Master Market Gaps With Real-Time Probability For Total Data-Driven Confidence.
Your Bias Isn't Killing Your Trades. Invisible Liquidity Is.
Most traders don't fail because they have a bad setup. They fail because their charting lacks institutional memory.
You load up a chart for today's session, oblivious to the fact that a massive liquidity void—a market gap—was left unfilled three weeks ago. You short the market based on a simple moving average crossover, completely unaware that price is being magnetically drawn up to fill that historical gap.
The Unfilled Gap Indicator is engineered specifically to eliminate this blind spot. It automatically maps and tracks every gap across days, weeks, and months, overlaying hard mathematical probabilities directly on your chart. It doesn’t just show you where the gap is; it calculates the exact percentage chance of it filling today.
No more guessing. No more trading into invisible magnets. You get historical data dictating optimal targets and stop-losses, turning what used to be a messy chart into a verifiable institutional edge.
You're Trading Illusions.
We Map The Mathematical Magnets.
Retail traders forget last week's price action. Institutional algorithms exploit it. Stop ignoring historical gaps.
Blind To The Past
Hand-tracking gaps is virtually impossible. You forget critical levels from weeks ago, leaving you entirely exposed to sudden, violent price action magnetically drawn to old voids.
Squeezed Into Voids
You take a seemingly perfect technical setup, only to get instantly squeezed out because the market was reaching for an unseen 100% gap-fill target you didn't even know existed.
Statistical Certainty
The Unfilled Gap Indicator perpetually tracks these levels, applying years of historical data to tell you the exact probability of a gap filling today, empowering you to trade with mathematical confidence.
Watch Once & NEVER Miss a Gap.
Raw Output: Real-Time Fill Probabilities & Optimal Stop-Loss Placement Live.
The Architecture Of The Indicator
Everything you need to automate your gap analysis, packed into one zero-lag C# tool.
Never Miss A Magnet
Automatically track all unfilled gaps across all timeframes from days, weeks, or months ago, so that you never get caught off guard by a sudden price movement toward historical liquidity voids.
Know Your Exact Odds
Access real-time statistical probabilities of a gap filling during the current session, so that you can size your trades confidently based on mathematical certainty rather than blind hope.
Target With Precision
Project exact 25%, 50%, 75%, and 100% gap-fill levels in both points and currency (PnL), so that you know exactly where to take profits before the institutional algorithmic reversal kicks in.
Optimize Risk Placement
Leverage statistical stop-loss placement suggestions based on thousands of previous market gaps, so that you can protect your capital tightly without getting unnecessarily wicked out of the move.
Dictate Market Context.
Stop losing track of critical levels on a messy chart. The software draws clear, undeniable lines for every unfilled gap, keeping them permanently on your radar until the market reaches them, so you can trust your bias is aligned with the true liquidity layout of the market.
- Instantly identify gaps from days, weeks, or months ago.
- Toggle filled gaps on/off to study previous market behavior.
- Never trade blindly into a historical void again.
Trade With Statistical Probabilities.
This is the only indicator that calculates how likely it is for a specific gap to fill during the current session. Get the exact percentage chance displayed live, ensuring you only commit capital to setups that mathematically favor your direction.
- View the percentage chance of a gap filling today.
- Identify optimal stop-loss placement instantly.
- Remove emotion and rely entirely on historical hit rates.
Analyze Historical Behavior.
Access a full breakdown of market gap behavior. Filter historical statistics by gap size to know exactly how your instrument behaves, giving you the unbreakable confidence to hold your trades because you know a 10-point gap has a proven 70% chance of filling.
- View statistics across all historical gap fills.
- Understand how gap size affects the probability of a fill.
- Filter out low-probability environments quickly.
Time Your Entries.
Don't just know if a gap will fill—know when. The built-in "Time of Day" chart shows exactly when most fills historically occur for your asset, giving you the edge to step aside during chop and strike aggressively during proven high-probability windows.
- Predict the most likely time of day for a gap fill.
- Avoid entering trades too early or too late.
- Align your strategy with algorithmic time-based execution.
Target Incremental Profit Zones.
Stop guessing where to scale out. The indicator automatically calculates 25%, 50%, 75%, and 100% gap-fill targets in both points and currency, so you can execute partial take-profits systematically as price drives deep into the void.
- See exact target levels drawn dynamically on the chart.
- Scale out of positions with mathematical precision.
- Hide or show target labels to keep your charts clean.
The Nerd Vault
Displays both filled and unfilled gaps automatically across days, weeks, and months.
Advanced UI panel for deep historical gap analysis, including size and time-of-day breakdowns.
Calculates the real-time probability percentage for a gap to fill during the current session.
Calculates and renders exact 25%, 50%, 75%, and 100% gap-fill targets in points and currency.
Outputs statistical stop-loss placement suggestions based on historical gap-fill behavior.
Works on any NinjaTrader license level, on all timeframes/bar types, and any instrument (Futures, Stocks, Forex).
For advanced quantitative traders, this indicator calculates core values that can be referenced for systematic risk management and programmatic execution.
- Gap Value Target: Tracks the exact Y-axis price of the current active unfilled gap target.
- Fill Probability: Outputs the mathematically derived percentage chance of the gap filling in the current session.
- Target Levels: Exposes the exact price coordinates for the 25%, 50%, 75%, and 100% fill levels for automated take-profits.
- Stop-Loss Level: Outputs the recommended statistical stop-loss placement level for programmatic order management.
- 19-Jun-2022 (v1.0.0.4) - Added option to hide stop-loss, targets, and profitability metrics. Added option to show/hide price labels for cleaner charting.
- 07-Nov-2021 (v1.0.0.3) - Added statistics for all historical gap fills. Implemented gap-fill targets (25-100%) in points/PnL. Integrated live probability calculation for today's fill and predicted fill time logic.
Frequently Asked Questions
Everything you need to know about licensing, platform architecture, and trials.
General Info & Trials
Licensing & Billing
Platforms & Technical
Tools & Automation
Hardware & Specs
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