Market Structure (ICT)
Fair Value Gap Fill
Three candles print fast enough that the first candle's wick and the third candle's wick never overlap, leaving a gap in traded price that often gets revisited.
Watch the tape detect its own gaps
Press play and the tape prints bar by bar. Every rolling three-candle window gets checked automatically, the instant a real gap forms between candle one and candle three, it gets shaded with no clicking required, the same way scanning software would flag it. Each shaded gap gets a lookahead window of bars to fill, adjustable with the slider. Run a single tape to watch it live, or run 20 trials back to back to build a real fill-time histogram.
Press play to start the tape.
Bars-to-fill distribution (all logged gaps, recomputed live off the slider)
How it works
- The gap is measured wick to wick across three candles, skipping the middle one. Bar one and bar three are what's compared while bar two is the impulse bar that created the imbalance.
- A fill means price traded back into the gap zone, not necessarily through all of it. This page counts a fill the moment any part of the shaded zone gets touched again.
- Bigger gaps and smaller gaps get treated identically by the detection math. Size isn't part of the mechanical wick-to-wick test.
- The lookahead window is doing real work in the stat. A short window undercounts fills that would have happened eventually, a long one credits the pattern with fills that took so long the original trade idea is arguably irrelevant by then.
- Getting filled and getting filled fast are different claims. The histogram exists specifically to show the spread, since some gaps fill within a bar or two and some sit open for a long stretch.
Where this breaks
Not every detected gap carries the same conviction behind it
Treating every gap as equally likely to fill soon is the common mistake. The mechanical detection on this page finds every three-candle imbalance without judging whether the impulse bar that created it reflects real conviction or a thin, low-participation spike. A fair value gap carved out by a genuinely strong, high-volume move behaves differently than one carved out by a quiet handful of trades that happened to skip a print, but both look identical to a pure wick-to-wick scan. The histogram this page builds will show plenty of gaps sitting unfilled well past a short lookahead window, which is the honest counterpoint to any claim that gaps reliably fill on any predictable timeline.