloured("green",0) fillcolor("green",50) drawrectangle($invRight[i],$invTop[i],barindex+10,$invBot[i]) coloured("red",0) fillcolor("red",50) drawsegment($invLeft[i],($invBot[i]+$invTop[i])/2,barindex+10,($invBot[i]+$invTop[i])/2) coloured("grey",75) style(dottedline3) elsif $fvgDir[i]=-1 then drawrectangle($invLeft[i],$invTop[i],$invRight[i],$invBot[i]) coloured("red",0) fillcolor("red",50) drawrectangle($invRight[i],$invTop[i],barindex+10,$invBot[i]) coloured("green",0) fillcolor("green",50) drawsegment($invLeft[i],($invBot[i]+$invTop[i])/2,barindex+10,($invBot[i]+$invTop[i])/2) coloured("grey",75) style(dottedline3) endif endif next endif   return

  

  Alai-n

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  05/20/2025 at 12:27 PM #247370
  Iván

  Oui, le problème vient de la façon dont tu calcules la valeur la plus haute/la plus basse des derniers FVG.
  Si tu remplaces par ces lignes :
  highestFVG = max($fvgTop[i], max($fvgTop[i-1], $fvgTop[i-2]))
lowestFVG = min($fvgBot[i], min($fvgBot[i-1], $fvgBot[i-2]))
  De plus, la boucle devra aller de *n* à 2 pour éviter une erreur :
  for i = n downto 2 do

  

  Iván

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  05/23/2025 at 2:19 PM #247563
  Alai-n

  Iván

  Cela ne fonctionne pas comme je le souhaiterais, il y a quelque chose qui cloche! Je ne trouve pas quoi!
  J’ai fait une demande au service programmation, je ne sais comment vous travaillez, qui fait et quoi et comment. Mais peut-être pourrais-tu y jeter un œil ?!

  Merci

  

  Alai-n

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