添加老的策略
This commit is contained in:
jackyu66git
@@ -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")
|
||||
Reference in New Issue
Block a user