Fair Value Gaps - Significant Displacement

indicator(
     "Fair Value Gaps - Significant Displacement",
     overlay = true,
     max_boxes_count = 500
)

showFVG = input.bool(
     true,
     "Show FVG",
     group = "Fair Value Gaps"
)

showBullishFVG = input.bool(
     true,
     "Show Bullish FVG",
     group = "Fair Value Gaps"
)

showBearishFVG = input.bool(
     true,
     "Show Bearish FVG",
     group = "Fair Value Gaps"
)

maxFvgHistory = input.int(
     50,
     "Maximum FVG History",
     minval = 10,
     maxval = 200,
     group = "Fair Value Gaps"
)

historicalLookbackDays = input.int(
     3,
     "Historical Lookback (Trading Days)",
     options = [1, 3, 5, 10],
     group = "Fair Value Gaps",
     tooltip = "Keeps FVGs visible for this many completed trading days in addition to the current trading day."
)

bullishFvgColor = input.color(
     color.green,
     "Bullish FVG Color",
     group = "Visuals"
)

bearishFvgColor = input.color(
     color.red,
     "Bearish FVG Color",
     group = "Visuals"
)

boxTransparency = input.int(
     90,
     "Box Transparency",
     minval = 0,
     maxval = 100,
     group = "Visuals"
)

borderTransparency = input.int(
     20,
     "Border Transparency",
     minval = 0,
     maxval = 100,
     group = "Visuals"
)

showFvgText = input.bool(
     true,
     "Show FVG Text",
     group = "Visuals"
)

showMidpoint = input.bool(
     true,
     "Show 50% Midpoint",
     group = "Visuals",
     tooltip = "Draws the 50% level of each FVG. Off by default to keep the chart clean."
)

midpointTransparency = input.int(
     35,
     "Midpoint Transparency",
     minval = 0,
     maxval = 100,
     group = "Visuals"
)

volumeLength = input.int(
     20,
     "Volume Average Length",
     minval = 5,
     maxval = 100,
     group = "Quality Filters"
)

minRelativeVolume = input.float(
     1.25,
     "Minimum Relative Volume",
     minval = 1.0,
     maxval = 5.0,
     step = 0.05,
     group = "Quality Filters",
     tooltip = "The middle displacement candle must have at least this multiple of its recent average volume."
)

atrLength = input.int(
     14,
     "ATR Length",
     minval = 5,
     maxval = 100,
     group = "Quality Filters"
)

minGapAtr = input.float(
     0.10,
     "Minimum FVG Size (ATR)",
     minval = 0.0,
     maxval = 2.0,
     step = 0.05,
     group = "Quality Filters",
     tooltip = "Minimum size of the actual fair value gap as a fraction of ATR."
)

minDisplacementBodyAtr = input.float(
     0.70,
     "Minimum Displacement Body (ATR)",
     minval = 0.10,
     maxval = 3.0,
     step = 0.05,
     group = "Quality Filters",
     tooltip = "The middle candle body must be at least this large relative to ATR."
)

minBodyPercentOfRange = input.float(
     0.60,
     "Minimum Body % Of Candle Range",
     minval = 0.30,
     maxval = 1.0,
     step = 0.05,
     group = "Quality Filters",
     tooltip = "Requires the displacement candle body to occupy a meaningful percentage of the full candle range."
)

requireDirectionalDisplacement = input.bool(
     true,
     "Require Directional Displacement Candle",
     group = "Quality Filters",
     tooltip = "Bullish FVGs require a bullish displacement candle and bearish FVGs require a bearish displacement candle."
)

float volumeAverage =
     ta.sma(
          volume,
          volumeLength
     )

float atrValue =
     ta.atr(
          atrLength
     )

bool enoughBars =
     bar_index >= 2

bool validVolumeData =
     enoughBars and
     not na(volume[1]) and
     not na(volumeAverage[1]) and
     volumeAverage[1] > 0

float middleRelativeVolume =
     validVolumeData ?
     volume[1] /
     volumeAverage[1] :
     na

bool volumeQualified =
     validVolumeData and
     middleRelativeVolume >=
     minRelativeVolume

float middleBody =
     enoughBars ?
     math.abs(
          close[1] -
          open[1]
     ) :
     na

float middleRange =
     enoughBars ?
     high[1] -
     low[1] :
     na

float middleBodyPercent =
     enoughBars and
     middleRange > 0 ?
     middleBody /
     middleRange :
     0.0

bool displacementBodyQualified =
     enoughBars and
     not na(atrValue[1]) and
     middleBody >=
     atrValue[1] *
     minDisplacementBodyAtr and
     middleBodyPercent >=
     minBodyPercentOfRange

bool bullishDisplacementDirection =
     not requireDirectionalDisplacement or
     close[1] >
     open[1]

bool bearishDisplacementDirection =
     not requireDirectionalDisplacement or
     close[1] <
     open[1]

float bullishGapSize =
     enoughBars ?
     low -
     high[2] :
     na

float bearishGapSize =
     enoughBars ?
     low[2] -
     high :
     na

bool bullishGapSizeQualified =
     enoughBars and
     not na(atrValue) and
     bullishGapSize >=
     atrValue *
     minGapAtr

bool bearishGapSizeQualified =
     enoughBars and
     not na(atrValue) and
     bearishGapSize >=
     atrValue *
     minGapAtr

var array<box> fvgBoxes =
     array.new_box()

var array<int> fvgDirs =
     array.new_int()

var array<float> fvgTops =
     array.new_float()

var array<float> fvgBottoms =
     array.new_float()

var array<int> fvgCreatedBars =
     array.new_int()

var array<int> fvgAgeDays =
     array.new_int()

var array<bool> fvgTouched =
     array.new_bool()

var array<bool> fvgFinalized =
     array.new_bool()

var array<line> fvgMidpointLines =
     array.new_line()

var array<label> fvgTextLabels =
     array.new_label()

bool newTradingDay =
     ta.change(
          time("D")
     ) != 0

if newTradingDay

    int dayIndex =
         array.size(
              fvgBoxes
         ) -
         1

    while dayIndex >= 0

        int ageDays =
             array.get(
                  fvgAgeDays,
                  dayIndex
             ) +
             1

        array.set(
             fvgAgeDays,
             dayIndex,
             ageDays
        )

        bool removeForAge =
             ageDays >
             historicalLookbackDays

        if removeForAge

            box expiredHistoryBox =
                 array.get(
                      fvgBoxes,
                      dayIndex
                 )

            if not na(
                 expiredHistoryBox
            )

                box.delete(
                     expiredHistoryBox
                )

            line expiredMidpointLine =
                 array.get(
                      fvgMidpointLines,
                      dayIndex
                 )

            if not na(
                 expiredMidpointLine
            )

                line.delete(
                     expiredMidpointLine
                )

            label expiredTextLabel =
                 array.get(
                      fvgTextLabels,
                      dayIndex
                 )

            if not na(
                 expiredTextLabel
            )

                label.delete(
                     expiredTextLabel
                )

            array.remove(
                 fvgBoxes,
                 dayIndex
            )

            array.remove(
                 fvgDirs,
                 dayIndex
            )

            array.remove(
                 fvgTops,
                 dayIndex
            )

            array.remove(
                 fvgBottoms,
                 dayIndex
            )

            array.remove(
                 fvgCreatedBars,
                 dayIndex
            )

            array.remove(
                 fvgAgeDays,
                 dayIndex
            )

            array.remove(
                 fvgTouched,
                 dayIndex
            )

            array.remove(
                 fvgFinalized,
                 dayIndex
            )

            array.remove(
                 fvgMidpointLines,
                 dayIndex
            )

            array.remove(
                 fvgTextLabels,
                 dayIndex
            )

        else

            bool finalized =
                 array.get(
                      fvgFinalized,
                      dayIndex
                 )

            if not finalized

                box dayBox =
                     array.get(
                          fvgBoxes,
                          dayIndex
                     )

                if not na(
                     dayBox
                )

                    box.set_extend(
                         dayBox,
                         extend.none
                    )

                    box.set_right(
                         dayBox,
                         bar_index -
                         1
                    )

                line dayMidpointLine =
                     array.get(
                          fvgMidpointLines,
                          dayIndex
                     )

                if not na(
                     dayMidpointLine
                )

                    line.set_extend(
                         dayMidpointLine,
                         extend.none
                    )

                    line.set_x2(
                         dayMidpointLine,
                         bar_index -
                         1
                    )

                array.set(
                     fvgFinalized,
                     dayIndex,
                     true
                )

        dayIndex -=
             1

bool newBullishFVG =
     false

bool newBearishFVG =
     false

bool bullishFvgFilled =
     false

bool bearishFvgFilled =
     false

bool bullishFVG =
     enoughBars and
     barstate.isconfirmed and
     low >
     high[2] and
     volumeQualified and
     bullishGapSizeQualified and
     displacementBodyQualified and
     bullishDisplacementDirection

bool bearishFVG =
     enoughBars and
     barstate.isconfirmed and
     high <
     low[2] and
     volumeQualified and
     bearishGapSizeQualified and
     displacementBodyQualified and
     bearishDisplacementDirection
var table wm = table.new(position.bottom_right, 1, 1)
if barstate.isfirst
    table.cell(wm, 0, 0, "Telegram @SimpleForexTools", text_color = color.new(color.gray, 70), text_size = size.large)

if bullishFVG

    float fvgTop =
         low

    float fvgBottom =
         high[2]

    box newFvgBox =
         na

    if showFVG and
       showBullishFVG

        newFvgBox :=
             box.new(
                  left =
                       bar_index -
                       1,
                  top =
                       fvgTop,
                  right =
                       bar_index,
                  bottom =
                       fvgBottom,
                  xloc =
                       xloc.bar_index,
                  extend =
                       extend.right,
                  border_color =
                       color.new(
                            bullishFvgColor,
                            borderTransparency
                       ),
                  border_width =
                       1,
                  bgcolor =
                       color.new(
                            bullishFvgColor,
                            boxTransparency
                       )
             )

    array.push(
         fvgBoxes,
         newFvgBox
    )

    array.push(
         fvgDirs,
         1
    )

    array.push(
      

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