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添加老的策略

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jackyu66git
2025-09-28 11:48:03 +08:00
parent b40f4ceafc
commit 7f64ca2528
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chan_theory.pine
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//@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)