ICT Fair Value Gap

[dj22522]

A quick question.

Does the future timestamp period (presently set to 50 years) have any affect on NT8 resources ?

Or is NT8 (pc CPU) only using what's visible on the chart. (?)

I assume I could change that 50 number to anything less ?

many thx

[tickets2themoon]

Looks good to me!

[dj22522]

Ok. re ICTFVG v0.0.2.2

Having hit the F5 key 3028 times, I got a bit fed up and bored with that but pleased to say it works.

Sincere thanks for your work gemify and help from tickets2themoon

many thx

[gemify]

You nailed it! I've added an instance id to distinguish between multiple instances of the indicator on the same chart - which is now used in the tag generation.
Please try the attached version. If it works as you expect, I'll update the repo on github and submit the updated version to the ecosystem.
Thanks for your help!

[tickets2themoon]

dj22522, are you attempting to display FVGs from multiple data series types/values? Ex. Display 3-Minute and 15-Minute FVGs on a 1-Minute chart?

gemify I have seen this issue when you add multiple instances of the indicator to a chart. I have a chart that has two panels ES on top and RTY on bottom. Both series have FVG indicator applied. Since FVGs could open/close on both series at same CurrentBar value one indicator could modify the FVG Rectangles from the other one. The DrawingObjects collection is global to the entire chart where tags cannot be duplicated. Adding Indicator ID helps but still wouldn't solve the issue if you had two panels with same contract using different time frames (ie ES 1min and ES 5min). We could add the FVGSeriesPeriod to the tag. If the series and period is duplicated then it wouldn't matter as the rectangles are redrawn.

Proposed Solution:

string tag = "FVGUP" + FVGSeriesPeriod + Instrument.Id.ToString() + CurrentBar;

string tag = "FVGDOWN" + FVGSeriesPeriod + Instrument.Id.ToString() + CurrentBar;

[dj22522]

dj22522, are you attempting to display FVGs from multiple data series types/values? Ex. Display 3-Minute and 15-Minute FVGs on a 1-Minute chart?

gemify

Yes correct. Two instances of the ICTFVG v 0.0.2.1 each set at different time. a 1min and a 5min on a 1min chart.

Hope this helps

many thx

[tickets2themoon]

Loving the discussion/contribution to make this better. Thanks dj22522 and tickets2themoon.
I've updated the code based on your feedback. Please use the latest zip (ICTFVG-v0.0.2.1) from here: https://github.com/OrderFlowTools/ICTFVG/releases

Love it. I need to fire up GitHub to make this easier on everyone.

[tickets2themoon]

Further to my last post regarding when adding another indicator seems to mess up the FVG display.

This happens when just hitting F5 a few times when there's more than one instance of the V 0.002 applied to the chart. So it's on a refresh and not to do with adding another indicator which by default would refresh the chart in of itself.

I believe I had this same issue with original version when adding multiple Instruments to same chart. Try modifying the tag used to create the FVG's to add the Instrument Code.
We could always add a random number to the mix as well to ensure we have a unique value.

string tag = "FVGUP" + Instrument.Id.ToString() + CurrentBar;

string tag = "FVGDOWN" + Instrument.Id.ToString() + CurrentBar;

In terms of the length of the forward display being set to the look back period, this is ok for shorter time charts but when changing from a 1 min to say 10 min or 30 min etc I then need to change the look back period to get the FVG's to display all the way to the right.

You could make the AddDays value a static value like 30 or ChartBars.Properties.DaysBack + 30 to push it out. However, it probably makes sense to add a function to update the rectangles if they are unfilled in CheckFilledFVGs() :

        private void CheckFilledFVGs()
        {
            List<FVG> filled = new List<FVG>();

            foreach (FVG fvg in fvgList)
            {
                if (fvg.filled) continue;

                if (DrawObjects[fvg.tag] != null && DrawObjects[fvg.tag] is DrawingTools.Rectangle)
                {
                    //Update EndAnchor of Gap to Expand into future.
                    Rectangle gapRect = (Rectangle)DrawObjects[fvg.tag];
                    gapRect.EndAnchor.Time = Times[1][0].AddDays(1);

                    if (DisplayCE && DrawObjects[fvg.tag + "_CE"] != null && DrawObjects[fvg.tag + "_CE"] is DrawingTools.Line)
                    {
                        DrawingTools.Line gapLine = (DrawingTools.Line)DrawObjects[fvg.tag + "_CE"];
                        gapLine.EndAnchor.Time = Times[1][0].AddDays(1);
                    }

                }

                if (fvg.type == FVGType.R && (FillType == FVGFillType.CLOSE_THROUGH ? (Closes[1][0] >= fvg.upperPrice) : (Highs[1][0] >= fvg.upperPrice)))
                {​

[dj22522]

gemify

Thanks so much for the update. v0.0.2.1

The forward/look back is now working when I change from say a 1 min to 60 min etc.. thank you.

However the messy multiple FVG display is still happening when chart is refreshed. (BTW I don't have a passion to keep F5'ing but I guess it will happen when other indicators are loaded) .

Some example:

Assuming the ICTFVG is loaded at least twice and assuming the display is correct, (here I have 2 instances with different colours for a 1min FVG (green/red) and 5m FVG(pink/blue) then at the 3rd F5 is get this.



On the 4th F5 hit I get this:-



On the 5th F5 hit I get back to the correct original display:-



many thx

[gemify]

Further to my last post regarding when adding another indicator seems to mess up the FVG display.

This happens when just hitting F5 a few times when there's more than one instance of the V 0.002 applied to the chart. So it's on a refresh and not to do with adding another indicator which by default would refresh the chart in of itself.

dj22522, are you attempting to display FVGs from multiple data series types/values? Ex. Display 3-Minute and 15-Minute FVGs on a 1-Minute chart?

[gemify]

Loving the discussion/contribution to make this better. Thanks dj22522 and tickets2themoon.
I've updated the code based on your feedback. Please use the latest zip (ICTFVG-v0.0.2.1) from here: https://github.com/OrderFlowTools/ICTFVG/releases

[dj22522]

Further to my last post regarding when adding another indicator seems to mess up the FVG display.

This happens when just hitting F5 a few times when there's more than one instance of the v0.0.2.0 applied to the chart. So it's on a refresh and not to do with adding another indicator which by default would refresh the chart in of itself.

[dj22522]

tickets2themoon
Thank you for the clarification and explanation.

Do you believe adding the future = Times[1][2]... line resolved the Rectangle drawing issue?

It seems to with the little time it's been running since making the code changes.

However, I've noticed when adding a different indicator to the chart it causes the FVG's to display very randomly, meaning they don't appear to only relate to the instance of the ICTFVG that's on the chart. ie: If I have the ICTFVG indicator set to Hide Filled FVG, then when adding another indicator (not ICTFVG) there would be all manner of Filled FVG's showing from different time periods.

I then need to repeatedly hit the F5 key which seems to cycle through various FVG displays, and I have to keep F5'ing until the display I started with is showing ie: FVG's Hidden.

In terms of the length of the forward display being set to the look back period, this is ok for shorter time charts but when changing from a 1 min to say 10 min or 30 min etc I then need to change the look back period to get the FVG's to display all the way to the right.

Are you using a unique Regional Format / Country for Windows? I find it quite odd that using a future value of DateTime.MaxValue would result in the rectangles in your images.

My computer is on GMT as is NT8 if this is what you're referring to ?

PS: gemify's V0.001 didn't have the rectangle display issue if that helps in resolving this.

Many thx

[tickets2themoon]

dj22522
Correct, you can modify both Debug lines. This will just add the ending time of the rectangle in the printout of the NinjaScript output. This output can be viewed by Selecting New-> NinjaScript Output. It will not impact any of the Indicator functionality.

Do you believe adding the future = Times[1][2]... line resolved the Rectangle drawing issue?

Are you using a unique Regional Format / Country for Windows? I find it quite odd that using a future value of DateTime.MaxValue would result in the rectangles in your images.

[dj22522]

tickets2themoon

Thank you. Most kind.

Your code changes resolved the issue.

For the "Debug Draw Up":-

Debug("Drawing Up FVG [" + fvg.gapStartTime + ", " + fvg.upperPrice + ", " + future + ", " + fvg.lowerPrice + "]");

I'm assuming its correct to also replaced line 220 (?) for the "Debug Draw Down FVG"

//Debug("Drawing Down FVG [" + fvg.gapStartTime + ", " + fvg.upperPrice + ", " + fvg.lowerPrice + "]");
Debug("Drawing Down FVG [" + fvg.gapStartTime + ", " + fvg.upperPrice + ", " + future + ", " + fvg.lowerPrice + "]");​

Again my thanks