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Gapfill

Gap Fill TrackerGap Fill Tracker The Gap Fill Tracker is an overlay indicator that automatically detects, tracks, and measures the fill rate of price gaps — defined as the difference between the previous candle's close and the current candle's open. It counts a gap as filled when price reaches the 50% midpoint of the gap range, and provides a live statistics panel including total gaps detected, fill rate percentage, open gaps, and the average time gaps take to fill expressed in human-readable time units adapted to the current chart timeframe. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IS A GAP? ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ A gap occurs when a candle opens at a different price than the previous candle's close, leaving an unfilled zone on the chart. Bullish gaps open above the prior close. Bearish gaps open below the prior close. Gaps can occur on any timeframe and any instrument, and they represent price imbalances — zones where no trading occurred, which the market tends to revisit. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ FILL CONDITION ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ A gap is considered filled when price touches the 50% midpoint of the gap range — not necessarily the full extent. This is a more conservative and statistically accurate measure than requiring a full gap fill, as it captures the point at which the market has revisited the center of the imbalance. The midpoint is marked on the chart as a dashed line through the middle of each open gap zone. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ COMPONENTS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. Gap Zones (boxes) Each detected gap is visualized as a colored rectangle spanning from the gap's lower boundary to its upper boundary, starting at the bar where the gap occurred and extending to the right. Bullish gaps are displayed in teal. Bearish gaps are displayed in pink. Zones disappear silently when the fill condition is met — no confirmation markers are left on the chart, keeping it clean. 2. Midpoint Line (dashed) A dashed horizontal line runs through the center of each open gap zone, marking the exact price level that constitutes a fill. This is the target level the indicator monitors. 3. Gap Labels Small labels mark the bar where each gap was detected, indicating direction (GAP ↑ for bullish, GAP ↓ for bearish). 4. Statistics Table (top right) A compact panel displays four key metrics updated in real time: - Detected: total number of gaps found in the chart's history - Filled: number of gaps that reached the 50% midpoint, with fill rate percentage - Open: number of gaps still unfilled, with open rate percentage - Avg fill time: average time gaps take to reach the 50% midpoint, expressed automatically in minutes, hours, days, or weeks depending on the chart timeframe ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • Minimum gap (%): The minimum size of a gap expressed as a percentage of the prior close, to filter out micro-gaps caused by spread or rounding. Default is 0.5%. Lower values detect more gaps; higher values focus only on significant gaps. • Max open gaps visible: Controls how many of the most recent unfilled gaps are displayed on the chart. Older open gaps continue to count in the statistics but are hidden visually to keep the chart readable. Default is 10. • Show open zones: Toggle the visual display of open gap zones on or off. Statistics continue to update regardless. • Bull/Bear gap colors: Customize the colors for bullish and bearish gap zones independently. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO INTERPRET IT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ FILL RATE The fill rate shown in the statistics panel tells you what percentage of historical gaps on this instrument and timeframe have been filled. A fill rate above 95% confirms that gap fills are a near-certain statistical event for this market. A lower fill rate suggests that the instrument or timeframe has structural tendencies that prevent consistent gap fills — for example, strongly trending markets on higher timeframes. OPEN GAPS Each visible zone on the chart represents an active price target — a level where the market has a strong statistical tendency to return. The more open gaps accumulated above or below current price, the stronger the magnetic pull toward those levels. MIDPOINT LINE The dashed line through each zone is the exact fill target. Price touching this level — even with a wick — constitutes a fill and removes the zone from the chart. AVERAGE FILL TIME This is the most operationally useful metric. It tells you how long gaps on this instrument and timeframe typically take to fill, expressed in real time units. If the average fill time on a 4-hour chart is 1.1 weeks, that means most gaps are filled within approximately 1 to 2 weeks of forming. This information can be used to time entries — rather than entering immediately after a gap forms, waiting until price approaches the average fill window increases the probability of catching the fill move at the right moment. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE IT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1. CHECK THE FILL RATE FIRST Load the indicator on your instrument and timeframe of choice. Check the fill rate in the statistics panel. If it is above 95%, gap fills are a reliable statistical edge on that market. If it is significantly lower, adjust the minimum gap size or consider a different timeframe. 2. IDENTIFY OPEN GAPS AS PRICE TARGETS The visible zones on the chart are active price targets. Open gaps above current price are upside targets. Open gaps below current price are downside targets. The midpoint line is the specific price level to watch. 3. USE THE AVERAGE FILL TIME FOR ENTRY TIMING Note the average fill time displayed in the table. After a gap forms, use this as a reference for when to start looking for an entry toward the fill. If the average fill time is 1 week on a daily chart, the highest probability entry window is typically in the days surrounding that average, not immediately after the gap opens. 4. MANAGE THE TRADE The target is the midpoint of the gap. Once price touches the midpoint, the zone disappears automatically. Position sizing, stop placement, and exit management are left to the trader's discretion and should be based on their own risk framework. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ NOTES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ • Works on any instrument and any timeframe. Fill rates and average fill times vary by market and timeframe — always verify the statistics panel before trading. • The average fill time automatically adapts to the chart's timeframe: it displays in minutes on intraday charts, hours on hourly charts, days on daily charts, and weeks on weekly charts. • Filled gaps disappear silently without leaving markers on the chart, ensuring a clean visual at all times. • The statistics counter covers the full available chart history, not just the visible bars on screen. • For instruments that trade 24/5 (forex) or 24/7 (crypto), the average fill time reflects calendar time based on bar count times timeframe minutes. For instruments with trading sessions (equities, futures), the actual calendar time will be longer since no bars are generated outside market hours.
อินดิเคเตอร์ Pine Script®
โดย BullBearSR
Gap AnalysisDescription: This indicator automates the tracking of session gaps, providing real-time data on gap fills, historical context, and exhaustion risk. It is built specifically for day traders and swing traders who use gap-fill strategies during Regular Trading Hours (RTH). Core Functionality: The script captures the closing price (settle) of the previous RTH session and measures it against the open of the current RTH session. If a gap exceeds your minimum point threshold, it maps the gap zone on your chart and tracks price action against the settle line until the gap is filled. Key Features: Dynamic Fill Tracking: Monitors unfilled gaps bar-by-bar. It calculates the exact percentage of the gap filled and displays how many bars it took to reach completion. Exhaustion Risk Detection: Tracks consecutive gaps in the same direction. If the market gaps in the same direction three or more times consecutively, the script flags an "Elevated Exhaustion" risk on the display panel. Clean Chart Management: Automatically shades the gap zone and draws the target settle line. You can toggle a setting to instantly hide gaps once they are 100% filled, preventing chart clutter. Heads-Up Display Table: An on-chart dashboard provides immediate access to the current session's gap direction, fill status, specific target price, and elapsed time. Historical Gap Review: Displays up to 20 historical session gaps, allowing you to backtest how often and how quickly an asset fills its gaps. Integrated Alerts: Supports automated alerts for two conditions: when a new qualifying gap is formed at the session open, and the moment a gap is entirely filled. Configuration & Setup: RTH Session: Define your specific trading hours (default is 0830-1500 America/Chicago). The indicator requires this to accurately lock in the previous day's settle. Minimum Gap Size: Filter out market noise by setting a minimum point threshold. Gaps smaller than this value will be ignored. Visual Customization: Full control over bull/bear zone colors, line styles, text sizes, and table positioning. Usage Notes: This script relies on timeframe data to establish session boundaries. It is optimal for intraday timeframes (e.g., 1m, 5m, 15m, 1H).
อินดิเคเตอร์ Pine Script®
โดย TatankaTrading
PSP AI Auto Gap Finder (Bullish + Bearish)"PSP AI Auto Gap Finder (Bullish + Bearish)" detects significant bullish and bearish price gaps automatically and visualizes them as dynamic zones on the chart. It combines historical gap behavior with live momentum analysis to estimate whether pending gaps may get filled soon. Key Features: * Auto-detects Bullish & Bearish Gaps * Filter gaps by minimum % or minimum points * Marks zones as **Filled** or **Pending for Filling** * Shows gap size in points * Displays bars taken to fill past gaps * AI-style ETA for pending gap fills * Probability score based on trend + RSI + momentum * Separate controls for Filled / Pending zones * Custom colors for bullish and bearish zones Best Use Cases: * Nifty / BankNifty gap trading * Support & resistance via unfilled gaps * Swing trading targets * Mean reversion setups * Historical gap behavior study Example Box Output: 1. Bullish Gap 2. Pending for Filling 3. Gap: 674 pts 4. Open Since: 11 bars 5. ETA: 8 bars 6. Prob: 78% ===== Designed for traders who want to track large gaps and estimate likely fill opportunities visually.
อินดิเคเตอร์ Pine Script®
โดย pushpandrasingh
Daily Deviation Range and Gap Stats - NikaQuant ## What It Does This indicator projects six pairs of deviation levels above and below a defined session range, draws a daily gap line at a configurable time, and shows a live stats panel with historical hit rates, mean-revert rates, gap fill statistics, and trade-decision suggestions. The range itself is captured as the high and low of 5-minute closes during a configurable New York time window (default 19:30 to 20:30 NY). Once the window closes, the range is locked and six fibonacci-style deviation levels at multiples 1, 2.5, 5, 8, 13, and 19 of the range size are projected forward both upward and downward across the next trading day until a configurable cutoff (default 16:00 NY next day). A separate gap line is captured at a configurable time (default 15:55 NY) using the close of that 5-minute bar. The gap line extends visually across the overnight session and is monitored for fill during the next session's open-to-close window (default 09:30 to 16:00 NY). When price crosses the gap level inside that window, the line is locked at the fill bar. A live statistics table aggregates historical performance per day for the lookback period, showing per-level touch frequencies, mean-revert frequencies, close-inside-level frequencies, and gap fill statistics, then turns these into actionable trade-setup suggestions. ## Why It Is Original Unlike a standard pivots or fibonacci-retracement indicator, this script is not a static price-level projection. It is a session-range deviation framework combined with an integrated gap tracker and a per-level historical statistics engine. This script combines three distinct functional modules because each one addresses a different question about session structure: (1) The range-multiple deviation levels answer "how far has price moved from session balance, in units of session range?" — analogous to standard-deviation channels but anchored to a user-defined range window rather than a rolling average. (2) The daily gap line answers "is there an unfilled overnight reference price and what is the historical edge of trading toward it?" — different from standard gap detectors that only flag open-to-close gaps because it captures a specific price (the close at gap-time) and tracks fill behaviour inside a defined session window. (3) The historical statistics engine answers "given today's structure, what has actually happened on past days when price reached the same levels or when a gap was open at this distance?" — turning the visual levels into probability-weighted decision inputs rather than just lines on a chart. Together, the three modules produce something none of them would alone: a session-relative deviation map with quantified historical edge per level, plus a context-aware trade decision suggestion that combines current position, time remaining in the session, and historical revert behaviour. The script also enforces a strict 5-minute internal data resolution regardless of chart timeframe (1-minute through 1-hour), so the levels and gap stay consistent whether the user is on a 5m chart or a 1H chart. This is accomplished via a dual-path data fetch that adapts to the chart's timeframe — pulling individual 5-minute samples on lower-timeframe charts and aggregating 5-minute closes per chart bar on higher-timeframe charts. ## How It Works On each chart bar the script collects the 5-minute bars that have closed since the last update. For each 5-minute bar it checks whether the bar falls inside the range window, the extension window, the gap trigger time, or the gap fill window, and updates the relevant state. When a 5-minute bar marks the end of the range window, the script locks in the highest and lowest 5-minute closes of the window, computes the range size and midline, and draws the deviation levels at multiples of the range above the high and below the low, projected forward to the configured extension-end time. A range-outline box is drawn over the range window for visual reference. When a 5-minute bar matches the gap-trigger time, the script captures that bar's close as the gap price and starts drawing a horizontal line. On every subsequent 5-minute bar inside the next session's gap-fill window, the script checks whether the bar's high-low straddles the gap price. If so, the line is locked and the gap is recorded as filled. Every time a deviation level is touched intraday — the 5-minute high reaches an upper level or the 5-minute low reaches a lower level — the script records that touch for the day. If price subsequently revisits the midline before the extension window ends, all touched levels for that day are also recorded as having reverted. When the extension window ends, the day's data is appended to a rolling history. Each day's gap statistics (occurred, filled, minutes from fill-window open to fill) are appended at the next gap trigger, which ensures the gap is paired with its complete fill outcome before the next gap overwrites the live tracking state. The stats table reads the history and renders per-level touch frequency, per-level revert frequency, close-inside-level frequency, gap fill rate, gap fill-time distribution (average, median, percent filled within 1 hour, percent filled within 4 hours), daily directional bias, range expansion vs contraction regime, day-type classification, time-elapsed in the active extension, and a context-aware trade-setup suggestion with stop and target prices for active fade setups. The setup engine includes a time-remaining guard: when fewer minutes remain in the extension than the configured threshold, time-sensitive setups (fades and gap targets) are suppressed and the panel shows a "late session" status instead. ## How To Use It - A range outline box appears over the range window once the window closes — this is the visual reference for the session range. - Six pairs of lines extend forward from range-end to extension-end at multiples 1, 2.5, 5, 8, 13, and 19 of the range above and below the range high and low. - Numerical labels at each level show the multiple — labels can be placed at the left or right end of the line via the "Level Label Side" setting. - The gap line appears horizontally at the gap price after the configured gap time and extends until either price crosses through it during the fill window or the next day's gap is set. - The live stats panel shows current price location vs midline (in range-multiples), today's range vs historical average, the current zone between two adjacent levels, the furthest level tagged today, per-level historical touch and revert rates, gap fill statistics, and a live setup suggestion. Recommended timeframes: 1-minute through 1-hour. The script always uses 5-minute data internally, so behavior is consistent across chart timeframes. Recommended markets: 24-hour markets such as index futures (ES, NQ), major FX pairs, and crypto majors, where overnight session structure matters and the configured NY-time windows align with meaningful session boundaries. Avoid using when: less than 30 sessions of chart history are loaded (statistics will be unreliable) or on instruments that close before the configured range window (the range simply will not populate). ## Settings - Max Deviation Days (default 11): how many past days to keep deviation levels visible. Older days are removed automatically. - Show Deviation Levels: toggle the level lines. - Normalize Range Size: when on, the range box and level distances use the average range over N past days instead of today's actual range. - Normalize over N Days (default 500): number of past days to average for the normalization. - Range Start and End Hour and Minute (default 19:30 to 20:30 NY): the window during which the range is captured. - Extension Start and End Hour and Minute (default 20:30 to 16:00 NY next day): the window during which the deviation levels are drawn forward. - Show Gap Level: toggle the gap line. - Max Gap Days (default 11): number of past gap lines to keep visible. - Gap Time Hour and Minute (default 15:55 NY): the 5-minute bar whose close becomes the gap price. - Gap Close Start and End Hour and Minute (default 09:30 to 16:00 NY next day): the window during which gap fill is detected. - Show Range Outline (default on): toggle the range outline box. - Range Outline Color, Width, Style, Fill Transparency: visual settings for the box. - Gap Width, Style, Color: visual settings for the gap line. - Levels Width, Style: visual settings for the deviation lines. - Level 1 through Level 6 (defaults 1, 2.5, 5, 8, 13, 19): numeric multiples of the range used for each level pair. - Level 1 to 6 Color: per-level color. - Level Label Side (default Left): place the level number labels at the left or right end of each line. - Font Size (default 9): label font size. - Show Stats Table (default on): toggle the live statistics panel. - Stats Lookback in Days (default 5000): number of past completed days to include in historical statistics. Higher means more reliable percentages but requires more chart history loaded. - Min Revert Percent for Fade Setup (default 55): a FADE setup is suggested only if the historical mean-revert rate at the touched level is at or above this threshold and the level was tagged at least 3 times in the lookback. - Min Remaining Minutes for Setup (default 60): suppresses time-sensitive setups when fewer than this many minutes remain in the extension. Set to 0 to disable. - Table Position (default Top Right): where the stats table is anchored. - Table Size (default Normal): text size inside the stats table. - Bull / Setup Color, Bear / Warning Color, Table Background, Table Text, Table Border: color settings for the panel. ## Alerts Five alert conditions are exposed and can be selected from TradingView's "Add Alert" dialog: - Range Locked: fires when the range window closes and the levels are projected. - Level Tagged: fires the first time price reaches any deviation level on either side. - Gap Set: fires when the daily gap level is captured. - Gap Filled: fires when price crosses through an open gap during the fill window. - Session End: fires when the extension window ends and stats are finalized. ## Notes The script does not repaint after a 5-minute bar closes. The range, deviation levels, and gap line are drawn from confirmed data only. The live distance-from-midline and live setup suggestions update intrabar based on current price. Future bar-index positions for projected lines and labels are estimated based on the chart timeframe's bar duration. On charts with weekend gaps the projected end positions may visually diverge from the configured extension-end time by a small amount, but the underlying logical end time is correct.
อินดิเคเตอร์ Pine Script®
โดย NikaQuant
Gap Analyzer[KG] Overview: Gap Analyzer is a statistical research tool that scans every bar on your chart, identifies significant gap-down and gap-up events beyond a user-defined threshold, and summarizes what historically happens inside those gap bars — from open to high, open to low, and open to close. What is a Gap? A gap occurs when a bar's open is meaningfully higher or lower than the prior bar's close, leaving an empty zone on the chart with no traded price. This indicator flags: Gap Down — when (Open − Prior Close) / Prior Close × 100 is at or below your threshold (default: −1%) Gap Up — when the same calculation is at or above your threshold (default: +1%) Visual Markers on the Chart: Every qualifying gap is marked directly on the price pane with three layers: Gap Zone Box — a semi-transparent dashed box fills the exact price area between the prior close and the current open, making the gap size immediately visible Bar Highlight — a subtle background tint on the gap bar itself (red for gap down, teal for gap up) Arrow + Label — a triangle arrow above/below the bar paired with the exact gap percentage printed inside the gap zone box (e.g. −6.43% or +5.91%) Statistical Tables: Two summary tables are rendered in the price pane — one for gap downs (bottom right by default) and one for gap ups (opposite corner). Each table contains 10 columns across 3 rows: Gap Down Table: Column Meaning Coun Total number of gap-down bars detectedΦGapAverage gap size across all qualifying bars O>C %% of gap-down bars that closed bearish (continuation) ΦO→HAverage % move from Open to High on continuation barsΦO→LAverage % move from Open to Low on continuation bars ΦO→CAverage % move from Open to Close on continuation bars O C) All percentage values are colour-coded — teal for positive, red for negative — for instant readability. The Φ Notation- The symbol Φ (Phi) denotes an average (mean) across all qualifying bars in that category. So ΦO→H means "the average percentage move from the Open to the High across all gap bars in this group" — a measure of how much intraday upside was available on average after the gap open. Inputs: Input Default Description Gap-Down Threshold−5%Minimum gap size to qualify as a gap down Gap-Up Threshold+5%Minimum gap size to qualify as a gap up Table Position Bottom Right Where to anchor the gap-down table (gap-up table auto-mirrors) Show Gap % Label On Toggles the arrow and % label on each gap bar Use Cases: Intraday traders — know statistically how far price tends to travel from open toward the high or low after a gap, helping size entries and targets Swing traders — quickly assess whether gaps on your instrument tend to fill (bounce) or continue, and by how much on average Back testing context — apply to any timeframe and ticker to build a historical gap behavior profile before trading a live gap event Notes: Works on any ticker and any timeframe All statistics are computed from the full visible history loaded on the chart; extending your chart history will give more robust sample sizes Past statistical behavior does not guarantee future results — use as context, not as a signal in isolation
อินดิเคเตอร์ Pine Script®
โดย kingshukghosh71
ICT/SMC Sessions + SMT DivergencePro ICT/SMC Structural Suite: Sessions, SMT Divergence & RTH Gaps Overview The ICT/SMC Structural Suite is a highly optimized, "pure structure" indicator designed for traders utilizing Inner Circle Trader (ICT) and Smart Money Concepts (SMC). Unlike traditional indicators that rely on lagging oscillators or moving averages, this script focuses entirely on Time and Price Geometry. It provides an all-in-one visual overlay for institutional trading sessions, Opening Prices, Fair Value Gaps (FVGs), real-time SMT Divergences, and a highly advanced Regular Trading Hours (RTH) Gap engine. It is engineered to be lightweight, incredibly fast, and meticulously anchored to "America/New_York" time to natively handle Daylight Saving Time (DST) shifts without user intervention. Core Features & Technical Breakdown 1. Asset-Aware RTH Gap Engine One of the most complex challenges in charting is accurately mapping the daily RTH gap on continuous Extended Trading Hours (ETH) charts, especially over the weekend. The Logic: This script uses a custom state-management system to bypass the Sunday overnight session on Futures. It isolates the true Regular Trading Hours (session.regular), explicitly locking the Friday close and drawing a dynamic gap box to the Monday 09:30 AM open. Asset-Aware: The engine dynamically reads syminfo.type. If you are trading Futures (e.g., ES/NQ), it tracks the close until 16:15 EST. If you switch to Equities (e.g., AAPL/NVDA), it automatically snaps back to 16:00 EST, preventing after-hours earnings volatility from breaking your gap levels. Quartiles: Automatically calculates and plots the 25%, 50% (Consequent Encroachment), and 75% levels inside the gap. 2. Real-Time Multi-SMT Divergence Traditional divergence indicators wait for a candle to close before signaling. This script utilizes a custom real-time evaluation engine. The Logic: The script establishes historical swing points using a 5-bar pivot lookback (ta.pivothigh / ta.pivotlow). It then compares your active, live tick against those historical pivots. If the current ticker sweeps a previous high/low, but your correlated assets fail to do so, a real-time label flashes on the chart. Customization: Supports up to 5 concurrent assets. Includes a built-in VIX tracker (auto-inversed) and 4 customizable tickers (e.g., NQ, YM, DXY) with toggleable inversion logic. 3. Institutional Time Sessions Visualizes key accumulation and distribution zones via clean, customizable background boxes. Tracks Equity Pre-Market (EPM), London, Asia, and CBDR (Central Bank Dealers Range). DST Proof: All sessions are mathematically forced to America/New_York time in the background, meaning your 09:30 AM open and macro times will never drift when Daylight Saving Time begins or ends. 4. 1st AM FVG Detector Automatically detects and highlights the very first Fair Value Gap (FVG) that forms exclusively during the opening volatility window (09:31 AM – 10:30 AM EST). This box is extended forward in time as a high-probability draw on liquidity or retracement POI for the remainder of the session. 5. ICT Macros & Opening Prices Macros: Highlights the 14 standard ICT Macro windows (e.g., 09:50-10:10, 10:50-11:10) with non-intrusive, bottom-anchored X-axis labels to keep your price action completely uncluttered. Includes an optional End-of-Day (15:15) macro toggle. True Daily Opens: Plots the Midnight (00:00) Open, NY (08:30) Open, and Equity (09:30) Open as extended horizontal rays. 6. Higher Timeframe (HTF) Liquidity Levels Automatically pulls and plots the Previous Day High/Low (PDH/PDL) and Previous Week High/Low (PWH/PWL) without requiring you to change timeframes. How to Use This Script This indicator is not a "buy/sell" signal generator; it is a structural mapping tool designed to give you contextual awareness of institutional order flow. Trading the RTH Gap: The RTH gap box acts as a powerful magnetic zone. Traders can look for price to rebalance into the gap, using the internal 50% line (Consequent Encroachment) as a target or a bounce level. Validating Reversals with SMT: When price pushes into a Higher Timeframe Liquidity Level (like PDH or PWL), look for an SMT Divergence label to appear. If ES sweeps the high but NQ fails to make a higher high, the divergence adds high-probability confluence to a reversal setup. Opening Price Lenses: Use the Midnight and 08:30 Opens as your daily bias gauge. If price is above the Midnight Open, the daily profile is expansive (bullish); look for manipulation moves below the open to accumulate longs (Judas Swing). Under the Hood (For Pine Geeks) This script was heavily refactored for enterprise-grade execution speed. Repetitive drawing logic has been extracted into single-pass functions, state arrays are trimmed using optimized while loops, and request.security calls are fully gated by boolean toggles to prevent API overhead when custom tickers are disabled.
อินดิเคเตอร์ Pine Script®
โดย kfatkin
2
Gap DetectorGap Detector — Multi-Timeframe Price Gap Scanner Automatically detects and visualizes all price gaps across any timeframe — Daily, Weekly, Monthly, or Intraday. 📊 What It Does This indicator identifies true price gaps where the current candle opens completely above (gap up) or below (gap down) the previous candle's range, with no price overlap between them. Gap Up (Bullish): Current candle's low > Previous candle's high Gap Down (Bearish): Current candle's high < Previous candle's low ✨ Key Features ✅ Auto-Detects Chart Timeframe — Works on any timeframe without manual selection (1min, 5min, 1H, 4H, Daily, Weekly, Monthly) ✅ Visual Gap Boxes — Green boxes for gap ups, red boxes for gap downs, drawn exactly across the gap zone ✅ Gap Size Labels — Shows gap percentage on each box for quick assessment ✅ Customizable Filters — Set minimum and maximum gap size % to filter noise ✅ Summary Statistics Table — Live count of bull gaps, bear gaps, and total gaps detected ✅ Pine Screener Compatible — Built-in signals for bulk scanning stocks with gaps ✅ Clean & Lightweight — No repainting, no lag, works on all markets (stocks, forex, crypto, indices) 🎯 Use Cases Day/Swing Trading: Identify gap fill opportunities on intraday and daily charts Earnings Plays: Track post-earnings gaps on daily/weekly timeframes Breakout Confirmation: Gaps often signal strong momentum or trend continuation Support/Resistance Zones: Unfilled gaps act as magnets for price action Multi-Timeframe Analysis: Scan 4H gaps, daily gaps, or weekly gaps depending on your strategy 🛠️ Settings Visibility Controls: Toggle bull gaps, bear gaps, labels, and summary table on/off independently Filter Settings: Min Gap Size (%) — Ignore gaps smaller than this threshold (default 0.1%) Max Gap Size (%) — Ignore abnormally large gaps like circuit breaker moves (default 5%) Style Customization: Gap box colors, border colors, and table position (Top Right, Top Left, Bottom Right, Bottom Left) 📈 How to Use with Pine Screener (TradingView Pro+) Add indicator to any chart and set your desired timeframe (e.g., 4H for intraday gaps) Open Pine Screener (bottom toolbar) Select Gap Detector indicator Choose Bull Gap Signal or Bear Gap Signal Set condition: Above → 0 Click Scan to find all stocks with gaps on current candle Screener Outputs: Bull Gap Signal = 1 → Gap up formed on current candle Bear Gap Signal = 1 → Gap down formed on current candle Signal = 0 → No gap on current candle 📌 Notes Gaps are detected based on previous candle close to current candle open — not wicks Works on all markets and instruments where gaps occur (stocks, forex, crypto, futures, indices) Signal plots appear in a separate pane below the chart for clean visualization Gap count resets when you reload the chart or change timeframes 💡 Pro Tips 4H Timeframe: Great for intraday gap trading on volatile stocks Daily Timeframe: Classic overnight gaps — ideal for gap fill strategies Weekly/Monthly Timeframe: Macro trend analysis and major support/resistance zones Combine with volume or momentum indicators for higher-probability setups Created for traders who need fast, reliable gap detection without manual scanning.
อินดิเคเตอร์ Pine Script®
โดย barundutta895
Virgin-VWAPThis draws the Virgin levels of VWAP. It gives a visual representation of Volume-Weighted Gap Map. Visual "Fill": It looks like a "Gap Fill" indicator. The lines will look like rectangles or "beams" shooting across the chart, stopping exactly where the market "filled" that price level. Trimmed lines: The virgin line gets trimmed once touched. This tells you: "This level was hit, it might still be support/resistance, but the 'Virgin' status is gone." Terminal Labels: A vigin vwap lines carries the price label so ones can see the strike's value at a glance. Clean Forward Space: Because the lines stop when touched, your "future" chart (the empty space to the right) won't be cluttered with old lines that are no longer relevant. You will only see the lines for levels that haven't been hit yet extending into the empty space. Was built for NSE options in mind, seeing those "beams" of historical value stop exactly where price met them is a powerful way to visualize where the market has found "fair value" versus where there are still "unfilled orders." PS: Built with Gemini 3!!
อินดิเคเตอร์ Pine Script®
โดย gokoffline
Session Gap Fill [LuxAlgo]The Session Gap Fill tool detects and highlights filled and unfilled price gaps between regular sessions. It features a dashboard with key statistics about the detected gaps. The tool is highly customizable, allowing users to filter by different types of gaps and customize how they are displayed on the chart. 🔶 USAGE By default, the tool detects all price gaps between sessions. A price gap is defined as a difference between the opening price of one session and the closing price of the previous session. In this case, the tool uses the opening price of the first bar of the session against the closing price of the previous bar. A bullish gap is detected when the session open price is higher than the last close, and a bearish gap is detected when the session open price is lower than the last close. Gaps represent a change in market sentiment, a difference in what market participants think between the close of one trading session and the open of the next. What is useful to traders is not the gap itself, but how the market reacts to it. Unfilled gaps occur when prices do not return to the previous session's closing price. Filled gaps occur when prices come back to the previous session's close price. By analyzing how markets react to gaps, traders can understand market sentiment, whether different prices are accepted or rejected, and take advantage of this information to position themselves in favor of bullish or bearish market sentiment. Next, we will cover the Gap Type Filter and Statistics Dashboard. 🔹 Gap Type Filter Traders can choose from three options: display all gaps, display only overlapping gaps, or display only non-overlapping gaps. All gaps are displayed by default. An overlapping gap is defined when the first bar of the session has any price in common with the previous bar. No overlapping gap is defined when the two bars do not share any price levels. As we will see in the next section, there are clear differences in market behavior around these types of gaps. 🔹 Statistics Dashboard The Statistics Dashboard displays key metrics that help traders understand market behavior around each type of gap. Gaps: The percentage of bullish and bearish gaps. Filled: The percentage of filled bullish and bearish gaps. Reversed: The percentage of filled gaps that move in favor of the gap Bars Avg.: The average number of bars for a gap to be filled. Now, let's analyze the chart on the left of the image to understand those stats. These are the stats for all gaps, both overlapping and non-overlapping. Of the total, bullish gaps represent 55%, and bearish ones represent 44%. The gap bias is pretty balanced in this market. The second statistic, Filled, shows that 63% of gaps are filled, both bullish and bearish. Therefore, there is a higher probability that a gap will be filled than not. The third statistic is reversed. This is the percentage of filled gaps where prices move in favor of the gap. This applies to filled bullish gaps when the close of the session is above the open, and to filled bearish gaps when the close of the session is below the open. In other words, first there is a gap, then it fills, and finally it reverses. As we can see in the chart, this only happens 35% of the time for bullish gaps and 29% of the time for bearish gaps. The last statistic is Bars Avg., which is the average number of bars for a gap to be filled. On average, it takes between one and two bars for both bullish and bearish gaps. On average, gaps fill quickly. As we can see on the chart, selecting different types of gaps yields different statistics and market behavior. For example, overlapping gaps have a greater than 90% chance of being filled, whereas non-overlapping gaps have a less than 40% chance. 🔶 SETTINGS Gap Type: Select the type of gap to display. 🔹 Dashboard Dashboard: Enable or disable the dashboard. Position: Select the location of the dashboard. Size: Select the dashboard size. 🔹 Style Filled Bullish Gap: Enable or disable this gap and choose the color. Filled Bearish Gap: Enable or disable this gap and choose the color. Unfilled Gap: Enable or disable this gap and choose the color. Max Deviation Level: Enable or disable this level and choose the color. Open Price Level: Enable or disable this level and choose the color.
อินดิเคเตอร์ Pine Script®
โดย LuxAlgo
9
Gap Detector [MS]This indicator helps traders identify and visualize price gaps in market data. When price movements create gaps between trading sessions or periods, the script highlights these areas with colored clouds and markers. Key Features: Automatically detects price gaps based on a customizable gap percentage threshold Visualizes gaps using color-coded clouds (green when price moves upward, red for downward price action) Places small triangle markers at gap locations for easy identification of gaps, and if many happen close together Shows gray clouds when price is within the last gap Use it For: Watching for gap-fills Gap support/resistance levels Trading gap breakouts ...and more How it Works: The script compares each bar's opening price with the previous bar's closing price. A gap is identified when the opening price is significantly different from the previous close (beyond the user-defined gap percentage). The gap area is then marked with a colored cloud: Green clouds: Show gaps where price jumped higher Red clouds: Show gaps where price dropped lower Gray clouds: Indicate price action within the gap Settings: Gap %: Controls the minimum price difference required to identify a gap (default 0.01 or 1%) This indicator can help traders: Identify potential support/resistance levels at gap areas Monitor gap-filling scenarios Spot significant price movements between trading sessions The script is designed to work across all timeframes and markets.
อินดิเคเตอร์ Pine Script®
โดย marketscripters
SPX Mapped Gaps [Mxwll]Hello traders 👋 This indicator "SPX Mapped Gaps" detects gaps from the SPX (or the trader's choice of index/asset) and plots them for the asset on your chart! Features Selectable comparison symbol Gaps from the selected symbol (SPX by default) are plotted for the asset on your chart - serving as potential support/resistance levels! Closest gaps from comparison symbol displayed in upper-right table Overlapped gaps deleted automatically - less clutter! How this script works The "SPX Mapped Gaps" is designed to help traders determine price levels for the asset on their chart where a major index (any asset) gapped up or down. Of course, a gap that occurs on SPX (4-digit price) is incompatible with the price chart of BTC (5-digit price). To circumvent this, the percentage distance of the gap from SPX is determined, and a gap level is drawn equidistantly (up/down) from the open price of the asset on your chart. With this method, the proportion of the gap is maintained at the price area it occurred for the asset on your chart! The image above outlines functionality for the indicator! Key points: Up gaps are denoted by green boxes Down gaps are denoted by red boxes All gaps are listed with their start and end price for the comparison asset (SPX for the example). These labels can be hidden at the user's discretion. Gaps are expected to act as support/resistance during their lifetime The image above explains the output of the script, including line style indications! Solid lines indicate that the leverage used for at your entry price constitutes an active trade. Dotted lines mean the trade has already achieved your profit target for that leverage, or stopped out. The image above explains the table attached to the indicator! This table displays the closest gaps to the current asset price. The status (up gap or down gap) from the gap to the current price is also detailed. Why are gaps on the SPX, or major index, relevant to BTC and other assets? When a gap on the major indices occurs, it's expected that strong aggregate buying or selling pressure will transpire for BTC and other coins. Due to this, the presence of a gap on a major index might correspond to increased activity on smaller market-cap assets with some degree of positive correlation to the index. Consequently, the price level for the asset at which a gap for the major index occurred may function as support/resistance for future price! That is all for this - thanks traders!
อินดิเคเตอร์ Pine Script®
โดย MXWLL-Capital-Trading
1
Fair Value Gap (FVG) Oscillator [UAlgo]The "Fair Value Gap (FVG) Oscillator " is designed to identify and visualize Fair Value Gaps (FVG) within a given lookback period on a trading chart. This indicator helps traders by highlighting areas where price gaps may signify potential trading opportunities, specifically bullish and bearish patterns. By leveraging volume and Average True Range (ATR) data, the FVG Oscillator aims to enhance the accuracy of pattern recognition and provide more reliable signals for trading decisions. 🔶 Identification of Fair Value Gap (FVG) Fair Value Gaps (FVG) are specific price areas where gaps occur, and they are often considered significant in technical analysis. These gaps can indicate potential future price movements as the market may return to fill these gaps. This indicator identifies two types of FVGs: Bullish FVG: Occurs when the current low price is higher than the high price two periods ago. This condition suggests a potential upward price movement. Obtains with: low > high Bearish FVG: Occurs when the current high price is lower than the low price two periods ago. This condition suggests a potential downward price movement. Obtains with: high < low The FVG Oscillator not only identifies these gaps but also verifies them using volume and ATR conditions to ensure more reliable trading signals. 🔶 Key Features Lookback Period: Users can set the lookback period to determine how far back the indicator should search for FVG patterns. ATR Multiplier: The ATR Multiplier is used to adjust the sensitivity of the ATR-based conditions for verifying FVG patterns. Volume SMA Period: This setting determines the period for the Simple Moving Average (SMA) of the volume, which helps in identifying high volume conditions. Why ATR and Volume are Used? ATR (Average True Range) and volume are integrated into the Fair Value Gap (FVG) Oscillator to enhance the accuracy and reliability of the identified patterns. ATR measures market volatility, helping to filter out insignificant price gaps and focus on impactful ones, ensuring that the signals are relevant and strong. Volume, on the other hand, confirms the strength of price movements. High volume often indicates the sustainability of these movements, reducing the likelihood of false signals. Together, ATR and volume ensure that the detected FVGs are both significant and supported by market activity, providing more trustworthy trading signals. Normalized Values: The FVG counts are normalized to enhance the visual representation and interpretation of the patterns on the chart. Visual Customization and Plotting: Users can customize the colors for positive (bullish) and negative (bearish) areas, and choose whether to display these areas on the chart, also plots the bullish and bearish FVG counts, a zero line, and the net value of FVG counts. Additionally, it uses histograms to display the width of verified bullish and bearish patterns. 🔶 Disclaimer: Use with Caution: This indicator is provided for educational and informational purposes only and should not be considered as financial advice. Users should exercise caution and perform their own analysis before making trading decisions based on the indicator's signals. Not Financial Advice: The information provided by this indicator does not constitute financial advice, and the creator (UAlgo) shall not be held responsible for any trading losses incurred as a result of using this indicator. Backtesting Recommended: Traders are encouraged to backtest the indicator thoroughly on historical data before using it in live trading to assess its performance and suitability for their trading strategies. Risk Management: Trading involves inherent risks, and users should implement proper risk management strategies, including but not limited to stop-loss orders and position sizing, to mitigate potential losses. No Guarantees: The accuracy and reliability of the indicator's signals cannot be guaranteed, as they are based on historical price data and past performance may not be indicative of future results.
อินดิเคเตอร์ Pine Script®
โดย UAlgo
LumleyTrading GapsName: LumleyTrading Gaps Description: The Gap Tracker Indicator is a powerful tool designed for traders to identify, monitor, and capitalize on price gaps in financial markets. It serves two primary functions: Identifying Gaps: The indicator scans price action to detect instances where the current trading session's opening price significantly differs from the previous session's closing price. These disparities indicate the presence of price gaps. Tracking Gap Fills: Once a gap is identified, the indicator continues to monitor the price movement. It dynamically adjusts its parameters to track whether and when the price retraces back to fill the gap. As soon as the gap is filled, the indicator generates a signal to notify traders of this occurrence. Key Features: Customizable Parameters: Traders can adjust the sensitivity and criteria for what constitutes a significant gap based on their trading preferences and the market conditions. Visual Alerts: The indicator provides clear visual signals on price charts, highlighting the presence of gaps and indicating when they are filled. This helps traders to easily spot trading opportunities and make informed decisions. Alert Notifications: In addition to visual cues, traders can opt to receive real-time alerts via email, SMS, or within their trading platform, ensuring they never miss an opportunity or a filled gap. Historical Analysis: The indicator may also offer historical gap data, allowing traders to conduct backtesting and analyze the performance of trading strategies based on gap patterns. Benefits: Gap Trading Opportunities: Traders can use the indicator to identify potential areas of price continuation or reversal, leveraging the phenomenon of gap trading for profit. Risk Management: By tracking gap fills, traders can manage their risk more effectively, knowing when a gap is likely to act as support or resistance and adjusting their positions accordingly. Enhanced Decision Making: With real-time gap detection and fill tracking, traders gain valuable insights into market sentiment and price dynamics, empowering them to make timely and informed trading decisions. Compatibility: The Gap Tracker Indicator is compatible with popular trading platforms and can be seamlessly integrated into various technical analysis tools and strategies. Conclusion: In the fast-paced world of financial markets, identifying and understanding price gaps is crucial for successful trading. The Gap Tracker Indicator provides traders with a reliable tool to spot, track, and capitalize on gap opportunities, enhancing their trading efficiency and profitability.
อินดิเคเตอร์ Pine Script®
โดย LumleyTrading
Gap Removal IndicatorThis gap indicator shows the price of your chosen instrument as if no gaps had occurred overnight. It can be especially useful on highly-volatile exchange-listed instruments that track other 24/7 assets, because the normal candlestick chart of these instruments will create a large amount of noise that may decrease the accuracy of your indicators or make the trend harder to see. Gaps are determined with the following code: daychange = ta.change(dayofmonth) gapup = daychange and open > math.max(open,close) gapdown = daychange and open < math.min(open,close) Whereas the gap value is determined by taking the overnight difference in prices: downgap_change = math.min(open,close) - open upgap_change = open - math.max(open,close) The gap changes are cumulatively added and subtracted from the initial closing price to create the gap-adjusted price. The price will depend on how many bars your subscription allows, so pay more attention to the relative differences and/or trend than the cumulative gap-adjusted price itself. The gap indicator comes pre-built with normal candlestick and Heikin-Ashi candle types, and four indicators (two EMAs, Bollinger bands, and a supertrend). All elements are configurable.
อินดิเคเตอร์ Pine Script®
โดย wbburgin
2
Gap Statistics (Zeiierman)█ Overview The Gap Statistics (Zeiierman) indicator is crafted to monitor, analyze, and visually present price gaps on a trading chart. Price gaps are areas on a chart where the price jumps up or down from the previous close to the next open, creating a "gap" in the normal price pattern. This script delivers an extensive range of statistics related to these gaps, encompassing their size, direction (whether bullish or bearish), frequency of getting filled, as well as the average number of bars it takes for a gap to be filled. The indicator also visually represents the gaps, making it easier for traders to spot and analyze them. █ How It Works Gap Identification: The script identifies gaps by comparing the open price of a bar to the close price of the previous bar. If there is a discrepancy between the two, it is recognized as a gap. Gap Classification: Once a gap is identified, it is classified based on its size (as a percentage of the previous close price) and direction (bullish or bearish). The gap is then added to a specific category based on its size. Gap Tracking: The script keeps track of all identified gaps using arrays and user-defined types, storing details like their size, direction, and whether they have been filled. Gap Filling: The script continuously monitors the price to check if any previously identified gaps get filled. A gap is considered filled if the price moves back into the gap area. Statistics and Alerts: The script calculates various statistics like the total number of gaps, the number of filled gaps, the average number of bars it takes for a gap to fill, and the percentage of gaps that get filled. It also generates alerts when a new gap is identified or an existing gap gets filled. █ How to Use Gaps are often classified into four main types: Common Gaps: These are not associated with any major news and are likely to get filled quickly. Breakaway Gaps: These occur at the end of a price pattern and signal the beginning of a new trend. Runaway Gaps: Also known as continuation gaps, these occur in the middle of a trend and signal a surge in interest in the stock. Exhaustion Gaps: These occur near the end of a price pattern and signal a final attempt to hit new highs or lows. The Gap Statistics (Zeiierman) indicator enhances a trader's ability to use gaps in their trading strategy in several ways: Statistical Analysis: Traders get comprehensive statistics on gaps, such as their size, direction, and how often they get filled. Performance Tracking: The indicator tracks how many bars it typically takes for a gap to fill, providing traders with an average timeframe for gap closure. █ Settings Display Gaps: Choose to display "All Gaps," "Active Gaps," or "None." Show Gap Size: Toggle on/off the display of the gap size. ----------------- Disclaimer The information contained in my Scripts/Indicators/Ideas/Algos/Systems does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs. My Scripts/Indicators/Ideas/Algos/Systems are only for educational purposes!
อินดิเคเตอร์ Pine Script®
โดย Zeiierman
6
MTF Fair Value Gap [BigBeluga]The MTF Fair Value Gap (FVG) indicator provides multi-timeframe options to observe lower or higher gaps in different timeframes within your current one. This can enhance the confluence in your trading decisions. 🔶 USAGE An FVG is formed when a candle has an 'empty' body, leaving a gap. These areas are often filled before the market continues to trend in its original direction. In practical terms, FVGs serve to highlight support areas (bullish FVGs) and resistance zones (bearish FVGs). As a gap is filled, signaling the end of the existing imbalance, it tends to foreshadow an impending price reversal. While this approach is inherently contrarian, individuals seeking a more trend-following strategy can opt to use FVG identification as straightforward signals. This entails taking a long position upon detecting a bullish FVG and adopting a short position in the presence of a bearish FVG. 🔹 Mitigation The mitigation point is where the user selects when the FVG is considered filled or no longer usable. Source => Choose the candle's low/high or close as the mitigation point. Point => Choose the FVG's mitigation point to trigger after the candle's Source has filled it. Users can choose between the middle point or the top/bottom of the FVG. ccc 🔹 MTF This script can display MTF FVGs from different timeframes while showing the current one. This is extremely useful as it avoids the need to switch timeframes frequently and can add significant confluence with the current FVG. 🔹 Threshold The Threshold is an input to remove insignificant FVGs that are too small to be truly useful. Users can choose between: Auto => Automatically remove unusable FVGs. Manual => Set an automatic Threshold. 🔶 TIPS Users can choose how many FVGs to display on the current chart for better visualization. Users can choose which FVGs to display: only the current one, only MTF ones, or both.
อินดิเคเตอร์ Pine Script®
โดย BigBeluga
5
Regular vs Electronic Trading hours Gap (RTH vs ETH); 4pm-9:30am-Shows the gap between 4pm close and 9:30am open; the Regular trading hours Vs Electronic trading hours Gap (RTH vs ETH). -Displays this as a box starting at 9:30am, whose bottom is the 9:30am open; top is previous day's 4pm close. -Displays when chart is toggled to either of ETH or RTH. -Useful reminder of area above/below opening bell price that price often has a tendency to want to fill in, partially or fully --(all times here refer to America/New_York timezone) //Options: ~Number of past boxes to show ~Extend boxes fully to the right ~Box background color, border color, and opacities //Limitations: -works only on timeframes 30mins or lower (works on 1,2,5,10,15,30minutes) -will not work on non-typical low timeframes (like 4min or 7min) since they are not divisible into 30
อินดิเคเตอร์ Pine Script®
โดย twingall
40
NSDT Gap FinderThis script plots gaps between candles. It uses the "round_to_mintick" feature in the Pinescript code, so it works on any instrument out to 3 decimal places. If there is a Gap Up (open of current candle is greater than the close of previous candle) it will plot a green arrow under the current candle and plot a label above the current candle to show the Gap Amount. If there is a Gap Down (open of current candle is less than the close of previous candle) it will plot a red arrow over the current candle and plot a label below the current candle to show the Gap Amount. You can turn the label and/or the arrow on and off. I created this indicator to more easily identify gaps in the market. The probability of a gap being filled is extremely high. Some are right away (intraday candle to candle), some take a while (gap from previous day close to current day open), and some make take a long time (close at end of previous week to open at beginning of current week). This is published free to use and open source code. Please see my other similar Gap Indicators. Daily Gap Range USA Session - Previous Day Close Gap to Current Day Open
อินดิเคเตอร์ Pine Script®
โดย NorthStarDayTrading
3