FVG Fibo

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//@version=5

indicator("!<*FVG_FIBO*>!", overlay = true)


import LudoGH68/Drawings_public/1 as d

getLineStyle(lineOption) =>
lineOption == "?" ? line.style_dotted : lineOption == "?" ? line.style_dashed :
line.style_solid

get_structure_highest_bar(lookback) =>

var int idx = 0


maxBar = bar_index > lookback ? ta.highestbars(high, lookback) :
ta.highestbars(high, bar_index + 1)

for i = 0 to lookback - 1 by 1
if high[i+1] > high[i+2] and high[i] <= high[i+1] and ((i+1) * -1) >=
maxBar
idx := (i+1) * -1
//break

idx := idx == 0 ? maxBar : idx

get_structure_lowest_bar(lookback) =>

var int idx = 0


minBar = bar_index > lookback ? ta.lowestbars(low, lookback) :
ta.lowestbars(low, bar_index + 1)

for i = 0 to lookback - 1 by 1
if low[i+1] < low[i+2] and low[i] >= low[i+1] and ((i+1) * -1) >=
minBar
idx := (i+1) * -1
//break

idx := idx == 0 ? minBar : idx

is_structure_high_broken(_highStructBreakPrice, _structureHigh,
_structureHighStartIndex, _structureDirection) =>
var bool res = false

if (_highStructBreakPrice > _structureHigh and bar_index[1] >


_structureHighStartIndex) or (_structureDirection == 1 and _highStructBreakPrice >
_structureHigh)
res := true
else
res := false

res

// Fear Value Gap


isFvgToShow = input(true, title='Display FVG', group="Fear Value Gap")
bullishFvgColor = input(color.new(#b2b5be, 70), 'Bullish FVG Color', group="Fear
Value Gap")
bearishFvgColor = input(color.new(#b2b5be, 70), 'Bearish FVG Color', group="Fear
Value Gap")
mitigatedFvgColor = input(color.new(#b2b5be, 70), 'Mitigated FVG Color',
group="Fear Value Gap")
fvgHistoryNbr = input.int(5, 'Number of FVG to show', minval=1, maxval=50)
isMitigatedFvgToReduce = input(false, title='Reduce mitigated FVG', group="Fear
Value Gap")

// Structures
isStructBodyCandleBreak = input(true, title='Break with candle\'s body',
group="Structures")
isCurrentStructToShow = input(true, title='Display current structure',
group="Structures")
bullishBosColor = input(color.silver, 'Bullish BOS Color', group="Structures")
bearishBosColor = input(color.silver, 'Bearish BOS Color', group="Structures")
bosLineStyleOption = input.string("-", title="BOS Style", group="Structures",
options=["-", "�", "�"])
bosLineStyle = getLineStyle(bosLineStyleOption)
bosLineWidth = input.int(1, title="BOS Width", group="Structures", minval=1,
maxval=5)
bullishChochColor = input(color.silver, 'Bullish CHoCH Color', group="Structures")
bearishChochColor = input(color.silver, 'Bearish CHoCH Color', group="Structures")
chochLineStyleOption = input.string("-", title="CHoCH Style", group="Structures",
options=["-", "�", "�"])
chochLineStyle = getLineStyle(chochLineStyleOption)
chochLineWidth = input.int(1, title="MSB Width", group="Structures", minval=1,
maxval=5)
currentStructColor = input(color.rgb(255, 4, 0), 'Current structure Color',
group="Structures")
currentStructLineStyleOption = input.string("-", title="Current structure Style",
group="Structures", options=["-", "�", "�"])
currentStructLineStyle = getLineStyle(currentStructLineStyleOption)
currentStructLineWidth = input.int(1, title="Current structure Width",
group="Structures", minval=1, maxval=5)
structHistoryNbr = input.int(10, 'Number of break to show', minval=1, maxval=50)

// Fibonacci 1
isFibo1ToShow = input(true, title = "", group="Structure Fibonacci", inline =
"Fibo1")
fibo1Value = input.float(0.786, title = "", group="Structure Fibonacci", inline =
"Fibo1")
fibo1Color = input(#9598a1, title = "", group="Structure Fibonacci", inline =
"Fibo1")
fibo1StyleOption = input.string("-", title = "", group="Structure Fibonacci",
options=["-", "�", "�"], inline = "Fibo1")
fibo1Style = getLineStyle(fibo1StyleOption)
fibo1LineWidth = input.int(1, title = "", group="Structure Fibonacci", minval=1,
maxval=5, inline = "Fibo1")

// Fibonacci 2
isFibo2ToShow = input(true, title = "", group="Structure Fibonacci", inline =
"Fibo2")
fibo2Value = input.float(0.705, title = "", group="Structure Fibonacci", inline =
"Fibo2")
fibo2Color = input(#9598a1, title = "", group="Structure Fibonacci", inline =
"Fibo2")
fibo2StyleOption = input.string("-", title = "", group="Structure Fibonacci",
options=["-", "�", "�"], inline = "Fibo2")
fibo2Style = getLineStyle(fibo2StyleOption)
fibo2LineWidth = input.int(1, title = "", group="Structure Fibonacci", minval=1,
maxval=5, inline = "Fibo2")

// Fibonacci 3
isFibo3ToShow = input(true, title = "", group="Structure Fibonacci", inline =
"Fibo3")
fibo3Value = input.float(0.618, title = "", group="Structure Fibonacci", inline =
"Fibo3")
fibo3Color = input(#9598a1, title = "", group="Structure Fibonacci", inline =
"Fibo3")
fibo3StyleOption = input.string("-", title = "", group="Structure Fibonacci",
options=["-", "�", "�"], inline = "Fibo3")
fibo3Style = getLineStyle(fibo3StyleOption)
fibo3LineWidth = input.int(1, title = "", group="Structure Fibonacci", minval=1,
maxval=5, inline = "Fibo3")

// Fibonacci 3
isFibo4ToShow = input(true, title = "", group="Structure Fibonacci", inline =
"Fibo4")
fibo4Value = input.float(0.5, title = "", group="Structure Fibonacci", inline =
"Fibo4")
fibo4Color = input(#9598a1, title = "", group="Structure Fibonacci", inline =
"Fibo4")
fibo4StyleOption = input.string("-", title = "", group="Structure Fibonacci",
options=["-", "�", "�"], inline = "Fibo4")
fibo4Style = getLineStyle(fibo4StyleOption)
fibo4LineWidth = input.int(1, title = "", group="Structure Fibonacci", minval=1,
maxval=5, inline = "Fibo4")

// Fibonacci 5
isFibo5ToShow = input(true, title = "", group="Structure Fibonacci", inline =
"Fibo5")
fibo5Value = input.float(0.382, title = "", group="Structure Fibonacci", inline =
"Fibo5")
fibo5Color = input(#9598a1, title = "", group="Structure Fibonacci", inline =
"Fibo5")
fibo5StyleOption = input.string("-", title = "", group="Structure Fibonacci",
options=["-", "�", "�"], inline = "Fibo5")
fibo5Style = getLineStyle(fibo5StyleOption)
fibo5LineWidth = input.int(1, title = "", group="Structure Fibonacci", minval=1,
maxval=5, inline = "Fibo5")

// Draw FVG into graph


FVGDraw(_boxes, _fvgTypes, _isFvgMitigated) =>

// Loop into all values of the array


for [index, value] in _boxes

// Processing bullish FVG


if(array.get(_fvgTypes, index))

// Check if FVG has been totally mitigated


if(low <= box.get_bottom(value))
array.remove(_boxes, index)
array.remove(_fvgTypes, index)
array.remove(_isFvgMitigated, index)
box.delete(value)
else
if(low < box.get_top((value)))
box.set_bgcolor(value, mitigatedFvgColor)

// Mitigated FVG Alert


if(not(array.get(_isFvgMitigated, index)))
alert("FVG has been mitigated", alert.freq_once_per_bar)
array.set(_isFvgMitigated, index, true)
// Reduce FVG if needed
if(isMitigatedFvgToReduce)
box.set_top(value, low)

box.set_right(value, bar_index)

// Processing bearish FVG


else

// Check if FVG has been mitigated


if(high >= box.get_top(value))
array.remove(_boxes, index)
array.remove(_fvgTypes, index)
array.remove(_isFvgMitigated, index)
box.delete(value)
else
if(high > box.get_bottom((value)))
box.set_bgcolor(value, mitigatedFvgColor)

// Mitigated FVG Alert


if(not(array.get(_isFvgMitigated, index)))
alert("FVG has been mitigated", alert.freq_once_per_bar)
array.set(_isFvgMitigated, index, true)

// Reduce FVG if needed


if(isMitigatedFvgToReduce)
box.set_bottom(value, high)

box.set_right(value, bar_index)

// Arrays variable
var array<line> structureLines = array.new_line(0)
var array<label> structureLabels = array.new_label(0)
var array<box> fvgBoxes = array.new_box(0)
var array<bool> fvgTypes = array.new_bool(0)
var array<bool> isFvgMitigated = array.new_bool(0)

// Price variables
var float structureHigh = 0.0
var float structureLow = 0.0
var float fibo1Price = 0.0
var float fibo2Price = 0.0
var float fibo3Price = 0.0
var float fibo4Price = 0.0
var float fibo5Price = 0.0

// Index variable
var int structureHighStartIndex = 0
var int structureLowStartIndex = 0
var int structureDirection = 0
var int fibo1StartIndex = 0
var int fibo2StartIndex = 0
var int fibo3StartIndex = 0
var int fibo4StartIndex = 0
var int fibo5StartIndex = 0

// Line variable
var line structureHighLine = na
var line structureLowLine = na
var line fibo1Line = na
var line fibo2Line = na
var line fibo3Line = na
var line fibo4Line = na
var line fibo5Line = na

// Label variable
var label fibo1Label = na
var label fibo2Label = na
var label fibo3Label = na
var label fibo4Label = na
var label fibo5Label = na

// Define FVG type


isBullishFVG = high[3] < low[1]
isBearishFVG = low[3] > high[1]

// Bullish FVG process


if(isBullishFVG and isFvgToShow)

// Add FVG into FVG's array


box _box = box.new(left=bar_index - 2, top=low[1], right=bar_index[1],
bottom=high[3], border_style=line.style_solid, border_width=1,
bgcolor=bullishFvgColor, border_color=color.new(color.green, 100))
array.push(fvgBoxes, _box)
array.push(fvgTypes, true)
array.push(isFvgMitigated, false)

// Check if FVG to show is upper than user parameter


if(array.size(fvgBoxes) > fvgHistoryNbr + 1)

// Delete the FVG and its index from arrays


box.delete(array.get(fvgBoxes, 0))
array.remove(fvgBoxes, 0)
array.remove(fvgTypes, 0)
array.remove(isFvgMitigated, 0)

// Bearish FVG process


if(isBearishFVG and isFvgToShow)

// Add FVG into FVG's array


box _box = box.new(left=bar_index - 2, top=low[3], right=bar_index[1],
bottom=high[1], border_style=line.style_solid, border_width=1,
bgcolor=bearishFvgColor, border_color=color.new(color.red, 100))
array.push(fvgBoxes, _box)
array.push(fvgTypes, false)
array.push(isFvgMitigated, false)

// Check if FVG to show is upper than user parameter


if(array.size(fvgBoxes) > fvgHistoryNbr + 1)

// Delete the FVG and its index from arrays


box.delete(array.get(fvgBoxes, 0))
array.remove(fvgBoxes, 0)
array.remove(fvgTypes, 0)
array.remove(isFvgMitigated, 0)

// Draw FVG
FVGDraw(fvgBoxes, fvgTypes, isFvgMitigated)

// Initialize value for bar 0


if(bar_index == 0)
structureHighStartIndex := bar_index
structureLowStartIndex := bar_index
structureHigh := high
structureLow := low

highest = bar_index > 10 ? ta.highest(10) : ta.highest(bar_index + 1)


highestBar = bar_index > 10 ? ta.highestbars(high, 10) : ta.highestbars(high,
bar_index + 1)
lowest = bar_index > 10 ? ta.lowest(10) : ta.lowest(bar_index + 1)
lowestBar = bar_index > 10 ? ta.lowestbars(low, 10) : ta.lowestbars(low, bar_index
+ 1)
structureMaxBar = bar_index + get_structure_highest_bar(10)
structureMinBar = bar_index + get_structure_lowest_bar(10)
lowStructBreakPrice = isStructBodyCandleBreak ? close : low
highStructBreakPrice = isStructBodyCandleBreak ? close : high
isStuctureLowBroken = (lowStructBreakPrice < structureLow and
lowStructBreakPrice[1] >= structureLow and lowStructBreakPrice[2] >= structureLow
and lowStructBreakPrice[3] >= structureLow and bar_index[1] >
structureLowStartIndex and bar_index[2] > structureLowStartIndex and bar_index[3]
> structureLowStartIndex) or (structureDirection == 2 and lowStructBreakPrice <
structureLow)
isStructureHighBroken = (highStructBreakPrice > structureHigh and
highStructBreakPrice[1] <= structureHigh and highStructBreakPrice[2] <=
structureHigh and highStructBreakPrice[3] <= structureHigh and bar_index[1] >
structureHighStartIndex and bar_index[2] > structureHighStartIndex and
bar_index[3] > structureHighStartIndex) or (structureDirection == 1 and
highStructBreakPrice > structureHigh)

if(isStuctureLowBroken)
// Check if structures to show is upper than user parameter
if(array.size(structureLines) >= structHistoryNbr)

// Delete the line and its index from arrays


d.delete_line(array.get(structureLines, 0), array.get(structureLabels, 0))
array.remove(structureLabels, 0)
array.remove(structureLines, 0)

// Create BOS line


if(structureDirection == 1)
array.push(structureLines, line.new(structureLowStartIndex, structureLow,
bar_index, structureLow, xloc=xloc.bar_index, extend=extend.none,
color=bearishBosColor, style=bosLineStyle, width=bosLineWidth))
array.push(structureLabels, label.new((bar_index +
structureLowStartIndex) / 2, structureLow, text="BOS", style=label.style_none,
textcolor=bearishBosColor))

// Create CHoCH line


else
array.push(structureLines, line.new(structureLowStartIndex, structureLow,
bar_index, structureLow, xloc=xloc.bar_index, extend=extend.none,
color=bearishChochColor, style=chochLineStyle, width=chochLineWidth))
array.push(structureLabels, label.new((bar_index +
structureLowStartIndex) / 2, structureLow, text="CHoCH", style=label.style_none,
textcolor=bearishChochColor))
// Update values for new structure
structureDirection := 1
structureHighStartIndex := structureMaxBar
structureLowStartIndex := bar_index
structureHigh := high[bar_index - structureHighStartIndex] //highest
structureLow := low

// Check for breakout


else if(isStructureHighBroken)

// Check if structures to show is upper than user parameter


if(array.size(structureLines) >= structHistoryNbr)

// Delete the line and its index from arrays


d.delete_line(array.get(structureLines, 0), array.get(structureLabels, 0))
array.remove(structureLabels, 0)
array.remove(structureLines, 0)

// Create BOS line


if(structureDirection == 2)
array.push(structureLines, line.new(structureHighStartIndex, structureHigh,
bar_index, structureHigh, xloc=xloc.bar_index, extend=extend.none,
color=bullishBosColor, style=bosLineStyle, width=bosLineWidth))
array.push(structureLabels, label.new((bar_index + structureHighStartIndex)
/ 2, structureHigh, text="BOS", style=label.style_none, textcolor=bullishBosColor))

// Create CHoCH line


else
array.push(structureLines, line.new(structureHighStartIndex, structureHigh,
bar_index, structureHigh, xloc=xloc.bar_index, extend=extend.none,
color=bullishChochColor, style=chochLineStyle, width=chochLineWidth))
array.push(structureLabels, label.new((bar_index + structureHighStartIndex)
/ 2, structureHigh, text="CHoCH", style=label.style_none,
textcolor=bullishChochColor))

// Update values for new structure


structureDirection := 2
structureHighStartIndex := bar_index
structureLowStartIndex := structureMinBar
structureHigh := high
structureLow := low[bar_index - structureLowStartIndex] //lowest
else
if(high > structureHigh and (structureDirection == 0 or structureDirection ==
2))
if(not(isStructBodyCandleBreak) or not(isStructBodyCandleBreak and
bar_index[1] > structureHighStartIndex and bar_index[2] > structureHighStartIndex
and bar_index[3] > structureHighStartIndex))
structureHigh := high
structureHighStartIndex := bar_index
else if(low < structureLow and (structureDirection == 0 or structureDirection
== 1))
if(not(isStructBodyCandleBreak) or not(isStructBodyCandleBreak and
bar_index[1] > structureLowStartIndex and bar_index[2] > structureLowStartIndex and
bar_index[3] > structureLowStartIndex))
structureLow := low
structureLowStartIndex := bar_index

structureRange = math.abs(structureHigh - structureLow)


// Affichage de la structure actuelle
if(isCurrentStructToShow)
d.delete_line(structureHighLine, na)
d.delete_line(structureLowLine, na)
structureHighLine := line.new(structureHighStartIndex, structureHigh,
bar_index, structureHigh, xloc.bar_index, color=currentStructColor, style =
currentStructLineStyle, width = currentStructLineWidth)
structureLowLine := line.new(structureLowStartIndex, structureLow, bar_index,
structureLow, xloc.bar_index, color=currentStructColor, style =
currentStructLineStyle, width = currentStructLineWidth)

// Affichage du Fibonnacci 1 de la structure actuelle


if(isFibo1ToShow)
d.delete_line(fibo1Line, fibo1Label)
fibo1Price := structureDirection == 1 ? structureHigh - (structureRange -
structureRange * fibo1Value) : structureLow + (structureRange - structureRange *
fibo1Value)
fibo1StartIndex := structureDirection == 1 ? structureHighStartIndex :
structureLowStartIndex
fibo1Line := line.new(fibo1StartIndex, fibo1Price, bar_index, fibo1Price,
xloc.bar_index, color = fibo1Color, style = fibo1Style, width = fibo1LineWidth)
fibo1Label := label.new(bar_index + 20, fibo1Price, text =
str.tostring(fibo1Value) + "(" + str.tostring(fibo1Price) + ")", style =
label.style_none, textcolor = fibo1Color)

// Affichage du Fibonnacci 2 de la structure actuelle


if(isFibo2ToShow)
d.delete_line(fibo2Line, fibo2Label)
fibo2Price := structureDirection == 1 ? structureHigh - (structureRange -
structureRange * fibo2Value) : structureLow + (structureRange - structureRange *
fibo2Value)
fibo2StartIndex := structureDirection == 1 ? structureHighStartIndex :
structureLowStartIndex
fibo2Line := line.new(fibo2StartIndex, fibo2Price, bar_index, fibo2Price,
xloc.bar_index, color = fibo2Color, style = fibo2Style, width = fibo2LineWidth)
fibo2Label := label.new(bar_index + 20, fibo2Price, text =
str.tostring(fibo2Value) + "(" + str.tostring(fibo2Price) + ")", style =
label.style_none, textcolor = fibo2Color)

// Affichage du Fibonnacci 3 de la structure actuelle


if(isFibo3ToShow)
d.delete_line(fibo3Line, fibo3Label)
fibo3Price := structureDirection == 1 ? structureHigh - (structureRange -
structureRange * fibo3Value) : structureLow + (structureRange - structureRange *
fibo3Value)
fibo3StartIndex := structureDirection == 1 ? structureHighStartIndex :
structureLowStartIndex
fibo3Line := line.new(fibo3StartIndex, fibo3Price, bar_index, fibo3Price,
xloc.bar_index, color = fibo3Color, style = fibo3Style, width = fibo3LineWidth)
fibo3Label := label.new(bar_index + 20, fibo3Price, text =
str.tostring(fibo3Value) + "(" + str.tostring(fibo3Price) + ")", style =
label.style_none, textcolor = fibo3Color)

// Affichage du Fibonnacci 1 de la structure actuelle


if(isFibo4ToShow)
d.delete_line(fibo4Line, fibo4Label)
fibo4Price := structureDirection == 1 ? structureHigh - (structureRange -
structureRange * fibo4Value) : structureLow + (structureRange - structureRange *
fibo4Value)
fibo4StartIndex := structureDirection == 1 ? structureHighStartIndex :
structureLowStartIndex
fibo4Line := line.new(fibo4StartIndex, fibo4Price, bar_index, fibo4Price,
xloc.bar_index, color = fibo4Color, style = fibo4Style, width = fibo4LineWidth)
fibo4Label := label.new(bar_index + 20, fibo4Price, text =
str.tostring(fibo4Value) + "(" + str.tostring(fibo4Price) + ")", style =
label.style_none, textcolor = fibo4Color)

// Affichage du Fibonnacci 1 de la structure actuelle


if(isFibo5ToShow)
d.delete_line(fibo5Line, fibo5Label)
fibo5Price := structureDirection == 1 ? structureHigh - (structureRange -
structureRange * fibo5Value) : structureLow + (structureRange - structureRange *
fibo5Value)
fibo5StartIndex := structureDirection == 1 ? structureHighStartIndex :
structureLowStartIndex
fibo5Line := line.new(fibo5StartIndex, fibo5Price, bar_index, fibo5Price,
xloc.bar_index, color = fibo5Color, style = fibo5Style, width = fibo5LineWidth)
fibo5Label := label.new(bar_index + 20, fibo5Price, text =
str.tostring(fibo5Value) + "(" + str.tostring(fibo5Price) + ")", style =
label.style_none, textcolor = fibo5Color)

plot(na)

barcolor((high <= high[1] and low >= low[1] and close >= open) ? #04fd11: na)
barcolor((high <= high[1] and low >= low[1] and open >= close) ? #f70303: na)

//-----------------------------------------------------------------------------//

//indicator("Filter out Weak pivot highs/lows", overlay = true)


lb =input.int(15, 'pivots: lookback/forward', group = 'Pivots highs & lows',
tooltip = "larger number for more significant pivot highs / pivot lows")
atrMult =input.float(1.5, "Spikeyness Index", minval = 0, step =0.1, inline ='2',
group = 'Pivots highs & lows', tooltip = "For catching only the 'spikier' pivot
highs/pivot lows\n\nSetting to =0 will effectively remove this condition and plot
standard pivot highs/lows\n\nIncreasing this number will filter out
smooth/unimpressive pivot high&lows\n\nRepresents local ATR multiple for distance
from local Moving average a high or low must be\n\nSetting of 1.5 seems optimal on
15m chart with pivot lookback/lookforward = 15")
useSpikeyCond =input.bool(true, "use spikey condition", inline ='3',group = 'Pivots
highs & lows', tooltip ="toggle off to see how typical pivots are painted; to
notice the difference/improvement")
confirmOnClose = input.bool(true, "wait 1x bar to confirm (avoid repainting)",
inline ='4',group = 'Pivots highs & lows', tooltip = "default is ON, waits for
realtime bar to close before confirming Pivot H/L\n\nToggle this off to get Pivot
highs confirmed one bar earlier, but at the cost of sometimes causing repainting")
int x = confirmOnClose?1:0

pivHigh = ta.pivothigh(high, lb, lb)


isPivHigh = na(pivHigh)? false:true
atr = ta.atr(2*lb)
maH = ta.sma(high, 2*lb)
bool spikyH = useSpikeyCond?pivHigh > maH+atrMult*atr:true
var float ph = 0
if isPivHigh[x]
if spikyH[x]
ph:=pivHigh[x]
label.new(bar_index-(lb+x), high[lb+x], text ="High",color=#feffff)
pivLow = ta.pivotlow(low, lb, lb)
isPivLow = na(pivLow)? false:true
maL = ta.sma(low, 2*lb)
bool spikyL = useSpikeyCond? pivLow < maL-atrMult*atr:true

var float pl = 0
if isPivLow[x]
if spikyL[x]
pl:=pivLow[x]
label.new(bar_index-(lb+x), low[lb+x], text ="Low", style =
label.style_label_up, color = #feffff)

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