FVG Indicator

Fair Value Gap (FVG) Indicator identifies three-candle price imbalances where aggressive movement leaves an inefficiently traded price zone between the first and third candles.

Core logic:

• Bullish FVG: Third candle's low is above the first candle's high.
• Bearish FVG: Third candle's high is below the first candle's low.
• Mark the resulting price zone as the FVG.
• Track whether the gap remains unfilled, partially filled, or fully mitigated.
• Give greater significance to FVGs aligned with market structure, liquidity sweeps, Volume Profile levels, Delta/CVD and Footprint imbalances.

For the Gocharting project: the FVG indicator should not merely draw boxes. It should eventually classify FVGs by direction, size, location, age, mitigation status, volume/Delta context and market regime, allowing them to become inputs into the broader setup/confluence engine.