moen0
27 lines
616 B
Python
27 lines
616 B
Python
def find_fvgs(candles):
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fvgs = []
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for i in range(2, len(candles)):
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c1 = candles[i - 2]
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c2 = candles[i - 1]
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c3 = candles[i]
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# Bullish
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if c1.high < c3.low:
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fvgs.append({
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"index": i - 1,
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"type": "bullish",
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"top": c3.low,
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"bottom": c1.high
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})
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# bearish
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elif c1.low > c3.high:
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fvgs.append({
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"index": i - 1,
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"type": "bearish",
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"top": c1.low,
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"bottom": c3.high
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})
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return fvgs |