Gap Fill Breakouts
By LuxAlgoJul 27, 2026
Gap Fill Breakouts trades the interaction between imbalances and structure. Fair value gaps that pass an ATR size filter are boxed on the chart, each box shrinks step by step as the gap fill progresses so only the unfilled remainder stays highlighted, and structural pivots are tracked nearby. When price clears one of those levels while a gap is still active, a signal prints.
How to Trade the Gap Fill Breakouts?
- Green upward triangle: price has broken a resistance pivot associated with an active gap, a bullish breakout with imbalance behind it.
- Red downward triangle: price has broken a support pivot tied to an active gap; the bearish mirror.
- Shrinking boxes: the adaptive stair-step mechanism shows exactly how much of each gap remains unfilled, keeping attention on the still-relevant portion of the zone.
- No signals on stale gaps: once a gap ages past the signal window, breaks around it stop producing arrows.
The logic is deliberately confluence-based: an arrow requires both a proven structural level and a nearby market imbalance, never either condition alone. Real-time alerts for bullish and bearish breakouts can be toggled on, so the setups do not depend on watching the chart.
Gap Fill Breakouts Settings
- ATR Multiplier for FVG Size: the minimum gap size in Average True Range multiples; raise it to keep only high-momentum gaps.
- Pivot Length: bars used to confirm structural pivots; higher values yield fewer but more significant levels.
- Max Bars Back for Signal: the maximum age of a gap, in bars, for its breakouts to still qualify.
- Number of Gaps Shown: caps how many active boxes stay on the chart.
Frequently Asked Questions
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