PINE LIBRARY
EKGapEngine
Library "EKGapEngine"
Gap engine library: NWOG (New Week Opening Gaps), NDOG (New Day Opening Gaps),
9:30 NY Opening Range Gap, and PXH/L (Previous X High/Low) levels.
Extracted from qt-pro-enigma.pine to avoid TradingView compiler timeouts.
GAP_VOID_BULL()
Gap type constant: Void Bullish
Returns: 1
GAP_VOID_BEAR()
Gap type constant: Void Bearish
Returns: 2
GAP_OVERLAP_BULL()
Gap type constant: Overlap Bullish
Returns: 3
GAP_OVERLAP_BEAR()
Gap type constant: Overlap Bearish
Returns: 4
getLineStyle(styleStr)
Convert a style string to a line style constant
Parameters:
styleStr (string): Style string ("Solid", "Dashed", "Dotted")
Returns: line.style_solid, line.style_dashed, or line.style_dotted
getLabelSize(labelSize)
Convert a label size string to a size constant
Parameters:
labelSize (string): Label size string ("Tiny", "Small", "Normal", "Large")
Returns: size.tiny, size.small, size.normal, or size.large
calcTradingDaysAgo(creationTimestamp)
Calculate approximate trading days since a timestamp
Parameters:
creationTimestamp (int): The creation timestamp to measure from
Returns: Approximate number of trading days elapsed
getNwogSubtypeName(gapType)
Get the human-readable name for an NWOG gap subtype
Parameters:
gapType (int): Gap type constant (1-4)
Returns: String name of the gap subtype
buildNwogLabelText(gapType, daysAgo, labelStyle)
Build label text for an NWOG
Parameters:
gapType (int): Gap type constant (1-4)
daysAgo (int): Number of trading days ago the gap was created
labelStyle (string): Label style ("Simple" or "Descriptive")
Returns: Formatted label text string
buildNdogLabelText(isBullish, daysAgo, labelStyle)
Build label text for an NDOG
Parameters:
isBullish (bool): Whether the gap is bullish
daysAgo (int): Number of trading days ago the gap was created
labelStyle (string): Label style ("Simple" or "Descriptive")
Returns: Formatted label text string
getGapColors(nwogColor, boxFillTransp, boxBorderTransp, midLineColor, quadLineColor)
Compute fill, border, mid, and quad colors for an NWOG
Parameters:
nwogColor (color): Base NWOG color
boxFillTransp (int): Box fill transparency (0-100)
boxBorderTransp (int): Box border transparency (0-100)
midLineColor (color): Midline color
quadLineColor (color): Quadrant line color
Returns: Tuple of [fillCol, borderCol, midCol, quadCol]
getNdogColors(ndogColor, boxFillTransp, boxBorderTransp, midLineColor, quadLineColor)
Compute fill, border, mid, and quad colors for an NDOG
Parameters:
ndogColor (color): Base NDOG color
boxFillTransp (int): Box fill transparency (0-100)
boxBorderTransp (int): Box border transparency (0-100)
midLineColor (color): Midline color
quadLineColor (color): Quadrant line color
Returns: Tuple of [fillCol, borderCol, midCol, quadCol]
classifyGap(friClose, friOpen, monOpen)
Classify a weekend gap as Void Bull/Bear or Overlap Bull/Bear
Parameters:
friClose (float): Friday close price
friOpen (float): Friday open price
monOpen (float): Monday open price
Returns: Gap type constant (0 if no gap)
passesAtrFilter(gapSize, atr, multiplier)
Check if a gap passes the ATR size filter
Parameters:
gapSize (float): Absolute size of the gap
atr (float): Current ATR value
multiplier (float): ATR multiplier threshold
Returns: true if the gap passes the filter
isWithinPriceDistance(topPrice, bottomPrice, currentPrice, atr, onlyShowNearPrice, maxDistanceAtr)
Check if a gap is within the max price distance
Parameters:
topPrice (float): Top of gap zone
bottomPrice (float): Bottom of gap zone
currentPrice (float): Current price (close)
atr (float): Current ATR value
onlyShowNearPrice (bool): Whether the near-price filter is enabled
maxDistanceAtr (float): Maximum distance in ATR multiples
Returns: true if within distance (or filter is disabled)
shouldDisplayGapType(gapType, showVoidGaps, showOverlapGaps)
Check if a gap type should be displayed based on settings
Parameters:
gapType (int): Gap type constant (1-4)
showVoidGaps (bool): Whether void gaps are enabled
showOverlapGaps (bool): Whether overlap gaps are enabled
Returns: true if this gap type should be shown
createNwog(nwogArray, cfg, friClose, friOpen, monOpen, atrVal, fridayBarIdx)
Create a new NWOG and add it to the array, removing oldest if over max count
Parameters:
nwogArray (array<NWOGBox>): Array of NWOGBox objects
cfg (GapConfig): GapConfig with all settings
friClose (float): Friday close price
friOpen (float): Friday open price
monOpen (float): Monday open price
atrVal (float): Current ATR value for size filtering
fridayBarIdx (int): Bar index of Friday (for left edge of box)
createNdog(ndogArray, cfg, prevClose, todayOpn, atrVal, prevDayBarIdx)
Create a new NDOG and add it to the array, removing oldest if over max count
Parameters:
ndogArray (array<NDOGBox>): Array of NDOGBox objects
cfg (GapConfig): GapConfig with all settings
prevClose (float): Previous day close price
todayOpn (float): Today open price
atrVal (float): Current ATR value for size filtering
prevDayBarIdx (int): Bar index of previous day (for left edge of box)
updateNwogExtensions(nwogArray, cfg, dailyAtr, shouldRunCleanup)
Update all NWOG box/line/label extensions and handle cleanup
Parameters:
nwogArray (array<NWOGBox>): Array of NWOGBox objects
cfg (GapConfig): GapConfig with all settings
dailyAtr (float): Current daily ATR value for distance filtering
shouldRunCleanup (bool): Whether cleanup should run this bar (based on interval)
updateNdogExtensions(ndogArray, cfg, dailyAtr, shouldRunCleanup)
Update all NDOG box/line/label extensions and handle cleanup
Parameters:
ndogArray (array<NDOGBox>): Array of NDOGBox objects
cfg (GapConfig): GapConfig with all settings
dailyAtr (float): Current daily ATR value for distance filtering
shouldRunCleanup (bool): Whether cleanup should run this bar (based on interval)
markWeekEndForNwogs(nwogArray, isWeekCloseRisingEdge)
Mark week end for all active NWOGs when week close rising edge detected
Parameters:
nwogArray (array<NWOGBox>): Array of NWOGBox objects
isWeekCloseRisingEdge (bool): Whether the week close rising edge was detected this bar
markDayEndForNdogs(ndogArray, isNewTradingDay)
Mark day end for all active NDOGs when new trading day detected
Parameters:
ndogArray (array<NDOGBox>): Array of NDOGBox objects
isNewTradingDay (bool): Whether a new trading day started this bar
f_get_size(s)
Convert a size string to a size constant
Parameters:
s (string): Size string ("Auto", "Tiny", "Small", "Normal", "Large")
Returns: Corresponding size constant
f_get_pxhl_style(str)
Convert a style string to a line style constant (PXH/L version)
Parameters:
str (string): Style string ("Solid", "Dotted", "Dashed")
Returns: Corresponding line style constant
f_is_within_distance(target_price, filter_enabled, daily_atr, filter_preset)
Check if a target price is within distance filter range
Parameters:
target_price (float): The price to check
filter_enabled (bool): Whether the distance filter is enabled
daily_atr (float): Current daily ATR value
filter_preset (string): Filter preset string ("Really Close", "Balanced", "Slightly Far")
Returns: true if within distance (or filter disabled)
f_find_exact_in_window(target_price, p_start, p_end, is_high)
Find the exact bar time where a high/low occurred within a period window
Parameters:
target_price (float): The price to find
p_start (int): Period start time
p_end (int): Period end time
is_high (bool): Whether looking for a high (true) or low (false)
Returns: Timestamp of the exact bar where the price was found
f_add_level_smart(arr, h, l, t_start, t_end, count)
Smart-add high/low levels to an array, maintaining count limit
Parameters:
arr (array<Level>): Array of Level objects
h (float): High price to add
l (float): Low price to add
t_start (int): Period start time
t_end (int): Period end time
count (int): Maximum number of level pairs
f_check_mitigation(arr)
Check mitigation of levels in an array (price broke through)
Parameters:
arr (array<Level>): Array of Level objects to check
f_draw_single_level(draw_lines, draw_labels, t_start, t_end, price, txt, col, sty, show_lbl, size_val, font_val, filter_enabled, daily_atr, filter_preset)
Draw a single PXH/L level line and optional label
Parameters:
draw_lines (array<line>): Array to store created line objects
draw_labels (array<label>): Array to store created label objects
t_start (int): Start time for the line
t_end (int): End time for the line
price (float): Price level
txt (string): Label text
col (color): Line/label color
sty (string): Line style constant
show_lbl (bool): Whether to show the label
size_val (string): Label size constant
font_val (string): Font family constant
filter_enabled (bool): Whether distance filter is enabled
daily_atr (float): Current daily ATR
filter_preset (string): Distance filter preset string
f_clear_drawings(draw_lines, draw_labels)
Clear all PXH/L drawing objects (lines and labels)
Parameters:
draw_lines (array<line>): Array of line objects to delete
draw_labels (array<label>): Array of label objects to delete
f_draw_levels(arr, show, mode, show_lbl, col, sty_global, txt_base, txt_size_val, font_val, draw_lines, draw_labels, filter_enabled, daily_atr, filter_preset)
Draw all levels from a PXH/L level array with EQ/Quadrant support
Parameters:
arr (array<Level>): Array of Level objects
show (bool): Whether to show this timeframe's levels
mode (string): Midline mode ("None", "EQ", "Quadrants")
show_lbl (bool): Whether to show labels
col (color): Level color
sty_global (string): Global style string ("Solid", "Dotted", "Dashed")
txt_base (string): Base text for labels (e.g. "pD", "pW", "pM")
txt_size_val (string): Label size string
font_val (string): Font family constant
draw_lines (array<line>): Array to store created line objects
draw_labels (array<label>): Array to store created label objects
filter_enabled (bool): Whether distance filter is enabled
daily_atr (float): Current daily ATR
filter_preset (string): Distance filter preset string
process_930_gap(cfg930, m1_time, m1_open, m1_close, g930_prevClosePrice, g930_boxArray, g930_lineArray, isStock, isValidTimeframe930)
Process 9:30 NY opening range gap from 1-minute lower timeframe data.
Handles the entire gap creation logic: detects the 16:14 (or 15:59 for stocks) close,
then at 9:30 creates box/midline/quadrant drawings.
Parameters:
cfg930 (Gap930Config): Gap930Config with all 9:30 gap settings
m1_time (array<int>): Array of 1-minute bar timestamps from request.security_lower_tf
m1_open (array<float>): Array of 1-minute bar open prices from request.security_lower_tf
m1_close (array<float>): Array of 1-minute bar close prices from request.security_lower_tf
g930_prevClosePrice (float): Previous close price state (pass in, returns updated value)
g930_boxArray (array<box>): Array to store created box objects
g930_lineArray (array<line>): Array to store created line objects
isStock (bool): Whether the symbol is a stock/fund/dr
isValidTimeframe930 (bool): Whether the current timeframe is valid for 9:30 gaps (intraday <= 15min)
Returns: Updated g930_prevClosePrice value
NWOGBox
New Week Opening Gap box with all price levels and drawing references
Fields:
gapType (series int): Gap classification (1=Void Bull, 2=Void Bear, 3=Overlap Bull, 4=Overlap Bear)
fridayClose (series float): Friday close price
fridayOpen (series float): Friday open price
mondayOpen (series float): Monday open price
topPrice (series float): Top of gap zone
bottomPrice (series float): Bottom of gap zone
midPrice (series float): Midpoint of gap zone
upperQuad (series float): Upper quadrant (75%) of gap zone
lowerQuad (series float): Lower quadrant (25%) of gap zone
gapSize (series float): Absolute size of gap
startBar (series int): Bar index where gap starts
creationTime (series int): Timestamp of gap creation
weekEndBar (series int): Bar index where the week ended
weekEnded (series bool): Whether the week has ended for this NWOG
nwogBox (series box): Box drawing object
midLine (series line): Midline drawing object
q3Line (series line): Upper quadrant line drawing object
q1Line (series line): Lower quadrant line drawing object
infoLabel (series label): Label drawing object
isActive (series bool): Whether this NWOG is still active
NDOGBox
New Day Opening Gap box with all price levels and drawing references
Fields:
isBullish (series bool): Whether the gap opened bullish (today open > prev close)
prevClose (series float): Previous day close price
todayOpen (series float): Today open price
topPrice (series float): Top of gap zone
bottomPrice (series float): Bottom of gap zone
midPrice (series float): Midpoint of gap zone
upperQuad (series float): Upper quadrant (75%) of gap zone
lowerQuad (series float): Lower quadrant (25%) of gap zone
gapSize (series float): Absolute size of gap
startBar (series int): Bar index where gap starts
creationTime (series int): Timestamp of gap creation
dayEndBar (series int): Bar index where the day ended
dayEnded (series bool): Whether the day has ended for this NDOG
ndogBox (series box): Box drawing object
midLine (series line): Midline drawing object
q3Line (series line): Upper quadrant line drawing object
q1Line (series line): Lower quadrant line drawing object
infoLabel (series label): Label drawing object
isActive (series bool): Whether this NDOG is still active
Level
PXH/L level with price, time range, and mitigation state
Fields:
price (series float): The price level
start_time (series int): Timestamp where the level starts
is_high (series bool): Whether this is a high (true) or low (false)
broken (series bool): Whether the level has been mitigated
stop_time (series int): Timestamp where the level was mitigated
GapConfig
Configuration for NWOG/NDOG gap display and filtering
Fields:
showNwogs (series bool): Enable NWOGs
showVoidGaps (series bool): Show void gap types
showOverlapGaps (series bool): Show overlap gap types
showNwogLabels (series bool): Show NWOG labels
extensionMode (series string): NWOG extension mode ("Extend Live" or "Extend to Week Close")
maxNwogCount (series int): Maximum number of NWOGs to display
showNdogs (series bool): Enable NDOGs
showNdogLabels (series bool): Show NDOG labels
ndogExtensionMode (series string): NDOG extension mode ("Extend Live" or "Extend to Day Close")
maxNdogCount (series int): Maximum number of NDOGs to display
force1800 (series bool): Force 18:00 open for NDOG calculation
customOpenSession (series string): Session string for custom open time
nwogColor (series color): Base color for NWOGs
ndogColor (series color): Base color for NDOGs
boxFillTransp (series int): Box fill transparency
boxBorderTransp (series int): Box border transparency
boxBorderWidth (series int): Box border width
showMidline (series bool): Show midline on gaps
showQuadrants (series bool): Show quadrant lines on gaps
midLineColor (series color): Midline color
quadLineColor (series color): Quadrant line color
midLineStyle (series string): Midline style string ("Solid", "Dotted", "Dashed")
quadLineStyle (series string): Quadrant line style string ("Solid", "Dotted", "Dashed")
labelSize (series string): Label size string ("Tiny", "Small", "Normal", "Large")
nwogTextColor (series color): NWOG label text color
labelStyle (series string): Label style ("Simple" or "Descriptive")
hideHistoryLabels (series bool): Hide labels on historical gaps
atrMultiplier (series float): Pre-computed ATR multiplier for NWOG size filter
ndogAtrMultiplier (series float): Pre-computed ATR multiplier for NDOG size filter
maxDistanceAtr (series float): Pre-computed max distance in ATR multiples
onlyShowNearPrice (series bool): Only show gaps near current price
cleanupIntervalMs (series int): Cleanup interval in milliseconds (0 = immediate)
barOffset (series int): Bar offset for right edge of drawings
PXHLConfig
Configuration for PXH/L (Previous X High/Low) display
Fields:
global_sty (series string): Global line style ("Solid", "Dotted", "Dashed")
lbl_size_str (series string): Label size string ("Auto", "Tiny", "Small", "Normal", "Large")
use_mono (series bool): Use monospace font for labels
filter_enabled (series bool): Enable distance filter
filter_preset (series string): Distance filter preset ("Really Close", "Balanced", "Slightly Far")
filter_atr_len (series int): ATR length for distance filter
show_d (series bool): Show daily levels
show_w (series bool): Show weekly levels
show_m (series bool): Show monthly levels
col_d (series color): Daily level color
col_w (series color): Weekly level color
col_m (series color): Monthly level color
cnt_d (series int): Daily level count
cnt_w (series int): Weekly level count
cnt_m (series int): Monthly level count
mode_d (series string): Daily midline mode ("None", "EQ", "Quadrants")
mode_w (series string): Weekly midline mode ("None", "EQ", "Quadrants")
mode_m (series string): Monthly midline mode ("None", "EQ", "Quadrants")
show_lbl_d (series bool): Show daily labels
show_lbl_w (series bool): Show weekly labels
show_lbl_m (series bool): Show monthly labels
Gap930Config
Configuration for 9:30 NY Opening Range Gap
Fields:
g930_historyCount (series int): Number of historical 9:30 gaps to show
g930_projEndH (series int): End hour for gap projection (NY time)
g930_projEndM (series int): End minute for gap projection (NY time)
g930_showBox (series bool): Show gap box
g930_boxColor (series color): Gap box color
g930_showMid (series bool): Show midline
g930_midColor (series color): Midline color
g930_midStyleStr (series string): Midline style string ("Solid", "Dashed", "Dotted")
g930_showQuad (series bool): Show quadrant lines
g930_quadColor (series color): Quadrant line color
g930_quadStyleStr (series string): Quadrant line style string ("Solid", "Dashed", "Dotted")
Gap engine library: NWOG (New Week Opening Gaps), NDOG (New Day Opening Gaps),
9:30 NY Opening Range Gap, and PXH/L (Previous X High/Low) levels.
Extracted from qt-pro-enigma.pine to avoid TradingView compiler timeouts.
GAP_VOID_BULL()
Gap type constant: Void Bullish
Returns: 1
GAP_VOID_BEAR()
Gap type constant: Void Bearish
Returns: 2
GAP_OVERLAP_BULL()
Gap type constant: Overlap Bullish
Returns: 3
GAP_OVERLAP_BEAR()
Gap type constant: Overlap Bearish
Returns: 4
getLineStyle(styleStr)
Convert a style string to a line style constant
Parameters:
styleStr (string): Style string ("Solid", "Dashed", "Dotted")
Returns: line.style_solid, line.style_dashed, or line.style_dotted
getLabelSize(labelSize)
Convert a label size string to a size constant
Parameters:
labelSize (string): Label size string ("Tiny", "Small", "Normal", "Large")
Returns: size.tiny, size.small, size.normal, or size.large
calcTradingDaysAgo(creationTimestamp)
Calculate approximate trading days since a timestamp
Parameters:
creationTimestamp (int): The creation timestamp to measure from
Returns: Approximate number of trading days elapsed
getNwogSubtypeName(gapType)
Get the human-readable name for an NWOG gap subtype
Parameters:
gapType (int): Gap type constant (1-4)
Returns: String name of the gap subtype
buildNwogLabelText(gapType, daysAgo, labelStyle)
Build label text for an NWOG
Parameters:
gapType (int): Gap type constant (1-4)
daysAgo (int): Number of trading days ago the gap was created
labelStyle (string): Label style ("Simple" or "Descriptive")
Returns: Formatted label text string
buildNdogLabelText(isBullish, daysAgo, labelStyle)
Build label text for an NDOG
Parameters:
isBullish (bool): Whether the gap is bullish
daysAgo (int): Number of trading days ago the gap was created
labelStyle (string): Label style ("Simple" or "Descriptive")
Returns: Formatted label text string
getGapColors(nwogColor, boxFillTransp, boxBorderTransp, midLineColor, quadLineColor)
Compute fill, border, mid, and quad colors for an NWOG
Parameters:
nwogColor (color): Base NWOG color
boxFillTransp (int): Box fill transparency (0-100)
boxBorderTransp (int): Box border transparency (0-100)
midLineColor (color): Midline color
quadLineColor (color): Quadrant line color
Returns: Tuple of [fillCol, borderCol, midCol, quadCol]
getNdogColors(ndogColor, boxFillTransp, boxBorderTransp, midLineColor, quadLineColor)
Compute fill, border, mid, and quad colors for an NDOG
Parameters:
ndogColor (color): Base NDOG color
boxFillTransp (int): Box fill transparency (0-100)
boxBorderTransp (int): Box border transparency (0-100)
midLineColor (color): Midline color
quadLineColor (color): Quadrant line color
Returns: Tuple of [fillCol, borderCol, midCol, quadCol]
classifyGap(friClose, friOpen, monOpen)
Classify a weekend gap as Void Bull/Bear or Overlap Bull/Bear
Parameters:
friClose (float): Friday close price
friOpen (float): Friday open price
monOpen (float): Monday open price
Returns: Gap type constant (0 if no gap)
passesAtrFilter(gapSize, atr, multiplier)
Check if a gap passes the ATR size filter
Parameters:
gapSize (float): Absolute size of the gap
atr (float): Current ATR value
multiplier (float): ATR multiplier threshold
Returns: true if the gap passes the filter
isWithinPriceDistance(topPrice, bottomPrice, currentPrice, atr, onlyShowNearPrice, maxDistanceAtr)
Check if a gap is within the max price distance
Parameters:
topPrice (float): Top of gap zone
bottomPrice (float): Bottom of gap zone
currentPrice (float): Current price (close)
atr (float): Current ATR value
onlyShowNearPrice (bool): Whether the near-price filter is enabled
maxDistanceAtr (float): Maximum distance in ATR multiples
Returns: true if within distance (or filter is disabled)
shouldDisplayGapType(gapType, showVoidGaps, showOverlapGaps)
Check if a gap type should be displayed based on settings
Parameters:
gapType (int): Gap type constant (1-4)
showVoidGaps (bool): Whether void gaps are enabled
showOverlapGaps (bool): Whether overlap gaps are enabled
Returns: true if this gap type should be shown
createNwog(nwogArray, cfg, friClose, friOpen, monOpen, atrVal, fridayBarIdx)
Create a new NWOG and add it to the array, removing oldest if over max count
Parameters:
nwogArray (array<NWOGBox>): Array of NWOGBox objects
cfg (GapConfig): GapConfig with all settings
friClose (float): Friday close price
friOpen (float): Friday open price
monOpen (float): Monday open price
atrVal (float): Current ATR value for size filtering
fridayBarIdx (int): Bar index of Friday (for left edge of box)
createNdog(ndogArray, cfg, prevClose, todayOpn, atrVal, prevDayBarIdx)
Create a new NDOG and add it to the array, removing oldest if over max count
Parameters:
ndogArray (array<NDOGBox>): Array of NDOGBox objects
cfg (GapConfig): GapConfig with all settings
prevClose (float): Previous day close price
todayOpn (float): Today open price
atrVal (float): Current ATR value for size filtering
prevDayBarIdx (int): Bar index of previous day (for left edge of box)
updateNwogExtensions(nwogArray, cfg, dailyAtr, shouldRunCleanup)
Update all NWOG box/line/label extensions and handle cleanup
Parameters:
nwogArray (array<NWOGBox>): Array of NWOGBox objects
cfg (GapConfig): GapConfig with all settings
dailyAtr (float): Current daily ATR value for distance filtering
shouldRunCleanup (bool): Whether cleanup should run this bar (based on interval)
updateNdogExtensions(ndogArray, cfg, dailyAtr, shouldRunCleanup)
Update all NDOG box/line/label extensions and handle cleanup
Parameters:
ndogArray (array<NDOGBox>): Array of NDOGBox objects
cfg (GapConfig): GapConfig with all settings
dailyAtr (float): Current daily ATR value for distance filtering
shouldRunCleanup (bool): Whether cleanup should run this bar (based on interval)
markWeekEndForNwogs(nwogArray, isWeekCloseRisingEdge)
Mark week end for all active NWOGs when week close rising edge detected
Parameters:
nwogArray (array<NWOGBox>): Array of NWOGBox objects
isWeekCloseRisingEdge (bool): Whether the week close rising edge was detected this bar
markDayEndForNdogs(ndogArray, isNewTradingDay)
Mark day end for all active NDOGs when new trading day detected
Parameters:
ndogArray (array<NDOGBox>): Array of NDOGBox objects
isNewTradingDay (bool): Whether a new trading day started this bar
f_get_size(s)
Convert a size string to a size constant
Parameters:
s (string): Size string ("Auto", "Tiny", "Small", "Normal", "Large")
Returns: Corresponding size constant
f_get_pxhl_style(str)
Convert a style string to a line style constant (PXH/L version)
Parameters:
str (string): Style string ("Solid", "Dotted", "Dashed")
Returns: Corresponding line style constant
f_is_within_distance(target_price, filter_enabled, daily_atr, filter_preset)
Check if a target price is within distance filter range
Parameters:
target_price (float): The price to check
filter_enabled (bool): Whether the distance filter is enabled
daily_atr (float): Current daily ATR value
filter_preset (string): Filter preset string ("Really Close", "Balanced", "Slightly Far")
Returns: true if within distance (or filter disabled)
f_find_exact_in_window(target_price, p_start, p_end, is_high)
Find the exact bar time where a high/low occurred within a period window
Parameters:
target_price (float): The price to find
p_start (int): Period start time
p_end (int): Period end time
is_high (bool): Whether looking for a high (true) or low (false)
Returns: Timestamp of the exact bar where the price was found
f_add_level_smart(arr, h, l, t_start, t_end, count)
Smart-add high/low levels to an array, maintaining count limit
Parameters:
arr (array<Level>): Array of Level objects
h (float): High price to add
l (float): Low price to add
t_start (int): Period start time
t_end (int): Period end time
count (int): Maximum number of level pairs
f_check_mitigation(arr)
Check mitigation of levels in an array (price broke through)
Parameters:
arr (array<Level>): Array of Level objects to check
f_draw_single_level(draw_lines, draw_labels, t_start, t_end, price, txt, col, sty, show_lbl, size_val, font_val, filter_enabled, daily_atr, filter_preset)
Draw a single PXH/L level line and optional label
Parameters:
draw_lines (array<line>): Array to store created line objects
draw_labels (array<label>): Array to store created label objects
t_start (int): Start time for the line
t_end (int): End time for the line
price (float): Price level
txt (string): Label text
col (color): Line/label color
sty (string): Line style constant
show_lbl (bool): Whether to show the label
size_val (string): Label size constant
font_val (string): Font family constant
filter_enabled (bool): Whether distance filter is enabled
daily_atr (float): Current daily ATR
filter_preset (string): Distance filter preset string
f_clear_drawings(draw_lines, draw_labels)
Clear all PXH/L drawing objects (lines and labels)
Parameters:
draw_lines (array<line>): Array of line objects to delete
draw_labels (array<label>): Array of label objects to delete
f_draw_levels(arr, show, mode, show_lbl, col, sty_global, txt_base, txt_size_val, font_val, draw_lines, draw_labels, filter_enabled, daily_atr, filter_preset)
Draw all levels from a PXH/L level array with EQ/Quadrant support
Parameters:
arr (array<Level>): Array of Level objects
show (bool): Whether to show this timeframe's levels
mode (string): Midline mode ("None", "EQ", "Quadrants")
show_lbl (bool): Whether to show labels
col (color): Level color
sty_global (string): Global style string ("Solid", "Dotted", "Dashed")
txt_base (string): Base text for labels (e.g. "pD", "pW", "pM")
txt_size_val (string): Label size string
font_val (string): Font family constant
draw_lines (array<line>): Array to store created line objects
draw_labels (array<label>): Array to store created label objects
filter_enabled (bool): Whether distance filter is enabled
daily_atr (float): Current daily ATR
filter_preset (string): Distance filter preset string
process_930_gap(cfg930, m1_time, m1_open, m1_close, g930_prevClosePrice, g930_boxArray, g930_lineArray, isStock, isValidTimeframe930)
Process 9:30 NY opening range gap from 1-minute lower timeframe data.
Handles the entire gap creation logic: detects the 16:14 (or 15:59 for stocks) close,
then at 9:30 creates box/midline/quadrant drawings.
Parameters:
cfg930 (Gap930Config): Gap930Config with all 9:30 gap settings
m1_time (array<int>): Array of 1-minute bar timestamps from request.security_lower_tf
m1_open (array<float>): Array of 1-minute bar open prices from request.security_lower_tf
m1_close (array<float>): Array of 1-minute bar close prices from request.security_lower_tf
g930_prevClosePrice (float): Previous close price state (pass in, returns updated value)
g930_boxArray (array<box>): Array to store created box objects
g930_lineArray (array<line>): Array to store created line objects
isStock (bool): Whether the symbol is a stock/fund/dr
isValidTimeframe930 (bool): Whether the current timeframe is valid for 9:30 gaps (intraday <= 15min)
Returns: Updated g930_prevClosePrice value
NWOGBox
New Week Opening Gap box with all price levels and drawing references
Fields:
gapType (series int): Gap classification (1=Void Bull, 2=Void Bear, 3=Overlap Bull, 4=Overlap Bear)
fridayClose (series float): Friday close price
fridayOpen (series float): Friday open price
mondayOpen (series float): Monday open price
topPrice (series float): Top of gap zone
bottomPrice (series float): Bottom of gap zone
midPrice (series float): Midpoint of gap zone
upperQuad (series float): Upper quadrant (75%) of gap zone
lowerQuad (series float): Lower quadrant (25%) of gap zone
gapSize (series float): Absolute size of gap
startBar (series int): Bar index where gap starts
creationTime (series int): Timestamp of gap creation
weekEndBar (series int): Bar index where the week ended
weekEnded (series bool): Whether the week has ended for this NWOG
nwogBox (series box): Box drawing object
midLine (series line): Midline drawing object
q3Line (series line): Upper quadrant line drawing object
q1Line (series line): Lower quadrant line drawing object
infoLabel (series label): Label drawing object
isActive (series bool): Whether this NWOG is still active
NDOGBox
New Day Opening Gap box with all price levels and drawing references
Fields:
isBullish (series bool): Whether the gap opened bullish (today open > prev close)
prevClose (series float): Previous day close price
todayOpen (series float): Today open price
topPrice (series float): Top of gap zone
bottomPrice (series float): Bottom of gap zone
midPrice (series float): Midpoint of gap zone
upperQuad (series float): Upper quadrant (75%) of gap zone
lowerQuad (series float): Lower quadrant (25%) of gap zone
gapSize (series float): Absolute size of gap
startBar (series int): Bar index where gap starts
creationTime (series int): Timestamp of gap creation
dayEndBar (series int): Bar index where the day ended
dayEnded (series bool): Whether the day has ended for this NDOG
ndogBox (series box): Box drawing object
midLine (series line): Midline drawing object
q3Line (series line): Upper quadrant line drawing object
q1Line (series line): Lower quadrant line drawing object
infoLabel (series label): Label drawing object
isActive (series bool): Whether this NDOG is still active
Level
PXH/L level with price, time range, and mitigation state
Fields:
price (series float): The price level
start_time (series int): Timestamp where the level starts
is_high (series bool): Whether this is a high (true) or low (false)
broken (series bool): Whether the level has been mitigated
stop_time (series int): Timestamp where the level was mitigated
GapConfig
Configuration for NWOG/NDOG gap display and filtering
Fields:
showNwogs (series bool): Enable NWOGs
showVoidGaps (series bool): Show void gap types
showOverlapGaps (series bool): Show overlap gap types
showNwogLabels (series bool): Show NWOG labels
extensionMode (series string): NWOG extension mode ("Extend Live" or "Extend to Week Close")
maxNwogCount (series int): Maximum number of NWOGs to display
showNdogs (series bool): Enable NDOGs
showNdogLabels (series bool): Show NDOG labels
ndogExtensionMode (series string): NDOG extension mode ("Extend Live" or "Extend to Day Close")
maxNdogCount (series int): Maximum number of NDOGs to display
force1800 (series bool): Force 18:00 open for NDOG calculation
customOpenSession (series string): Session string for custom open time
nwogColor (series color): Base color for NWOGs
ndogColor (series color): Base color for NDOGs
boxFillTransp (series int): Box fill transparency
boxBorderTransp (series int): Box border transparency
boxBorderWidth (series int): Box border width
showMidline (series bool): Show midline on gaps
showQuadrants (series bool): Show quadrant lines on gaps
midLineColor (series color): Midline color
quadLineColor (series color): Quadrant line color
midLineStyle (series string): Midline style string ("Solid", "Dotted", "Dashed")
quadLineStyle (series string): Quadrant line style string ("Solid", "Dotted", "Dashed")
labelSize (series string): Label size string ("Tiny", "Small", "Normal", "Large")
nwogTextColor (series color): NWOG label text color
labelStyle (series string): Label style ("Simple" or "Descriptive")
hideHistoryLabels (series bool): Hide labels on historical gaps
atrMultiplier (series float): Pre-computed ATR multiplier for NWOG size filter
ndogAtrMultiplier (series float): Pre-computed ATR multiplier for NDOG size filter
maxDistanceAtr (series float): Pre-computed max distance in ATR multiples
onlyShowNearPrice (series bool): Only show gaps near current price
cleanupIntervalMs (series int): Cleanup interval in milliseconds (0 = immediate)
barOffset (series int): Bar offset for right edge of drawings
PXHLConfig
Configuration for PXH/L (Previous X High/Low) display
Fields:
global_sty (series string): Global line style ("Solid", "Dotted", "Dashed")
lbl_size_str (series string): Label size string ("Auto", "Tiny", "Small", "Normal", "Large")
use_mono (series bool): Use monospace font for labels
filter_enabled (series bool): Enable distance filter
filter_preset (series string): Distance filter preset ("Really Close", "Balanced", "Slightly Far")
filter_atr_len (series int): ATR length for distance filter
show_d (series bool): Show daily levels
show_w (series bool): Show weekly levels
show_m (series bool): Show monthly levels
col_d (series color): Daily level color
col_w (series color): Weekly level color
col_m (series color): Monthly level color
cnt_d (series int): Daily level count
cnt_w (series int): Weekly level count
cnt_m (series int): Monthly level count
mode_d (series string): Daily midline mode ("None", "EQ", "Quadrants")
mode_w (series string): Weekly midline mode ("None", "EQ", "Quadrants")
mode_m (series string): Monthly midline mode ("None", "EQ", "Quadrants")
show_lbl_d (series bool): Show daily labels
show_lbl_w (series bool): Show weekly labels
show_lbl_m (series bool): Show monthly labels
Gap930Config
Configuration for 9:30 NY Opening Range Gap
Fields:
g930_historyCount (series int): Number of historical 9:30 gaps to show
g930_projEndH (series int): End hour for gap projection (NY time)
g930_projEndM (series int): End minute for gap projection (NY time)
g930_showBox (series bool): Show gap box
g930_boxColor (series color): Gap box color
g930_showMid (series bool): Show midline
g930_midColor (series color): Midline color
g930_midStyleStr (series string): Midline style string ("Solid", "Dashed", "Dotted")
g930_showQuad (series bool): Show quadrant lines
g930_quadColor (series color): Quadrant line color
g930_quadStyleStr (series string): Quadrant line style string ("Solid", "Dashed", "Dotted")
Pine library
In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Pine library
In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.