添加新的策略

2026-03-24 16:36:47 +08:00
parent c4b066ebc3
commit a414c3d982
5 changed files with 1092 additions and 385 deletions
@@ -0,0 +1,145 @@
+//@version=6
+indicator("背了又背：最后一笔顶/底背离（单周期简化版）", shorttitle="LastDiv_Simple", overlay=true, max_labels_count=500)
+
+// 参数
+pivot_left  = input.int(3, "左侧枢轴K数", minval=1)
+pivot_right = input.int(3, "右侧枢轴K数", minval=1)
+fastlen  = input.int(12, "MACD快线")
+slowlen  = input.int(26, "MACD慢线")
+siglen   = input.int(9,  "MACD信号线")
+min_div_strength = input.float(0.6, "背离强度系数阈值", minval=0.1, maxval=1.0, step=0.05)
+need_double_div  = input.bool(true, "必须『背了又背』（同向至少两次背离）")
+
+// MACD
+[dif, dea, hist] = ta.macd(close, fastlen, slowlen, siglen)
+
+// 枢轴
+ph_val = ta.pivothigh(high, pivot_left, pivot_right)
+pl_val = ta.pivotlow(low,  pivot_left, pivot_right)
+
+is_pivoth = not na(ph_val)
+is_pivotl = not na(pl_val)
+
+ph_price = is_pivoth ? ph_val : na
+pl_price = is_pivotl ? pl_val : na
+ph_osc   = is_pivoth ? hist[pivot_right] : na
+pl_osc   = is_pivotl ? hist[pivot_right] : na
+ph_bar   = is_pivoth ? bar_index[pivot_right] : na
+pl_bar   = is_pivotl ? bar_index[pivot_right] : na
+
+// 工具函数
+// 隐形背离定义：
+// - 顶：价格创新高，但对应枢轴处没有正的能量柱（hist <= 0）
+// - 底：价格创新低，但对应枢轴处没有负的能量柱（hist >= 0）
+f_top_div(price1, price2, osc1, osc2) =>
+    price2 > price1 and osc2 <= 0
+
+f_bottom_div(price1, price2, osc1, osc2) =>
+    price2 < price1 and osc2 >= 0
+
+// 状态变量：记录连续同向背离
+var float last_ph_price = na
+var float last_ph_osc   = na
+var int   last_ph_bar   = na
+
+var float last_pl_price = na
+var float last_pl_osc   = na
+var int   last_pl_bar   = na
+
+var float prev_div_top_price = na
+var float prev_div_top_osc   = na
+var int   prev_div_top_bar   = na
+
+var float last_div_top_price = na
+var float last_div_top_osc   = na
+var int   last_div_top_bar   = na
+
+var float prev_div_bot_price = na
+var float prev_div_bot_osc   = na
+var int   prev_div_bot_bar   = na
+
+var float last_div_bot_price = na
+var float last_div_bot_osc   = na
+var int   last_div_bot_bar   = na
+
+var int top_div_count_seq = 0
+var int bot_div_count_seq = 0
+
+new_top_div = false
+new_bot_div = false
+
+// 顶背离（隐形）
+if is_pivoth and not na(last_ph_price)
+    if f_top_div(last_ph_price, ph_price, last_ph_osc, ph_osc)
+        new_top_div := true
+        // 更新链
+        prev_div_top_price := last_div_top_price
+        prev_div_top_osc   := last_div_top_osc
+        prev_div_top_bar   := last_div_top_bar
+
+        last_div_top_price := ph_price
+        last_div_top_osc   := ph_osc
+        last_div_top_bar   := ph_bar
+
+        top_div_count_seq += 1
+    else
+        if ph_price > last_ph_price and ph_osc >= last_ph_osc
+            top_div_count_seq := 0
+
+if is_pivoth
+    last_ph_price := ph_price
+    last_ph_osc   := ph_osc
+    last_ph_bar   := ph_bar
+
+// 底背离（隐形）
+if is_pivotl and not na(last_pl_price)
+    if f_bottom_div(last_pl_price, pl_price, last_pl_osc, pl_osc)
+        new_bot_div := true
+        // 更新链
+        prev_div_bot_price := last_div_bot_price
+        prev_div_bot_osc   := last_div_bot_osc
+        prev_div_bot_bar   := last_div_bot_bar
+
+        last_div_bot_price := pl_price
+        last_div_bot_osc   := pl_osc
+        last_div_bot_bar   := pl_bar
+
+        bot_div_count_seq += 1
+    else
+        if pl_price < last_pl_price and pl_osc <= last_pl_osc
+            bot_div_count_seq := 0
+
+if is_pivotl
+    last_pl_price := pl_price
+    last_pl_osc   := pl_osc
+    last_pl_bar   := pl_bar
+
+// 只在『最后一笔』背了又背时画信号
+need_count_top = need_double_div ? top_div_count_seq >= 2 : top_div_count_seq >= 1
+need_count_bot = need_double_div ? bot_div_count_seq >= 2 : bot_div_count_seq >= 1
+
+final_top_div = new_top_div and need_count_top
+final_bot_div = new_bot_div and need_count_bot
+
+plotshape(
+     final_bot_div
+    ,title="最后一笔底背离"
+    ,location=location.belowbar
+    ,style=shape.labelup
+    ,color=color.new(color.green, 0)
+    ,text="背了又背\n底终点"
+    ,textcolor=color.white
+    ,size=size.normal
+)
+
+plotshape(
+     final_top_div
+    ,title="最后一笔顶背离"
+    ,location=location.abovebar
+    ,style=shape.labeldown
+    ,color=color.new(color.red, 0)
+    ,text="背了又背\n顶终点"
+    ,textcolor=color.white
+    ,size=size.normal
+)
+