添加新的策略
This commit is contained in:
jackyu66git
+330
-385
@@ -28,7 +28,7 @@ use_macd_filter = input.bool(false, "MACD过滤分型", tooltip="顶分型要
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ema1_len = input.int(24, "EMA1周期", minval=5, maxval=100, group="均线参数", tooltip="最快均线，默认24")
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ema2_len = input.int(52, "EMA2周期", minval=10, maxval=200, group="均线参数", tooltip="次快均线，默认52")
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ema3_len = input.int(104, "EMA3周期", minval=20, maxval=300, group="均线参数", tooltip="次慢均线，默认104")
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ema4_len = input.int(156, "EMA4周期", minval=30, maxval=500, group="均线参数", tooltip="最慢均线，默认156")
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ema4_len = input.int(156, "EMA4周期", minval=30, maxval=500, group="均线参数", tooltip="EMA156仅用于显示，不参与三均线排列/交叉")
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trend_confirm_bars = input.int(3, "趋势确认K线数", minval=1, maxval=20, group="均线参数", tooltip="排列持续N根K线才确认趋势，增大可减少震荡假信号")
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color_bi_up = input.color(color.red, "上升笔颜色", group="颜色设置")
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@@ -59,28 +59,29 @@ plot(show_ema24 ? ema24 : na, "EMA24", color=color_ema24, linewidth=2)
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plot(show_ema52 ? ema52 : na, "EMA52", color=color_ema52, linewidth=2)
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plot(show_ema104 ? ema104 : na, "EMA104", color=color_ema104, linewidth=2)
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plot(show_ema156 ? ema156 : na, "EMA156", color=color_ema156, linewidth=2)
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// 趋势/排列与交叉仅使用三条均线：EMA24, EMA52, EMA104（EMA156仅显示）
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// ============================================================================
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// 四均线趋势排列检测
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// 三均线趋势排列检测
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// ============================================================================
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// 多头排列：EMA1 > EMA2 > EMA3 > EMA4（从上到下依次排列）
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// 空头排列：EMA1 < EMA2 < EMA3 < EMA4（从下到上依次排列）
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// 多头排列：EMA1 > EMA2 > EMA3（从上到下依次排列）
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// 空头排列：EMA1 < EMA2 < EMA3（从下到上依次排列）
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is_bullish_aligned = ema24 > ema52 and ema52 > ema104 and ema104 > ema156
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is_bearish_aligned = ema24 < ema52 and ema52 < ema104 and ema104 < ema156
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is_bullish_aligned = ema24 > ema52 and ema52 > ema104
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is_bearish_aligned = ema24 < ema52 and ema52 < ema104
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// 中枢震荡区间：均线未形成多头或空头排列（均线纠缠状态）
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is_in_oscillation = not is_bullish_aligned and not is_bearish_aligned
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// EMA交叉检测（52和156）
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ema_golden_cross = ta.crossover(ema52, ema156) // 金叉：EMA52上穿EMA156
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ema_death_cross = ta.crossunder(ema52, ema156) // 死叉：EMA52下穿EMA156
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// EMA交叉检测（52和104）
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ema_golden_cross = ta.crossover(ema52, ema104) // 金叉：EMA52上穿EMA104
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ema_death_cross = ta.crossunder(ema52, ema104) // 死叉：EMA52下穿EMA104
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// 绘制交叉点（中枢震荡区间不显示）
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plotshape(show_ema52 and show_ema156 and ema_golden_cross and not is_in_oscillation, title="EMA金叉",
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plotshape(show_ema52 and show_ema104 and ema_golden_cross and not is_in_oscillation, title="EMA金叉",
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style=shape.triangleup, location=location.belowbar,
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color=color.lime, size=size.small, text="金叉")
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plotshape(show_ema52 and show_ema156 and ema_death_cross and not is_in_oscillation, title="EMA死叉",
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plotshape(show_ema52 and show_ema104 and ema_death_cross and not is_in_oscillation, title="EMA死叉",
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style=shape.triangledown, location=location.abovebar,
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color=color.red, size=size.small, text="死叉")
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@@ -543,11 +544,15 @@ if barstate.islast
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bi_color = bi_dir == 1 ? color_bi_up : color_bi_down
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line.new(s_bar, s_price, e_bar, e_price, color=bi_color, width=2)
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// ==================== 构建线段（特征序列法） ====================
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// 缠论线段规则：
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// ==================== 构建线段（标准特征序列法） ====================
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// 缠论线段标准规则：
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// 1. 线段至少包含3笔
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// 2. 特征序列由反向笔组成
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// 3. 特征序列出现分型且确认，线段结束
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// 2. 特征序列由与线段方向相反的笔组成
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// 3. 特征序列要先做包含处理（与K线包含处理同理）
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// 4. 包含处理后的特征序列出现分型，线段才结束
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// - 上升线段：特征序列（向下笔）出现顶分型 → 线段结束（第一种情况）
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// - 下降线段：特征序列（向上笔）出现底分型 → 线段结束（第一种情况）
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// 5. 第二种情况：特征序列无分型，但出现反向缺口（gap）确认反转
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var int[] xd_start_bars = array.new<int>()
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var float[] xd_start_prices = array.new<float>()
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@@ -562,20 +567,31 @@ if barstate.islast
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array.clear(xd_dirs)
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if bi_count >= 3
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// 从分型列表构建线段更直接
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// 线段连接相邻的"线段端点分型"
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// 特征序列存储（包含处理前的原始序列）
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var float[] feat_raw_highs = array.new<float>()
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var float[] feat_raw_lows = array.new<float>()
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var int[] feat_raw_end_bars = array.new<int>()
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var float[] feat_raw_end_prices = array.new<float>()
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array.clear(feat_raw_highs)
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array.clear(feat_raw_lows)
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array.clear(feat_raw_end_bars)
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array.clear(feat_raw_end_prices)
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// 特征序列存储
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var float[] feat_highs = array.new<float>()
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var float[] feat_lows = array.new<float>()
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array.clear(feat_highs)
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array.clear(feat_lows)
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// 特征序列包含处理后的序列
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var float[] feat_merged_highs = array.new<float>()
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var float[] feat_merged_lows = array.new<float>()
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var int[] feat_merged_end_bars = array.new<int>()
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var float[] feat_merged_end_prices = array.new<float>()
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array.clear(feat_merged_highs)
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array.clear(feat_merged_lows)
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array.clear(feat_merged_end_bars)
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array.clear(feat_merged_end_prices)
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// 线段状态
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xd_start_bar = array.get(bi_start_bars, 0)
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xd_start_price = array.get(bi_start_prices, 0)
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xd_dir = array.get(bi_dirs, 0) // 第一笔方向就是第一个线段方向
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xd_bi_count = 1 // 当前线段包含的笔数
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xd_dir = array.get(bi_dirs, 0)
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xd_bi_count = 1
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// 极值追踪
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xd_high = math.max(array.get(bi_start_prices, 0), array.get(bi_end_prices, 0))
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@@ -604,42 +620,108 @@ if barstate.islast
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xd_low := curr_bi_low
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xd_low_bar := curr_bi_dir == -1 ? curr_bi_end_bar : curr_bi_start_bar
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// 反向笔加入特征序列
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// 反向笔加入特征序列（上升线段收集向下笔，下降线段收集向上笔）
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if curr_bi_dir != xd_dir
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array.push(feat_highs, curr_bi_high)
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array.push(feat_lows, curr_bi_low)
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array.push(feat_raw_highs, curr_bi_high)
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array.push(feat_raw_lows, curr_bi_low)
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array.push(feat_raw_end_bars, curr_bi_end_bar)
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array.push(feat_raw_end_prices, curr_bi_end_price)
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// === 特征序列包含处理 ===
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// 与K线包含处理原理相同：
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// 上升线段的特征序列（向下笔）：包含处理方向看前一个特征元素
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// 高点升→向上处理(取高高低低)；低点降→向下处理(取低低高高)
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fm_size = array.size(feat_merged_highs)
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if fm_size == 0
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array.push(feat_merged_highs, curr_bi_high)
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array.push(feat_merged_lows, curr_bi_low)
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array.push(feat_merged_end_bars, curr_bi_end_bar)
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array.push(feat_merged_end_prices, curr_bi_end_price)
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else
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fm_prev_h = array.get(feat_merged_highs, fm_size - 1)
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fm_prev_l = array.get(feat_merged_lows, fm_size - 1)
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// 检查是否存在包含关系
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has_contain = (fm_prev_h >= curr_bi_high and fm_prev_l <= curr_bi_low) or (curr_bi_high >= fm_prev_h and curr_bi_low <= fm_prev_l)
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if has_contain
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// 确定包含处理方向
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fm_trend = 0
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if fm_size >= 2
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fm_prev2_h = array.get(feat_merged_highs, fm_size - 2)
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fm_prev2_l = array.get(feat_merged_lows, fm_size - 2)
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fm_trend := fm_prev_h > fm_prev2_h ? 1 : (fm_prev_l < fm_prev2_l ? -1 : 0)
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// 向上处理：取高高低低；向下处理：取低低高高
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if fm_trend >= 0
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array.set(feat_merged_highs, fm_size - 1, math.max(fm_prev_h, curr_bi_high))
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array.set(feat_merged_lows, fm_size - 1, math.max(fm_prev_l, curr_bi_low))
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else
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array.set(feat_merged_highs, fm_size - 1, math.min(fm_prev_h, curr_bi_high))
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array.set(feat_merged_lows, fm_size - 1, math.min(fm_prev_l, curr_bi_low))
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// 更新end信息为最新的笔
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array.set(feat_merged_end_bars, fm_size - 1, curr_bi_end_bar)
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array.set(feat_merged_end_prices, fm_size - 1, curr_bi_end_price)
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else
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// 无包含关系，直接加入
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array.push(feat_merged_highs, curr_bi_high)
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array.push(feat_merged_lows, curr_bi_low)
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array.push(feat_merged_end_bars, curr_bi_end_bar)
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array.push(feat_merged_end_prices, curr_bi_end_price)
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// 至少3笔后检查线段是否结束
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xd_broken = false
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xd_break_bar = 0
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xd_break_price = 0.0
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if xd_bi_count >= 3
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feat_size = array.size(feat_highs)
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fm_size = array.size(feat_merged_highs)
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xd_broken = false
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if feat_size >= 2
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// 简化判断：反向笔突破前高/前低
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// === 第一种情况：特征序列包含处理后出现分型 ===
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if fm_size >= 3
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fm_h1 = array.get(feat_merged_highs, fm_size - 3)
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fm_h2 = array.get(feat_merged_highs, fm_size - 2)
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fm_h3 = array.get(feat_merged_highs, fm_size - 1)
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fm_l1 = array.get(feat_merged_lows, fm_size - 3)
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fm_l2 = array.get(feat_merged_lows, fm_size - 2)
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fm_l3 = array.get(feat_merged_lows, fm_size - 1)
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if xd_dir == 1
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// 上升线段：向下笔低点创新低
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if curr_bi_dir == -1 and curr_bi_end_price < xd_start_price
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// 上升线段：特征序列（向下笔）出现顶分型 → 线段结束
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// 顶分型：中间元素高点最高
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if fm_h2 > fm_h1 and fm_h2 > fm_h3
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xd_broken := true
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// 或者连续两个特征序列元素低点下移
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if feat_size >= 2
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prev_feat_l = array.get(feat_lows, feat_size - 2)
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curr_feat_l = array.get(feat_lows, feat_size - 1)
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if curr_feat_l < prev_feat_l and curr_bi_end_price < array.get(bi_start_prices, i - 1)
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xd_broken := true
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else
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// 下降线段：向上笔高点创新高
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if curr_bi_dir == 1 and curr_bi_end_price > xd_start_price
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// 下降线段：特征序列（向上笔）出现底分型 → 线段结束
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// 底分型：中间元素低点最低
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if fm_l2 < fm_l1 and fm_l2 < fm_l3
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xd_broken := true
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// === 第二种情况：特征序列不满足分型条件，但出现缺口确认反转 ===
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// 上升线段：如果某向下笔的低点直接跌破前一向上笔的高点（缺口），确认反转
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// 下降线段：如果某向上笔的高点直接突破前一向下笔的低点（缺口），确认反转
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if not xd_broken and fm_size >= 2
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if xd_dir == 1
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// 上升线段第二种情况：最近两个特征元素（向下笔），
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// 后者低点 < 前者低点，且后者高点 < 前者低点（缺口）
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fm_prev_h2 = array.get(feat_merged_highs, fm_size - 2)
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fm_prev_l2 = array.get(feat_merged_lows, fm_size - 2)
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fm_curr_h2 = array.get(feat_merged_highs, fm_size - 1)
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fm_curr_l2 = array.get(feat_merged_lows, fm_size - 1)
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if fm_curr_h2 < fm_prev_l2
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xd_broken := true
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else
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// 下降线段第二种情况：
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// 后者高点 > 前者高点，且后者低点 > 前者高点（缺口）
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fm_prev_h2 = array.get(feat_merged_highs, fm_size - 2)
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fm_prev_l2 = array.get(feat_merged_lows, fm_size - 2)
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fm_curr_h2 = array.get(feat_merged_highs, fm_size - 1)
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fm_curr_l2 = array.get(feat_merged_lows, fm_size - 1)
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if fm_curr_l2 > fm_prev_h2
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xd_broken := true
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// 或者连续两个特征序列元素高点上移
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if feat_size >= 2
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prev_feat_h = array.get(feat_highs, feat_size - 2)
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curr_feat_h = array.get(feat_highs, feat_size - 1)
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if curr_feat_h > prev_feat_h and curr_bi_end_price > array.get(bi_start_prices, i - 1)
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xd_broken := true
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if xd_broken
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// 保存线段
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// 保存线段：上升线段终点取最高点，下降线段终点取最低点
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xd_end_bar = xd_dir == 1 ? xd_high_bar : xd_low_bar
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xd_end_price = xd_dir == 1 ? xd_high : xd_low
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@@ -649,7 +731,7 @@ if barstate.islast
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array.push(xd_end_prices, xd_end_price)
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array.push(xd_dirs, xd_dir)
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// 新线段
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// 新线段开始
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xd_start_bar := xd_end_bar
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xd_start_price := xd_end_price
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xd_dir := xd_dir == 1 ? -1 : 1
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@@ -662,14 +744,19 @@ if barstate.islast
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xd_low_bar := curr_bi_dir == -1 ? curr_bi_end_bar : curr_bi_start_bar
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// 清空特征序列
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array.clear(feat_highs)
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array.clear(feat_lows)
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array.clear(feat_raw_highs)
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array.clear(feat_raw_lows)
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array.clear(feat_raw_end_bars)
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array.clear(feat_raw_end_prices)
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array.clear(feat_merged_highs)
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array.clear(feat_merged_lows)
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array.clear(feat_merged_end_bars)
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array.clear(feat_merged_end_prices)
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i += 1
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// 最后一个线段：只有在特征序列有至少2个元素时才保存（说明有足够的反向笔）
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// 未确认的线段不画出，避免误导
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feat_final_size = array.size(feat_highs)
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// 最后一个未完成线段：特征序列包含处理后至少有2个元素才保存
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feat_final_size = array.size(feat_merged_highs)
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if xd_bi_count >= 3 and feat_final_size >= 2
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xd_end_bar = xd_dir == 1 ? xd_high_bar : xd_low_bar
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xd_end_price = xd_dir == 1 ? xd_high : xd_low
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@@ -696,10 +783,12 @@ if barstate.islast
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xd_color = xd_dir_draw == 1 ? color.green : color.red
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line.new(s_bar, s_price, e_bar, e_price, color=xd_color, width=4)
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// ==================== 构建笔中枢 ====================
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// 笔中枢必须在同一线段内，不能跨线段
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// 下跌线段中只有下跌笔中枢（上-下-上）
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// 上涨线段中只有上涨笔中枢（下-上-下）
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// ==================== 构建笔中枢（线段内部） ====================
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// 缠论标准：笔中枢必须在同一条线段内部构建
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// 中枢方向 = 所在线段的方向（上涨线段内 → 上涨中枢，下跌线段内 → 下跌中枢）
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// 中枢由线段内任意连续3笔的价格重叠区间构成
|
||||
// ZG = min(3笔高点)，ZD = max(3笔低点)，ZG > ZD 则构成中枢
|
||||
// 中枢延伸：同一线段内后续笔与中枢[ZD, ZG]有重叠，则时间扩展，区间不变
|
||||
var int[] bi_zs_start_bars = array.new<int>()
|
||||
var int[] bi_zs_end_bars = array.new<int>()
|
||||
var float[] bi_zs_highs = array.new<float>()
|
||||
@@ -712,99 +801,75 @@ if barstate.islast
|
||||
array.clear(bi_zs_lows)
|
||||
array.clear(bi_zs_types)
|
||||
|
||||
// 遍历每个线段，在线段内寻找笔中枢
|
||||
if xd_count > 0 and bi_count >= 3
|
||||
// 遍历每条线段，在线段内部寻找笔中枢
|
||||
for xd_idx = 0 to xd_count - 1
|
||||
xd_s_bar = array.get(xd_start_bars, xd_idx)
|
||||
xd_e_bar = array.get(xd_end_bars, xd_idx)
|
||||
xd_direction = array.get(xd_dirs, xd_idx)
|
||||
|
||||
// 找出该线段范围内的笔索引
|
||||
int[] xd_bi_indices = array.new<int>()
|
||||
// 收集该线段范围内的笔索引
|
||||
var int[] xd_bi_indices = array.new<int>()
|
||||
array.clear(xd_bi_indices)
|
||||
for bi_idx = 0 to bi_count - 1
|
||||
bi_s_bar = array.get(bi_start_bars, bi_idx)
|
||||
bi_e_bar = array.get(bi_end_bars, bi_idx)
|
||||
// 笔在线段范围内
|
||||
if bi_s_bar >= xd_s_bar and bi_e_bar <= xd_e_bar
|
||||
bi_s = array.get(bi_start_bars, bi_idx)
|
||||
bi_e = array.get(bi_end_bars, bi_idx)
|
||||
// 笔的起点和终点都在线段范围内
|
||||
if bi_s >= xd_s_bar and bi_e <= xd_e_bar
|
||||
array.push(xd_bi_indices, bi_idx)
|
||||
|
||||
xd_bi_count_local = array.size(xd_bi_indices)
|
||||
local_bi_count = array.size(xd_bi_indices)
|
||||
|
||||
// 在线段内寻找符合条件的三笔组合
|
||||
if xd_bi_count_local >= 3
|
||||
if local_bi_count >= 3
|
||||
j = 0
|
||||
while j <= xd_bi_count_local - 3
|
||||
while j <= local_bi_count - 3
|
||||
idx1 = array.get(xd_bi_indices, j)
|
||||
idx2 = array.get(xd_bi_indices, j + 1)
|
||||
idx3 = array.get(xd_bi_indices, j + 2)
|
||||
|
||||
bi1_dir = array.get(bi_dirs, idx1)
|
||||
bi2_dir = array.get(bi_dirs, idx2)
|
||||
bi3_dir = array.get(bi_dirs, idx3)
|
||||
bi1_h = math.max(array.get(bi_start_prices, idx1), array.get(bi_end_prices, idx1))
|
||||
bi1_l = math.min(array.get(bi_start_prices, idx1), array.get(bi_end_prices, idx1))
|
||||
bi2_h = math.max(array.get(bi_start_prices, idx2), array.get(bi_end_prices, idx2))
|
||||
bi2_l = math.min(array.get(bi_start_prices, idx2), array.get(bi_end_prices, idx2))
|
||||
bi3_h = math.max(array.get(bi_start_prices, idx3), array.get(bi_end_prices, idx3))
|
||||
bi3_l = math.min(array.get(bi_start_prices, idx3), array.get(bi_end_prices, idx3))
|
||||
|
||||
// 根据线段方向确定要找的中枢类型
|
||||
// 下跌线段(-1)：找下跌笔中枢 (1, -1, 1)
|
||||
// 上涨线段(1)：找上涨笔中枢 (-1, 1, -1)
|
||||
bool is_valid_zs = false
|
||||
if xd_direction == -1
|
||||
// 下跌线段，找下跌笔中枢（以上升笔开始）
|
||||
is_valid_zs := bi1_dir == 1 and bi2_dir == -1 and bi3_dir == 1
|
||||
else
|
||||
// 上涨线段，找上涨笔中枢（以下降笔开始）
|
||||
is_valid_zs := bi1_dir == -1 and bi2_dir == 1 and bi3_dir == -1
|
||||
zg = math.min(bi1_h, math.min(bi2_h, bi3_h))
|
||||
zd = math.max(bi1_l, math.max(bi2_l, bi3_l))
|
||||
|
||||
if is_valid_zs
|
||||
bi1_s_p = array.get(bi_start_prices, idx1)
|
||||
bi1_e_p = array.get(bi_end_prices, idx1)
|
||||
bi2_s_p = array.get(bi_start_prices, idx2)
|
||||
bi2_e_p = array.get(bi_end_prices, idx2)
|
||||
bi3_s_p = array.get(bi_start_prices, idx3)
|
||||
bi3_e_p = array.get(bi_end_prices, idx3)
|
||||
if zg > zd
|
||||
zs_start = array.get(bi_start_bars, idx1)
|
||||
zs_end = array.get(bi_end_bars, idx3)
|
||||
zs_type = xd_direction // 中枢方向 = 线段方向
|
||||
|
||||
bi1_h = math.max(bi1_s_p, bi1_e_p)
|
||||
bi1_l = math.min(bi1_s_p, bi1_e_p)
|
||||
bi2_h = math.max(bi2_s_p, bi2_e_p)
|
||||
bi2_l = math.min(bi2_s_p, bi2_e_p)
|
||||
bi3_h = math.max(bi3_s_p, bi3_e_p)
|
||||
bi3_l = math.min(bi3_s_p, bi3_e_p)
|
||||
// 中枢延伸：同一线段内后续笔与中枢有重叠
|
||||
last_ext = j + 2
|
||||
if j + 3 < local_bi_count
|
||||
for ext_j = j + 3 to local_bi_count - 1
|
||||
ext_idx = array.get(xd_bi_indices, ext_j)
|
||||
ext_h = math.max(array.get(bi_start_prices, ext_idx), array.get(bi_end_prices, ext_idx))
|
||||
ext_l = math.min(array.get(bi_start_prices, ext_idx), array.get(bi_end_prices, ext_idx))
|
||||
if ext_l < zg and ext_h > zd
|
||||
zs_end := array.get(bi_end_bars, ext_idx)
|
||||
last_ext := ext_j
|
||||
else
|
||||
break
|
||||
|
||||
zg = math.min(bi1_h, math.min(bi2_h, bi3_h))
|
||||
zd = math.max(bi1_l, math.max(bi2_l, bi3_l))
|
||||
// 避免与上一个中枢重叠
|
||||
should_add_zs = true
|
||||
zs_arr_size = array.size(bi_zs_start_bars)
|
||||
if zs_arr_size > 0
|
||||
last_zs_end = array.get(bi_zs_end_bars, zs_arr_size - 1)
|
||||
if zs_start <= last_zs_end
|
||||
should_add_zs := false
|
||||
|
||||
if zg > zd
|
||||
zs_start = array.get(bi_start_bars, idx1)
|
||||
zs_end = array.get(bi_end_bars, idx3)
|
||||
zs_type = xd_direction // 中枢类型与线段方向一致
|
||||
|
||||
should_add_zs = true
|
||||
zs_arr_size = array.size(bi_zs_start_bars)
|
||||
|
||||
if zs_arr_size > 0
|
||||
last_zs_start = array.get(bi_zs_start_bars, zs_arr_size - 1)
|
||||
last_zs_end = array.get(bi_zs_end_bars, zs_arr_size - 1)
|
||||
last_zs_h = array.get(bi_zs_highs, zs_arr_size - 1)
|
||||
last_zs_l = array.get(bi_zs_lows, zs_arr_size - 1)
|
||||
|
||||
// 检查上一个中枢是否在同一线段内
|
||||
last_zs_in_same_xd = last_zs_start >= xd_s_bar and last_zs_end <= xd_e_bar
|
||||
|
||||
if zs_start <= last_zs_end and last_zs_in_same_xd
|
||||
should_add_zs := false
|
||||
|
||||
// 中枢扩展：只有在同一线段内才能扩展
|
||||
if last_zs_in_same_xd and zg >= last_zs_l and zd <= last_zs_h and zs_start <= last_zs_end + 50
|
||||
array.set(bi_zs_end_bars, zs_arr_size - 1, zs_end)
|
||||
should_add_zs := false
|
||||
|
||||
if should_add_zs
|
||||
array.push(bi_zs_start_bars, zs_start)
|
||||
array.push(bi_zs_end_bars, zs_end)
|
||||
array.push(bi_zs_highs, zg)
|
||||
array.push(bi_zs_lows, zd)
|
||||
array.push(bi_zs_types, zs_type)
|
||||
j += 3
|
||||
else
|
||||
j += 1
|
||||
if should_add_zs
|
||||
array.push(bi_zs_start_bars, zs_start)
|
||||
array.push(bi_zs_end_bars, zs_end)
|
||||
array.push(bi_zs_highs, zg)
|
||||
array.push(bi_zs_lows, zd)
|
||||
array.push(bi_zs_types, zs_type)
|
||||
j := last_ext + 1
|
||||
else
|
||||
j += 1
|
||||
else
|
||||
@@ -813,8 +878,10 @@ if barstate.islast
|
||||
bi_zs_count = array.size(bi_zs_start_bars)
|
||||
|
||||
// ==================== 构建线段中枢 ====================
|
||||
// 跌出上一个中枢 → 新的下跌中枢以上涨线段开始 (1, -1, 1)
|
||||
// 涨出上一个中枢 → 新的上涨中枢以下降线段开始 (-1, 1, -1)
|
||||
// 上涨中枢：以下跌线段开始、下跌线段结束 (-1, 1, -1)
|
||||
// 下跌中枢：以上涨线段开始、上涨线段结束 (1, -1, 1)
|
||||
// ZG = min(各线段高点)，ZD = max(各线段低点)，ZG > ZD 则构成中枢
|
||||
// 中枢延伸：后续线段与中枢有重叠，则时间扩展，区间不变
|
||||
var int[] xd_zs_start_bars = array.new<int>()
|
||||
var int[] xd_zs_end_bars = array.new<int>()
|
||||
var float[] xd_zs_highs = array.new<float>()
|
||||
@@ -828,52 +895,19 @@ if barstate.islast
|
||||
array.clear(xd_zs_types)
|
||||
|
||||
if xd_count >= 3
|
||||
// 跟踪上一个中枢信息
|
||||
last_zs_high = 0.0
|
||||
last_zs_low = 0.0
|
||||
last_zs_end_idx = -1 // 上一个中枢结束的线段索引
|
||||
|
||||
i = 0
|
||||
while i <= xd_count - 3
|
||||
// 获取三个线段的方向
|
||||
// 检查线段方向模式
|
||||
xd1_dir = array.get(xd_dirs, i)
|
||||
xd2_dir = array.get(xd_dirs, i + 1)
|
||||
xd3_dir = array.get(xd_dirs, i + 2)
|
||||
|
||||
// 检查是否符合中枢形态
|
||||
// 下跌中枢：上升-下降-上升 (1, -1, 1) - 以上升线段开始和结束
|
||||
// 上涨中枢：下降-上升-下降 (-1, 1, -1) - 以下降线段开始和结束
|
||||
is_down_xd_zs = xd1_dir == 1 and xd2_dir == -1 and xd3_dir == 1
|
||||
// 上涨中枢: (-1, 1, -1) 下跌线段开始下跌线段结束
|
||||
is_up_xd_zs = xd1_dir == -1 and xd2_dir == 1 and xd3_dir == -1
|
||||
// 下跌中枢: (1, -1, 1) 上涨线段开始上涨线段结束
|
||||
is_down_xd_zs = xd1_dir == 1 and xd2_dir == -1 and xd3_dir == 1
|
||||
|
||||
// 检查是否符合离开方向的要求
|
||||
bool type_matches = false
|
||||
if last_zs_end_idx < 0
|
||||
// 没有上一个中枢，任意类型都可以
|
||||
type_matches := is_down_xd_zs or is_up_xd_zs
|
||||
else
|
||||
// 检查从上一个中枢到当前位置之间，是否有线段离开了上一个中枢
|
||||
// 找到离开上一个中枢的方向
|
||||
leave_direction = 0 // 0=未离开, 1=向上离开, -1=向下离开
|
||||
for check_idx = last_zs_end_idx to i
|
||||
if check_idx < xd_count
|
||||
check_price = array.get(xd_end_prices, check_idx)
|
||||
if check_price < last_zs_low and leave_direction != -1
|
||||
leave_direction := -1 // 向下离开
|
||||
else if check_price > last_zs_high and leave_direction != 1
|
||||
leave_direction := 1 // 向上离开
|
||||
|
||||
if leave_direction == -1
|
||||
// 向下离开，期望下跌中枢
|
||||
type_matches := is_down_xd_zs
|
||||
else if leave_direction == 1
|
||||
// 向上离开，期望上涨中枢
|
||||
type_matches := is_up_xd_zs
|
||||
else
|
||||
// 未离开中枢，不形成新中枢
|
||||
type_matches := false
|
||||
|
||||
if type_matches and (is_down_xd_zs or is_up_xd_zs)
|
||||
if is_up_xd_zs or is_down_xd_zs
|
||||
xd1_s_p = array.get(xd_start_prices, i)
|
||||
xd1_e_p = array.get(xd_end_prices, i)
|
||||
xd2_s_p = array.get(xd_start_prices, i + 1)
|
||||
@@ -896,20 +930,26 @@ if barstate.islast
|
||||
zs_end_xd = array.get(xd_end_bars, i + 2)
|
||||
xd_zs_type = is_up_xd_zs ? 1 : -1
|
||||
|
||||
// 中枢延伸：后续线段与中枢有重叠，则延伸时间范围
|
||||
last_ext_xd = i + 2
|
||||
if i + 3 < xd_count
|
||||
for ext_idx = i + 3 to xd_count - 1
|
||||
ext_s_p = array.get(xd_start_prices, ext_idx)
|
||||
ext_e_p = array.get(xd_end_prices, ext_idx)
|
||||
ext_h = math.max(ext_s_p, ext_e_p)
|
||||
ext_l = math.min(ext_s_p, ext_e_p)
|
||||
if ext_l < zg_xd and ext_h > zd_xd
|
||||
zs_end_xd := array.get(xd_end_bars, ext_idx)
|
||||
last_ext_xd := ext_idx
|
||||
else
|
||||
break
|
||||
|
||||
should_add_xd_zs = true
|
||||
xd_zs_arr_size = array.size(xd_zs_start_bars)
|
||||
|
||||
if xd_zs_arr_size > 0
|
||||
last_xd_zs_end = array.get(xd_zs_end_bars, xd_zs_arr_size - 1)
|
||||
|
||||
if zs_start_xd <= last_xd_zs_end
|
||||
should_add_xd_zs := false
|
||||
|
||||
// 中枢扩展（同类型中枢且有重叠）
|
||||
last_xd_zs_type = array.get(xd_zs_types, xd_zs_arr_size - 1)
|
||||
if xd_zs_type == last_xd_zs_type and zg_xd >= last_zs_low and zd_xd <= last_zs_high and zs_start_xd <= last_xd_zs_end + 100
|
||||
array.set(xd_zs_end_bars, xd_zs_arr_size - 1, zs_end_xd)
|
||||
should_add_xd_zs := false
|
||||
|
||||
if should_add_xd_zs
|
||||
array.push(xd_zs_start_bars, zs_start_xd)
|
||||
@@ -917,13 +957,7 @@ if barstate.islast
|
||||
array.push(xd_zs_highs, zg_xd)
|
||||
array.push(xd_zs_lows, zd_xd)
|
||||
array.push(xd_zs_types, xd_zs_type)
|
||||
|
||||
// 更新上一个中枢信息
|
||||
last_zs_high := zg_xd
|
||||
last_zs_low := zd_xd
|
||||
last_zs_end_idx := i + 2
|
||||
|
||||
i += 3
|
||||
i := last_ext_xd + 1
|
||||
else
|
||||
i += 1
|
||||
else
|
||||
@@ -934,7 +968,7 @@ if barstate.islast
|
||||
xd_zs_count = array.size(xd_zs_start_bars)
|
||||
|
||||
// ==================== 绘制笔中枢 ====================
|
||||
// 上涨中枢用绿色，下跌中枢用红色
|
||||
// 上涨中枢(1)=绿色，下跌中枢(-1)=红色
|
||||
if show_bi_zhongshu and bi_zs_count > 0
|
||||
for i = 0 to bi_zs_count - 1
|
||||
zs_start = array.get(bi_zs_start_bars, i)
|
||||
@@ -944,16 +978,13 @@ if barstate.islast
|
||||
zs_type = array.get(bi_zs_types, i)
|
||||
|
||||
if bar_index - zs_start <= 5000
|
||||
// 上涨中枢(1)=绿色边框，下跌中枢(-1)=红色边框
|
||||
zs_border = zs_type == 1 ? color.green : color.red
|
||||
zs_bg = zs_type == 1 ? color.new(color.green, 85) : color.new(color.red, 85)
|
||||
box.new(zs_start, zs_h, zs_end, zs_l,
|
||||
border_color=zs_border,
|
||||
bgcolor=zs_bg,
|
||||
border_width=1)
|
||||
border_color=zs_border, bgcolor=zs_bg, border_width=1)
|
||||
|
||||
// ==================== 绘制线段中枢 ====================
|
||||
// 上涨中枢用绿色，下跌中枢用红色
|
||||
// 上涨中枢(1)=绿色，下跌中枢(-1)=红色
|
||||
if show_xd_zhongshu and xd_zs_count > 0
|
||||
for i = 0 to xd_zs_count - 1
|
||||
zs_start = array.get(xd_zs_start_bars, i)
|
||||
@@ -963,189 +994,137 @@ if barstate.islast
|
||||
xd_zs_type = array.get(xd_zs_types, i)
|
||||
|
||||
if bar_index - zs_start <= 5000
|
||||
// 上涨中枢(1)=绿色边框，下跌中枢(-1)=红色边框
|
||||
xd_zs_border = xd_zs_type == 1 ? color.lime : color.maroon
|
||||
xd_zs_bg = xd_zs_type == 1 ? color.new(color.lime, 80) : color.new(color.maroon, 80)
|
||||
box.new(zs_start, zs_h, zs_end, zs_l,
|
||||
border_color=xd_zs_border,
|
||||
bgcolor=xd_zs_bg,
|
||||
border_width=2)
|
||||
border_color=xd_zs_border, bgcolor=xd_zs_bg, border_width=2)
|
||||
|
||||
// ==================== 买卖点（缠论标准三类买卖点） ====================
|
||||
// 第一类：趋势背驰点（离开中枢后与进入中枢前的走势发生MACD背驰）
|
||||
// 第二类：第一类之后回调/反弹不破第一类
|
||||
// 第三类：离开中枢后回调/反弹不回到中枢内部
|
||||
// ==================== 买卖点（缠论标准三类买卖点 - 与笔中枢方向对应） ====================
|
||||
// 笔中枢方向 = 线段方向
|
||||
// 下跌中枢(-1)：在中枢下方找一买（底背驰）
|
||||
// 上涨中枢(1)：在中枢上方找一卖（顶背驰）
|
||||
// 三买三卖：离开中枢后回调/反弹不回到中枢内部
|
||||
|
||||
// 存储已标记的买卖点，避免重复
|
||||
var int[] bs_bars = array.new<int>()
|
||||
var int[] bs_types = array.new<int>() // 正数=买点，负数=卖点，绝对值=类型
|
||||
var int[] bs_types = array.new<int>()
|
||||
var float[] bs_prices = array.new<float>()
|
||||
|
||||
array.clear(bs_bars)
|
||||
array.clear(bs_types)
|
||||
array.clear(bs_prices)
|
||||
|
||||
max_zs_to_process = math.min(bi_zs_count, 15)
|
||||
zs_start_idx = bi_zs_count - max_zs_to_process
|
||||
|
||||
if show_buy_sell and bi_zs_count > 0 and fx_count >= 2
|
||||
// 遍历笔中枢，寻找买卖点
|
||||
for j = 0 to bi_zs_count - 1
|
||||
for j = zs_start_idx to bi_zs_count - 1
|
||||
zs_start = array.get(bi_zs_start_bars, j)
|
||||
zs_end = array.get(bi_zs_end_bars, j)
|
||||
zs_h = array.get(bi_zs_highs, j)
|
||||
zs_l = array.get(bi_zs_lows, j)
|
||||
zs_type = array.get(bi_zs_types, j) // 1=上涨中枢, -1=下跌中枢
|
||||
|
||||
// ========== 寻找第一类买卖点（背驰）==========
|
||||
// 找中枢前最后一个同向极值分型（作为背驰比较基准）
|
||||
float prev_extreme_price = na
|
||||
float prev_extreme_macd = na
|
||||
// 找中枢前最后一个底分型（用于一买背驰比较）
|
||||
float prev_bottom_price = na
|
||||
float prev_bottom_macd = na
|
||||
|
||||
for i = 0 to fx_count - 1
|
||||
// 找中枢前最后一个顶分型（用于一卖背驰比较）
|
||||
float prev_top_price = na
|
||||
float prev_top_macd = na
|
||||
|
||||
for i = fx_count - 1 to 0
|
||||
fx_b = array.get(fx_bars, i)
|
||||
fx_p = array.get(fx_prices, i)
|
||||
if fx_b >= zs_start
|
||||
continue
|
||||
fx_t = array.get(fx_types, i)
|
||||
fx_p = array.get(fx_prices, i)
|
||||
fx_m = array.get(fx_macds, i)
|
||||
if fx_b < zs_start
|
||||
// 下跌中枢（需要一买）：找之前的底分型
|
||||
if zs_type == -1 and fx_t == -1
|
||||
prev_extreme_price := fx_p
|
||||
prev_extreme_macd := fx_m
|
||||
// 上涨中枢（需要一卖）：找之前的顶分型
|
||||
else if zs_type == 1 and fx_t == 1
|
||||
prev_extreme_price := fx_p
|
||||
prev_extreme_macd := fx_m
|
||||
if fx_t == -1 and na(prev_bottom_price)
|
||||
prev_bottom_price := fx_p
|
||||
prev_bottom_macd := fx_m
|
||||
if fx_t == 1 and na(prev_top_price)
|
||||
prev_top_price := fx_p
|
||||
prev_top_macd := fx_m
|
||||
if not na(prev_bottom_price) and not na(prev_top_price)
|
||||
break
|
||||
|
||||
// 找中枢后的极值分型（离开中枢的点）
|
||||
// 找中枢后的分型
|
||||
float leave_price = na
|
||||
float leave_macd = na
|
||||
int leave_bar = na
|
||||
bool has_left_zs = false // 是否已经离开中枢
|
||||
bool has_left_zs = false
|
||||
bool found_1st = false
|
||||
|
||||
for i = 0 to fx_count - 1
|
||||
if found_1st and has_left_zs
|
||||
break
|
||||
fx_bar = array.get(fx_bars, i)
|
||||
if fx_bar <= zs_end
|
||||
continue
|
||||
|
||||
fx_price = array.get(fx_prices, i)
|
||||
fx_type = array.get(fx_types, i)
|
||||
fx_macd = array.get(fx_macds, i)
|
||||
|
||||
if fx_bar <= zs_end
|
||||
continue
|
||||
if bar_index - fx_bar > 5000
|
||||
continue
|
||||
|
||||
// MACD过滤
|
||||
macd_valid = not use_macd_filter or (fx_type == 1 and fx_macd > 0) or (fx_type == -1 and fx_macd < 0)
|
||||
|
||||
// ========== 第一类买点（一买）==========
|
||||
// 下跌中枢 + 底分型跌破中枢下沿 + MACD背驰
|
||||
if zs_type == -1 and fx_type == -1 and fx_price < zs_l and macd_valid
|
||||
// 背驰：价格更低，但MACD柱状图绝对值更小（负值更大）
|
||||
is_divergence = not na(prev_extreme_macd) and not na(prev_extreme_price) and fx_price < prev_extreme_price and fx_macd > prev_extreme_macd
|
||||
if is_divergence
|
||||
already_marked = false
|
||||
if array.size(bs_bars) > 0
|
||||
for k = 0 to array.size(bs_bars) - 1
|
||||
if array.get(bs_bars, k) == fx_bar
|
||||
already_marked := true
|
||||
break
|
||||
if not already_marked
|
||||
label.new(fx_bar, fx_price * 0.998, "1买",
|
||||
color=color.lime,
|
||||
style=label.style_label_up,
|
||||
textcolor=color.black,
|
||||
size=size.tiny)
|
||||
array.push(bs_bars, fx_bar)
|
||||
array.push(bs_types, 1)
|
||||
array.push(bs_prices, fx_price)
|
||||
// 一买：下跌中枢(-1)下方的底分型背驰
|
||||
if not found_1st and zs_type == -1 and fx_type == -1 and fx_price < zs_l and macd_valid
|
||||
if not na(prev_bottom_macd) and not na(prev_bottom_price) and fx_price < prev_bottom_price and fx_macd > prev_bottom_macd
|
||||
label.new(fx_bar, fx_price * 0.998, "1买", color=color.lime, style=label.style_label_up, textcolor=color.black, size=size.tiny)
|
||||
array.push(bs_bars, fx_bar)
|
||||
array.push(bs_types, 1)
|
||||
array.push(bs_prices, fx_price)
|
||||
found_1st := true
|
||||
|
||||
// ========== 第一类卖点（一卖）==========
|
||||
// 上涨中枢 + 顶分型突破中枢上沿 + MACD背驰
|
||||
if zs_type == 1 and fx_type == 1 and fx_price > zs_h and macd_valid
|
||||
// 背驰：价格更高，但MACD柱状图更小
|
||||
is_divergence = not na(prev_extreme_macd) and not na(prev_extreme_price) and fx_price > prev_extreme_price and fx_macd < prev_extreme_macd
|
||||
if is_divergence
|
||||
already_marked = false
|
||||
if array.size(bs_bars) > 0
|
||||
for k = 0 to array.size(bs_bars) - 1
|
||||
if array.get(bs_bars, k) == fx_bar
|
||||
already_marked := true
|
||||
break
|
||||
if not already_marked
|
||||
label.new(fx_bar, fx_price * 1.002, "1卖",
|
||||
color=color.red,
|
||||
style=label.style_label_down,
|
||||
textcolor=color.white,
|
||||
size=size.tiny)
|
||||
array.push(bs_bars, fx_bar)
|
||||
array.push(bs_types, -1)
|
||||
array.push(bs_prices, fx_price)
|
||||
// 一卖：上涨中枢(1)上方的顶分型背驰
|
||||
if not found_1st and zs_type == 1 and fx_type == 1 and fx_price > zs_h and macd_valid
|
||||
if not na(prev_top_macd) and not na(prev_top_price) and fx_price > prev_top_price and fx_macd < prev_top_macd
|
||||
label.new(fx_bar, fx_price * 1.002, "1卖", color=color.red, style=label.style_label_down, textcolor=color.white, size=size.tiny)
|
||||
array.push(bs_bars, fx_bar)
|
||||
array.push(bs_types, -1)
|
||||
array.push(bs_prices, fx_price)
|
||||
found_1st := true
|
||||
|
||||
// 记录离开中枢的极值点（用于判断三买三卖）
|
||||
if fx_type == 1 and fx_price > zs_h and not has_left_zs
|
||||
// 顶分型突破中枢上沿 = 向上离开
|
||||
leave_price := fx_price
|
||||
leave_bar := fx_bar
|
||||
has_left_zs := true
|
||||
if fx_type == -1 and fx_price < zs_l and not has_left_zs
|
||||
// 底分型跌破中枢下沿 = 向下离开
|
||||
leave_price := fx_price
|
||||
leave_bar := fx_bar
|
||||
has_left_zs := true
|
||||
// 记录离开中枢点
|
||||
if not has_left_zs
|
||||
if zs_type == -1 and fx_type == 1 and fx_price > zs_h
|
||||
// 下跌中枢向上离开
|
||||
leave_price := fx_price
|
||||
leave_bar := fx_bar
|
||||
has_left_zs := true
|
||||
if zs_type == 1 and fx_type == -1 and fx_price < zs_l
|
||||
// 上涨中枢向下离开
|
||||
leave_price := fx_price
|
||||
leave_bar := fx_bar
|
||||
has_left_zs := true
|
||||
|
||||
// ========== 第三类买卖点 ==========
|
||||
// 需要先离开中枢，再回调/反弹不回到中枢
|
||||
// 三买三卖
|
||||
if has_left_zs and not na(leave_bar)
|
||||
for i = 0 to fx_count - 1
|
||||
fx_bar = array.get(fx_bars, i)
|
||||
if fx_bar <= leave_bar
|
||||
continue
|
||||
fx_price = array.get(fx_prices, i)
|
||||
fx_type = array.get(fx_types, i)
|
||||
fx_macd = array.get(fx_macds, i)
|
||||
|
||||
if fx_bar <= leave_bar
|
||||
continue
|
||||
if bar_index - fx_bar > 5000
|
||||
continue
|
||||
|
||||
macd_valid = not use_macd_filter or (fx_type == 1 and fx_macd > 0) or (fx_type == -1 and fx_macd < 0)
|
||||
|
||||
// 三买：向上离开后，回调底分型不跌破中枢上沿
|
||||
if leave_price > zs_h and fx_type == -1 and fx_price > zs_h and macd_valid
|
||||
already_marked = false
|
||||
if array.size(bs_bars) > 0
|
||||
for k = 0 to array.size(bs_bars) - 1
|
||||
if array.get(bs_bars, k) == fx_bar
|
||||
already_marked := true
|
||||
break
|
||||
if not already_marked
|
||||
label.new(fx_bar, fx_price * 0.998, "3买",
|
||||
color=color.new(color.lime, 30),
|
||||
style=label.style_label_up,
|
||||
textcolor=color.black,
|
||||
size=size.tiny)
|
||||
array.push(bs_bars, fx_bar)
|
||||
array.push(bs_types, 3)
|
||||
array.push(bs_prices, fx_price)
|
||||
break // 只找第一个三买
|
||||
// 三买：下跌中枢向上离开后，回调底分型不跌破中枢上沿
|
||||
if zs_type == -1 and leave_price > zs_h and fx_type == -1 and fx_price > zs_h and macd_valid
|
||||
label.new(fx_bar, fx_price * 0.998, "3买", color=color.new(color.lime, 30), style=label.style_label_up, textcolor=color.black, size=size.tiny)
|
||||
array.push(bs_bars, fx_bar)
|
||||
array.push(bs_types, 3)
|
||||
array.push(bs_prices, fx_price)
|
||||
break
|
||||
|
||||
// 三卖：向下离开后，反弹顶分型不涨过中枢下沿
|
||||
if leave_price < zs_l and fx_type == 1 and fx_price < zs_l and macd_valid
|
||||
already_marked = false
|
||||
if array.size(bs_bars) > 0
|
||||
for k = 0 to array.size(bs_bars) - 1
|
||||
if array.get(bs_bars, k) == fx_bar
|
||||
already_marked := true
|
||||
break
|
||||
if not already_marked
|
||||
label.new(fx_bar, fx_price * 1.002, "3卖",
|
||||
color=color.new(color.red, 30),
|
||||
style=label.style_label_down,
|
||||
textcolor=color.white,
|
||||
size=size.tiny)
|
||||
array.push(bs_bars, fx_bar)
|
||||
array.push(bs_types, -3)
|
||||
array.push(bs_prices, fx_price)
|
||||
break // 只找第一个三卖
|
||||
// 三卖：上涨中枢向下离开后，反弹顶分型不涨过中枢下沿
|
||||
if zs_type == 1 and leave_price < zs_l and fx_type == 1 and fx_price < zs_l and macd_valid
|
||||
label.new(fx_bar, fx_price * 1.002, "3卖", color=color.new(color.red, 30), style=label.style_label_down, textcolor=color.white, size=size.tiny)
|
||||
array.push(bs_bars, fx_bar)
|
||||
array.push(bs_types, -3)
|
||||
array.push(bs_prices, fx_price)
|
||||
break
|
||||
|
||||
// ========== 第二类买卖点 ==========
|
||||
// 遍历已标记的第一类买卖点，寻找第二类
|
||||
// 二买二卖
|
||||
bs_count = array.size(bs_bars)
|
||||
if bs_count > 0
|
||||
for k = 0 to bs_count - 1
|
||||
@@ -1153,83 +1132,49 @@ if barstate.islast
|
||||
bs_type = array.get(bs_types, k)
|
||||
bs_price = array.get(bs_prices, k)
|
||||
|
||||
// 第二类买点：一买之后，反弹形成顶分型，再回落形成底分型，且不破一买低点
|
||||
if bs_type == 1
|
||||
// 找一买之后的顶分型（反弹高点）
|
||||
if bs_type == 1 // 一买后找二买
|
||||
int bounce_bar = na
|
||||
for i = 0 to fx_count - 1
|
||||
fx_b = array.get(fx_bars, i)
|
||||
if fx_b <= bs_bar
|
||||
continue
|
||||
fx_t = array.get(fx_types, i)
|
||||
if fx_b > bs_bar and fx_t == 1
|
||||
if na(bounce_bar) and fx_t == 1
|
||||
bounce_bar := fx_b
|
||||
break
|
||||
|
||||
// 找反弹后的底分型（二买候选），且必须不破一买
|
||||
if not na(bounce_bar)
|
||||
for i = 0 to fx_count - 1
|
||||
fx_b = array.get(fx_bars, i)
|
||||
continue
|
||||
if not na(bounce_bar) and fx_t == -1
|
||||
fx_p = array.get(fx_prices, i)
|
||||
fx_t = array.get(fx_types, i)
|
||||
fx_m = array.get(fx_macds, i)
|
||||
|
||||
if fx_b > bounce_bar and fx_t == -1 and fx_p > bs_price
|
||||
already_marked = false
|
||||
if array.size(bs_bars) > 0
|
||||
for m = 0 to array.size(bs_bars) - 1
|
||||
if array.get(bs_bars, m) == fx_b
|
||||
already_marked := true
|
||||
break
|
||||
|
||||
if fx_p > bs_price
|
||||
fx_m = array.get(fx_macds, i)
|
||||
macd_valid = not use_macd_filter or fx_m < 0
|
||||
if not already_marked and macd_valid and bar_index - fx_b <= 5000
|
||||
label.new(fx_b, fx_p * 0.998, "2买",
|
||||
color=color.new(color.lime, 50),
|
||||
style=label.style_label_up,
|
||||
textcolor=color.black,
|
||||
size=size.tiny)
|
||||
if macd_valid
|
||||
label.new(fx_b, fx_p * 0.998, "2买", color=color.new(color.lime, 50), style=label.style_label_up, textcolor=color.black, size=size.tiny)
|
||||
array.push(bs_bars, fx_b)
|
||||
array.push(bs_types, 2)
|
||||
array.push(bs_prices, fx_p)
|
||||
break
|
||||
break
|
||||
|
||||
// 第二类卖点：一卖之后，回调形成底分型，再上涨形成顶分型，且不过一卖高点
|
||||
if bs_type == -1
|
||||
// 找一卖之后的底分型（回调低点）
|
||||
if bs_type == -1 // 一卖后找二卖
|
||||
int pullback_bar = na
|
||||
for i = 0 to fx_count - 1
|
||||
fx_b = array.get(fx_bars, i)
|
||||
if fx_b <= bs_bar
|
||||
continue
|
||||
fx_t = array.get(fx_types, i)
|
||||
if fx_b > bs_bar and fx_t == -1
|
||||
if na(pullback_bar) and fx_t == -1
|
||||
pullback_bar := fx_b
|
||||
break
|
||||
|
||||
// 找回调后的顶分型（二卖候选），且必须不过一卖
|
||||
if not na(pullback_bar)
|
||||
for i = 0 to fx_count - 1
|
||||
fx_b = array.get(fx_bars, i)
|
||||
continue
|
||||
if not na(pullback_bar) and fx_t == 1
|
||||
fx_p = array.get(fx_prices, i)
|
||||
fx_t = array.get(fx_types, i)
|
||||
fx_m = array.get(fx_macds, i)
|
||||
|
||||
if fx_b > pullback_bar and fx_t == 1 and fx_p < bs_price
|
||||
already_marked = false
|
||||
if array.size(bs_bars) > 0
|
||||
for m = 0 to array.size(bs_bars) - 1
|
||||
if array.get(bs_bars, m) == fx_b
|
||||
already_marked := true
|
||||
break
|
||||
|
||||
if fx_p < bs_price
|
||||
fx_m = array.get(fx_macds, i)
|
||||
macd_valid = not use_macd_filter or fx_m > 0
|
||||
if not already_marked and macd_valid and bar_index - fx_b <= 5000
|
||||
label.new(fx_b, fx_p * 1.002, "2卖",
|
||||
color=color.new(color.red, 50),
|
||||
style=label.style_label_down,
|
||||
textcolor=color.white,
|
||||
size=size.tiny)
|
||||
if macd_valid
|
||||
label.new(fx_b, fx_p * 1.002, "2卖", color=color.new(color.red, 50), style=label.style_label_down, textcolor=color.white, size=size.tiny)
|
||||
array.push(bs_bars, fx_b)
|
||||
array.push(bs_types, -2)
|
||||
array.push(bs_prices, fx_p)
|
||||
break
|
||||
break
|
||||
|
||||
// ==================== 信息面板 ====================
|
||||
var table info_panel = table.new(position.top_right, 2, 8,
|
||||
|
||||
Reference in New Issue
Block a user