M-Alpha-Fair Value Gaps - Does Price Really Fill the FVG?
What it does
M-Alpha-Fair Value Gaps marks every fair value gap (FVG, three-bar imbalance) and tests the popular claim "price always comes back to fill the gap". A table shows how often the gaps on this chart were fully filled within a set number of bars and how long that took on average.
How it works
1. Bullish gap: the low of a bar sits above the high two bars earlier. Bearish gap: the high sits below the low two bars earlier.
2. Gaps smaller than the minimum size (default 0.25 × ATR 14) are ignored.
3. Each open gap is drawn as a zone (yellow = bullish, gray = bearish) and shrinks while price eats into it.
4. A gap counts as filled once price has traded through the whole zone. If that does not happen within the set number of bars (default 100), it counts as not filled.
5. The table counts all judged gaps on the chart: share filled and the average number of bars until the fill.
Closed bars only, nothing repaints.
How to use it
- Only open gaps stay on the chart, so you see the zones price has not returned to yet.
- Check the fill rate on your own market and timeframe before trading "back into the gap".
- Adjust the minimum gap size and the bars to fill; the statistics follow immediately.
- Optional: keep filled gaps on the chart to study where fills happened.
What makes it different
- Most FVG indicators only draw the gaps. This one shows how often they were really filled on your chart and how long it took. On Bitcoin 1h about 8 in 10 gaps were filled within 100 bars.
Limitations
- A high fill rate does not tell you how far price runs before it comes back.
- The statistic describes the past on this chart and does not predict the next gap.
M Alpha Core shows you how your strategy really performs, before the market does.
M-Alpha-Fair Value Gaps marks every fair value gap (FVG, three-bar imbalance) and tests the popular claim "price always comes back to fill the gap". A table shows how often the gaps on this chart were fully filled within a set number of bars and how long that took on average.
How it works
1. Bullish gap: the low of a bar sits above the high two bars earlier. Bearish gap: the high sits below the low two bars earlier.
2. Gaps smaller than the minimum size (default 0.25 × ATR 14) are ignored.
3. Each open gap is drawn as a zone (yellow = bullish, gray = bearish) and shrinks while price eats into it.
4. A gap counts as filled once price has traded through the whole zone. If that does not happen within the set number of bars (default 100), it counts as not filled.
5. The table counts all judged gaps on the chart: share filled and the average number of bars until the fill.
Closed bars only, nothing repaints.
How to use it
- Only open gaps stay on the chart, so you see the zones price has not returned to yet.
- Check the fill rate on your own market and timeframe before trading "back into the gap".
- Adjust the minimum gap size and the bars to fill; the statistics follow immediately.
- Optional: keep filled gaps on the chart to study where fills happened.
What makes it different
- Most FVG indicators only draw the gaps. This one shows how often they were really filled on your chart and how long it took. On Bitcoin 1h about 8 in 10 gaps were filled within 100 bars.
Limitations
- A high fill rate does not tell you how far price runs before it comes back.
- The statistic describes the past on this chart and does not predict the next gap.
M Alpha Core shows you how your strategy really performs, before the market does.
Tested on unseen data, honest weekly results, no promises. malphacore.com · Shop: t.me/MAlphaCoreShopBot?start=tv
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
Tested on unseen data, honest weekly results, no promises. malphacore.com · Shop: t.me/MAlphaCoreShopBot?start=tv
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。