Gap Trader

2019年5月1日

• Plot the most recent 20 gaps based on custom session info.
  
• The session can be customized with a start time and an end time.
  
• The previous open, high, low, close are only from the price during the session specified.
  
• A gap line will stop printing the moment the gap is filled.
  
• For CME futures, the session must be offset by one hour for Central time. I use the official cash close of 16:15 EST (yes, not 16:00) as this is the TRUE close when options go offline. Every day CME futures take a break between 16:15 - 16:30 EST for settlement, and then again from 17:00 - 18:00 EST.
  
• To offset CME futures you must subtract an hour, the official NYSE hours for futures: 0830-1515, this translates to 9:30 AM EST - 4:15 PM EST.
  
• For information about the probability of a previous day's gap being filled by the NYSE close: investiquant.com/cms/wp-content/uploads/2015/04/IQ-gap-zone-map.png

2019年7月19日

版本注释

• Update to version 4 pinescript.
  
• Gaps now include date labels and the price!
  

2019年7月20日

版本注释

• Updated gap fill mechanism.
  
• Added final price label when a gap is filled for reference.
  
• Added a "Gap Filled" alertcondition when any previous gap in the last 20 sessions is filled.
  
• Gaps are only shown for the previous 20 sessions for performance reasons in pinescript.
  

2019年8月20日

版本注释

• Added member features.
  

2020年2月24日

版本注释

• Resolved the issue with 24x7 session on stocks where there is no extended sesssion.
  
• Added additional icons to show the unfilled gaps.
  
• Added label showing the unfilled or premarket close that must touch during the next session, or a gap will be generated.
  
• Major improvements to gap calculations.
  
• Option to use the "settlement close" instead of the last value prescribed by the session window. This is useful for stocks and future that have a separate settlement close reported by the exchange.
  

2020年8月20日

版本注释

• Fixed issue with n/a values for the recent Pine 4.0 development updates.
  

2020年10月27日

版本注释

• Major UI performance improvements.
  
• Last 20 gaps stored in memory.
  
• Options for coloring added using color palette.
  
• New gaps are now distinguished from continuing unfilled gaps.
  
• Fixed issue where the session window never closes (usually happened with stock symbols not using extended hours).
  

2022年6月21日

版本注释

• Added timezone feature. Use the timezone to match the session window. For example, when using the cash session of the NYSE as 0930-1600, the correct timezone would be GMT-4. However, if your Trading View settings are set for GMT+0 for London time, then the session window should be set to 1430-2100. The timezone feature is used to specify the local time with respect to the session window.
  

2022年11月16日

版本注释

• Updated American time zones to use daylight savings time where appropriate.