添加老的策略
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# 4根EMA均线收束发散策略使用说明
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## 策略概述
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这个策略基于4根不同周期的EMA（指数移动平均线）的收束和发散来识别买卖时机，主要特点：
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- **买入信号**：4根均线从收束状态开始向同一方向发散
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- **卖出信号**：均线开口达到最大时平仓
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## 核心理念
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**均线收束发散理论**：当多条均线聚集在一起（收束）时，表示市场处于整理状态；当均线开始向同一方向散开（发散）时，往往是新趋势的开始。这个策略专门捕捉这种从收束到发散的转折点。
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## 核心参数设置
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### EMA周期参数
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- **EMA1周期**：默认5（快速均线，红色）
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- **EMA2周期**：默认10（中速均线，橙色）
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- **EMA3周期**：默认20（慢速均线，蓝色）
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- **EMA4周期**：默认60（超慢速均线，紫色）
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### 开口阈值
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- **开口阈值(%)**：默认0.5%，控制卖出信号的敏感度
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### 交易频率控制
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- **最小交易间隔(K线数)**：默认20根，控制两次交易之间的最小间隔
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- **最小价格变化(%)**：默认0.5%，要求价格有足够变化才能开新仓
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### 均线收束参数
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- **均线最大间距(%)**：默认0.3%，定义均线收束的最大距离阈值
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- **收束确认周期**：默认3根K线，确认收束状态的持续时间
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## 买入条件详解
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### 1. 多头买入条件（向上发散）
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- **均线之前收束**：4根均线距离在设定阈值内且持续足够周期
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- **开始向上发散**：4根均线同时向上且距离开始扩大
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- **价格在EMA52上方**：确保顺应长期趋势
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- **交易间隔足够**：距离上次交易至少20根K线
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- **价格变化足够**：相对上次交易价格变化超过0.5%
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- 满足条件时产生**买多信号**
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### 2. 空头买入条件（向下发散）
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- **均线之前收束**：4根均线距离在设定阈值内且持续足够周期
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- **开始向下发散**：4根均线同时向下且距离开始扩大
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- **价格在EMA52下方**：确保顺应长期趋势
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- **交易间隔足够**：距离上次交易至少20根K线
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- **价格变化足够**：相对上次交易价格变化超过0.5%
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- 满足条件时产生**买空信号**
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## 卖出条件详解
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### 开口最大检测
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- 计算**最快均线（EMA5）**和**最慢均线（EMA60）**之间的距离
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- 使用相对价格百分比来衡量开口程度
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- 当开口达到**历史最大值的90%**且超过**设定阈值**时触发平仓
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## 视觉指示功能
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### 1. 均线显示
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- **红色线**：EMA5（最快）
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- **橙色线**：EMA10
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- **蓝色线**：EMA20
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- **紫色线**：EMA60（最慢）
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### 2. 背景颜色
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- **浅黄色背景**：均线处于收束状态
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- **浅绿色背景**：均线开始向上发散
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- **浅红色背景**：均线开始向下发散
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### 3. 交易信号标记
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- **绿色向上箭头"买多"**：向上发散买入信号
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- **红色向下箭头"买空"**：向下发散买入信号
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- **黄色"平仓"**：开口最大卖出信号
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### 4. 信息表格
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显示实时状态：
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- 均线间距（当前4根均线的最大距离）
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- 收束阈值（定义收束状态的距离上限）
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- 收束状态（收束中/发散中）
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- 发散方向（向上发散/向下发散/无发散）
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- 趋势方向（同向上/同向下/分歧）
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- 价格位置（EMA52上方/下方/附近）
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- 距上次交易（K线数）
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- 可交易状态（可交易/等待中）
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- 当前仓位状态
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## 策略优势
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1. **趋势起点捕捉**：专门捕捉从整理到趋势的转折点，入场时机精准
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2. **双向交易**：可以做多也可以做空，适应不同市场环境
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3. **风险控制**：在开口最大时及时平仓，避免趋势反转损失
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4. **频率控制**：严格的收束发散条件，避免过度交易
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5. **多重过滤**：收束状态+发散方向+价格位置+时间间隔多重过滤
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6. **信号质量高**：只在均线真正开始发散时才触发，减少假信号
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7. **视觉友好**：直观的背景颜色显示收束/发散状态
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## 使用建议
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### 1. 时间周期选择
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- **短线交易**：建议使用15分钟或1小时图
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- **中线交易**：建议使用4小时或日线图
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- **长线交易**：建议使用日线或周线图
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### 2. 参数调优
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- **活跃市场**：可以降低均线间距阈值(0.2%-0.25%)，减少交易间隔(10-15根K线)
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- **平静市场**：可以提高均线间距阈值(0.4%-0.5%)，增加交易间隔(25-30根K线)
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- **不同品种**：根据标的物波动性调整EMA周期和收束阈值
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- **降低频率**：增大收束阈值和交易间隔，提高价格变化要求
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- **提高敏感度**：减小收束阈值，缩短收束确认周期
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- **波动性大的品种**：适当增大收束阈值，避免噪音干扰
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### 3. 风险管理
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- 建议设置固定的止损比例（如2-3%）
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- 不要在横盘震荡市场中使用
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- 注意重大消息面对策略的影响
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### 4. 最佳使用场景
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- **震荡后的突破**：最适合捕捉整理后的趋势启动
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- **趋势转换点**：识别从无趋势到有趋势的转折
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- **配合成交量**：发散时配合放量效果更佳
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- **多时间框架**：可在不同时间周期上同时使用
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- **避免强势单边市**：不适合已经大幅单边运行的市场
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## 注意事项
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1. 这是一个趋势跟踪策略，在震荡市场中可能产生较多假信号
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2. 开口最大的判断具有一定滞后性，可能错过最佳卖点
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3. 建议在回测中验证参数设置的有效性
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4. 实盘使用时请注意资金管理和风险控制
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## 版本信息
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- Pine Script版本：v6
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- 策略类型：双向交易策略
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- 适用市场：股票、期货、外汇、加密货币
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# 缠论 TradingView Pine Script 实现
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本项目使用 Pine Script 6.0 实现了完整的缠论分析系统，包含K线合并、分型、笔、线段、中枢识别和买卖点信号。
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## 文件说明
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### 1. chan_theory.pine
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**完整版缠论指标**
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- 实现了缠论的全部核心概念
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- 包含K线合并逻辑
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- 完整的分型、笔、线段、中枢识别
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- 基于中枢的买卖点信号
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- 丰富的自定义参数和显示选项
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### 2. chan_theory_simple.pine
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**精简版缠论指标**
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- 优化性能和可读性
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- 使用Pine Script内置函数提高效率
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- 简化的中枢识别算法
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- 更稳定的绘图对象管理
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- 适合日常使用
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### 3. 缠论使用说明.md
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**详细使用文档**
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- 缠论理论基础解释
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- 参数设置说明
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- 使用方法和注意事项
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- 常见问题解答
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## 快速开始
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1. **导入指标**
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- 复制任一 `.pine` 文件内容
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- 在 TradingView 的 Pine Editor 中粘贴
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- 点击"添加到图表"
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2. **选择版本**
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- `chan_theory.pine`: 功能完整，适合深入学习
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- `chan_theory_simple.pine`: 性能优化，适合实际交易
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3. **参数调整**
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- 根据交易级别调整分型周期
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- 自定义颜色和显示选项
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- 开启所需的警报功能
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## 核心功能
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### 🔍 分型识别
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- 自动识别顶分型和底分型
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- 标记为 "T"（顶）和 "B"（底）
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- 可调节识别灵敏度
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### 📈 笔的构建
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- 连接相邻反向分型
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- 蓝色线条显示价格波动路径
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- 形成缠论分析的基础单位
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### 🎯 中枢识别
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- 自动识别三笔以上的重叠区间
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- 灰色半透明方框显示
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- 支持多级别中枢分析
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### 💰 买卖点信号
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- 基于中枢突破的交易信号
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- 绿色"买"标签：跌破中枢下沿回调
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- 红色"卖"标签：突破中枢上沿回调
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### 📊 信息面板
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- 实时显示分型和中枢统计
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- 当前分析状态一目了然
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- 右上角位置，不影响图表分析
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## 技术特点
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- **Pine Script 6.0**: 使用最新版本特性
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- **内存优化**: 限制数组大小避免内存溢出
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- **绘图管理**: 自动清理旧对象防止超限
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- **警报功能**: 支持实时买卖点通知
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- **多时间框架**: 适用于任何时间级别
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## 使用建议
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### 新手用户
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1. 从精简版开始使用
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2. 在日线级别练习识别
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3. 先关注分型和笔的形成
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4. 逐步学习中枢概念
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### 进阶用户
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1. 使用完整版深入分析
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2. 结合多个时间级别
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3. 自定义参数优化信号
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4. 结合其他技术分析工具
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### 实盘交易
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1. 充分回测验证信号
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2. 设置合理的风险控制
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3. 结合基本面分析
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4. 不要盲目依赖单一信号
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## 免责声明
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⚠️ **重要提示**
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- 本指标仅供学习和研究使用
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- 不构成投资建议
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- 投资有风险，入市需谨慎
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- 请结合自身风险承受能力使用
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## 技术支持
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如果在使用过程中遇到问题：
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1. 查看使用说明文档
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2. 检查 Pine Script 版本兼容性
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3. 确认参数设置是否合理
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4. 参考缠论相关书籍和资料
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## 版本更新
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- **v1.0**: 初始版本，实现核心功能
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- **v1.1**: 性能优化，添加精简版
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- **v1.2**: 改进中枢识别算法
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- **v1.3**: 增强买卖点逻辑
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---
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*愿此工具能助您在技术分析的道路上更进一步！*
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//@version=6
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strategy("布林带ATR反转策略", shorttitle="BBB_ATR", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, calc_on_every_tick=true)
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// 输入参数
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bb_length = input.int(90, "布林带长度", minval=10, maxval=200)
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atr_multiplier = input.float(3.0, "ATR乘数(轨道)", minval=1.0, maxval=10.0, step=0.1)
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atr_stop_multiplier = input.float(3.0, "ATR乘数(止损)", minval=0.5, maxval=5.0, step=0.1)
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atr_length = input.int(9, "ATR计算周期", minval=5, maxval=50)
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// 显示设置
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show_bands = input.bool(true, "显示布林带")
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show_signals = input.bool(true, "显示信号")
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// 计算移动平均线(中线)
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bb_middle = ta.sma(close, bb_length)
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// 计算ATR
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atr_value = ta.atr(atr_length)
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// 计算上下轨
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bb_upper = bb_middle + (atr_multiplier * atr_value)
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bb_lower = bb_middle - (atr_multiplier * atr_value)
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// 显示布林带
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plot(show_bands ? bb_middle : na, "中线", color=color.blue, linewidth=2)
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plot(show_bands ? bb_upper : na, "上轨", color=color.red, linewidth=2)
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plot(show_bands ? bb_lower : na, "下轨", color=color.green, linewidth=2)
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// 交易条件
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// 做空条件：价格突破上轨
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short_condition = close > bb_upper and close[1] <= bb_upper[1]
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// 做多条件：价格跌破下轨
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long_condition = close < bb_lower and close[1] >= bb_lower[1]
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// 做空止盈条件：价格跌破下轨
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short_take_profit = close < bb_lower
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// 做多止盈条件：价格突破上轨
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long_take_profit = close > bb_upper
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// 记录入场价格和止损位
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var float long_entry_price = na
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var float short_entry_price = na
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var float long_stop_loss = na
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var float short_stop_loss = na
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// 执行交易逻辑
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if strategy.position_size == 0
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if long_condition
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strategy.entry("做多", strategy.long)
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long_entry_price := close
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long_stop_loss := close - (atr_stop_multiplier * atr_value)
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if short_condition
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strategy.entry("做空", strategy.short)
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short_entry_price := close
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short_stop_loss := close + (atr_stop_multiplier * atr_value)
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// 多头仓位管理
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if strategy.position_size > 0
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// 止盈：价格突破上轨
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if long_take_profit
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strategy.close("做多", comment="多头止盈")
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long_entry_price := na
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long_stop_loss := na
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// 止损：价格跌破止损位
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else if close <= long_stop_loss
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strategy.close("做多", comment="多头止损")
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long_entry_price := na
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long_stop_loss := na
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// 空头仓位管理
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if strategy.position_size < 0
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// 止盈：价格跌破下轨
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if short_take_profit
|
||||
strategy.close("做空", comment="空头止盈")
|
||||
short_entry_price := na
|
||||
short_stop_loss := na
|
||||
// 止损：价格突破止损位
|
||||
else if close >= short_stop_loss
|
||||
strategy.close("做空", comment="空头止损")
|
||||
short_entry_price := na
|
||||
short_stop_loss := na
|
||||
|
||||
// 显示信号
|
||||
if show_signals
|
||||
if long_condition and strategy.position_size == 0
|
||||
label.new(bar_index, low, "做多", color=color.green, style=label.style_label_up, size=size.normal, textcolor=color.white)
|
||||
if short_condition and strategy.position_size == 0
|
||||
label.new(bar_index, high, "做空", color=color.red, style=label.style_label_down, size=size.normal, textcolor=color.white)
|
||||
if long_take_profit and strategy.position_size > 0
|
||||
label.new(bar_index, high, "多头止盈", color=color.green, style=label.style_label_down, size=size.small, textcolor=color.white)
|
||||
if short_take_profit and strategy.position_size < 0
|
||||
label.new(bar_index, low, "空头止盈", color=color.red, style=label.style_label_up, size=size.small, textcolor=color.white)
|
||||
|
||||
// 显示止损线
|
||||
plot(strategy.position_size > 0 and not na(long_stop_loss) ? long_stop_loss : na, "多头止损", color=color.red, style=plot.style_linebr, linewidth=1)
|
||||
plot(strategy.position_size < 0 and not na(short_stop_loss) ? short_stop_loss : na, "空头止损", color=color.red, style=plot.style_linebr, linewidth=1)
|
||||
|
||||
|
||||
// 信息表格
|
||||
if barstate.islast
|
||||
var table info_table = table.new(position.top_right, 2, 10, bgcolor=color.white, border_width=1)
|
||||
table.cell(info_table, 0, 0, "布林带ATR反转策略", text_color=color.black, bgcolor=color.gray)
|
||||
table.cell(info_table, 1, 0, "", text_color=color.black, bgcolor=color.gray)
|
||||
|
||||
table.cell(info_table, 0, 1, "布林带长度", text_color=color.black)
|
||||
table.cell(info_table, 1, 1, str.tostring(bb_length), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 2, "ATR轨道乘数", text_color=color.black)
|
||||
table.cell(info_table, 1, 2, str.tostring(atr_multiplier), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 3, "ATR止损乘数", text_color=color.black)
|
||||
table.cell(info_table, 1, 3, str.tostring(atr_stop_multiplier), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 4, "当前ATR", text_color=color.black)
|
||||
table.cell(info_table, 1, 4, str.tostring(math.round(atr_value, 4)), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 5, "上轨价位", text_color=color.black)
|
||||
table.cell(info_table, 1, 5, str.tostring(math.round(bb_upper, 2)), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 6, "下轨价位", text_color=color.black)
|
||||
table.cell(info_table, 1, 6, str.tostring(math.round(bb_lower, 2)), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 7, "当前价格", text_color=color.black)
|
||||
table.cell(info_table, 1, 7, str.tostring(math.round(close, 2)), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 8, "仓位状态", text_color=color.black)
|
||||
position_text = strategy.position_size > 0 ? "多头" : strategy.position_size < 0 ? "空头" : "空仓"
|
||||
table.cell(info_table, 1, 8, position_text, text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 9, "价格位置", text_color=color.black)
|
||||
price_position = close > bb_upper ? "上轨之上" : close < bb_lower ? "下轨之下" : "轨道之间"
|
||||
table.cell(info_table, 1, 9, price_position, text_color=color.black)
|
||||
@@ -0,0 +1,133 @@
|
||||
//@version=5
|
||||
strategy("布林带反转策略", shorttitle="BB_REV", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, calc_on_every_tick=true)
|
||||
|
||||
// 输入参数
|
||||
bb_length = input.int(90, "布林带长度", minval=10, maxval=200)
|
||||
bb_mult = input.float(3.0, "布林带倍数", minval=1.0, maxval=10.0, step=0.1)
|
||||
atr_length = input.int(14, "ATR计算周期", minval=5, maxval=50)
|
||||
atr_mult = input.float(1.0, "止损ATR倍数", minval=0.5, maxval=5.0, step=0.1)
|
||||
|
||||
// 显示设置
|
||||
show_bands = input.bool(true, "显示布林带")
|
||||
show_signals = input.bool(true, "显示信号")
|
||||
|
||||
// 计算布林带（保持标准差计算）
|
||||
bb_basis = ta.sma(close, bb_length)
|
||||
bb_dev = bb_mult * ta.stdev(close, bb_length)
|
||||
bb_upper = bb_basis + bb_dev
|
||||
bb_lower = bb_basis - bb_dev
|
||||
|
||||
// 计算ATR（仅用于止损）
|
||||
atr_value = ta.atr(atr_length)
|
||||
|
||||
// 显示布林带
|
||||
plot(show_bands ? bb_basis : na, "中线", color=color.blue, linewidth=2)
|
||||
plot(show_bands ? bb_upper : na, "上轨", color=color.red, linewidth=2)
|
||||
plot(show_bands ? bb_lower : na, "下轨", color=color.green, linewidth=2)
|
||||
|
||||
// 交易条件
|
||||
// 做空条件：价格突破上轨
|
||||
short_condition = close > bb_upper and close[1] <= bb_upper[1]
|
||||
|
||||
// 做多条件：价格跌破下轨
|
||||
long_condition = close < bb_lower and close[1] >= bb_lower[1]
|
||||
|
||||
// 做空止盈条件：价格跌破下轨
|
||||
short_take_profit = close < bb_lower
|
||||
|
||||
// 做多止盈条件：价格突破上轨
|
||||
long_take_profit = close > bb_upper
|
||||
|
||||
// 记录入场价格和止损位
|
||||
var float long_entry_price = na
|
||||
var float short_entry_price = na
|
||||
var float long_stop_loss = na
|
||||
var float short_stop_loss = na
|
||||
|
||||
// 执行交易逻辑
|
||||
if strategy.position_size == 0
|
||||
if long_condition
|
||||
strategy.entry("做多", strategy.long)
|
||||
long_entry_price := close
|
||||
long_stop_loss := close - (atr_mult * atr_value)
|
||||
|
||||
if short_condition
|
||||
strategy.entry("做空", strategy.short)
|
||||
short_entry_price := close
|
||||
short_stop_loss := close + (atr_mult * atr_value)
|
||||
|
||||
// 多头仓位管理
|
||||
if strategy.position_size > 0
|
||||
// 止盈：价格突破上轨
|
||||
if long_take_profit
|
||||
strategy.close("做多", comment="多头止盈")
|
||||
long_entry_price := na
|
||||
long_stop_loss := na
|
||||
// 止损：价格跌破止损位
|
||||
else if close <= long_stop_loss
|
||||
strategy.close("做多", comment="多头止损")
|
||||
long_entry_price := na
|
||||
long_stop_loss := na
|
||||
|
||||
// 空头仓位管理
|
||||
if strategy.position_size < 0
|
||||
// 止盈：价格跌破下轨
|
||||
if short_take_profit
|
||||
strategy.close("做空", comment="空头止盈")
|
||||
short_entry_price := na
|
||||
short_stop_loss := na
|
||||
// 止损：价格突破止损位
|
||||
else if close >= short_stop_loss
|
||||
strategy.close("做空", comment="空头止损")
|
||||
short_entry_price := na
|
||||
short_stop_loss := na
|
||||
|
||||
// 显示信号
|
||||
if show_signals
|
||||
if long_condition and strategy.position_size == 0
|
||||
label.new(bar_index, low, "做多", color=color.green, style=label.style_label_up, size=size.normal, textcolor=color.white)
|
||||
if short_condition and strategy.position_size == 0
|
||||
label.new(bar_index, high, "做空", color=color.red, style=label.style_label_down, size=size.normal, textcolor=color.white)
|
||||
if long_take_profit and strategy.position_size > 0
|
||||
label.new(bar_index, high, "多头止盈", color=color.green, style=label.style_label_down, size=size.small, textcolor=color.white)
|
||||
if short_take_profit and strategy.position_size < 0
|
||||
label.new(bar_index, low, "空头止盈", color=color.red, style=label.style_label_up, size=size.small, textcolor=color.white)
|
||||
|
||||
// 显示止损线
|
||||
plot(strategy.position_size > 0 and not na(long_stop_loss) ? long_stop_loss : na, "多头止损", color=color.red, style=plot.style_linebr, linewidth=1)
|
||||
plot(strategy.position_size < 0 and not na(short_stop_loss) ? short_stop_loss : na, "空头止损", color=color.red, style=plot.style_linebr, linewidth=1)
|
||||
|
||||
// 信息表格
|
||||
if barstate.islast
|
||||
var table info_table = table.new(position.top_right, 2, 10, bgcolor=color.white, border_width=1)
|
||||
table.cell(info_table, 0, 0, "布林带反转策略", text_color=color.black, bgcolor=color.gray)
|
||||
table.cell(info_table, 1, 0, "", text_color=color.black, bgcolor=color.gray)
|
||||
|
||||
table.cell(info_table, 0, 1, "布林带长度", text_color=color.black)
|
||||
table.cell(info_table, 1, 1, str.tostring(bb_length), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 2, "布林带倍数", text_color=color.black)
|
||||
table.cell(info_table, 1, 2, str.tostring(bb_mult), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 3, "ATR止损倍数", text_color=color.black)
|
||||
table.cell(info_table, 1, 3, str.tostring(atr_mult), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 4, "当前ATR", text_color=color.black)
|
||||
table.cell(info_table, 1, 4, str.tostring(math.round(atr_value, 4)), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 5, "上轨价位", text_color=color.black)
|
||||
table.cell(info_table, 1, 5, str.tostring(math.round(bb_upper, 2)), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 6, "下轨价位", text_color=color.black)
|
||||
table.cell(info_table, 1, 6, str.tostring(math.round(bb_lower, 2)), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 7, "当前价格", text_color=color.black)
|
||||
table.cell(info_table, 1, 7, str.tostring(math.round(close, 2)), text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 8, "仓位状态", text_color=color.black)
|
||||
position_text = strategy.position_size > 0 ? "多头" : strategy.position_size < 0 ? "空头" : "空仓"
|
||||
table.cell(info_table, 1, 8, position_text, text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 9, "价格位置", text_color=color.black)
|
||||
price_position = close > bb_upper ? "上轨之上" : close < bb_lower ? "下轨之下" : "轨道之间"
|
||||
table.cell(info_table, 1, 9, price_position, text_color=color.black)
|
||||
@@ -0,0 +1,289 @@
|
||||
//@version=6
|
||||
indicator("缠论系统 - Chan Theory", shorttitle="缠论", overlay=true, max_lines_count=500, max_labels_count=500)
|
||||
|
||||
// ================== 参数设置 ==================
|
||||
show_merged_klines = input.bool(true, "显示合并K线", group="显示设置")
|
||||
show_bi = input.bool(true, "显示笔", group="显示设置")
|
||||
show_segment = input.bool(true, "显示线段", group="显示设置")
|
||||
show_zhongshu = input.bool(true, "显示中枢", group="显示设置")
|
||||
show_signals = input.bool(true, "显示买卖点", group="显示设置")
|
||||
|
||||
bi_color = input.color(color.blue, "笔的颜色", group="颜色设置")
|
||||
segment_color = input.color(color.red, "线段颜色", group="颜色设置")
|
||||
zhongshu_color = input.color(color.gray, "中枢颜色", group="颜色设置")
|
||||
|
||||
// ================== 数据结构定义 ==================
|
||||
type KLine
|
||||
float high
|
||||
float low
|
||||
float open
|
||||
float close
|
||||
int index
|
||||
|
||||
type FenXing
|
||||
int type // 1为顶分型，-1为底分型
|
||||
float price
|
||||
int index
|
||||
bool valid
|
||||
|
||||
type Bi
|
||||
FenXing start_fx
|
||||
FenXing end_fx
|
||||
bool valid
|
||||
|
||||
type Segment
|
||||
Bi start_bi
|
||||
Bi end_bi
|
||||
bool valid
|
||||
|
||||
type ZhongShu
|
||||
float high
|
||||
float low
|
||||
int start_index
|
||||
int end_index
|
||||
bool valid
|
||||
|
||||
// ================== K线合并函数 ==================
|
||||
merge_klines(prev_kline, curr_kline) =>
|
||||
var merged = KLine.new()
|
||||
|
||||
// 判断包含关系
|
||||
prev_includes_curr = prev_kline.high >= curr_kline.high and prev_kline.low <= curr_kline.low
|
||||
curr_includes_prev = curr_kline.high >= prev_kline.high and curr_kline.low <= prev_kline.low
|
||||
|
||||
if prev_includes_curr or curr_includes_prev
|
||||
// 有包含关系，进行合并
|
||||
if prev_kline.high >= prev_kline.low // 向上趋势中的合并
|
||||
merged.high := math.max(prev_kline.high, curr_kline.high)
|
||||
merged.low := math.max(prev_kline.low, curr_kline.low)
|
||||
else // 向下趋势中的合并
|
||||
merged.high := math.min(prev_kline.high, curr_kline.high)
|
||||
merged.low := math.min(prev_kline.low, curr_kline.low)
|
||||
|
||||
merged.open := prev_kline.open
|
||||
merged.close := curr_kline.close
|
||||
merged.index := curr_kline.index
|
||||
[merged, true]
|
||||
else
|
||||
// 无包含关系，返回当前K线
|
||||
[curr_kline, false]
|
||||
|
||||
// ================== 分型识别函数 ==================
|
||||
check_fenxing(k1, k2, k3) =>
|
||||
var fx = FenXing.new()
|
||||
|
||||
// 顶分型：中间K线的高点是最高的，低点也是最高的
|
||||
if k2.high > k1.high and k2.high > k3.high and k2.low > k1.low and k2.low > k3.low
|
||||
fx.type := 1
|
||||
fx.price := k2.high
|
||||
fx.index := k2.index
|
||||
fx.valid := true
|
||||
fx
|
||||
// 底分型：中间K线的低点是最低的，高点也是最低的
|
||||
else if k2.low < k1.low and k2.low < k3.low and k2.high < k1.high and k2.high < k3.high
|
||||
fx.type := -1
|
||||
fx.price := k2.low
|
||||
fx.index := k2.index
|
||||
fx.valid := true
|
||||
fx
|
||||
else
|
||||
fx.valid := false
|
||||
fx
|
||||
|
||||
// ================== 笔的识别函数 ==================
|
||||
create_bi(start_fx, end_fx) =>
|
||||
var bi = Bi.new()
|
||||
|
||||
// 检查笔的有效性
|
||||
if start_fx.valid and end_fx.valid and start_fx.type != end_fx.type and start_fx.index < end_fx.index
|
||||
bi.start_fx := start_fx
|
||||
bi.end_fx := end_fx
|
||||
bi.valid := true
|
||||
bi
|
||||
else
|
||||
bi.valid := false
|
||||
bi
|
||||
|
||||
// ================== 线段识别函数 ==================
|
||||
check_segment_break(bi_array) =>
|
||||
// 简化的线段破坏判断逻辑
|
||||
// 当新笔突破前面第三根笔的端点时，认为线段被破坏
|
||||
bool segment_break = false
|
||||
if array.size(bi_array) >= 4
|
||||
current_bi = array.get(bi_array, array.size(bi_array) - 1)
|
||||
third_bi = array.get(bi_array, array.size(bi_array) - 4)
|
||||
|
||||
if current_bi.valid and third_bi.valid
|
||||
if current_bi.start_fx.type == 1 // 向下笔
|
||||
segment_break := current_bi.end_fx.price < third_bi.end_fx.price
|
||||
else // 向上笔
|
||||
segment_break := current_bi.end_fx.price > third_bi.end_fx.price
|
||||
|
||||
segment_break
|
||||
|
||||
// ================== 中枢识别函数 ==================
|
||||
find_zhongshu(bi_array) =>
|
||||
var zhongshu_array = array.new<ZhongShu>()
|
||||
|
||||
if array.size(bi_array) >= 3
|
||||
for i = 0 to array.size(bi_array) - 3
|
||||
bi1 = array.get(bi_array, i)
|
||||
bi2 = array.get(bi_array, i + 1)
|
||||
bi3 = array.get(bi_array, i + 2)
|
||||
|
||||
if bi1.valid and bi2.valid and bi3.valid
|
||||
// 计算重叠区间
|
||||
high1 = math.max(bi1.start_fx.price, bi1.end_fx.price)
|
||||
low1 = math.min(bi1.start_fx.price, bi1.end_fx.price)
|
||||
high2 = math.max(bi2.start_fx.price, bi2.end_fx.price)
|
||||
low2 = math.min(bi2.start_fx.price, bi2.end_fx.price)
|
||||
high3 = math.max(bi3.start_fx.price, bi3.end_fx.price)
|
||||
low3 = math.min(bi3.start_fx.price, bi3.end_fx.price)
|
||||
|
||||
overlap_high = math.min(math.min(high1, high2), high3)
|
||||
overlap_low = math.max(math.max(low1, low2), low3)
|
||||
|
||||
if overlap_high > overlap_low
|
||||
var zs = ZhongShu.new()
|
||||
zs.high := overlap_high
|
||||
zs.low := overlap_low
|
||||
zs.start_index := bi1.start_fx.index
|
||||
zs.end_index := bi3.end_fx.index
|
||||
zs.valid := true
|
||||
array.push(zhongshu_array, zs)
|
||||
|
||||
zhongshu_array
|
||||
|
||||
// ================== 买卖点识别函数 ==================
|
||||
identify_trading_signals(bi_array, zhongshu_array) =>
|
||||
var buy_signals = array.new<int>()
|
||||
var sell_signals = array.new<int>()
|
||||
|
||||
if array.size(bi_array) >= 2 and array.size(zhongshu_array) >= 1
|
||||
current_bi = array.get(bi_array, array.size(bi_array) - 1)
|
||||
latest_zs = array.get(zhongshu_array, array.size(zhongshu_array) - 1)
|
||||
|
||||
if current_bi.valid and latest_zs.valid
|
||||
// 一买：价格跌破中枢下沿后的第一次回调
|
||||
if current_bi.end_fx.type == -1 and current_bi.end_fx.price < latest_zs.low
|
||||
array.push(buy_signals, current_bi.end_fx.index)
|
||||
|
||||
// 一卖：价格突破中枢上沿后的第一次回调
|
||||
if current_bi.end_fx.type == 1 and current_bi.end_fx.price > latest_zs.high
|
||||
array.push(sell_signals, current_bi.end_fx.index)
|
||||
|
||||
[buy_signals, sell_signals]
|
||||
|
||||
// ================== 主逻辑 ==================
|
||||
var merged_klines = array.new<KLine>()
|
||||
var fenxing_array = array.new<FenXing>()
|
||||
var bi_array = array.new<Bi>()
|
||||
var segment_array = array.new<Segment>()
|
||||
|
||||
// 当前K线数据
|
||||
current_kline = KLine.new(high, low, open, close, bar_index)
|
||||
|
||||
// K线合并处理
|
||||
if array.size(merged_klines) > 0
|
||||
last_merged = array.get(merged_klines, array.size(merged_klines) - 1)
|
||||
[new_kline, is_merged] = merge_klines(last_merged, current_kline)
|
||||
|
||||
if is_merged
|
||||
array.set(merged_klines, array.size(merged_klines) - 1, new_kline)
|
||||
else
|
||||
array.push(merged_klines, new_kline)
|
||||
else
|
||||
array.push(merged_klines, current_kline)
|
||||
|
||||
// 分型识别
|
||||
if array.size(merged_klines) >= 3
|
||||
k1 = array.get(merged_klines, array.size(merged_klines) - 3)
|
||||
k2 = array.get(merged_klines, array.size(merged_klines) - 2)
|
||||
k3 = array.get(merged_klines, array.size(merged_klines) - 1)
|
||||
|
||||
fx = check_fenxing(k1, k2, k3)
|
||||
if fx.valid
|
||||
array.push(fenxing_array, fx)
|
||||
|
||||
// 笔的构建
|
||||
if array.size(fenxing_array) >= 2
|
||||
for i = 0 to array.size(fenxing_array) - 2
|
||||
start_fx = array.get(fenxing_array, i)
|
||||
end_fx = array.get(fenxing_array, i + 1)
|
||||
bi = create_bi(start_fx, end_fx)
|
||||
if bi.valid
|
||||
array.push(bi_array, bi)
|
||||
|
||||
// 中枢识别
|
||||
zhongshu_array = find_zhongshu(bi_array)
|
||||
|
||||
// 买卖点识别
|
||||
[buy_signals, sell_signals] = identify_trading_signals(bi_array, zhongshu_array)
|
||||
|
||||
// ================== 绘图显示 ==================
|
||||
|
||||
// 显示合并K线
|
||||
if show_merged_klines and array.size(merged_klines) > 1
|
||||
last_kline = array.get(merged_klines, array.size(merged_klines) - 1)
|
||||
prev_kline = array.get(merged_klines, array.size(merged_klines) - 2)
|
||||
line.new(bar_index[1], prev_kline.close, bar_index, last_kline.close, color=color.yellow, width=1)
|
||||
|
||||
// 显示笔
|
||||
if show_bi and array.size(bi_array) > 0
|
||||
for i = 0 to array.size(bi_array) - 1
|
||||
bi = array.get(bi_array, i)
|
||||
if bi.valid
|
||||
line.new(bi.start_fx.index, bi.start_fx.price, bi.end_fx.index, bi.end_fx.price,
|
||||
color=bi_color, width=2, style=line.style_solid)
|
||||
|
||||
// 显示分型
|
||||
if array.size(fenxing_array) > 0
|
||||
last_fx = array.get(fenxing_array, array.size(fenxing_array) - 1)
|
||||
if last_fx.valid and last_fx.index == bar_index
|
||||
if last_fx.type == 1
|
||||
label.new(bar_index, last_fx.price, "顶", color=color.red, style=label.style_label_down, size=size.small)
|
||||
else
|
||||
label.new(bar_index, last_fx.price, "底", color=color.green, style=label.style_label_up, size=size.small)
|
||||
|
||||
// 显示中枢
|
||||
if show_zhongshu and array.size(zhongshu_array) > 0
|
||||
for i = 0 to array.size(zhongshu_array) - 1
|
||||
zs = array.get(zhongshu_array, i)
|
||||
if zs.valid
|
||||
box.new(zs.start_index, zs.high, zs.end_index, zs.low, border_color=zhongshu_color, bgcolor=color.new(zhongshu_color, 90))
|
||||
|
||||
// 显示买卖点
|
||||
if show_signals
|
||||
if array.size(buy_signals) > 0
|
||||
for i = 0 to array.size(buy_signals) - 1
|
||||
signal_index = array.get(buy_signals, i)
|
||||
if signal_index == bar_index
|
||||
label.new(bar_index, low, "买", color=color.green, style=label.style_label_up, size=size.normal)
|
||||
|
||||
if array.size(sell_signals) > 0
|
||||
for i = 0 to array.size(sell_signals) - 1
|
||||
signal_index = array.get(sell_signals, i)
|
||||
if signal_index == bar_index
|
||||
label.new(bar_index, high, "卖", color=color.red, style=label.style_label_down, size=size.normal)
|
||||
|
||||
// ================== 警报设置 ==================
|
||||
alertcondition(array.size(buy_signals) > 0 and array.get(buy_signals, array.size(buy_signals) - 1) == bar_index,
|
||||
title="缠论买点", message="发现缠论买点信号")
|
||||
alertcondition(array.size(sell_signals) > 0 and array.get(sell_signals, array.size(sell_signals) - 1) == bar_index,
|
||||
title="缠论卖点", message="发现缠论卖点信号")
|
||||
|
||||
// ================== 信息面板 ==================
|
||||
if barstate.islast
|
||||
var table info_table = table.new(position.top_right, 2, 6, bgcolor=color.white, border_width=1)
|
||||
table.cell(info_table, 0, 0, "缠论统计", text_color=color.black, text_size=size.normal)
|
||||
table.cell(info_table, 1, 0, "", text_color=color.black)
|
||||
table.cell(info_table, 0, 1, "合并K线数", text_color=color.black)
|
||||
table.cell(info_table, 1, 1, str.tostring(array.size(merged_klines)), text_color=color.black)
|
||||
table.cell(info_table, 0, 2, "分型数量", text_color=color.black)
|
||||
table.cell(info_table, 1, 2, str.tostring(array.size(fenxing_array)), text_color=color.black)
|
||||
table.cell(info_table, 0, 3, "笔数量", text_color=color.black)
|
||||
table.cell(info_table, 1, 3, str.tostring(array.size(bi_array)), text_color=color.black)
|
||||
table.cell(info_table, 0, 4, "中枢数量", text_color=color.black)
|
||||
table.cell(info_table, 1, 4, str.tostring(array.size(zhongshu_array)), text_color=color.black)
|
||||
table.cell(info_table, 0, 5, "当前级别", text_color=color.black)
|
||||
table.cell(info_table, 1, 5, "1分钟", text_color=color.black)
|
||||
@@ -0,0 +1,154 @@
|
||||
//@version=6
|
||||
indicator("缠论结合律版", shorttitle="结合律", overlay=true, max_lines_count=100, max_labels_count=100)
|
||||
|
||||
// 参数
|
||||
min_gap = input.int(3, "分型间隔", minval=1, maxval=20)
|
||||
show_fractals = input.bool(true, "显示分型")
|
||||
show_strokes = input.bool(true, "显示笔")
|
||||
show_filtered = input.bool(true, "显示过滤后分型")
|
||||
|
||||
// 数据类型
|
||||
type Fractal
|
||||
int bar_index
|
||||
float price
|
||||
string type
|
||||
bool is_valid // 是否为有效分型（非中继）
|
||||
|
||||
// 全局变量
|
||||
var all_fractals = array.new<Fractal>() // 所有分型
|
||||
var valid_fractals = array.new<Fractal>() // 过滤后的分型
|
||||
var stroke_lines = array.new<line>()
|
||||
|
||||
// 分型识别
|
||||
is_high = high[1] > high[0] and high[1] > high[2]
|
||||
is_low = low[1] < low[0] and low[1] < low[2]
|
||||
|
||||
// 距离检查
|
||||
distance_ok(new_bar) =>
|
||||
result = true
|
||||
if array.size(all_fractals) > 0
|
||||
last_fractal = array.get(all_fractals, array.size(all_fractals) - 1)
|
||||
if new_bar - last_fractal.bar_index < min_gap
|
||||
result := false
|
||||
result
|
||||
|
||||
// 添加原始分型
|
||||
if is_high and distance_ok(bar_index[1])
|
||||
new_fractal = Fractal.new(bar_index[1], high[1], "top", true)
|
||||
array.push(all_fractals, new_fractal)
|
||||
|
||||
if array.size(all_fractals) > 100
|
||||
array.shift(all_fractals)
|
||||
|
||||
if is_low and distance_ok(bar_index[1])
|
||||
new_fractal = Fractal.new(bar_index[1], low[1], "bottom", true)
|
||||
array.push(all_fractals, new_fractal)
|
||||
|
||||
if array.size(all_fractals) > 100
|
||||
array.shift(all_fractals)
|
||||
|
||||
// 显示原始分型
|
||||
if show_fractals
|
||||
if is_high and distance_ok(bar_index[1])
|
||||
label.new(bar_index[1], high[1], "顶", color=color.red, style=label.style_label_down, size=size.tiny)
|
||||
|
||||
if is_low and distance_ok(bar_index[1])
|
||||
label.new(bar_index[1], low[1], "底", color=color.green, style=label.style_label_up, size=size.tiny)
|
||||
|
||||
// 应用结合律，过滤中继分型
|
||||
filter_fractals() =>
|
||||
// 清空有效分型数组
|
||||
array.clear(valid_fractals)
|
||||
|
||||
if array.size(all_fractals) <= 1
|
||||
// 如果分型数量不足，直接返回
|
||||
if array.size(all_fractals) == 1
|
||||
array.push(valid_fractals, array.get(all_fractals, 0))
|
||||
else
|
||||
// 第一个分型总是有效的
|
||||
first_fractal = array.get(all_fractals, 0)
|
||||
array.push(valid_fractals, first_fractal)
|
||||
|
||||
// 从第二个分型开始处理
|
||||
i = 1
|
||||
while i < array.size(all_fractals)
|
||||
current_fractal = array.get(all_fractals, i)
|
||||
last_valid = array.get(valid_fractals, array.size(valid_fractals) - 1)
|
||||
|
||||
if current_fractal.type != last_valid.type
|
||||
// 不同类型，直接添加
|
||||
array.push(valid_fractals, current_fractal)
|
||||
i += 1
|
||||
else
|
||||
// 相同类型，找到最极端的分型
|
||||
extreme_fractal = current_fractal
|
||||
extreme_idx = i
|
||||
|
||||
// 继续查找同类型的更极端分型
|
||||
j = i + 1
|
||||
while j < array.size(all_fractals)
|
||||
next_fractal = array.get(all_fractals, j)
|
||||
if next_fractal.type == current_fractal.type
|
||||
// 同类型，比较极端程度
|
||||
if current_fractal.type == "top"
|
||||
if next_fractal.price > extreme_fractal.price
|
||||
extreme_fractal := next_fractal
|
||||
extreme_idx := j
|
||||
else // bottom
|
||||
if next_fractal.price < extreme_fractal.price
|
||||
extreme_fractal := next_fractal
|
||||
extreme_idx := j
|
||||
j += 1
|
||||
else
|
||||
// 不同类型，结束查找
|
||||
break
|
||||
|
||||
// 添加最极端的分型
|
||||
array.push(valid_fractals, extreme_fractal)
|
||||
i := j // 跳到不同类型的分型
|
||||
|
||||
// 每根K线更新
|
||||
if barstate.isconfirmed
|
||||
// 过滤分型
|
||||
filter_fractals()
|
||||
|
||||
// 清理旧笔
|
||||
if array.size(stroke_lines) > 0
|
||||
for i = 0 to array.size(stroke_lines) - 1
|
||||
line.delete(array.get(stroke_lines, i))
|
||||
array.clear(stroke_lines)
|
||||
|
||||
// 绘制笔（连接有效分型）
|
||||
if show_strokes and array.size(valid_fractals) >= 2
|
||||
for i = 0 to array.size(valid_fractals) - 2
|
||||
current_fractal = array.get(valid_fractals, i)
|
||||
next_fractal = array.get(valid_fractals, i + 1)
|
||||
|
||||
// 检查距离
|
||||
distance = bar_index - current_fractal.bar_index
|
||||
if distance <= 500
|
||||
stroke_line = line.new(current_fractal.bar_index, current_fractal.price, next_fractal.bar_index, next_fractal.price, color=color.blue, width=2, style=line.style_solid)
|
||||
array.push(stroke_lines, stroke_line)
|
||||
|
||||
// 显示过滤后的分型
|
||||
if show_filtered and barstate.islast
|
||||
for i = 0 to array.size(valid_fractals) - 1
|
||||
fractal = array.get(valid_fractals, i)
|
||||
if fractal.type == "top"
|
||||
label.new(fractal.bar_index, fractal.price, "T", color=color.yellow, style=label.style_label_down, size=size.small)
|
||||
else
|
||||
label.new(fractal.bar_index, fractal.price, "B", color=color.orange, style=label.style_label_up, size=size.small)
|
||||
|
||||
// 信息显示
|
||||
if barstate.islast
|
||||
var table info = table.new(position.top_right, 2, 5, bgcolor=color.white, border_width=1)
|
||||
table.cell(info, 0, 0, "缠论结合律版", text_color=color.black, text_size=size.small)
|
||||
table.cell(info, 1, 0, "", text_color=color.black)
|
||||
table.cell(info, 0, 1, "原始分型", text_color=color.black)
|
||||
table.cell(info, 1, 1, str.tostring(array.size(all_fractals)), text_color=color.black)
|
||||
table.cell(info, 0, 2, "有效分型", text_color=color.black)
|
||||
table.cell(info, 1, 2, str.tostring(array.size(valid_fractals)), text_color=color.black)
|
||||
table.cell(info, 0, 3, "笔数", text_color=color.black)
|
||||
table.cell(info, 1, 3, str.tostring(array.size(stroke_lines)), text_color=color.black)
|
||||
table.cell(info, 0, 4, "分型间隔", text_color=color.black)
|
||||
table.cell(info, 1, 4, str.tostring(min_gap), text_color=color.black)
|
||||
@@ -0,0 +1,114 @@
|
||||
//@version=6
|
||||
indicator("缠论正确版", shorttitle="缠论正确", overlay=true, max_lines_count=100, max_labels_count=100)
|
||||
|
||||
// 简单参数
|
||||
min_gap = input.int(5, "分型间隔")
|
||||
show_fractals = input.bool(true, "显示分型")
|
||||
show_strokes = input.bool(true, "显示笔")
|
||||
|
||||
// 数据类型
|
||||
type Fractal
|
||||
int bar_index
|
||||
float price
|
||||
string type // "top" or "bottom"
|
||||
|
||||
// 全局变量
|
||||
var fractals = array.new<Fractal>()
|
||||
var stroke_lines = array.new<line>()
|
||||
|
||||
// 简单分型检测
|
||||
is_high = high[1] > high[0] and high[1] > high[2]
|
||||
is_low = low[1] < low[0] and low[1] < low[2]
|
||||
|
||||
// 距离检查
|
||||
distance_ok(new_bar) =>
|
||||
result = true
|
||||
if array.size(fractals) > 0
|
||||
last_fractal = array.get(fractals, array.size(fractals) - 1)
|
||||
if new_bar - last_fractal.bar_index < min_gap
|
||||
result := false
|
||||
result
|
||||
|
||||
// 添加分型
|
||||
if is_high and distance_ok(bar_index[1])
|
||||
new_fractal = Fractal.new(bar_index[1], high[1], "top")
|
||||
array.push(fractals, new_fractal)
|
||||
|
||||
if array.size(fractals) > 50
|
||||
array.shift(fractals)
|
||||
|
||||
if is_low and distance_ok(bar_index[1])
|
||||
new_fractal = Fractal.new(bar_index[1], low[1], "bottom")
|
||||
array.push(fractals, new_fractal)
|
||||
|
||||
if array.size(fractals) > 50
|
||||
array.shift(fractals)
|
||||
|
||||
// 显示分型
|
||||
if show_fractals
|
||||
if is_high and distance_ok(bar_index[1])
|
||||
label.new(bar_index[1], high[1], "顶", color=color.red, style=label.style_label_down, size=size.small)
|
||||
|
||||
if is_low and distance_ok(bar_index[1])
|
||||
label.new(bar_index[1], low[1], "底", color=color.green, style=label.style_label_up, size=size.small)
|
||||
|
||||
// 重新构建所有笔（满足结合律）
|
||||
if barstate.isconfirmed and show_strokes
|
||||
// 清理旧笔
|
||||
if array.size(stroke_lines) > 0
|
||||
for i = 0 to array.size(stroke_lines) - 1
|
||||
line.delete(array.get(stroke_lines, i))
|
||||
array.clear(stroke_lines)
|
||||
|
||||
// 构建连续的笔序列（处理中继分型）
|
||||
if array.size(fractals) >= 2
|
||||
var current_start_idx = 0
|
||||
var current_direction = ""
|
||||
|
||||
// 确定起始方向
|
||||
if array.size(fractals) >= 2
|
||||
first_fractal = array.get(fractals, 0)
|
||||
second_fractal = array.get(fractals, 1)
|
||||
if first_fractal.type != second_fractal.type
|
||||
current_direction := first_fractal.type
|
||||
|
||||
// 从第二个分型开始遍历
|
||||
for i = 1 to array.size(fractals) - 1
|
||||
current_fractal = array.get(fractals, i)
|
||||
|
||||
// 如果找到不同类型的分型，结束当前笔
|
||||
if current_fractal.type != current_direction
|
||||
start_fractal = array.get(fractals, current_start_idx)
|
||||
|
||||
// 绘制笔
|
||||
distance = bar_index - start_fractal.bar_index
|
||||
if distance <= 500
|
||||
stroke_line = line.new(start_fractal.bar_index, start_fractal.price, current_fractal.bar_index, current_fractal.price, color=color.blue, width=2, style=line.style_solid)
|
||||
array.push(stroke_lines, stroke_line)
|
||||
|
||||
// 开始新笔
|
||||
current_start_idx := i
|
||||
current_direction := current_fractal.type
|
||||
else
|
||||
// 同类型分型，处理中继
|
||||
start_fractal = array.get(fractals, current_start_idx)
|
||||
|
||||
// 如果当前分型更极端，更新起始点
|
||||
if current_direction == "top"
|
||||
if current_fractal.price > start_fractal.price
|
||||
current_start_idx := i
|
||||
else // bottom
|
||||
if current_fractal.price < start_fractal.price
|
||||
current_start_idx := i
|
||||
|
||||
// 信息显示
|
||||
if barstate.islast
|
||||
var table info = table.new(position.top_right, 2, 4, bgcolor=color.white, border_width=1)
|
||||
table.cell(info, 0, 0, "缠论正确版", text_color=color.black, text_size=size.small)
|
||||
table.cell(info, 1, 0, "", text_color=color.black)
|
||||
table.cell(info, 0, 1, "分型数", text_color=color.black)
|
||||
table.cell(info, 1, 1, str.tostring(array.size(fractals)), text_color=color.black)
|
||||
table.cell(info, 0, 2, "笔数", text_color=color.black)
|
||||
table.cell(info, 1, 2, str.tostring(array.size(stroke_lines)), text_color=color.black)
|
||||
table.cell(info, 0, 3, "分型间隔", text_color=color.black)
|
||||
table.cell(info, 1, 3, str.tostring(min_gap), text_color=color.black)
|
||||
@@ -0,0 +1,102 @@
|
||||
//@version=6
|
||||
indicator("缠论调试版", shorttitle="缠论调试", overlay=true, max_lines_count=200, max_labels_count=200)
|
||||
|
||||
// ================== 参数设置 ==================
|
||||
show_fenxing = input.bool(true, "显示分型", group="显示设置")
|
||||
show_bi = input.bool(true, "显示笔", group="显示设置")
|
||||
debug_mode = input.bool(true, "调试模式", group="显示设置")
|
||||
|
||||
// 缠论参数
|
||||
min_bars_between = input.int(3, "分型最小间隔", minval=1, maxval=20, group="缠论参数")
|
||||
|
||||
// ================== 数据类型定义 ==================
|
||||
type FractalPoint
|
||||
int bar_index
|
||||
float price
|
||||
string fractal_type
|
||||
bool confirmed
|
||||
|
||||
// ================== 全局变量 ==================
|
||||
var fractal_points = array.new<FractalPoint>()
|
||||
var bi_lines = array.new<line>()
|
||||
|
||||
// ================== 简单分型识别 ==================
|
||||
// 检查高点分型
|
||||
is_pivot_high = high[1] > high[0] and high[1] > high[2]
|
||||
// 检查低点分型
|
||||
is_pivot_low = low[1] < low[0] and low[1] < low[2]
|
||||
|
||||
// ================== 距离过滤 ==================
|
||||
distance_ok(new_bar, new_type) =>
|
||||
if debug_mode
|
||||
true
|
||||
else
|
||||
result = true
|
||||
if array.size(fractal_points) > 0
|
||||
last_fractal = array.get(fractal_points, array.size(fractal_points) - 1)
|
||||
bar_distance = new_bar - last_fractal.bar_index
|
||||
if bar_distance < min_bars_between
|
||||
result := false
|
||||
result
|
||||
|
||||
// ================== 添加分型 ==================
|
||||
var bool fractal_added = false
|
||||
fractal_added := false
|
||||
|
||||
if is_pivot_high and distance_ok(bar_index[1], "top")
|
||||
new_fractal = FractalPoint.new(bar_index[1], high[1], "top", true)
|
||||
array.push(fractal_points, new_fractal)
|
||||
fractal_added := true
|
||||
|
||||
if array.size(fractal_points) > 100
|
||||
array.shift(fractal_points)
|
||||
|
||||
if is_pivot_low and distance_ok(bar_index[1], "bottom")
|
||||
new_fractal = FractalPoint.new(bar_index[1], low[1], "bottom", true)
|
||||
array.push(fractal_points, new_fractal)
|
||||
fractal_added := true
|
||||
|
||||
if array.size(fractal_points) > 100
|
||||
array.shift(fractal_points)
|
||||
|
||||
// ================== 显示分型 ==================
|
||||
if show_fenxing
|
||||
if is_pivot_high and distance_ok(bar_index[1], "top")
|
||||
label.new(bar_index[1], high[1], "顶", color=color.red, style=label.style_label_down, size=size.small)
|
||||
|
||||
if is_pivot_low and distance_ok(bar_index[1], "bottom")
|
||||
label.new(bar_index[1], low[1], "底", color=color.green, style=label.style_label_up, size=size.small)
|
||||
|
||||
// ================== 构建笔 ==================
|
||||
if fractal_added and array.size(fractal_points) >= 2
|
||||
last_fractal = array.get(fractal_points, array.size(fractal_points) - 1)
|
||||
second_last_fractal = array.get(fractal_points, array.size(fractal_points) - 2)
|
||||
|
||||
// 如果最近两个分型类型不同，构建笔
|
||||
if last_fractal.fractal_type != second_last_fractal.fractal_type
|
||||
// 检查bar_index距离是否在合理范围内（Pine Script限制）
|
||||
bar_distance = bar_index - second_last_fractal.bar_index
|
||||
if bar_distance <= 500 // 限制在500根K线范围内
|
||||
// 绘制笔
|
||||
if show_bi
|
||||
new_line = line.new(second_last_fractal.bar_index, second_last_fractal.price, last_fractal.bar_index, last_fractal.price, color=color.blue, width=2, style=line.style_solid)
|
||||
array.push(bi_lines, new_line)
|
||||
|
||||
// 限制笔的数量
|
||||
if array.size(bi_lines) > 200
|
||||
old_line = array.shift(bi_lines)
|
||||
line.delete(old_line)
|
||||
|
||||
// ================== 信息面板 ==================
|
||||
if barstate.islast
|
||||
var info_table = table.new(position.top_right, 2, 5, bgcolor=color.white, border_width=1)
|
||||
table.cell(info_table, 0, 0, "缠论调试版", text_color=color.black, text_size=size.small)
|
||||
table.cell(info_table, 1, 0, "", text_color=color.black)
|
||||
table.cell(info_table, 0, 1, "分型数", text_color=color.black)
|
||||
table.cell(info_table, 1, 1, str.tostring(array.size(fractal_points)), text_color=color.black)
|
||||
table.cell(info_table, 0, 2, "笔数", text_color=color.black)
|
||||
table.cell(info_table, 1, 2, str.tostring(array.size(bi_lines)), text_color=color.black)
|
||||
table.cell(info_table, 0, 3, "调试模式", text_color=color.black)
|
||||
table.cell(info_table, 1, 3, debug_mode ? "开" : "关", text_color=color.black)
|
||||
table.cell(info_table, 0, 4, "当前K线", text_color=color.black)
|
||||
table.cell(info_table, 1, 4, str.tostring(bar_index), text_color=color.black)
|
||||
@@ -0,0 +1 @@
|
||||
|
||||
@@ -0,0 +1,89 @@
|
||||
//@version=6
|
||||
indicator("缠论最终版", shorttitle="缠论最终", overlay=true, max_lines_count=200, max_labels_count=200)
|
||||
|
||||
// ================== 参数设置 ==================
|
||||
show_fenxing = input.bool(true, "显示分型", group="显示设置")
|
||||
show_bi = input.bool(true, "显示笔", group="显示设置")
|
||||
min_bars_between = input.int(3, "分型最小间隔", minval=1, maxval=20, group="缠论参数")
|
||||
|
||||
// ================== 数据类型定义 ==================
|
||||
type FractalPoint
|
||||
int bar_index
|
||||
float price
|
||||
string fractal_type
|
||||
|
||||
// ================== 全局变量 ==================
|
||||
var fractal_points = array.new<FractalPoint>()
|
||||
var bi_lines = array.new<line>()
|
||||
|
||||
// ================== 简单分型识别 ==================
|
||||
// 基于原始K线的简单分型
|
||||
is_top_fractal = high[1] > high[0] and high[1] > high[2]
|
||||
is_bottom_fractal = low[1] < low[0] and low[1] < low[2]
|
||||
|
||||
// ================== 距离过滤 ==================
|
||||
distance_ok(new_bar) =>
|
||||
result = true
|
||||
if array.size(fractal_points) > 0
|
||||
last_fractal = array.get(fractal_points, array.size(fractal_points) - 1)
|
||||
bar_distance = new_bar - last_fractal.bar_index
|
||||
if bar_distance < min_bars_between
|
||||
result := false
|
||||
result
|
||||
|
||||
// ================== 添加分型 ==================
|
||||
if is_top_fractal and distance_ok(bar_index[1])
|
||||
new_fractal = FractalPoint.new(bar_index[1], high[1], "top")
|
||||
array.push(fractal_points, new_fractal)
|
||||
|
||||
if array.size(fractal_points) > 50
|
||||
array.shift(fractal_points)
|
||||
|
||||
if is_bottom_fractal and distance_ok(bar_index[1])
|
||||
new_fractal = FractalPoint.new(bar_index[1], low[1], "bottom")
|
||||
array.push(fractal_points, new_fractal)
|
||||
|
||||
if array.size(fractal_points) > 50
|
||||
array.shift(fractal_points)
|
||||
|
||||
// ================== 显示分型 ==================
|
||||
if show_fenxing
|
||||
if is_top_fractal and distance_ok(bar_index[1])
|
||||
label.new(bar_index[1], high[1], "顶", color=color.red, style=label.style_label_down, size=size.small)
|
||||
|
||||
if is_bottom_fractal and distance_ok(bar_index[1])
|
||||
label.new(bar_index[1], low[1], "底", color=color.green, style=label.style_label_up, size=size.small)
|
||||
|
||||
// ================== 每根K线重新构建所有笔 ==================
|
||||
if barstate.isconfirmed
|
||||
// 清理旧笔
|
||||
if array.size(bi_lines) > 0
|
||||
for i = 0 to array.size(bi_lines) - 1
|
||||
line.delete(array.get(bi_lines, i))
|
||||
array.clear(bi_lines)
|
||||
|
||||
// 重新构建所有笔
|
||||
if array.size(fractal_points) >= 2 and show_bi
|
||||
for i = 0 to array.size(fractal_points) - 2
|
||||
current_fractal = array.get(fractal_points, i)
|
||||
next_fractal = array.get(fractal_points, i + 1)
|
||||
|
||||
// 只连接不同类型的分型
|
||||
if current_fractal.fractal_type != next_fractal.fractal_type
|
||||
// 检查距离限制
|
||||
distance = bar_index - current_fractal.bar_index
|
||||
if distance <= 500
|
||||
new_line = line.new(current_fractal.bar_index, current_fractal.price, next_fractal.bar_index, next_fractal.price, color=color.blue, width=2, style=line.style_solid)
|
||||
array.push(bi_lines, new_line)
|
||||
|
||||
// ================== 信息面板 ==================
|
||||
if barstate.islast
|
||||
var info_table = table.new(position.top_right, 2, 4, bgcolor=color.white, border_width=1)
|
||||
table.cell(info_table, 0, 0, "缠论最终版", text_color=color.black, text_size=size.small)
|
||||
table.cell(info_table, 1, 0, "", text_color=color.black)
|
||||
table.cell(info_table, 0, 1, "分型数", text_color=color.black)
|
||||
table.cell(info_table, 1, 1, str.tostring(array.size(fractal_points)), text_color=color.black)
|
||||
table.cell(info_table, 0, 2, "笔数", text_color=color.black)
|
||||
table.cell(info_table, 1, 2, str.tostring(array.size(bi_lines)), text_color=color.black)
|
||||
table.cell(info_table, 0, 3, "间隔设置", text_color=color.black)
|
||||
table.cell(info_table, 1, 3, str.tostring(min_bars_between), text_color=color.black)
|
||||
@@ -0,0 +1,127 @@
|
||||
//@version=6
|
||||
indicator("缠论修复版", shorttitle="修复版", overlay=true, max_lines_count=100, max_labels_count=100)
|
||||
|
||||
// 参数
|
||||
min_gap = input.int(3, "分型间隔", minval=1, maxval=20)
|
||||
show_fractals = input.bool(true, "显示分型")
|
||||
show_strokes = input.bool(true, "显示笔")
|
||||
show_filtered = input.bool(true, "显示过滤后分型")
|
||||
|
||||
// 数据类型
|
||||
type Fractal
|
||||
int bar_index
|
||||
float price
|
||||
string type
|
||||
bool is_valid
|
||||
|
||||
// 全局变量
|
||||
var all_fractals = array.new<Fractal>()
|
||||
var valid_fractals = array.new<Fractal>()
|
||||
var stroke_lines = array.new<line>()
|
||||
|
||||
// 分型识别
|
||||
is_high = high[1] > high[0] and high[1] > high[2]
|
||||
is_low = low[1] < low[0] and low[1] < low[2]
|
||||
|
||||
// 距离检查
|
||||
distance_ok(new_bar) =>
|
||||
result = true
|
||||
if array.size(all_fractals) > 0
|
||||
last_fractal = array.get(all_fractals, array.size(all_fractals) - 1)
|
||||
if new_bar - last_fractal.bar_index < min_gap
|
||||
result := false
|
||||
result
|
||||
|
||||
// 添加原始分型
|
||||
if is_high and distance_ok(bar_index[1])
|
||||
new_fractal = Fractal.new(bar_index[1], high[1], "top", true)
|
||||
array.push(all_fractals, new_fractal)
|
||||
if array.size(all_fractals) > 100
|
||||
array.shift(all_fractals)
|
||||
|
||||
if is_low and distance_ok(bar_index[1])
|
||||
new_fractal = Fractal.new(bar_index[1], low[1], "bottom", true)
|
||||
array.push(all_fractals, new_fractal)
|
||||
if array.size(all_fractals) > 100
|
||||
array.shift(all_fractals)
|
||||
|
||||
// 显示原始分型
|
||||
if show_fractals
|
||||
if is_high and distance_ok(bar_index[1])
|
||||
label.new(bar_index[1], high[1], "顶", color=color.red, style=label.style_label_down, size=size.tiny)
|
||||
if is_low and distance_ok(bar_index[1])
|
||||
label.new(bar_index[1], low[1], "底", color=color.green, style=label.style_label_up, size=size.tiny)
|
||||
|
||||
// 每根K线更新
|
||||
if barstate.isconfirmed
|
||||
// 清空有效分型数组
|
||||
array.clear(valid_fractals)
|
||||
|
||||
// 应用结合律过滤分型
|
||||
if array.size(all_fractals) >= 1
|
||||
array.push(valid_fractals, array.get(all_fractals, 0))
|
||||
|
||||
i = 1
|
||||
while i < array.size(all_fractals)
|
||||
current_fractal = array.get(all_fractals, i)
|
||||
last_valid = array.get(valid_fractals, array.size(valid_fractals) - 1)
|
||||
|
||||
if current_fractal.type != last_valid.type
|
||||
array.push(valid_fractals, current_fractal)
|
||||
i += 1
|
||||
else
|
||||
extreme_fractal = current_fractal
|
||||
j = i + 1
|
||||
while j < array.size(all_fractals)
|
||||
next_fractal = array.get(all_fractals, j)
|
||||
if next_fractal.type == current_fractal.type
|
||||
if current_fractal.type == "top"
|
||||
if next_fractal.price > extreme_fractal.price
|
||||
extreme_fractal := next_fractal
|
||||
else
|
||||
if next_fractal.price < extreme_fractal.price
|
||||
extreme_fractal := next_fractal
|
||||
j += 1
|
||||
else
|
||||
break
|
||||
array.push(valid_fractals, extreme_fractal)
|
||||
i := j
|
||||
|
||||
// 清理旧笔
|
||||
if array.size(stroke_lines) > 0
|
||||
for k = 0 to array.size(stroke_lines) - 1
|
||||
line.delete(array.get(stroke_lines, k))
|
||||
array.clear(stroke_lines)
|
||||
|
||||
// 绘制笔
|
||||
if show_strokes and array.size(valid_fractals) >= 2
|
||||
for m = 0 to array.size(valid_fractals) - 2
|
||||
current_fractal = array.get(valid_fractals, m)
|
||||
next_fractal = array.get(valid_fractals, m + 1)
|
||||
distance = bar_index - current_fractal.bar_index
|
||||
if distance <= 500
|
||||
stroke_line = line.new(current_fractal.bar_index, current_fractal.price, next_fractal.bar_index, next_fractal.price, color=color.blue, width=2)
|
||||
array.push(stroke_lines, stroke_line)
|
||||
|
||||
// 显示过滤后的分型
|
||||
if show_filtered and barstate.islast
|
||||
for n = 0 to array.size(valid_fractals) - 1
|
||||
fractal = array.get(valid_fractals, n)
|
||||
if fractal.type == "top"
|
||||
label.new(fractal.bar_index, fractal.price, "T", color=color.yellow, style=label.style_label_down, size=size.small)
|
||||
else
|
||||
label.new(fractal.bar_index, fractal.price, "B", color=color.orange, style=label.style_label_up, size=size.small)
|
||||
|
||||
// 信息显示
|
||||
if barstate.islast
|
||||
var table info = table.new(position.top_right, 2, 5, bgcolor=color.white, border_width=1)
|
||||
table.cell(info, 0, 0, "缠论修复版", text_color=color.black, text_size=size.small)
|
||||
table.cell(info, 1, 0, "", text_color=color.black)
|
||||
table.cell(info, 0, 1, "原始分型", text_color=color.black)
|
||||
table.cell(info, 1, 1, str.tostring(array.size(all_fractals)), text_color=color.black)
|
||||
table.cell(info, 0, 2, "有效分型", text_color=color.black)
|
||||
table.cell(info, 1, 2, str.tostring(array.size(valid_fractals)), text_color=color.black)
|
||||
table.cell(info, 0, 3, "笔数", text_color=color.black)
|
||||
table.cell(info, 1, 3, str.tostring(array.size(stroke_lines)), text_color=color.black)
|
||||
table.cell(info, 0, 4, "分型间隔", text_color=color.black)
|
||||
table.cell(info, 1, 4, str.tostring(min_gap), text_color=color.black)
|
||||
@@ -0,0 +1,172 @@
|
||||
//@version=6
|
||||
indicator("缠论优化版", shorttitle="优化版", overlay=true, max_lines_count=100, max_labels_count=100)
|
||||
|
||||
// 优化参数设置
|
||||
min_gap = input.int(8, "分型最小间隔", minval=5, maxval=20, tooltip="增大此值可减少分型数量")
|
||||
strict_mode = input.bool(true, "严格分型模式", tooltip="开启后要求高低点都满足条件")
|
||||
show_original = input.bool(false, "显示原始分型", tooltip="小标签显示所有分型")
|
||||
show_valid = input.bool(true, "显示有效分型", tooltip="大标签显示过滤后分型")
|
||||
show_strokes = input.bool(true, "显示笔连接", tooltip="蓝色粗线连接有效分型")
|
||||
stroke_width = input.int(3, "笔线宽度", minval=1, maxval=5)
|
||||
|
||||
// 数据类型
|
||||
type Fractal
|
||||
int bar_index
|
||||
float price
|
||||
string type // "top" or "bottom"
|
||||
bool is_extreme // 是否为极值点
|
||||
|
||||
// 全局变量
|
||||
var all_fractals = array.new<Fractal>()
|
||||
var valid_fractals = array.new<Fractal>()
|
||||
var stroke_lines = array.new<line>()
|
||||
|
||||
// 优化的分型识别
|
||||
check_fractal() =>
|
||||
top_found = false
|
||||
bottom_found = false
|
||||
|
||||
if strict_mode
|
||||
// 严格模式：高低点都要满足条件
|
||||
if high[1] > high[0] and high[1] > high[2] and low[1] > low[0] and low[1] > low[2]
|
||||
top_found := true
|
||||
if low[1] < low[0] and low[1] < low[2] and high[1] < high[0] and high[1] < high[2]
|
||||
bottom_found := true
|
||||
else
|
||||
// 宽松模式：只要高点或低点满足条件
|
||||
if high[1] > high[0] and high[1] > high[2]
|
||||
top_found := true
|
||||
if low[1] < low[0] and low[1] < low[2]
|
||||
bottom_found := true
|
||||
|
||||
[top_found, bottom_found]
|
||||
|
||||
// 距离和类型检查
|
||||
distance_and_type_ok(new_bar, new_type) =>
|
||||
result = true
|
||||
if array.size(all_fractals) > 0
|
||||
last_fractal = array.get(all_fractals, array.size(all_fractals) - 1)
|
||||
distance = new_bar - last_fractal.bar_index
|
||||
|
||||
// 距离检查
|
||||
if distance < min_gap
|
||||
result := false
|
||||
// 同类型分型需要更大间隔
|
||||
else if last_fractal.type == new_type and distance < min_gap * 1.5
|
||||
result := false
|
||||
result
|
||||
|
||||
[is_top, is_bottom] = check_fractal()
|
||||
|
||||
// 添加分型
|
||||
if is_top and distance_and_type_ok(bar_index[1], "top")
|
||||
new_fractal = Fractal.new(bar_index[1], high[1], "top", false)
|
||||
array.push(all_fractals, new_fractal)
|
||||
if array.size(all_fractals) > 100
|
||||
array.shift(all_fractals)
|
||||
|
||||
if is_bottom and distance_and_type_ok(bar_index[1], "bottom")
|
||||
new_fractal = Fractal.new(bar_index[1], low[1], "bottom", false)
|
||||
array.push(all_fractals, new_fractal)
|
||||
if array.size(all_fractals) > 100
|
||||
array.shift(all_fractals)
|
||||
|
||||
// 显示原始分型
|
||||
if show_original
|
||||
if is_top and distance_and_type_ok(bar_index[1], "top")
|
||||
label.new(bar_index[1], high[1], "顶", color=color.red, style=label.style_label_down, size=size.tiny)
|
||||
if is_bottom and distance_and_type_ok(bar_index[1], "bottom")
|
||||
label.new(bar_index[1], low[1], "底", color=color.green, style=label.style_label_up, size=size.tiny)
|
||||
|
||||
// 每根K线应用结合律过滤
|
||||
if barstate.isconfirmed
|
||||
// 清空有效分型数组
|
||||
array.clear(valid_fractals)
|
||||
|
||||
// 应用结合律过滤
|
||||
if array.size(all_fractals) > 0
|
||||
// 添加第一个分型
|
||||
array.push(valid_fractals, array.get(all_fractals, 0))
|
||||
|
||||
i = 1
|
||||
while i < array.size(all_fractals)
|
||||
current = array.get(all_fractals, i)
|
||||
last_valid = array.get(valid_fractals, array.size(valid_fractals) - 1)
|
||||
|
||||
if current.type != last_valid.type
|
||||
// 不同类型，直接添加
|
||||
array.push(valid_fractals, current)
|
||||
i += 1
|
||||
else
|
||||
// 相同类型，找到最极端的
|
||||
extreme = current
|
||||
j = i + 1
|
||||
|
||||
// 向前搜索相同类型的分型
|
||||
while j < array.size(all_fractals)
|
||||
next = array.get(all_fractals, j)
|
||||
if next.type == current.type
|
||||
// 比较极值
|
||||
if current.type == "top"
|
||||
if next.price > extreme.price
|
||||
extreme := next
|
||||
else // bottom
|
||||
if next.price < extreme.price
|
||||
extreme := next
|
||||
j += 1
|
||||
else
|
||||
break
|
||||
|
||||
// 添加极值分型
|
||||
array.push(valid_fractals, extreme)
|
||||
i := j
|
||||
|
||||
// 清理旧笔
|
||||
if array.size(stroke_lines) > 0
|
||||
for k = 0 to array.size(stroke_lines) - 1
|
||||
line.delete(array.get(stroke_lines, k))
|
||||
array.clear(stroke_lines)
|
||||
|
||||
// 绘制新笔
|
||||
if show_strokes and array.size(valid_fractals) >= 2
|
||||
for m = 0 to array.size(valid_fractals) - 2
|
||||
current = array.get(valid_fractals, m)
|
||||
next = array.get(valid_fractals, m + 1)
|
||||
|
||||
// 检查距离限制
|
||||
distance = bar_index - current.bar_index
|
||||
if distance <= 500
|
||||
line_color = current.type == "bottom" ? color.blue : color.navy
|
||||
stroke_line = line.new(current.bar_index, current.price, next.bar_index, next.price, color=line_color, width=stroke_width)
|
||||
array.push(stroke_lines, stroke_line)
|
||||
|
||||
// 显示有效分型（大标签）
|
||||
if show_valid and barstate.islast
|
||||
for n = 0 to array.size(valid_fractals) - 1
|
||||
fractal = array.get(valid_fractals, n)
|
||||
if fractal.type == "top"
|
||||
label.new(fractal.bar_index, fractal.price, "T", color=color.yellow, style=label.style_label_down, size=size.normal, textcolor=color.black)
|
||||
else
|
||||
label.new(fractal.bar_index, fractal.price, "B", color=color.orange, style=label.style_label_up, size=size.normal, textcolor=color.black)
|
||||
|
||||
// 优化的信息面板
|
||||
if barstate.islast
|
||||
var table info = table.new(position.top_right, 2, 6, bgcolor=color.white, border_width=1)
|
||||
table.cell(info, 0, 0, "缠论优化版", text_color=color.blue, text_size=size.normal)
|
||||
table.cell(info, 1, 0, "", text_color=color.black)
|
||||
table.cell(info, 0, 1, "原始分型", text_color=color.black)
|
||||
table.cell(info, 1, 1, str.tostring(array.size(all_fractals)), text_color=color.green)
|
||||
table.cell(info, 0, 2, "有效分型", text_color=color.black)
|
||||
table.cell(info, 1, 2, str.tostring(array.size(valid_fractals)), text_color=color.red)
|
||||
table.cell(info, 0, 3, "过滤率", text_color=color.black)
|
||||
filter_rate = array.size(all_fractals) > 0 ? math.round((1 - array.size(valid_fractals) / array.size(all_fractals)) * 100) : 0
|
||||
table.cell(info, 1, 3, str.tostring(filter_rate) + "%", text_color=color.purple)
|
||||
table.cell(info, 0, 4, "笔数", text_color=color.black)
|
||||
table.cell(info, 1, 4, str.tostring(array.size(stroke_lines)), text_color=color.blue)
|
||||
table.cell(info, 0, 5, "分型间隔", text_color=color.black)
|
||||
table.cell(info, 1, 5, str.tostring(min_gap), text_color=color.gray)
|
||||
|
||||
// 质量检查：理论上笔数应该 = 有效分型数 - 1
|
||||
quality_check = array.size(valid_fractals) > 0 ? array.size(stroke_lines) == (array.size(valid_fractals) - 1) : true
|
||||
if barstate.islast and not quality_check
|
||||
label.new(bar_index, high, "⚠️质量检查失败", color=color.red, style=label.style_label_down, size=size.large)
|
||||
@@ -0,0 +1,168 @@
|
||||
//@version=6
|
||||
indicator("缠论完美版", shorttitle="完美版", overlay=true, max_lines_count=100, max_labels_count=100)
|
||||
|
||||
// 参数设置
|
||||
min_gap = input.int(10, "分型间隔", minval=5, maxval=30)
|
||||
show_debug = input.bool(false, "显示调试信息")
|
||||
show_strokes = input.bool(true, "显示笔")
|
||||
|
||||
// 数据类型
|
||||
type Fractal
|
||||
int bar_index
|
||||
float price
|
||||
string type
|
||||
|
||||
// 全局变量
|
||||
var raw_fractals = array.new<Fractal>()
|
||||
var final_fractals = array.new<Fractal>()
|
||||
var strokes = array.new<line>()
|
||||
|
||||
// 安全的分型识别 - 添加历史数据检查
|
||||
is_top = bar_index >= 2 and high[1] > high[0] and high[1] > high[2] and low[1] > low[0] and low[1] > low[2]
|
||||
is_bottom = bar_index >= 2 and low[1] < low[0] and low[1] < low[2] and high[1] < high[0] and high[1] < high[2]
|
||||
|
||||
// 距离检查
|
||||
valid_distance(new_bar) =>
|
||||
result = true
|
||||
if array.size(raw_fractals) > 0
|
||||
last = array.get(raw_fractals, array.size(raw_fractals) - 1)
|
||||
if new_bar - last.bar_index < min_gap
|
||||
result := false
|
||||
result
|
||||
|
||||
// 添加原始分型 - 简化条件检查
|
||||
if is_top and valid_distance(bar_index[1])
|
||||
array.push(raw_fractals, Fractal.new(bar_index[1], high[1], "top"))
|
||||
if array.size(raw_fractals) > 50 // 减少数组大小限制
|
||||
array.shift(raw_fractals)
|
||||
|
||||
if is_bottom and valid_distance(bar_index[1])
|
||||
array.push(raw_fractals, Fractal.new(bar_index[1], low[1], "bottom"))
|
||||
if array.size(raw_fractals) > 50 // 减少数组大小限制
|
||||
array.shift(raw_fractals)
|
||||
|
||||
// 显示原始分型（调试）
|
||||
if show_debug
|
||||
if is_top and valid_distance(bar_index[1])
|
||||
label.new(bar_index[1], high[1], "顶", color=color.red, style=label.style_label_down, size=size.tiny)
|
||||
if is_bottom and valid_distance(bar_index[1])
|
||||
label.new(bar_index[1], low[1], "底", color=color.green, style=label.style_label_up, size=size.tiny)
|
||||
|
||||
// 核心：结合律过滤 - 添加更多安全检查
|
||||
if barstate.isconfirmed and array.size(raw_fractals) > 0
|
||||
// 重新构建有效分型
|
||||
array.clear(final_fractals)
|
||||
|
||||
// 第一个分型
|
||||
array.push(final_fractals, array.get(raw_fractals, 0))
|
||||
|
||||
// 从第二个开始处理
|
||||
if array.size(raw_fractals) > 1
|
||||
i = 1
|
||||
while i < array.size(raw_fractals)
|
||||
current = array.get(raw_fractals, i)
|
||||
|
||||
if array.size(final_fractals) > 0
|
||||
last_final = array.get(final_fractals, array.size(final_fractals) - 1)
|
||||
|
||||
if current.type != last_final.type
|
||||
// 不同类型：直接加入
|
||||
array.push(final_fractals, current)
|
||||
i += 1
|
||||
else
|
||||
// 相同类型：找最极端的
|
||||
extreme = current
|
||||
j = i + 1
|
||||
|
||||
// 扫描后续同类型分型
|
||||
while j < array.size(raw_fractals)
|
||||
next = array.get(raw_fractals, j)
|
||||
if next.type == current.type
|
||||
if current.type == "top"
|
||||
if next.price > extreme.price
|
||||
extreme := next
|
||||
else
|
||||
if next.price < extreme.price
|
||||
extreme := next
|
||||
j += 1
|
||||
else
|
||||
break
|
||||
|
||||
// 加入极值分型
|
||||
array.push(final_fractals, extreme)
|
||||
i := j
|
||||
else
|
||||
// 如果final_fractals为空，直接添加
|
||||
array.push(final_fractals, current)
|
||||
i += 1
|
||||
|
||||
// 重绘笔 - 修复统计问题
|
||||
if array.size(strokes) > 0
|
||||
for k = 0 to array.size(strokes) - 1
|
||||
line.delete(array.get(strokes, k))
|
||||
array.clear(strokes)
|
||||
|
||||
if show_strokes and array.size(final_fractals) >= 2
|
||||
for m = 0 to array.size(final_fractals) - 2
|
||||
f1 = array.get(final_fractals, m)
|
||||
f2 = array.get(final_fractals, m + 1)
|
||||
|
||||
// 放宽距离限制，确保所有笔都能绘制
|
||||
distance_from_current = bar_index - f1.bar_index
|
||||
if distance_from_current <= 500 and distance_from_current >= 0 // 恢复到500根K线
|
||||
color_line = f1.type == "bottom" ? color.blue : color.red
|
||||
line_obj = line.new(f1.bar_index, f1.price, f2.bar_index, f2.price, color=color_line, width=3)
|
||||
array.push(strokes, line_obj)
|
||||
|
||||
// 显示最终分型 - 添加距离检查
|
||||
if barstate.islast and array.size(final_fractals) > 0
|
||||
for n = 0 to array.size(final_fractals) - 1
|
||||
frac = array.get(final_fractals, n)
|
||||
distance_from_current = bar_index - frac.bar_index
|
||||
if distance_from_current <= 500 // 恢复到500根K线
|
||||
if frac.type == "top"
|
||||
label.new(frac.bar_index, frac.price, "T", color=color.yellow, style=label.style_label_down, size=size.normal)
|
||||
else
|
||||
label.new(frac.bar_index, frac.price, "B", color=color.orange, style=label.style_label_up, size=size.normal)
|
||||
|
||||
// 改进的信息统计
|
||||
if barstate.islast
|
||||
var table info = table.new(position.top_right, 2, 7, bgcolor=color.white, border_width=1)
|
||||
|
||||
raw_count = array.size(raw_fractals)
|
||||
final_count = array.size(final_fractals)
|
||||
stroke_count = array.size(strokes)
|
||||
theoretical_strokes = final_count > 0 ? final_count - 1 : 0
|
||||
filter_percent = raw_count > 0 ? math.round((raw_count - final_count) * 100 / raw_count) : 0
|
||||
|
||||
// 计算实际可绘制的笔数
|
||||
drawable_strokes = 0
|
||||
if array.size(final_fractals) >= 2
|
||||
for m = 0 to array.size(final_fractals) - 2
|
||||
f1 = array.get(final_fractals, m)
|
||||
distance_from_current = bar_index - f1.bar_index
|
||||
if distance_from_current <= 500 and distance_from_current >= 0
|
||||
drawable_strokes += 1
|
||||
|
||||
table.cell(info, 0, 0, "缠论完美版", text_color=color.blue, text_size=size.normal)
|
||||
table.cell(info, 1, 0, "V1.2", text_color=color.gray)
|
||||
|
||||
table.cell(info, 0, 1, "原始分型", text_color=color.black)
|
||||
table.cell(info, 1, 1, str.tostring(raw_count), text_color=color.green)
|
||||
|
||||
table.cell(info, 0, 2, "有效分型", text_color=color.black)
|
||||
table.cell(info, 1, 2, str.tostring(final_count), text_color=color.red)
|
||||
|
||||
table.cell(info, 0, 3, "过滤率", text_color=color.black)
|
||||
table.cell(info, 1, 3, str.tostring(filter_percent) + "%", text_color=color.purple)
|
||||
|
||||
table.cell(info, 0, 4, "笔数", text_color=color.black)
|
||||
table.cell(info, 1, 4, str.tostring(stroke_count), text_color=color.blue)
|
||||
|
||||
table.cell(info, 0, 5, "可绘制笔", text_color=color.black)
|
||||
table.cell(info, 1, 5, str.tostring(drawable_strokes), text_color=color.gray)
|
||||
|
||||
table.cell(info, 0, 6, "状态", text_color=color.black)
|
||||
status = stroke_count == drawable_strokes ? "✓正常" : "✗异常"
|
||||
status_color = stroke_count == drawable_strokes ? color.green : color.red
|
||||
table.cell(info, 1, 6, status, text_color=status_color)
|
||||
@@ -0,0 +1,191 @@
|
||||
//@version=6
|
||||
indicator("缠论精简版", shorttitle="缠论", overlay=true, max_lines_count=100, max_labels_count=100)
|
||||
|
||||
// ================== 输入参数 ==================
|
||||
show_fractal = input.bool(true, "显示分型", group="显示")
|
||||
show_stroke = input.bool(true, "显示笔", group="显示")
|
||||
show_hub = input.bool(true, "显示中枢", group="显示")
|
||||
show_signals = input.bool(true, "显示买卖点", group="显示")
|
||||
|
||||
fractal_length = input.int(3, "分型周期", minval=3, maxval=10, group="参数")
|
||||
stroke_color = input.color(color.blue, "笔颜色", group="颜色")
|
||||
hub_color = input.color(color.gray, "中枢颜色", group="颜色")
|
||||
|
||||
// ================== 分型识别 ==================
|
||||
// 顶分型
|
||||
top_fractal = ta.pivothigh(high, fractal_length, fractal_length)
|
||||
// 底分型
|
||||
bottom_fractal = ta.pivotlow(low, fractal_length, fractal_length)
|
||||
|
||||
// ================== 存储分型数据 ==================
|
||||
var fractal_highs = array.new<float>()
|
||||
var fractal_lows = array.new<float>()
|
||||
var fractal_high_bars = array.new<int>()
|
||||
var fractal_low_bars = array.new<int>()
|
||||
|
||||
// 记录新的分型
|
||||
if not na(top_fractal)
|
||||
array.push(fractal_highs, top_fractal)
|
||||
array.push(fractal_high_bars, bar_index - fractal_length)
|
||||
|
||||
// 保持数组大小
|
||||
if array.size(fractal_highs) > 50
|
||||
array.shift(fractal_highs)
|
||||
array.shift(fractal_high_bars)
|
||||
|
||||
if not na(bottom_fractal)
|
||||
array.push(fractal_lows, bottom_fractal)
|
||||
array.push(fractal_low_bars, bar_index - fractal_length)
|
||||
|
||||
// 保持数组大小
|
||||
if array.size(fractal_lows) > 50
|
||||
array.shift(fractal_lows)
|
||||
array.shift(fractal_low_bars)
|
||||
|
||||
// ================== 显示分型 ==================
|
||||
if show_fractal
|
||||
// 顶分型标记
|
||||
if not na(top_fractal)
|
||||
label.new(bar_index - fractal_length, top_fractal, "T",
|
||||
color=color.red, style=label.style_label_down, size=size.tiny)
|
||||
|
||||
// 底分型标记
|
||||
if not na(bottom_fractal)
|
||||
label.new(bar_index - fractal_length, bottom_fractal, "B",
|
||||
color=color.green, style=label.style_label_up, size=size.tiny)
|
||||
|
||||
// ================== 笔的构建 ==================
|
||||
var strokes = array.new<line>()
|
||||
|
||||
// 构建笔
|
||||
build_strokes() =>
|
||||
if array.size(fractal_highs) >= 1 and array.size(fractal_lows) >= 1
|
||||
high_size = array.size(fractal_highs)
|
||||
low_size = array.size(fractal_lows)
|
||||
|
||||
last_high = array.get(fractal_highs, high_size - 1)
|
||||
last_low = array.get(fractal_lows, low_size - 1)
|
||||
last_high_bar = array.get(fractal_high_bars, high_size - 1)
|
||||
last_low_bar = array.get(fractal_low_bars, low_size - 1)
|
||||
|
||||
// 根据最后的分型连接笔
|
||||
if last_high_bar > last_low_bar
|
||||
// 最后是顶分型，连接到前一个底分型
|
||||
if low_size >= 2
|
||||
prev_low = array.get(fractal_lows, low_size - 2)
|
||||
prev_low_bar = array.get(fractal_low_bars, low_size - 2)
|
||||
|
||||
if show_stroke
|
||||
new_line = line.new(prev_low_bar, prev_low, last_high_bar, last_high,
|
||||
color=stroke_color, width=2)
|
||||
array.push(strokes, new_line)
|
||||
else
|
||||
// 最后是底分型，连接到前一个顶分型
|
||||
if high_size >= 2
|
||||
prev_high = array.get(fractal_highs, high_size - 2)
|
||||
prev_high_bar = array.get(fractal_high_bars, high_size - 2)
|
||||
|
||||
if show_stroke
|
||||
new_line = line.new(prev_high_bar, prev_high, last_low_bar, last_low,
|
||||
color=stroke_color, width=2)
|
||||
array.push(strokes, new_line)
|
||||
|
||||
// 执行笔构建
|
||||
if not na(top_fractal) or not na(bottom_fractal)
|
||||
build_strokes()
|
||||
|
||||
// ================== 中枢识别 ==================
|
||||
var hubs = array.new<box>()
|
||||
|
||||
identify_hubs() =>
|
||||
if array.size(fractal_highs) >= 3 and array.size(fractal_lows) >= 3
|
||||
// 简化的中枢识别：连续三个分型的重叠区域
|
||||
high_size = array.size(fractal_highs)
|
||||
low_size = array.size(fractal_lows)
|
||||
|
||||
if high_size >= 2 and low_size >= 2
|
||||
h1 = array.get(fractal_highs, high_size - 2)
|
||||
h2 = array.get(fractal_highs, high_size - 1)
|
||||
l1 = array.get(fractal_lows, low_size - 2)
|
||||
l2 = array.get(fractal_lows, low_size - 1)
|
||||
|
||||
hub_high = math.min(h1, h2)
|
||||
hub_low = math.max(l1, l2)
|
||||
|
||||
if hub_high > hub_low
|
||||
start_bar = math.min(array.get(fractal_high_bars, high_size - 2),
|
||||
array.get(fractal_low_bars, low_size - 2))
|
||||
end_bar = math.max(array.get(fractal_high_bars, high_size - 1),
|
||||
array.get(fractal_low_bars, low_size - 1))
|
||||
|
||||
if show_hub
|
||||
hub_box = box.new(start_bar, hub_high, end_bar, hub_low,
|
||||
border_color=hub_color, bgcolor=color.new(hub_color, 85))
|
||||
array.push(hubs, hub_box)
|
||||
|
||||
// 执行中枢识别
|
||||
if barstate.islast and (not na(top_fractal) or not na(bottom_fractal))
|
||||
identify_hubs()
|
||||
|
||||
// ================== 买卖点信号 ==================
|
||||
var buy_point = false
|
||||
var sell_point = false
|
||||
|
||||
// 简化的买卖点逻辑
|
||||
if array.size(fractal_lows) >= 2 and array.size(hubs) >= 1
|
||||
current_low = array.get(fractal_lows, array.size(fractal_lows) - 1)
|
||||
|
||||
if array.size(hubs) > 0
|
||||
latest_hub = array.get(hubs, array.size(hubs) - 1)
|
||||
hub_low = box.get_bottom(latest_hub)
|
||||
|
||||
// 跌破中枢下沿的买点
|
||||
if current_low < hub_low
|
||||
buy_point := true
|
||||
|
||||
if array.size(fractal_highs) >= 2 and array.size(hubs) >= 1
|
||||
current_high = array.get(fractal_highs, array.size(fractal_highs) - 1)
|
||||
|
||||
if array.size(hubs) > 0
|
||||
latest_hub = array.get(hubs, array.size(hubs) - 1)
|
||||
hub_high = box.get_top(latest_hub)
|
||||
|
||||
// 突破中枢上沿的卖点
|
||||
if current_high > hub_high
|
||||
sell_point := true
|
||||
|
||||
// 显示买卖点
|
||||
if show_signals
|
||||
if buy_point and not na(bottom_fractal)
|
||||
label.new(bar_index - fractal_length, bottom_fractal, "买",
|
||||
color=color.green, style=label.style_label_up, size=size.normal)
|
||||
|
||||
if sell_point and not na(top_fractal)
|
||||
label.new(bar_index - fractal_length, top_fractal, "卖",
|
||||
color=color.red, style=label.style_label_down, size=size.normal)
|
||||
|
||||
// ================== 清理旧对象 ==================
|
||||
// 限制绘图对象数量，避免超出限制
|
||||
if array.size(strokes) > 30
|
||||
old_line = array.shift(strokes)
|
||||
line.delete(old_line)
|
||||
|
||||
if array.size(hubs) > 10
|
||||
old_hub = array.shift(hubs)
|
||||
box.delete(old_hub)
|
||||
|
||||
// ================== 警报 ==================
|
||||
alertcondition(buy_point and not na(bottom_fractal), title="缠论买点", message="发现买入信号")
|
||||
alertcondition(sell_point and not na(top_fractal), title="缠论卖点", message="发现卖出信号")
|
||||
|
||||
// ================== 状态显示 ==================
|
||||
if barstate.islast
|
||||
var info_table = table.new(position.top_right, 2, 4, bgcolor=color.white, border_width=1)
|
||||
table.cell(info_table, 0, 0, "缠论状态", text_color=color.black, text_size=size.small)
|
||||
table.cell(info_table, 1, 0, "", text_color=color.black)
|
||||
table.cell(info_table, 0, 1, "顶分型", text_color=color.black)
|
||||
table.cell(info_table, 1, 1, str.tostring(array.size(fractal_highs)), text_color=color.black)
|
||||
table.cell(info_table, 0, 2, "底分型", text_color=color.black)
|
||||
table.cell(info_table, 1, 2, str.tostring(array.size(fractal_lows)), text_color=color.black)
|
||||
table.cell(info_table, 0, 3, "中枢数", text_color=color.black)
|
||||
table.cell(info_table, 1, 3, str.tostring(array.size(hubs)), text_color=color.black)
|
||||
@@ -0,0 +1,89 @@
|
||||
//@version=6
|
||||
indicator("缠论简化测试", shorttitle="缠论测试", overlay=true, max_lines_count=100, max_labels_count=100)
|
||||
|
||||
// ================== 参数设置 ==================
|
||||
show_fenxing = input.bool(true, "显示分型", group="显示设置")
|
||||
show_bi = input.bool(true, "显示笔", group="显示设置")
|
||||
min_bars_between = input.int(8, "分型最小间隔", minval=5, maxval=20, group="缠论参数")
|
||||
|
||||
// ================== 数据类型定义 ==================
|
||||
type FractalPoint
|
||||
int bar_index
|
||||
float price
|
||||
string fractal_type
|
||||
|
||||
// ================== 全局变量 ==================
|
||||
var fractal_points = array.new<FractalPoint>()
|
||||
var bi_lines = array.new<line>()
|
||||
|
||||
// ================== 简单分型识别（严格模式）==================
|
||||
// 严格分型：高点和低点都要满足条件
|
||||
is_top_fractal = high[1] > high[0] and high[1] > high[2] and low[1] > low[0] and low[1] > low[2]
|
||||
is_bottom_fractal = high[1] < high[0] and high[1] < high[2] and low[1] < low[0] and low[1] < low[2]
|
||||
|
||||
// ================== 距离过滤 ==================
|
||||
distance_ok(new_bar) =>
|
||||
result = true
|
||||
if array.size(fractal_points) > 0
|
||||
last_fractal = array.get(fractal_points, array.size(fractal_points) - 1)
|
||||
bar_distance = new_bar - last_fractal.bar_index
|
||||
if bar_distance < min_bars_between
|
||||
result := false
|
||||
result
|
||||
|
||||
// ================== 添加分型 ==================
|
||||
if is_top_fractal and distance_ok(bar_index[1])
|
||||
new_fractal = FractalPoint.new(bar_index[1], high[1], "top")
|
||||
array.push(fractal_points, new_fractal)
|
||||
|
||||
if array.size(fractal_points) > 50
|
||||
array.shift(fractal_points)
|
||||
|
||||
if is_bottom_fractal and distance_ok(bar_index[1])
|
||||
new_fractal = FractalPoint.new(bar_index[1], low[1], "bottom")
|
||||
array.push(fractal_points, new_fractal)
|
||||
|
||||
if array.size(fractal_points) > 50
|
||||
array.shift(fractal_points)
|
||||
|
||||
// ================== 显示分型 ==================
|
||||
if show_fenxing
|
||||
if is_top_fractal and distance_ok(bar_index[1])
|
||||
label.new(bar_index[1], high[1], "顶", color=color.red, style=label.style_label_down, size=size.small)
|
||||
|
||||
if is_bottom_fractal and distance_ok(bar_index[1])
|
||||
label.new(bar_index[1], low[1], "底", color=color.green, style=label.style_label_up, size=size.small)
|
||||
|
||||
// ================== 重新构建所有笔 ==================
|
||||
if barstate.islast
|
||||
// 清理旧笔
|
||||
if array.size(bi_lines) > 0
|
||||
for i = 0 to array.size(bi_lines) - 1
|
||||
line.delete(array.get(bi_lines, i))
|
||||
array.clear(bi_lines)
|
||||
|
||||
// 重新构建所有笔
|
||||
if array.size(fractal_points) >= 2 and show_bi
|
||||
for i = 0 to array.size(fractal_points) - 2
|
||||
current_fractal = array.get(fractal_points, i)
|
||||
next_fractal = array.get(fractal_points, i + 1)
|
||||
|
||||
// 只连接不同类型的分型
|
||||
if current_fractal.fractal_type != next_fractal.fractal_type
|
||||
// 检查距离限制
|
||||
distance = bar_index - current_fractal.bar_index
|
||||
if distance <= 500
|
||||
new_line = line.new(current_fractal.bar_index, current_fractal.price, next_fractal.bar_index, next_fractal.price, color=color.blue, width=2, style=line.style_solid)
|
||||
array.push(bi_lines, new_line)
|
||||
|
||||
// ================== 信息面板 ==================
|
||||
if barstate.islast
|
||||
var info_table = table.new(position.top_right, 2, 4, bgcolor=color.white, border_width=1)
|
||||
table.cell(info_table, 0, 0, "缠论简化测试", text_color=color.black, text_size=size.small)
|
||||
table.cell(info_table, 1, 0, "", text_color=color.black)
|
||||
table.cell(info_table, 0, 1, "分型数", text_color=color.black)
|
||||
table.cell(info_table, 1, 1, str.tostring(array.size(fractal_points)), text_color=color.black)
|
||||
table.cell(info_table, 0, 2, "笔数", text_color=color.black)
|
||||
table.cell(info_table, 1, 2, str.tostring(array.size(bi_lines)), text_color=color.black)
|
||||
table.cell(info_table, 0, 3, "间隔设置", text_color=color.black)
|
||||
table.cell(info_table, 1, 3, str.tostring(min_bars_between), text_color=color.black)
|
||||
@@ -0,0 +1,206 @@
|
||||
//@version=6
|
||||
indicator("缠论简化版V2", shorttitle="缠论V2", overlay=true, max_lines_count=100, max_labels_count=100)
|
||||
|
||||
// ================== 参数设置 ==================
|
||||
show_fenxing = input.bool(true, "显示分型", group="显示设置")
|
||||
show_bi = input.bool(true, "显示笔", group="显示设置")
|
||||
show_zhongshu = input.bool(true, "显示中枢", group="显示设置")
|
||||
show_signals = input.bool(true, "显示买卖点", group="显示设置")
|
||||
|
||||
// 缠论参数
|
||||
fractal_length = input.int(2, "分型识别周期", minval=1, maxval=5, group="缠论参数")
|
||||
min_bars_between = input.int(5, "分型最小间隔", minval=3, maxval=20, group="缠论参数")
|
||||
bi_color = input.color(color.blue, "笔的颜色", group="颜色设置")
|
||||
zhongshu_color = input.color(color.gray, "中枢颜色", group="颜色设置")
|
||||
|
||||
// ================== 数据类型定义 ==================
|
||||
type FractalPoint
|
||||
int bar_index
|
||||
float price
|
||||
string fractal_type // "top" or "bottom"
|
||||
|
||||
// ================== 全局变量 ==================
|
||||
var fractal_points = array.new<FractalPoint>()
|
||||
var bi_lines = array.new<line>()
|
||||
var zhongshu_boxes = array.new<box>()
|
||||
|
||||
// ================== 分型识别 ==================
|
||||
// 检查基本分型条件
|
||||
is_basic_top_fractal = fractal_length > 0 and
|
||||
high[fractal_length] > high[fractal_length-1] and
|
||||
high[fractal_length] > high[fractal_length+1] and
|
||||
low[fractal_length] > low[fractal_length-1] and
|
||||
low[fractal_length] > low[fractal_length+1]
|
||||
|
||||
is_basic_bottom_fractal = fractal_length > 0 and
|
||||
low[fractal_length] < low[fractal_length-1] and
|
||||
low[fractal_length] < low[fractal_length+1] and
|
||||
high[fractal_length] < high[fractal_length-1] and
|
||||
high[fractal_length] < high[fractal_length+1]
|
||||
|
||||
// 检查距离过滤
|
||||
check_distance_filter(new_bar, new_type) =>
|
||||
if array.size(fractal_points) == 0
|
||||
true
|
||||
else
|
||||
last_fractal = array.get(fractal_points, array.size(fractal_points) - 1)
|
||||
bar_distance = new_bar - last_fractal.bar_index
|
||||
|
||||
// 如果距离太近，则不添加新分型
|
||||
if bar_distance < min_bars_between
|
||||
false
|
||||
// 如果是相同类型且距离不够远，也不添加
|
||||
else if last_fractal.fractal_type == new_type and bar_distance < min_bars_between * 2
|
||||
false
|
||||
else
|
||||
true
|
||||
|
||||
// ================== 添加分型 ==================
|
||||
current_bar = bar_index - fractal_length
|
||||
|
||||
// 检查顶分型
|
||||
if is_basic_top_fractal and check_distance_filter(current_bar, "top")
|
||||
new_fractal = FractalPoint.new(current_bar, high[fractal_length], "top")
|
||||
array.push(fractal_points, new_fractal)
|
||||
|
||||
// 保持数组大小
|
||||
if array.size(fractal_points) > 50
|
||||
array.shift(fractal_points)
|
||||
|
||||
// 检查底分型
|
||||
if is_basic_bottom_fractal and check_distance_filter(current_bar, "bottom")
|
||||
new_fractal = FractalPoint.new(current_bar, low[fractal_length], "bottom")
|
||||
array.push(fractal_points, new_fractal)
|
||||
|
||||
// 保持数组大小
|
||||
if array.size(fractal_points) > 50
|
||||
array.shift(fractal_points)
|
||||
|
||||
// ================== 显示分型 ==================
|
||||
if show_fenxing
|
||||
if is_basic_top_fractal and check_distance_filter(current_bar, "top")
|
||||
label.new(current_bar, high[fractal_length], "T",
|
||||
color=color.red, style=label.style_label_down, size=size.small)
|
||||
|
||||
if is_basic_bottom_fractal and check_distance_filter(current_bar, "bottom")
|
||||
label.new(current_bar, low[fractal_length], "B",
|
||||
color=color.green, style=label.style_label_up, size=size.small)
|
||||
|
||||
// ================== 构建笔 ==================
|
||||
// 重建所有笔（当有新分型时）
|
||||
rebuild_bi() =>
|
||||
// 清空现有笔
|
||||
for i = 0 to array.size(bi_lines) - 1
|
||||
line.delete(array.get(bi_lines, i))
|
||||
array.clear(bi_lines)
|
||||
|
||||
// 构建新笔
|
||||
if array.size(fractal_points) >= 2
|
||||
for i = 0 to array.size(fractal_points) - 2
|
||||
current_fractal = array.get(fractal_points, i)
|
||||
next_fractal = array.get(fractal_points, i + 1)
|
||||
|
||||
// 连接相邻的反向分型
|
||||
if current_fractal.fractal_type != next_fractal.fractal_type and show_bi
|
||||
new_line = line.new(
|
||||
current_fractal.bar_index, current_fractal.price,
|
||||
next_fractal.bar_index, next_fractal.price,
|
||||
color=bi_color, width=2, style=line.style_solid)
|
||||
array.push(bi_lines, new_line)
|
||||
|
||||
// 当分型数组发生变化时重建笔
|
||||
var last_fractal_count = 0
|
||||
current_fractal_count = array.size(fractal_points)
|
||||
|
||||
if current_fractal_count != last_fractal_count
|
||||
rebuild_bi()
|
||||
last_fractal_count := current_fractal_count
|
||||
|
||||
// ================== 中枢识别 ==================
|
||||
// 简化的中枢识别
|
||||
if array.size(bi_lines) >= 3 and show_zhongshu
|
||||
// 检查最近是否需要添加新中枢
|
||||
if array.size(bi_lines) >= 3
|
||||
line1 = array.get(bi_lines, array.size(bi_lines) - 3)
|
||||
line2 = array.get(bi_lines, array.size(bi_lines) - 2)
|
||||
line3 = array.get(bi_lines, array.size(bi_lines) - 1)
|
||||
|
||||
// 获取价格区间
|
||||
h1 = math.max(line.get_y1(line1), line.get_y2(line1))
|
||||
l1 = math.min(line.get_y1(line1), line.get_y2(line1))
|
||||
h2 = math.max(line.get_y1(line2), line.get_y2(line2))
|
||||
l2 = math.min(line.get_y1(line2), line.get_y2(line2))
|
||||
h3 = math.max(line.get_y1(line3), line.get_y2(line3))
|
||||
l3 = math.min(line.get_y1(line3), line.get_y2(line3))
|
||||
|
||||
// 计算重叠区域
|
||||
overlap_high = math.min(math.min(h1, h2), h3)
|
||||
overlap_low = math.max(math.max(l1, l2), l3)
|
||||
|
||||
// 形成中枢
|
||||
if overlap_high > overlap_low
|
||||
start_bar = math.min(line.get_x1(line1), line.get_x2(line1))
|
||||
end_bar = math.max(line.get_x1(line3), line.get_x2(line3))
|
||||
|
||||
// 检查是否需要添加新中枢
|
||||
should_add = true
|
||||
if array.size(zhongshu_boxes) > 0
|
||||
last_box = array.get(zhongshu_boxes, array.size(zhongshu_boxes) - 1)
|
||||
if math.abs(box.get_right(last_box) - end_bar) < 10
|
||||
should_add := false
|
||||
|
||||
if should_add
|
||||
zs_box = box.new(start_bar, overlap_high, end_bar, overlap_low,
|
||||
border_color=zhongshu_color,
|
||||
bgcolor=color.new(zhongshu_color, 80))
|
||||
array.push(zhongshu_boxes, zs_box)
|
||||
|
||||
// ================== 买卖点识别 ==================
|
||||
var last_signal_bar = 0
|
||||
|
||||
if array.size(zhongshu_boxes) > 0 and array.size(fractal_points) > 0 and show_signals
|
||||
latest_zs = array.get(zhongshu_boxes, array.size(zhongshu_boxes) - 1)
|
||||
zs_high = box.get_top(latest_zs)
|
||||
zs_low = box.get_bottom(latest_zs)
|
||||
zs_right = box.get_right(latest_zs)
|
||||
|
||||
// 检查最新分型
|
||||
if array.size(fractal_points) > 0
|
||||
latest_fractal = array.get(fractal_points, array.size(fractal_points) - 1)
|
||||
|
||||
// 确保信号间隔
|
||||
if latest_fractal.bar_index > last_signal_bar + 5 and latest_fractal.bar_index > zs_right
|
||||
// 买点：底分型跌破中枢下沿
|
||||
if latest_fractal.fractal_type == "bottom" and latest_fractal.price < zs_low
|
||||
label.new(latest_fractal.bar_index, latest_fractal.price, "买",
|
||||
color=color.green, style=label.style_label_up, size=size.normal)
|
||||
last_signal_bar := latest_fractal.bar_index
|
||||
|
||||
// 卖点：顶分型突破中枢上沿
|
||||
if latest_fractal.fractal_type == "top" and latest_fractal.price > zs_high
|
||||
label.new(latest_fractal.bar_index, latest_fractal.price, "卖",
|
||||
color=color.red, style=label.style_label_down, size=size.normal)
|
||||
last_signal_bar := latest_fractal.bar_index
|
||||
|
||||
// ================== 清理旧对象 ==================
|
||||
if array.size(zhongshu_boxes) > 10
|
||||
old_box = array.shift(zhongshu_boxes)
|
||||
box.delete(old_box)
|
||||
|
||||
// ================== 信息面板 ==================
|
||||
if barstate.islast
|
||||
var info_table = table.new(position.top_right, 2, 4, bgcolor=color.white, border_width=1)
|
||||
table.cell(info_table, 0, 0, "缠论V2", text_color=color.black, text_size=size.small)
|
||||
table.cell(info_table, 1, 0, "", text_color=color.black)
|
||||
table.cell(info_table, 0, 1, "分型数", text_color=color.black)
|
||||
table.cell(info_table, 1, 1, str.tostring(array.size(fractal_points)), text_color=color.black)
|
||||
table.cell(info_table, 0, 2, "笔数", text_color=color.black)
|
||||
table.cell(info_table, 1, 2, str.tostring(array.size(bi_lines)), text_color=color.black)
|
||||
table.cell(info_table, 0, 3, "中枢数", text_color=color.black)
|
||||
table.cell(info_table, 1, 3, str.tostring(array.size(zhongshu_boxes)), text_color=color.black)
|
||||
|
||||
// ================== 警报 ==================
|
||||
alertcondition(is_basic_bottom_fractal and check_distance_filter(current_bar, "bottom"),
|
||||
title="缠论买点", message="发现底分型")
|
||||
alertcondition(is_basic_top_fractal and check_distance_filter(current_bar, "top"),
|
||||
title="缠论卖点", message="发现顶分型")
|
||||
@@ -0,0 +1,371 @@
|
||||
//@version=6
|
||||
indicator("缠论标准版V3", shorttitle="缠论标准V3", overlay=true, max_lines_count=200, max_labels_count=200)
|
||||
|
||||
// ================== 参数设置 ==================
|
||||
show_merged_k = input.bool(true, "显示合并K线", group="显示设置")
|
||||
show_fenxing = input.bool(true, "显示分型", group="显示设置")
|
||||
show_bi = input.bool(true, "显示笔", group="显示设置")
|
||||
show_xianduan = input.bool(true, "显示线段", group="显示设置")
|
||||
show_zhongshu = input.bool(true, "显示中枢", group="显示设置")
|
||||
show_signals = input.bool(true, "显示买卖点", group="显示设置")
|
||||
debug_mode = input.bool(false, "调试模式（禁用分型间隔过滤）", group="显示设置")
|
||||
|
||||
// 缠论参数
|
||||
fractal_length = input.int(1, "分型识别周期", minval=1, maxval=3, group="缠论参数")
|
||||
min_bars_between = input.int(2, "分型最小间隔", minval=1, maxval=20, group="缠论参数")
|
||||
strict_fractal = input.bool(false, "严格分型模式", group="缠论参数")
|
||||
bi_color = input.color(color.blue, "笔的颜色", group="颜色设置")
|
||||
xianduan_color = input.color(color.red, "线段颜色", group="颜色设置")
|
||||
zhongshu_color = input.color(color.gray, "中枢颜色", group="颜色设置")
|
||||
merged_k_color = input.color(color.orange, "合并K线颜色", group="颜色设置")
|
||||
|
||||
// ================== 数据类型定义 ==================
|
||||
type MergedK
|
||||
int bar_index
|
||||
float high
|
||||
float low
|
||||
float open
|
||||
float close
|
||||
int direction // 1: 向上, -1: 向下, 0: 未确定
|
||||
|
||||
type FractalPoint
|
||||
int bar_index
|
||||
float price
|
||||
string fractal_type
|
||||
bool confirmed
|
||||
|
||||
type BiSegment
|
||||
FractalPoint start_point
|
||||
FractalPoint end_point
|
||||
int direction
|
||||
|
||||
type XianDuan
|
||||
array<BiSegment> bi_segments
|
||||
FractalPoint start_point
|
||||
FractalPoint end_point
|
||||
bool broken
|
||||
|
||||
// ================== 全局变量 ==================
|
||||
var merged_ks = array.new<MergedK>()
|
||||
var fractal_points = array.new<FractalPoint>()
|
||||
var bi_segments = array.new<BiSegment>()
|
||||
var xianduan_segments = array.new<XianDuan>()
|
||||
var bi_lines = array.new<line>()
|
||||
var xianduan_lines = array.new<line>()
|
||||
var zhongshu_boxes = array.new<box>()
|
||||
var merged_k_lines = array.new<line>()
|
||||
var last_signal_bar = 0
|
||||
var current_trend = 0 // 当前趋势方向
|
||||
|
||||
// ================== K线合并处理 ==================
|
||||
// 判断是否存在包含关系
|
||||
is_contained(k1_high, k1_low, k2_high, k2_low) =>
|
||||
(k1_high >= k2_high and k1_low <= k2_low) or (k2_high >= k1_high and k2_low <= k1_low)
|
||||
|
||||
// 执行K线合并
|
||||
if barstate.isconfirmed
|
||||
current_k = MergedK.new(bar_index, high, low, open, close, 0)
|
||||
|
||||
if array.size(merged_ks) == 0
|
||||
array.push(merged_ks, current_k)
|
||||
else
|
||||
last_k = array.get(merged_ks, array.size(merged_ks) - 1)
|
||||
|
||||
// 检查包含关系
|
||||
if is_contained(last_k.high, last_k.low, current_k.high, current_k.low)
|
||||
// 存在包含关系，需要合并
|
||||
merged_high = 0.0
|
||||
merged_low = 0.0
|
||||
|
||||
// 根据趋势方向确定合并规则
|
||||
if current_trend > 0 // 向上趋势
|
||||
merged_high := math.max(last_k.high, current_k.high)
|
||||
merged_low := math.max(last_k.low, current_k.low)
|
||||
else if current_trend < 0 // 向下趋势
|
||||
merged_high := math.min(last_k.high, current_k.high)
|
||||
merged_low := math.min(last_k.low, current_k.low)
|
||||
else // 趋势未确定，按第一根K线方向
|
||||
if last_k.close > last_k.open // 阳线趋势
|
||||
merged_high := math.max(last_k.high, current_k.high)
|
||||
merged_low := math.max(last_k.low, current_k.low)
|
||||
else // 阴线趋势
|
||||
merged_high := math.min(last_k.high, current_k.high)
|
||||
merged_low := math.min(last_k.low, current_k.low)
|
||||
|
||||
// 更新最后一个合并K线
|
||||
last_k.high := merged_high
|
||||
last_k.low := merged_low
|
||||
last_k.close := current_k.close
|
||||
last_k.bar_index := current_k.bar_index
|
||||
else
|
||||
// 无包含关系，直接添加
|
||||
array.push(merged_ks, current_k)
|
||||
|
||||
// 更新趋势方向
|
||||
if array.size(merged_ks) >= 2
|
||||
prev_k = array.get(merged_ks, array.size(merged_ks) - 2)
|
||||
if current_k.high > prev_k.high
|
||||
current_trend := 1
|
||||
else if current_k.low < prev_k.low
|
||||
current_trend := -1
|
||||
|
||||
// 限制数组大小
|
||||
if array.size(merged_ks) > 1000
|
||||
array.shift(merged_ks)
|
||||
|
||||
// ================== 分型识别（基于合并K线）==================
|
||||
// 标准分型识别
|
||||
check_fractal_from_merged() =>
|
||||
var top_fractal = false
|
||||
var bottom_fractal = false
|
||||
var fractal_bar = 0
|
||||
var fractal_high = 0.0
|
||||
var fractal_low = 0.0
|
||||
|
||||
if array.size(merged_ks) >= 3
|
||||
// 检查最近三根合并K线
|
||||
k1 = array.get(merged_ks, array.size(merged_ks) - 3)
|
||||
k2 = array.get(merged_ks, array.size(merged_ks) - 2)
|
||||
k3 = array.get(merged_ks, array.size(merged_ks) - 1)
|
||||
|
||||
if strict_fractal
|
||||
// 严格分型：中间K线的高低点都比左右K线高/低
|
||||
if k2.high > k1.high and k2.high > k3.high and k2.low > k1.low and k2.low > k3.low
|
||||
top_fractal := true
|
||||
fractal_bar := k2.bar_index
|
||||
fractal_high := k2.high
|
||||
|
||||
if k2.high < k1.high and k2.high < k3.high and k2.low < k1.low and k2.low < k3.low
|
||||
bottom_fractal := true
|
||||
fractal_bar := k2.bar_index
|
||||
fractal_low := k2.low
|
||||
else
|
||||
// 宽松分型：只要高点或低点满足条件即可
|
||||
if k2.high > k1.high and k2.high > k3.high
|
||||
top_fractal := true
|
||||
fractal_bar := k2.bar_index
|
||||
fractal_high := k2.high
|
||||
|
||||
if k2.low < k1.low and k2.low < k3.low
|
||||
bottom_fractal := true
|
||||
fractal_bar := k2.bar_index
|
||||
fractal_low := k2.low
|
||||
|
||||
[top_fractal, bottom_fractal, fractal_bar, fractal_high, fractal_low]
|
||||
|
||||
[is_top_fractal, is_bottom_fractal, fractal_bar_index, fractal_high_price, fractal_low_price] = check_fractal_from_merged()
|
||||
|
||||
// 检查距离过滤
|
||||
distance_ok(new_bar, new_type) =>
|
||||
if debug_mode
|
||||
true
|
||||
else
|
||||
result = true
|
||||
if array.size(fractal_points) > 0
|
||||
last_fractal = array.get(fractal_points, array.size(fractal_points) - 1)
|
||||
bar_distance = new_bar - last_fractal.bar_index
|
||||
if bar_distance < min_bars_between
|
||||
result := false
|
||||
result
|
||||
|
||||
// ================== 添加分型 ==================
|
||||
var bool fractal_added = false
|
||||
fractal_added := false
|
||||
|
||||
if is_top_fractal and distance_ok(fractal_bar_index, "top")
|
||||
new_fractal = FractalPoint.new(fractal_bar_index, fractal_high_price, "top", true)
|
||||
array.push(fractal_points, new_fractal)
|
||||
fractal_added := true
|
||||
|
||||
if array.size(fractal_points) > 100
|
||||
array.shift(fractal_points)
|
||||
|
||||
if is_bottom_fractal and distance_ok(fractal_bar_index, "bottom")
|
||||
new_fractal = FractalPoint.new(fractal_bar_index, fractal_low_price, "bottom", true)
|
||||
array.push(fractal_points, new_fractal)
|
||||
fractal_added := true
|
||||
|
||||
if array.size(fractal_points) > 100
|
||||
array.shift(fractal_points)
|
||||
|
||||
// ================== 显示合并K线 ==================
|
||||
if show_merged_k and array.size(merged_ks) >= 2
|
||||
// 清理旧线条
|
||||
if array.size(merged_k_lines) > 0
|
||||
for i = 0 to array.size(merged_k_lines) - 1
|
||||
line.delete(array.get(merged_k_lines, i))
|
||||
array.clear(merged_k_lines)
|
||||
|
||||
// 绘制合并K线连线
|
||||
for i = 0 to array.size(merged_ks) - 2
|
||||
k1 = array.get(merged_ks, i)
|
||||
k2 = array.get(merged_ks, i + 1)
|
||||
|
||||
// 检查距离限制
|
||||
k_distance = bar_index - k1.bar_index
|
||||
if k_distance <= 500
|
||||
high_line = line.new(k1.bar_index, k1.high, k2.bar_index, k2.high, color=merged_k_color, width=1, style=line.style_dashed)
|
||||
low_line = line.new(k1.bar_index, k1.low, k2.bar_index, k2.low, color=merged_k_color, width=1, style=line.style_dashed)
|
||||
array.push(merged_k_lines, high_line)
|
||||
array.push(merged_k_lines, low_line)
|
||||
|
||||
// ================== 显示分型 ==================
|
||||
if show_fenxing
|
||||
if is_top_fractal and distance_ok(fractal_bar_index, "top")
|
||||
label.new(fractal_bar_index, fractal_high_price, "顶", color=color.red, style=label.style_label_down, size=size.small)
|
||||
|
||||
if is_bottom_fractal and distance_ok(fractal_bar_index, "bottom")
|
||||
label.new(fractal_bar_index, fractal_low_price, "底", color=color.green, style=label.style_label_up, size=size.small)
|
||||
|
||||
// ================== 构建笔 ==================
|
||||
// 在每根K线重新构建所有笔
|
||||
if barstate.isconfirmed
|
||||
// 清理旧笔
|
||||
if array.size(bi_lines) > 0
|
||||
for i = 0 to array.size(bi_lines) - 1
|
||||
line.delete(array.get(bi_lines, i))
|
||||
array.clear(bi_lines)
|
||||
array.clear(bi_segments)
|
||||
|
||||
// 重新构建所有笔
|
||||
if array.size(fractal_points) >= 2 and show_bi
|
||||
for i = 0 to array.size(fractal_points) - 2
|
||||
current_fractal = array.get(fractal_points, i)
|
||||
next_fractal = array.get(fractal_points, i + 1)
|
||||
|
||||
// 只连接不同类型的分型
|
||||
if current_fractal.fractal_type != next_fractal.fractal_type
|
||||
// 确定方向
|
||||
direction = current_fractal.fractal_type == "bottom" ? 1 : -1
|
||||
|
||||
// 创建笔段
|
||||
bi_seg = BiSegment.new(current_fractal, next_fractal, direction)
|
||||
array.push(bi_segments, bi_seg)
|
||||
|
||||
// 检查距离限制
|
||||
distance = bar_index - current_fractal.bar_index
|
||||
if distance <= 500
|
||||
new_line = line.new(current_fractal.bar_index, current_fractal.price, next_fractal.bar_index, next_fractal.price, color=bi_color, width=2, style=line.style_solid)
|
||||
array.push(bi_lines, new_line)
|
||||
|
||||
// ================== 线段识别 ==================
|
||||
// 在每根K线重新构建线段
|
||||
if barstate.isconfirmed and array.size(bi_segments) >= 3
|
||||
// 清理旧线段
|
||||
if array.size(xianduan_lines) > 0
|
||||
for i = 0 to array.size(xianduan_lines) - 1
|
||||
line.delete(array.get(xianduan_lines, i))
|
||||
array.clear(xianduan_lines)
|
||||
array.clear(xianduan_segments)
|
||||
|
||||
// 每三笔构建一个线段
|
||||
segment_count = array.size(bi_segments) // 3
|
||||
for j = 0 to segment_count - 1
|
||||
start_idx = j * 3
|
||||
if start_idx + 2 < array.size(bi_segments)
|
||||
bi1 = array.get(bi_segments, start_idx)
|
||||
bi2 = array.get(bi_segments, start_idx + 1)
|
||||
bi3 = array.get(bi_segments, start_idx + 2)
|
||||
|
||||
// 创建线段
|
||||
bi_array = array.new<BiSegment>()
|
||||
array.push(bi_array, bi1)
|
||||
array.push(bi_array, bi2)
|
||||
array.push(bi_array, bi3)
|
||||
xianduan = XianDuan.new(bi_array, bi1.start_point, bi3.end_point, false)
|
||||
array.push(xianduan_segments, xianduan)
|
||||
|
||||
// 绘制线段
|
||||
if show_xianduan
|
||||
xianduan_distance = bar_index - bi1.start_point.bar_index
|
||||
if xianduan_distance <= 500
|
||||
xianduan_line = line.new(bi1.start_point.bar_index, bi1.start_point.price, bi3.end_point.bar_index, bi3.end_point.price, color=xianduan_color, width=3, style=line.style_solid)
|
||||
array.push(xianduan_lines, xianduan_line)
|
||||
|
||||
// ================== 中枢识别（基于笔的重叠）==================
|
||||
if barstate.isconfirmed and array.size(bi_segments) >= 3 and show_zhongshu
|
||||
// 清理旧中枢
|
||||
if array.size(zhongshu_boxes) > 0
|
||||
for i = 0 to array.size(zhongshu_boxes) - 1
|
||||
box.delete(array.get(zhongshu_boxes, i))
|
||||
array.clear(zhongshu_boxes)
|
||||
|
||||
// 为每三笔检查中枢
|
||||
for k = 0 to array.size(bi_segments) - 3
|
||||
bi1 = array.get(bi_segments, k)
|
||||
bi2 = array.get(bi_segments, k + 1)
|
||||
bi3 = array.get(bi_segments, k + 2)
|
||||
|
||||
// 计算笔的价格区间
|
||||
bi1_high = math.max(bi1.start_point.price, bi1.end_point.price)
|
||||
bi1_low = math.min(bi1.start_point.price, bi1.end_point.price)
|
||||
bi2_high = math.max(bi2.start_point.price, bi2.end_point.price)
|
||||
bi2_low = math.min(bi2.start_point.price, bi2.end_point.price)
|
||||
bi3_high = math.max(bi3.start_point.price, bi3.end_point.price)
|
||||
bi3_low = math.min(bi3.start_point.price, bi3.end_point.price)
|
||||
|
||||
// 计算重叠区域
|
||||
overlap_high = math.min(math.min(bi1_high, bi2_high), bi3_high)
|
||||
overlap_low = math.max(math.max(bi1_low, bi2_low), bi3_low)
|
||||
|
||||
// 形成中枢
|
||||
if overlap_high > overlap_low
|
||||
start_bar = math.min(bi1.start_point.bar_index, bi1.end_point.bar_index)
|
||||
end_bar = math.max(bi3.start_point.bar_index, bi3.end_point.bar_index)
|
||||
|
||||
// 创建中枢（检查距离限制）
|
||||
zs_distance = bar_index - start_bar
|
||||
if zs_distance <= 500
|
||||
zs_box = box.new(start_bar, overlap_high, end_bar, overlap_low, border_color=zhongshu_color, bgcolor=color.new(zhongshu_color, 85))
|
||||
array.push(zhongshu_boxes, zs_box)
|
||||
|
||||
// ================== 改进的买卖点识别 ==================
|
||||
if show_signals and array.size(zhongshu_boxes) > 0 and array.size(fractal_points) >= 2
|
||||
last_zhongshu = array.get(zhongshu_boxes, array.size(zhongshu_boxes) - 1)
|
||||
last_fractal = array.get(fractal_points, array.size(fractal_points) - 1)
|
||||
|
||||
zhongshu_high = box.get_top(last_zhongshu)
|
||||
zhongshu_low = box.get_bottom(last_zhongshu)
|
||||
|
||||
// 一买点：跌破中枢下沿后的底分型
|
||||
if last_fractal.fractal_type == "bottom" and last_fractal.price < zhongshu_low and last_fractal.bar_index > last_signal_bar + 5
|
||||
label.new(last_fractal.bar_index, last_fractal.price, "一买", color=color.green, style=label.style_label_up, size=size.normal)
|
||||
last_signal_bar := last_fractal.bar_index
|
||||
|
||||
// 一卖点：突破中枢上沿后的顶分型
|
||||
if last_fractal.fractal_type == "top" and last_fractal.price > zhongshu_high and last_fractal.bar_index > last_signal_bar + 5
|
||||
label.new(last_fractal.bar_index, last_fractal.price, "一卖", color=color.red, style=label.style_label_down, size=size.normal)
|
||||
last_signal_bar := last_fractal.bar_index
|
||||
|
||||
|
||||
|
||||
// ================== 信息面板 ==================
|
||||
if barstate.islast
|
||||
var info_table = table.new(position.top_right, 2, 10, bgcolor=color.white, border_width=1)
|
||||
table.cell(info_table, 0, 0, "缠论标准V3", text_color=color.black, text_size=size.small)
|
||||
table.cell(info_table, 1, 0, "", text_color=color.black)
|
||||
table.cell(info_table, 0, 1, "合并K线数", text_color=color.black)
|
||||
table.cell(info_table, 1, 1, str.tostring(array.size(merged_ks)), text_color=color.black)
|
||||
table.cell(info_table, 0, 2, "分型数", text_color=color.black)
|
||||
table.cell(info_table, 1, 2, str.tostring(array.size(fractal_points)), text_color=color.black)
|
||||
table.cell(info_table, 0, 3, "笔数", text_color=color.black)
|
||||
table.cell(info_table, 1, 3, str.tostring(array.size(bi_segments)), text_color=color.black)
|
||||
table.cell(info_table, 0, 4, "线段数", text_color=color.black)
|
||||
table.cell(info_table, 1, 4, str.tostring(array.size(xianduan_segments)), text_color=color.black)
|
||||
table.cell(info_table, 0, 5, "中枢数", text_color=color.black)
|
||||
table.cell(info_table, 1, 5, str.tostring(array.size(zhongshu_boxes)), text_color=color.black)
|
||||
table.cell(info_table, 0, 6, "当前趋势", text_color=color.black)
|
||||
trend_text = current_trend > 0 ? "向上" : current_trend < 0 ? "向下" : "震荡"
|
||||
table.cell(info_table, 1, 6, trend_text, text_color=color.black)
|
||||
table.cell(info_table, 0, 7, "合并K线", text_color=color.black)
|
||||
table.cell(info_table, 1, 7, show_merged_k ? "开" : "关", text_color=color.black)
|
||||
table.cell(info_table, 0, 8, "线段显示", text_color=color.black)
|
||||
table.cell(info_table, 1, 8, show_xianduan ? "开" : "关", text_color=color.black)
|
||||
table.cell(info_table, 0, 9, "调试模式", text_color=color.black)
|
||||
table.cell(info_table, 1, 9, debug_mode ? "开" : "关", text_color=color.black)
|
||||
|
||||
// ================== 警报 ==================
|
||||
alertcondition(is_bottom_fractal and distance_ok(fractal_bar_index, "bottom"),
|
||||
title="缠论买点", message="发现底分型")
|
||||
alertcondition(is_top_fractal and distance_ok(fractal_bar_index, "top"),
|
||||
title="缠论卖点", message="发现顶分型")
|
||||
@@ -0,0 +1,106 @@
|
||||
//@version=6
|
||||
indicator("缠论测试版", shorttitle="缠论测试", overlay=true)
|
||||
|
||||
// 参数设置
|
||||
show_merged_k = input.bool(true, "显示合并K线")
|
||||
show_fenxing = input.bool(true, "显示分型")
|
||||
show_bi = input.bool(true, "显示笔")
|
||||
|
||||
// 数据类型
|
||||
type MergedK
|
||||
int bar_index
|
||||
float high
|
||||
float low
|
||||
float open
|
||||
float close
|
||||
|
||||
type FractalPoint
|
||||
int bar_index
|
||||
float price
|
||||
string fractal_type
|
||||
|
||||
// 全局变量
|
||||
var merged_ks = array.new<MergedK>()
|
||||
var fractal_points = array.new<FractalPoint>()
|
||||
var current_trend = 0
|
||||
|
||||
// 包含关系判断
|
||||
is_contained(k1_high, k1_low, k2_high, k2_low) =>
|
||||
(k1_high >= k2_high and k1_low <= k2_low) or (k2_high >= k1_high and k2_low <= k1_low)
|
||||
|
||||
// K线合并
|
||||
if barstate.isconfirmed
|
||||
current_k = MergedK.new(bar_index, high, low, open, close)
|
||||
|
||||
if array.size(merged_ks) == 0
|
||||
array.push(merged_ks, current_k)
|
||||
else
|
||||
last_k = array.get(merged_ks, array.size(merged_ks) - 1)
|
||||
|
||||
if is_contained(last_k.high, last_k.low, current_k.high, current_k.low)
|
||||
// 合并K线
|
||||
if current_trend > 0
|
||||
last_k.high := math.max(last_k.high, current_k.high)
|
||||
last_k.low := math.max(last_k.low, current_k.low)
|
||||
else if current_trend < 0
|
||||
last_k.high := math.min(last_k.high, current_k.high)
|
||||
last_k.low := math.min(last_k.low, current_k.low)
|
||||
else
|
||||
if last_k.close > last_k.open
|
||||
last_k.high := math.max(last_k.high, current_k.high)
|
||||
last_k.low := math.max(last_k.low, current_k.low)
|
||||
else
|
||||
last_k.high := math.min(last_k.high, current_k.high)
|
||||
last_k.low := math.min(last_k.low, current_k.low)
|
||||
last_k.bar_index := current_k.bar_index
|
||||
else
|
||||
array.push(merged_ks, current_k)
|
||||
// 更新趋势
|
||||
if array.size(merged_ks) >= 2
|
||||
prev_k = array.get(merged_ks, array.size(merged_ks) - 2)
|
||||
if current_k.high > prev_k.high
|
||||
current_trend := 1
|
||||
else if current_k.low < prev_k.low
|
||||
current_trend := -1
|
||||
|
||||
// 分型识别
|
||||
if array.size(merged_ks) >= 3
|
||||
k1 = array.get(merged_ks, array.size(merged_ks) - 3)
|
||||
k2 = array.get(merged_ks, array.size(merged_ks) - 2)
|
||||
k3 = array.get(merged_ks, array.size(merged_ks) - 1)
|
||||
|
||||
// 顶分型
|
||||
if k2.high > k1.high and k2.high > k3.high and k2.low > k1.low and k2.low > k3.low
|
||||
new_fractal = FractalPoint.new(k2.bar_index, k2.high, "top")
|
||||
array.push(fractal_points, new_fractal)
|
||||
if show_fenxing
|
||||
label.new(k2.bar_index, k2.high, "顶", color=color.red, style=label.style_label_down)
|
||||
|
||||
// 底分型
|
||||
if k2.high < k1.high and k2.high < k3.high and k2.low < k1.low and k2.low < k3.low
|
||||
new_fractal = FractalPoint.new(k2.bar_index, k2.low, "bottom")
|
||||
array.push(fractal_points, new_fractal)
|
||||
if show_fenxing
|
||||
label.new(k2.bar_index, k2.low, "底", color=color.green, style=label.style_label_up)
|
||||
|
||||
// 构建笔
|
||||
if show_bi and array.size(fractal_points) >= 2
|
||||
for i = 0 to array.size(fractal_points) - 2
|
||||
current_fractal = array.get(fractal_points, i)
|
||||
next_fractal = array.get(fractal_points, i + 1)
|
||||
|
||||
if current_fractal.fractal_type != next_fractal.fractal_type
|
||||
line.new(current_fractal.bar_index, current_fractal.price, next_fractal.bar_index, next_fractal.price, color=color.blue, width=2)
|
||||
|
||||
// 信息面板
|
||||
if barstate.islast
|
||||
var info_table = table.new(position.top_right, 2, 4, bgcolor=color.white, border_width=1)
|
||||
table.cell(info_table, 0, 0, "缠论测试", text_color=color.black)
|
||||
table.cell(info_table, 1, 0, "", text_color=color.black)
|
||||
table.cell(info_table, 0, 1, "合并K线", text_color=color.black)
|
||||
table.cell(info_table, 1, 1, str.tostring(array.size(merged_ks)), text_color=color.black)
|
||||
table.cell(info_table, 0, 2, "分型数", text_color=color.black)
|
||||
table.cell(info_table, 1, 2, str.tostring(array.size(fractal_points)), text_color=color.black)
|
||||
table.cell(info_table, 0, 3, "当前趋势", text_color=color.black)
|
||||
trend_text = current_trend > 0 ? "向上" : current_trend < 0 ? "向下" : "震荡"
|
||||
table.cell(info_table, 1, 3, trend_text, text_color=color.black)
|
||||
@@ -0,0 +1,47 @@
|
||||
//@version=6
|
||||
indicator("缠论超简版", shorttitle="缠论超简", overlay=true)
|
||||
|
||||
// 简单参数
|
||||
min_gap = input.int(5, "分型间隔")
|
||||
|
||||
// 全局变量
|
||||
var int last_fractal_bar = 0
|
||||
var float last_fractal_price = 0.0
|
||||
var string last_fractal_type = ""
|
||||
|
||||
// 简单分型检测
|
||||
is_high = high[1] > high[0] and high[1] > high[2]
|
||||
is_low = low[1] < low[0] and low[1] < low[2]
|
||||
|
||||
// 距离检查
|
||||
gap_ok = bar_index[1] - last_fractal_bar >= min_gap
|
||||
|
||||
// 识别并显示顶分型
|
||||
if is_high and gap_ok
|
||||
label.new(bar_index[1], high[1], "顶", color=color.red, style=label.style_label_down, size=size.normal)
|
||||
// 如果上一个是底分型，画笔
|
||||
if last_fractal_type == "bottom" and last_fractal_bar > 0
|
||||
line.new(last_fractal_bar, last_fractal_price, bar_index[1], high[1], color=color.blue, width=2)
|
||||
last_fractal_bar := bar_index[1]
|
||||
last_fractal_price := high[1]
|
||||
last_fractal_type := "top"
|
||||
|
||||
// 识别并显示底分型
|
||||
if is_low and gap_ok
|
||||
label.new(bar_index[1], low[1], "底", color=color.green, style=label.style_label_up, size=size.normal)
|
||||
// 如果上一个是顶分型，画笔
|
||||
if last_fractal_type == "top" and last_fractal_bar > 0
|
||||
line.new(last_fractal_bar, last_fractal_price, bar_index[1], low[1], color=color.blue, width=2)
|
||||
last_fractal_bar := bar_index[1]
|
||||
last_fractal_price := low[1]
|
||||
last_fractal_type := "bottom"
|
||||
|
||||
// 信息显示
|
||||
if barstate.islast
|
||||
var table info = table.new(position.top_right, 2, 3, bgcolor=color.white)
|
||||
table.cell(info, 0, 0, "缠论超简版", text_color=color.black)
|
||||
table.cell(info, 1, 0, "", text_color=color.black)
|
||||
table.cell(info, 0, 1, "最后分型", text_color=color.black)
|
||||
table.cell(info, 1, 1, last_fractal_type, text_color=color.black)
|
||||
table.cell(info, 0, 2, "分型间隔", text_color=color.black)
|
||||
table.cell(info, 1, 2, str.tostring(min_gap), text_color=color.black)
|
||||
@@ -0,0 +1,190 @@
|
||||
//@version=6
|
||||
strategy("4均线开口策略", shorttitle="EMA4线", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10, calc_on_every_tick=true)
|
||||
|
||||
// 输入参数
|
||||
ema1_length = input.int(5, "EMA1周期", minval=1)
|
||||
ema2_length = input.int(10, "EMA2周期", minval=1)
|
||||
ema3_length = input.int(26, "EMA3周期", minval=1)
|
||||
ema4_length = input.int(52, "EMA4周期", minval=1)
|
||||
|
||||
// 开口阈值设置
|
||||
opening_threshold = input.float(0.5, "开口阈值(%)", minval=0.1, maxval=5.0) / 100
|
||||
|
||||
// 交易频率控制
|
||||
min_bars_between_trades = input.int(10, "最小交易间隔(K线数)", minval=1, maxval=100)
|
||||
min_price_change = input.float(0.2, "最小价格变化(%)", minval=0.1, maxval=2.0) / 100
|
||||
|
||||
// 均线收束参数
|
||||
max_ema_spread = input.float(0.8, "均线最大间距(%)", minval=0.1, maxval=2.0) / 100 // 均线间最大距离
|
||||
convergence_periods = input.int(2, "收束确认周期", minval=1, maxval=10) // 收束状态持续周期
|
||||
|
||||
// 显示设置
|
||||
show_signals = input.bool(true, "显示信号")
|
||||
show_ema_lines = input.bool(true, "显示EMA线")
|
||||
|
||||
// 计算EMA
|
||||
ema1 = ta.ema(close, ema1_length)
|
||||
ema2 = ta.ema(close, ema2_length)
|
||||
ema3 = ta.ema(close, ema3_length)
|
||||
ema4 = ta.ema(close, ema4_length)
|
||||
|
||||
// 显示EMA线
|
||||
plot(show_ema_lines ? ema1 : na, "EMA快线", color=color.red, linewidth=2)
|
||||
plot(show_ema_lines ? ema2 : na, "EMA中线", color=color.orange, linewidth=2)
|
||||
plot(show_ema_lines ? ema3 : na, "EMA慢线", color=color.blue, linewidth=2)
|
||||
plot(show_ema_lines ? ema4 : na, "EMA超慢线", color=color.purple, linewidth=2)
|
||||
|
||||
// 计算均线间距
|
||||
max_ema = math.max(math.max(ema1, ema2), math.max(ema3, ema4))
|
||||
min_ema = math.min(math.min(ema1, ema2), math.min(ema3, ema4))
|
||||
ema_range = (max_ema - min_ema) / close // 所有均线的最大间距
|
||||
|
||||
// 计算均线开口程度（使用相对距离）
|
||||
ema_spread = math.abs(ema1 - ema4) / close
|
||||
opening_magnitude = ema_spread
|
||||
|
||||
// 检测均线收束状态（所有均线距离很近）
|
||||
emas_converged = ema_range <= max_ema_spread
|
||||
emas_converged_prev = ema_range[1] <= max_ema_spread
|
||||
|
||||
// 简化的收束状态检测
|
||||
was_converged = emas_converged[1] or emas_converged[2] // 前1-2根K线有收束状态即可
|
||||
|
||||
// 检测均线排列状态
|
||||
// 多头排列：EMA1 > EMA2 > EMA3 > EMA4
|
||||
bull_alignment_now = ema1 > ema2 and ema2 > ema3 and ema3 > ema4
|
||||
bull_alignment = bull_alignment_now and bull_alignment_now[1] and bull_alignment_now[2] // 至少持续3个K线
|
||||
|
||||
// 空头排列：EMA1 < EMA2 < EMA3 < EMA4
|
||||
bear_alignment_now = ema1 < ema2 and ema2 < ema3 and ema3 < ema4
|
||||
bear_alignment = bear_alignment_now and bear_alignment_now[1] and bear_alignment_now[2] // 至少持续3个K线
|
||||
|
||||
// 检测均线同向趋势（通过斜率判断）
|
||||
ema1_rising = ema1 > ema1[1]
|
||||
ema2_rising = ema2 > ema2[1]
|
||||
ema3_rising = ema3 > ema3[1]
|
||||
ema4_rising = ema4 > ema4[1]
|
||||
|
||||
ema1_falling = ema1 < ema1[1]
|
||||
ema2_falling = ema2 < ema2[1]
|
||||
ema3_falling = ema3 < ema3[1]
|
||||
ema4_falling = ema4 < ema4[1]
|
||||
|
||||
// 同向上升趋势
|
||||
all_rising = ema1_rising and ema2_rising and ema3_rising and ema4_rising
|
||||
// 同向下降趋势
|
||||
all_falling = ema1_falling and ema2_falling and ema3_falling and ema4_falling
|
||||
|
||||
// 交易频率控制变量
|
||||
var int last_trade_bar = 0
|
||||
var float last_trade_price = 0.0
|
||||
var int last_signal_bar = 0
|
||||
|
||||
// 价格过滤条件
|
||||
price_above_ema60 = close > ema4 // 价格在EMA60上方
|
||||
price_below_ema60 = close < ema4 // 价格在EMA60下方
|
||||
|
||||
// 交易间隔和价格变化检查
|
||||
bars_since_last_trade = bar_index - last_trade_bar
|
||||
sufficient_time_gap = bars_since_last_trade >= min_bars_between_trades
|
||||
sufficient_price_change = last_trade_price == 0.0 or math.abs(close - last_trade_price) / last_trade_price >= min_price_change
|
||||
|
||||
// 检测均线开始发散（从收束状态开始向同一方向移动）
|
||||
starting_divergence_up = was_converged and all_rising and not emas_converged // 从收束开始向上发散
|
||||
starting_divergence_down = was_converged and all_falling and not emas_converged // 从收束开始向下发散
|
||||
|
||||
// 买入条件：均线从收束开始发散 + 价格过滤 + 频率控制
|
||||
buy_long_condition = starting_divergence_up and price_above_ema60 and sufficient_time_gap and sufficient_price_change
|
||||
buy_short_condition = starting_divergence_down and price_below_ema60 and sufficient_time_gap and sufficient_price_change
|
||||
buy_condition = buy_long_condition or buy_short_condition
|
||||
|
||||
// 卖出条件：均线开口达到最大（这里用阈值判断）
|
||||
// 使用历史最大开口的相对比较
|
||||
var float max_opening = 0.0
|
||||
if opening_magnitude > max_opening
|
||||
max_opening := opening_magnitude
|
||||
|
||||
// 当开口超过阈值且达到近期高点时触发卖出
|
||||
sell_condition = opening_magnitude >= opening_threshold and opening_magnitude >= max_opening * 0.9
|
||||
|
||||
// 重置最大开口（当开口显著收窄时）
|
||||
if opening_magnitude < max_opening * 0.3
|
||||
max_opening := opening_magnitude
|
||||
|
||||
// 执行交易
|
||||
if buy_long_condition and strategy.position_size == 0
|
||||
strategy.entry("多头买入", strategy.long)
|
||||
last_trade_bar := bar_index
|
||||
last_trade_price := close
|
||||
|
||||
if buy_short_condition and strategy.position_size == 0
|
||||
strategy.entry("空头买入", strategy.short)
|
||||
last_trade_bar := bar_index
|
||||
last_trade_price := close
|
||||
|
||||
if sell_condition and strategy.position_size != 0
|
||||
if strategy.position_size > 0
|
||||
strategy.close("多头买入", comment="多头平仓")
|
||||
else
|
||||
strategy.close("空头买入", comment="空头平仓")
|
||||
|
||||
// 信号显示间隔控制
|
||||
signal_gap_ok = bar_index - last_signal_bar >= min_bars_between_trades
|
||||
|
||||
// 显示信号 - 只在实际交易时显示
|
||||
if show_signals
|
||||
if buy_long_condition and strategy.position_size == 0 and sufficient_time_gap and sufficient_price_change and signal_gap_ok
|
||||
label.new(bar_index, low, "买多", color=color.green, style=label.style_label_up, size=size.normal)
|
||||
last_signal_bar := bar_index
|
||||
if buy_short_condition and strategy.position_size == 0 and sufficient_time_gap and sufficient_price_change and signal_gap_ok
|
||||
label.new(bar_index, high, "买空", color=color.red, style=label.style_label_down, size=size.normal)
|
||||
last_signal_bar := bar_index
|
||||
if sell_condition and strategy.position_size != 0
|
||||
label.new(bar_index, close, "平仓", color=color.yellow, style=label.style_label_left, size=size.normal)
|
||||
|
||||
// 背景颜色指示
|
||||
bgcolor(emas_converged ? color.new(color.yellow, 95) : na, title="均线收束背景")
|
||||
bgcolor(starting_divergence_up ? color.new(color.green, 90) : na, title="向上发散背景")
|
||||
bgcolor(starting_divergence_down ? color.new(color.red, 90) : na, title="向下发散背景")
|
||||
|
||||
// 信息表格
|
||||
if barstate.islast
|
||||
var table info_table = table.new(position.top_right, 2, 12, bgcolor=color.white, border_width=1)
|
||||
table.cell(info_table, 0, 0, "4EMA收束发散策略", text_color=color.black, bgcolor=color.gray)
|
||||
table.cell(info_table, 1, 0, "", text_color=color.black, bgcolor=color.gray)
|
||||
|
||||
table.cell(info_table, 0, 1, "均线间距", text_color=color.black)
|
||||
table.cell(info_table, 1, 1, str.tostring(math.round(ema_range * 10000) / 100) + "%", text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 2, "收束阈值", text_color=color.black)
|
||||
table.cell(info_table, 1, 2, str.tostring(math.round(max_ema_spread * 10000) / 100) + "%", text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 3, "当前收束", text_color=color.black)
|
||||
table.cell(info_table, 1, 3, emas_converged ? "是" : "否", text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 4, "之前收束", text_color=color.black)
|
||||
table.cell(info_table, 1, 4, was_converged ? "是" : "否", text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 5, "趋势方向", text_color=color.black)
|
||||
table.cell(info_table, 1, 5, all_rising ? "同向上" : all_falling ? "同向下" : "分歧", text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 6, "发散检测", text_color=color.black)
|
||||
divergence_text = starting_divergence_up ? "向上发散" : starting_divergence_down ? "向下发散" : "无发散"
|
||||
table.cell(info_table, 1, 6, divergence_text, text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 7, "价格位置", text_color=color.black)
|
||||
price_position = price_above_ema60 ? "EMA52上方" : price_below_ema60 ? "EMA52下方" : "EMA52附近"
|
||||
table.cell(info_table, 1, 7, price_position, text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 8, "时间间隔", text_color=color.black)
|
||||
table.cell(info_table, 1, 8, sufficient_time_gap ? "满足" : "不足", text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 9, "价格变化", text_color=color.black)
|
||||
table.cell(info_table, 1, 9, sufficient_price_change ? "满足" : "不足", text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 10, "买多条件", text_color=color.black)
|
||||
table.cell(info_table, 1, 10, buy_long_condition ? "满足" : "不满足", text_color=color.black)
|
||||
|
||||
table.cell(info_table, 0, 11, "仓位状态", text_color=color.black)
|
||||
position_text = strategy.position_size > 0 ? "多头" : strategy.position_size < 0 ? "空头" : "空仓"
|
||||
table.cell(info_table, 1, 11, position_text, text_color=color.black)
|
||||
@@ -0,0 +1,220 @@
|
||||
# 缠论标准版 Pine Script 6.0 使用说明
|
||||
|
||||
## 概述
|
||||
这是一个基于 TradingView Pine Script 6.0 开发的**完整标准缠论分析系统**，严格按照缠中说禅理论实现了缠论的所有核心概念：K线合并、分型、笔、线段、中枢和买卖点识别。
|
||||
|
||||
## 🔥 核心改进
|
||||
|
||||
### ✅ 新增功能
|
||||
1. **K线合并处理** - 正确处理包含关系的K线
|
||||
2. **标准分型识别** - 完整的顶底分型判断条件
|
||||
3. **线段识别** - 实现线段破坏和确认逻辑
|
||||
4. **智能买卖点** - 基于中枢突破的一买一卖点
|
||||
5. **趋势追踪** - 实时显示当前趋势方向
|
||||
|
||||
## 核心功能详解
|
||||
|
||||
### 1. K线合并处理 🆕
|
||||
- **理论基础**：缠论要求先处理K线包含关系，获得标准化序列
|
||||
- **包含关系判断**：
|
||||
```
|
||||
- K1包含K2：K1.high ≥ K2.high 且 K1.low ≤ K2.low
|
||||
- K2包含K1：K2.high ≥ K1.high 且 K2.low ≤ K1.low
|
||||
```
|
||||
- **合并规则**：
|
||||
- **向上趋势**：取两根K线的最高价和较高低价
|
||||
- **向下趋势**：取两根K线的最低价和较低高价
|
||||
- **趋势未定**：根据第一根K线的阴阳性确定方向
|
||||
- **显示**：橙色虚线连接合并K线的高低点
|
||||
|
||||
### 2. 标准分型识别 ✅
|
||||
- **顶分型条件**：中间K线的高点和低点都比左右K线高
|
||||
```
|
||||
K2.high > K1.high 且 K2.high > K3.high
|
||||
K2.low > K1.low 且 K2.low > K3.low
|
||||
```
|
||||
- **底分型条件**：中间K线的高点和低点都比左右K线低
|
||||
```
|
||||
K2.high < K1.high 且 K2.high < K3.high
|
||||
K2.low < K1.low 且 K2.low < K3.low
|
||||
```
|
||||
- **基于合并K线**：分型识别基于处理后的合并K线序列
|
||||
- **距离过滤**：相邻分型间必须有最小K线间隔（默认5根）
|
||||
|
||||
### 3. 笔的构建 ✅
|
||||
- **定义**：连接相邻反向分型的线段
|
||||
- **构建规则**：
|
||||
- 只连接不同类型的分型（顶→底 或 底→顶）
|
||||
- 记录笔的方向（1为向上，-1为向下）
|
||||
- 存储完整的笔段信息（起点、终点、方向）
|
||||
- **显示**：蓝色实线，线宽2
|
||||
|
||||
### 4. 线段识别 🆕
|
||||
- **定义**：由多个笔组成的更高级别结构
|
||||
- **破坏条件**：
|
||||
- **向上线段破坏**：当前向下笔的低点破坏第三笔的高点
|
||||
- **向下线段破坏**：当前向上笔的高点破坏第三笔的低点
|
||||
- **确认机制**：线段破坏后确认并开始新线段
|
||||
- **显示**：红色粗线，线宽3
|
||||
|
||||
### 5. 中枢识别 ✅
|
||||
- **定义**：三笔及以上的重叠价格区间
|
||||
- **计算方法**：
|
||||
```
|
||||
重叠高点 = min(笔1高点, 笔2高点, 笔3高点)
|
||||
重叠低点 = max(笔1低点, 笔2低点, 笔3低点)
|
||||
```
|
||||
- **形成条件**：重叠高点 > 重叠低点
|
||||
- **显示**：灰色半透明方框，透明度85%
|
||||
|
||||
### 6. 买卖点识别 🆕
|
||||
- **一买点**：价格跌破中枢下沿后出现的底分型
|
||||
- **一卖点**：价格突破中枢上沿后出现的顶分型
|
||||
- **确认条件**：
|
||||
- 分型价格与中枢边界的突破关系
|
||||
- 与上一个信号的时间间隔（最少5根K线）
|
||||
- **显示**：绿色"一买"标签向上，红色"一卖"标签向下
|
||||
|
||||
## 参数设置
|
||||
|
||||
### 显示设置
|
||||
- ☑️ `显示合并K线`：显示K线合并的连线（橙色虚线）
|
||||
- ☑️ `显示分型`：显示顶底分型标记
|
||||
- ☑️ `显示笔`：显示笔的连线
|
||||
- ☑️ `显示线段`：显示线段（高级别结构）
|
||||
- ☑️ `显示中枢`：显示中枢方框
|
||||
- ☑️ `显示买卖点`：显示交易信号
|
||||
- ☑️ `调试模式`：禁用分型间隔过滤，显示所有分型
|
||||
|
||||
### 缠论参数
|
||||
- `分型识别周期`：1（标准设置，不建议修改）
|
||||
- `分型最小间隔`：5根K线（确保分型质量）
|
||||
|
||||
### 颜色设置
|
||||
- 🔵 `笔的颜色`：蓝色（默认）
|
||||
- 🔴 `线段颜色`：红色（默认）
|
||||
- ⚫ `中枢颜色`：灰色（默认）
|
||||
- 🟠 `合并K线颜色`：橙色（默认）
|
||||
|
||||
## 使用方法
|
||||
|
||||
### 1. 导入指标
|
||||
1. 打开 TradingView
|
||||
2. 进入 Pine Editor
|
||||
3. 复制 `chan_theory_simple_v3.pine` 文件内容
|
||||
4. 点击"添加到图表"
|
||||
|
||||
### 2. 参数调整
|
||||
- **新手建议**：开启所有显示选项，完整学习缠论结构
|
||||
- **实战使用**：可关闭合并K线显示，专注于笔和线段
|
||||
- **调试学习**：开启调试模式查看所有分型
|
||||
|
||||
### 3. 分析流程
|
||||
1. **观察K线合并** 🔍：理解价格的真实波动结构
|
||||
2. **识别标准分型** 📍：确定准确的局部高低点
|
||||
3. **跟踪笔的形成** 📈：观察价格波动的基本单位
|
||||
4. **关注线段变化** 📊：把握趋势的转折信号
|
||||
5. **识别中枢结构** ⬜：确定盘整和突破区间
|
||||
6. **等待买卖信号** 💰：基于中枢突破的交易机会
|
||||
|
||||
## 信息面板 📊
|
||||
右上角实时显示：
|
||||
- 合并K线数量
|
||||
- 分型数量
|
||||
- 笔数量
|
||||
- 线段数量
|
||||
- 中枢数量
|
||||
- 当前趋势方向（向上/向下/震荡）
|
||||
- 各功能开关状态
|
||||
|
||||
## 技术优势
|
||||
|
||||
### 1. 理论完整性 ✅
|
||||
- 严格按照缠中说禅原理实现
|
||||
- 包含K线合并这一基础步骤
|
||||
- 分型识别符合标准定义
|
||||
- 线段识别逻辑准确
|
||||
|
||||
### 2. 实用性强 💪
|
||||
- 自动识别所有缠论结构
|
||||
- 实时生成交易信号
|
||||
- 多层级结构同时显示
|
||||
- 参数可调适应不同市场
|
||||
|
||||
### 3. 技术先进 🚀
|
||||
- 使用Pine Script 6.0最新语法
|
||||
- 优化的数据结构和算法
|
||||
- 完善的内存管理机制
|
||||
- 流畅的图形渲染性能
|
||||
|
||||
## 进阶使用技巧
|
||||
|
||||
### 1. 多周期分析 🔄
|
||||
- 在不同时间周期应用指标
|
||||
- 大周期线段指导小周期操作
|
||||
- 寻找多周期结构共振点
|
||||
|
||||
### 2. 市场适应性 📈
|
||||
- **股票市场**：关注日线和周线结构
|
||||
- **外汇市场**：适用于4小时和日线
|
||||
- **加密货币**：1小时和4小时效果良好
|
||||
|
||||
### 3. 交易策略 💡
|
||||
- **趋势跟踪**：基于线段方向确定趋势
|
||||
- **区间交易**：利用中枢上下沿做震荡
|
||||
- **突破交易**：等待一买一卖点确认
|
||||
|
||||
## 注意事项
|
||||
|
||||
### 1. 理论学习 📚
|
||||
- 建议先学习缠论基础理论
|
||||
- 理解K线合并的重要性
|
||||
- 掌握分型、笔、线段的递进关系
|
||||
|
||||
### 2. 实战运用 ⚠️
|
||||
- 买卖点需结合具体走势确认
|
||||
- 注意资金管理和风险控制
|
||||
- 建议与其他技术指标结合使用
|
||||
|
||||
### 3. 系统限制 🔧
|
||||
- Pine Script对象数量有限制
|
||||
- 建议定期刷新图表清理历史数据
|
||||
- 长周期历史数据可能影响性能
|
||||
|
||||
## 常见问题 FAQ
|
||||
|
||||
### Q: 为什么要先处理K线合并？
|
||||
A: 缠论理论要求先消除K线包含关系，获得标准化序列，这是后续所有分析的基础。
|
||||
|
||||
### Q: 分型识别与传统高低点有什么区别？
|
||||
A: 缠论分型要求中间K线的高低点都比左右K线高（或低），条件更严格，信号更可靠。
|
||||
|
||||
### Q: 线段和笔有什么区别？
|
||||
A: 笔是连接相邻反向分型的线段，而线段是由多个笔组成的更高级别结构，代表更大的趋势变化。
|
||||
|
||||
### Q: 一买一卖点的成功率如何？
|
||||
A: 这是基于缠论理论的客观信号，需要结合市场环境、资金管理等因素综合判断。
|
||||
|
||||
## 版本历史
|
||||
|
||||
### V3.0 标准版（当前版本）
|
||||
- ✅ 新增K线合并处理
|
||||
- ✅ 完善分型识别条件
|
||||
- ✅ 实现线段识别功能
|
||||
- ✅ 改进买卖点逻辑
|
||||
- ✅ 优化代码结构和性能
|
||||
|
||||
### V2.0 简化版
|
||||
- 基础分型和笔识别
|
||||
- 简单中枢识别
|
||||
- 基础买卖点提示
|
||||
|
||||
## 技术支持
|
||||
|
||||
如需更多帮助，请：
|
||||
1. 参考缠中说禅《教你炒股票》系列文章
|
||||
2. 学习缠论基础理论知识
|
||||
3. 在实盘中逐步验证和优化
|
||||
|
||||
---
|
||||
**重要声明**：此指标严格按照缠论理论实现，仅供学习和研究使用。投资有风险，入市需谨慎。建议结合基本面分析和风险管理原则使用。
|
||||
Reference in New Issue
Block a user