gap fill screener
- This topic has 11 replies, 2 voices, and was last updated 1 year ago by
.
Viewing 12 posts - 1 through 12 (of 12 total)
-
You can try this code, setting the distance you consider close enough:
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149// GAP Monitoring till Filled//// https://www.prorealcode.com/topic/gap-fill-indicator/////DEFPARAM DrawOnLastBarOnly = True////ONCE GapLineSize = 4ONCE GapDepth = 0.3ONCE Distance = 2 * PipSize //detect when the current price is as close as DISTANCE pips////ONCE t155 = 135//ONCE t255 = 255ONCE Elements = 10ONCE UPwards = 1ONCE DOWNwards = -1//IF BarIndex = 0 THENFOR i = 0 TO Elements$Gap[i] = 0$Gap2[i] = 0$Direction[i] = 0$BarID[i] = 0NEXTENDIF//// Calculate average rangeAverageHIGH = AVERAGE[20](HIGH)AverageLOW = AVERAGE[20](LOW)AverageRANGE = AverageHIGH - AverageLOW//IF BarIndex <= 9999999 THEN//// check whether any previous gap has been filled//FOR i = 1 TO ElementsIF $Direction[i] = UPwards THEN //bearish gapsIF high[1] < $Gap[i] AND high >= $Gap[i] THENFOR j = i TO Elements - 1// move next element to the current position (so it's overwritten)$Gap[j] = $Gap[j + 1]$Gap2[j] = $Gap2[j + 1]$Direction[j] = $Direction[j + 1]$BarID[j] = $BarID[j + 1]// clear the next element$Gap[j + 1] = 0$Gap2[j + 1] = 0$Direction[j + 1] = 0$BarID[j + 1] = 0NEXT$Gap[Elements] = 0$Gap2[Elements] = 0$Direction[Elements] = 0$BarID[Elements] = 0ENDIFELSIF $Direction[i] = DOWNwards THEN //bullish gapsIF low[1] > $Gap[i] AND low <= $Gap[i] THENFOR j = i TO Elements - 1// move next element to the current position (so it's overwritten)$Gap[j] = $Gap[j + 1]$Gap2[j] = $Gap2[j + 1]$Direction[j] = $Direction[j + 1]$BarID[j] = $BarID[j + 1]// clear the next element$Gap[j + 1] = 0$Gap2[j + 1] = 0$Direction[j + 1] = 0$BarID[j + 1] = 0NEXT$Gap[Elements] = 0$Gap2[Elements] = 0$Direction[Elements] = 0$BarID[Elements] = 0ENDIFENDIFNEXT//// Detect new Gaps//// Find bullish gapsIF LOW > HIGH[1] AND (LOW - HIGH[1]) > GapDepth * AverageRANGE THENgapfillzoneHIGH = LOWgapfillzoneLOW = HIGH[1]a = BARINDEX-1// make room for one more array element, if neededIF $Gap[Elements] <> 0 THENElements = Elements + 1$Gap[Elements] = 0$Gap2[Elements] = 0$Direction[Elements] = 0$BarIDE[Elements] = 0ENDIF// store the new element in the first available slotFOR i = 1 TO ElementsIF $Gap[i] = 0 THEN$Gap[i] = gapfillzoneLOW$Gap2[i] = gapfillzoneHIGH$Direction[i] = DOWNwards$BarID[i] = abreakENDIFNEXTENDIF//// Find bearish gapsIF HIGH < LOW[1] AND (LOW[1] - HIGH) > GapDepth * AverageRANGE THENgapfillzoneHIGH = HIGHgapfillzoneLOW = LOW[1]a = BARINDEX-1// make room for one more array element, if neededIF $Gap[Elements] <> 0 THENElements = Elements + 1$Gap[Elements] = 0$Gap2[Elements] = 0$Direction[Elements] = 0$BarID[Elements] = 0ENDIF// store the new element in the first available slotFOR i = 1 TO ElementsIF $Gap[i] = 0 THEN$Gap[i] = gapfillzoneLOW$Gap2[i] = gapfillzoneHIGH$Direction[i] = UPwards$BarID[i] = abreakENDIFNEXTENDIF////ENDIF//// draw lines////FOR i = Elements DOWNTO 1IF $Gap[Elements] <> 0 THENa = $BarID[Elements]x = $Gap[Elements] //gapfillzoneLOWy = $Gap2[Elements] //gapfillzoneHIGH//IF $Direction[i] = DOWNwards THEN//DRAWSEGMENT(a,y,a+GapLineSize,y) COLOURED("Green",t155) style(Line,2)//DRAWSEGMENT(a,x,a+GapLineSize,x) COLOURED("Green",t255) style(Line,2)//ELSIF $Direction[i] = UPwards THEN//DRAWSEGMENT(a,x,a+GapLineSize,x) COLOURED("Red",t155) style(Line,2)//DRAWSEGMENT(a,y,a+GapLineSize,y) COLOURED("Red",t255) style(Line,2)//ENDIFc1 = (abs(close - x) <= Distance)c2 = (abs(close - y) <= Distance)ENDIF//NEXT//SCREENER[c1 OR c2]1 user thanked author for this post.
There you go:
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152// GAP Monitoring till Filled//// https://www.prorealcode.com/topic/gap-fill-indicator/////DEFPARAM DrawOnLastBarOnly = True////ONCE GapLineSize = 4ONCE GapDepth = 0.3ONCE Distance = 2 * PipSize //detect when the current price is as close as DISTANCE pips////ONCE t155 = 135//ONCE t255 = 255ONCE Elements = 10//ONCE UPwards = 1ONCE DOWNwards = -1//IF BarIndex = 0 THENFOR i = 0 TO Elements$Gap[i] = 0$Gap2[i] = 0$Direction[i] = 0$BarID[i] = 0NEXTENDIF//// Calculate average rangeAverageHIGH = AVERAGE[20](HIGH)AverageLOW = AVERAGE[20](LOW)AverageRANGE = AverageHIGH - AverageLOW//IF BarIndex <= 9999999 THEN//// check whether any previous gap has been filled//FOR i = 1 TO Elements//IF $Direction[i] = UPwards THEN //bearish gaps//IF high[1] < $Gap[i] AND high >= $Gap[i] THEN//FOR j = i TO Elements - 1//// move next element to the current position (so it's overwritten)//$Gap[j] = $Gap[j + 1]//$Gap2[j] = $Gap2[j + 1]//$Direction[j] = $Direction[j + 1]//$BarID[j] = $BarID[j + 1]//// clear the next element//$Gap[j + 1] = 0//$Gap2[j + 1] = 0//$Direction[j + 1] = 0//$BarID[j + 1] = 0//NEXT//$Gap[Elements] = 0//$Gap2[Elements] = 0//$Direction[Elements] = 0//$BarID[Elements] = 0//ENDIF//ELSIF $Direction[i] = DOWNwards THEN //bullish gapsIF $Direction[i] = DOWNwards THEN //bullish gapsIF low[1] > $Gap[i] AND low <= $Gap[i] THENFOR j = i TO Elements - 1// move next element to the current position (so it's overwritten)$Gap[j] = $Gap[j + 1]$Gap2[j] = $Gap2[j + 1]$Direction[j] = $Direction[j + 1]$BarID[j] = $BarID[j + 1]// clear the next element$Gap[j + 1] = 0$Gap2[j + 1] = 0$Direction[j + 1] = 0$BarID[j + 1] = 0NEXT$Gap[Elements] = 0$Gap2[Elements] = 0$Direction[Elements] = 0$BarID[Elements] = 0ENDIFENDIFNEXT//// Detect new Gaps//// Find bullish gapsIF LOW > HIGH[1] AND (LOW - HIGH[1]) > GapDepth * AverageRANGE THENgapfillzoneHIGH = LOWgapfillzoneLOW = HIGH[1]a = BARINDEX-1// make room for one more array element, if neededIF $Gap[Elements] <> 0 THENElements = Elements + 1$Gap[Elements] = 0$Gap2[Elements] = 0$Direction[Elements] = 0$BarIDE[Elements] = 0ENDIF// store the new element in the first available slotFOR i = 1 TO ElementsIF $Gap[i] = 0 THEN$Gap[i] = gapfillzoneLOW$Gap2[i] = gapfillzoneHIGH$Direction[i] = DOWNwards$BarID[i] = abreakENDIFNEXTENDIF//// Find bearish gaps//IF HIGH < LOW[1] AND (LOW[1] - HIGH) > GapDepth * AverageRANGE THEN//gapfillzoneHIGH = HIGH//gapfillzoneLOW = LOW[1]//a = BARINDEX-1//// make room for one more array element, if needed//IF $Gap[Elements] <> 0 THEN//Elements = Elements + 1//$Gap[Elements] = 0//$Gap2[Elements] = 0//$Direction[Elements] = 0//$BarID[Elements] = 0//ENDIF//// store the new element in the first available slot//FOR i = 1 TO Elements//IF $Gap[i] = 0 THEN//$Gap[i] = gapfillzoneLOW//$Gap2[i] = gapfillzoneHIGH//$Direction[i] = UPwards//$BarID[i] = a//break//ENDIF//NEXT//ENDIF////ENDIF//// draw lines////FOR i = Elements DOWNTO 1IF $Gap[Elements] <> 0 THENa = $BarID[Elements]x = $Gap[Elements] //gapfillzoneLOWy = $Gap2[Elements] //gapfillzoneHIGH//IF $Direction[i] = DOWNwards THEN//DRAWSEGMENT(a,y,a+GapLineSize,y) COLOURED("Green",t155) style(Line,2)//DRAWSEGMENT(a,x,a+GapLineSize,x) COLOURED("Green",t255) style(Line,2)//ELSIF $Direction[i] = UPwards THEN//DRAWSEGMENT(a,x,a+GapLineSize,x) COLOURED("Red",t155) style(Line,2)//DRAWSEGMENT(a,y,a+GapLineSize,y) COLOURED("Red",t255) style(Line,2)//ENDIF//c1 = (abs(close - x) <= Distance)//c2 = (abs(close - y) <= Distance)c1 = (abs(low - x) <= Distance)c2 = (abs(low - y) <= Distance)ENDIF//NEXT//SCREENER[c1 OR c2]1 user thanked author for this post.
I modified it a bit, it sounds better now:
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155// GAP Monitoring till Filled//// https://www.prorealcode.com/topic/gap-fill-indicator/////DEFPARAM DrawOnLastBarOnly = True////ONCE GapLineSize = 4ONCE GapDepth = 0.35ONCE Distance = 2 * PipSize //detect when the current price is as close as DISTANCE pips////ONCE t155 = 135//ONCE t255 = 255ONCE Elements = 10ONCE UPwards = 1ONCE DOWNwards = -1//IF BarIndex = 0 THENFOR i = 0 TO Elements$Gap[i] = 0$Gap2[i] = 0$Direction[i] = 0$BarID[i] = 0NEXTENDIF//// Calculate average rangeAverageHIGH = AVERAGE[20](HIGH)AverageLOW = AVERAGE[20](LOW)AverageRANGE = AverageHIGH - AverageLOW//IF BarIndex <= 9999999 THEN//// check whether any previous gap has been filled//FOR i = 1 TO ElementsIF $Direction[i] = UPwards THEN //bearish gapsIF high[1] < $Gap[i] AND high >= $Gap[i] THENFOR j = i TO Elements - 1// move next element to the current position (so it's overwritten)$Gap[j] = $Gap[j + 1]$Gap2[j] = $Gap2[j + 1]$Direction[j] = $Direction[j + 1]$BarID[j] = $BarID[j + 1]// clear the next element$Gap[j + 1] = 0$Gap2[j + 1] = 0$Direction[j + 1] = 0$BarID[j + 1] = 0NEXT$Gap[Elements] = 0$Gap2[Elements] = 0$Direction[Elements] = 0$BarID[Elements] = 0ENDIFELSIF $Direction[i] = DOWNwards THEN //bullish gapsIF low[1] > $Gap[i] AND low <= $Gap[i] THENFOR j = i TO Elements - 1// move next element to the current position (so it's overwritten)$Gap[j] = $Gap[j + 1]$Gap2[j] = $Gap2[j + 1]$Direction[j] = $Direction[j + 1]$BarID[j] = $BarID[j + 1]// clear the next element$Gap[j + 1] = 0$Gap2[j + 1] = 0$Direction[j + 1] = 0$BarID[j + 1] = 0NEXT$Gap[Elements] = 0$Gap2[Elements] = 0$Direction[Elements] = 0$BarID[Elements] = 0ENDIFENDIFNEXT//// Detect new Gaps//// Find bullish gapsIF LOW > HIGH[1] AND (LOW - HIGH[1]) > GapDepth * AverageRANGE THENgapfillzoneHIGH = LOWgapfillzoneLOW = HIGH[1]a = BARINDEX-1// make room for one more array element, if neededIF $Gap[Elements] <> 0 THENElements = Elements + 1$Gap[Elements] = 0$Gap2[Elements] = 0$Direction[Elements] = 0$BarIDE[Elements] = 0ENDIF// store the new element in the first available slotFOR i = 1 TO ElementsIF $Gap[i] = 0 THEN$Gap[i] = gapfillzoneLOW$Gap2[i] = gapfillzoneHIGH$Direction[i] = DOWNwards$BarID[i] = abreakENDIFNEXTENDIF//// Find bearish gapsIF HIGH < LOW[1] AND (LOW[1] - HIGH) > GapDepth * AverageRANGE THENgapfillzoneHIGH = HIGHgapfillzoneLOW = LOW[1]a = BARINDEX-1// make room for one more array element, if neededIF $Gap[Elements] <> 0 THENElements = Elements + 1$Gap[Elements] = 0$Gap2[Elements] = 0$Direction[Elements] = 0$BarID[Elements] = 0ENDIF// store the new element in the first available slotFOR i = 1 TO ElementsIF $Gap[i] = 0 THEN$Gap[i] = gapfillzoneLOW$Gap2[i] = gapfillzoneHIGH$Direction[i] = UPwards$BarID[i] = abreakENDIFNEXTENDIF////ENDIF//// draw lines//MinDistance = 999999FOR i = 1 TO ElementsIF ($Gap[i] <> 0) AND ($Direction[i] = DOWNwards) THENa = $BarID[i]x = $Gap[i] //gapfillzoneLOWy = $Gap2[i] //gapfillzoneHIGH//IF $Direction[i] = DOWNwards THEN//DRAWSEGMENT(a,y,a+GapLineSize,y) COLOURED("Green",t155) style(Line,2)//DRAWSEGMENT(a,x,a+GapLineSize,x) COLOURED("Green",t255) style(Line,2)//ELSIF $Direction[i] = UPwards THEN//DRAWSEGMENT(a,x,a+GapLineSize,x) COLOURED("Red",t155) style(Line,2)//DRAWSEGMENT(a,y,a+GapLineSize,y) COLOURED("Red",t255) style(Line,2)//ENDIFc1 = (abs(high - x))// <= Distance) //or HIGH instead of CLOSEc2 = (abs(high - y))// <= Distance) //or HIGH instead of CLOSEcx = min(c1,c2)c3 = (abs(low - x))// <= Distance) //or LOW instead of CLOSEc4 = (abs(low - y))// <= Distance) //or LOW instead of CLOSEcy = min(c3,c4)MinDistance = min(MinDistance,min(cx,cy))ENDIFNEXT//SCREENER[MinDistance <= Distance]1 user thanked author for this post.
Viewing 12 posts - 1 through 12 (of 12 total)
Find exclusive trading pro-tools on 
Similar topics:
