添加新的策略
This commit is contained in:
jackyu66git
+329
-384
@@ -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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// === 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 feat_size >= 2
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// 简化判断：反向笔突破前高/前低
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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)
|
||||
@@ -896,34 +930,34 @@ 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)
|
||||
array.push(xd_zs_end_bars, zs_end_xd)
|
||||
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,
|
||||
|
||||
@@ -0,0 +1,36 @@
|
||||
//@version=6
|
||||
indicator("多周期 EMA", shorttitle="EMA", overlay=true)
|
||||
|
||||
// 参数
|
||||
src = input.source(close, "价格源")
|
||||
showEma26 = input.bool(true, "显示 EMA26？")
|
||||
showEma52 = input.bool(true, "显示 EMA52？")
|
||||
showEma104 = input.bool(false, "显示 EMA104？")
|
||||
showEma156 = input.bool(false, "显示 EMA156？")
|
||||
showEma204 = input.bool(false, "显示 EMA204？")
|
||||
showDiff = input.bool(false, "显示 EMA26-EMA52 差值线？")
|
||||
showCrossMarks = input.bool(false, "标记均线交叉（✕）")
|
||||
// 主图 EMA
|
||||
ema26 = ta.ema(src, 26)
|
||||
ema52 = ta.ema(src, 52)
|
||||
ema104 = ta.ema(src, 104)
|
||||
ema156 = ta.ema(src, 156)
|
||||
ema204 = ta.ema(src, 204)
|
||||
diff = ema26 - ema52
|
||||
|
||||
plot(ema26, title="EMA 26", color=color.new(color.teal, 0), linewidth=2, display=showEma26 ? display.all : display.none)
|
||||
plot(ema52, title="EMA 52", color=color.new(color.orange, 0), linewidth=2, display=showEma52 ? display.all : display.none)
|
||||
plot(ema104, title="EMA 104", color=color.new(color.blue, 0), linewidth=2, display=showEma104 ? display.all : display.none)
|
||||
plot(ema156, title="EMA 156", color=color.new(color.fuchsia, 0), linewidth=2, display=showEma156 ? display.all : display.none)
|
||||
plot(ema204, title="EMA 204", color=color.new(color.green, 0), linewidth=2, display=showEma204 ? display.all : display.none)
|
||||
|
||||
// 交叉信号（快线上穿/下穿慢线）
|
||||
crossUp = ta.crossover(ema26, ema52)
|
||||
crossDn = ta.crossunder(ema26, ema52)
|
||||
|
||||
// 交叉点价格（取两条 EMA 的中点，视觉上就是交叉位置）
|
||||
crossPrice = (ema26 + ema52) / 2.0
|
||||
|
||||
// 用 plotshape 标记交叉点（直接画在两条 EMA 的交叉处）
|
||||
plotshape(showCrossMarks and crossUp ? crossPrice : na, title="EMA26 上穿 EMA52", style=shape.xcross, location=location.absolute, color=color.lime, size=size.small, text="", textcolor=color.lime)
|
||||
plotshape(showCrossMarks and crossDn ? crossPrice : na, title="EMA26 下穿 EMA52", style=shape.xcross, location=location.absolute, color=color.red, size=size.small, text="", textcolor=color.red)
|
||||
@@ -0,0 +1,39 @@
|
||||
//@version=6
|
||||
indicator("EMA26-EMA52 差值线", shorttitle="EMA26_52_DIFF", overlay=false, max_labels_count=500)
|
||||
|
||||
// 参数
|
||||
src = input.source(close, "价格源")
|
||||
lenFast = input.int(26, "快线 EMA 长度", minval=1)
|
||||
lenSlow = input.int(52, "慢线 EMA 长度", minval=1)
|
||||
showCrossMarks = input.bool(true, "标记均线交叉（✕）")
|
||||
|
||||
// 计算 EMA 与差值
|
||||
emaFast = ta.ema(src, lenFast)
|
||||
emaSlow = ta.ema(src, lenSlow)
|
||||
diff = emaFast - emaSlow
|
||||
|
||||
// 交叉信号（快线上穿/下穿慢线）
|
||||
crossUp = ta.crossover(emaFast, emaSlow)
|
||||
crossDn = ta.crossunder(emaFast, emaSlow)
|
||||
|
||||
// 在差值线上标记交叉点（在本窗格显示）
|
||||
if showCrossMarks and crossUp
|
||||
label.new(bar_index, diff, "✕", xloc=xloc.bar_index, yloc=yloc.price, style=label.style_label_center, color=color.new(color.black, 100), textcolor=color.lime, size=size.small)
|
||||
if showCrossMarks and crossDn
|
||||
label.new(bar_index, diff, "✕", xloc=xloc.bar_index, yloc=yloc.price, style=label.style_label_center, color=color.new(color.black, 100), textcolor=color.red, size=size.small)
|
||||
|
||||
// 零轴
|
||||
plot(
|
||||
0,
|
||||
title = "零轴",
|
||||
color = color.new(color.gray, 70),
|
||||
linewidth = 1
|
||||
)
|
||||
|
||||
// 差值线（类似 MACD 的 DIF 线）
|
||||
plot(
|
||||
diff,
|
||||
title = "EMA26 - EMA52 差值",
|
||||
color = diff >= 0 ? color.new(color.teal, 0) : color.new(color.red, 0),
|
||||
linewidth = 2
|
||||
)
|
||||
@@ -0,0 +1,542 @@
|
||||
//@version=6
|
||||
indicator(
|
||||
"K线动能理论 - 背离识别"
|
||||
,shorttitle = "KDT_Divergence"
|
||||
,overlay = true
|
||||
,precision = 2
|
||||
,max_lines_count = 500
|
||||
,max_labels_count = 500
|
||||
)
|
||||
|
||||
//==============================================================================
|
||||
// 参数设置
|
||||
//==============================================================================
|
||||
|
||||
// --- 均线参数 ---
|
||||
group_ma = "均线参数"
|
||||
ema_fast_len = input.int(24, "EMA快线周期", minval = 5, maxval = 200, group = group_ma)
|
||||
ema_slow_len = input.int(52, "EMA慢线周期", minval = 10, maxval = 300, group = group_ma)
|
||||
|
||||
// --- MACD 参数 ---
|
||||
group_macd = "MACD参数"
|
||||
fast_length = input.int(12, "MACD快线", minval = 1, maxval = 100, group = group_macd)
|
||||
slow_length = input.int(26, "MACD慢线", minval = 1, maxval = 200, group = group_macd)
|
||||
signal_length = input.int(9, "信号线", minval = 1, maxval = 100, group = group_macd)
|
||||
|
||||
// --- 背离判定参数 ---
|
||||
group_div = "背离参数"
|
||||
near_zero_dea_th = input.float(0.10, "DEA零轴附近阈值", minval = 0.01, maxval = 1.00, step = 0.01, group = group_div, tooltip = "用于单位调整周期：|DEA| 小于该值视为贴近零轴")
|
||||
near_zero_dif_th = input.float(0.05, "DIF零轴附近阈值", minval = 0.01, maxval = 1.00, step = 0.01, group = group_div, tooltip = "用于买卖点确认：|DIF| 小于该值视为归零轴")
|
||||
min_hist_val = input.float(0.015, "量能堆最小柱高", minval = 0.001, maxval = 1.00, step = 0.001, group = group_div, tooltip = "绝对值小于该值的柱视为无效能量")
|
||||
min_heap_bars = input.int(4, "量能堆最少柱数", minval = 3, maxval = 20, group = group_div)
|
||||
max_heap_gap_bars = input.int(2, "连续跳空最大间隔K数", minval = 0, maxval = 20, group = group_div, tooltip = "后量能堆起始bar 与 前量能堆结束bar 的最大间隔，<= 该值视为连续跳空")
|
||||
hidden_hist_th = input.float(0.01, "隐形背离柱高阈值", minval = 0.001, maxval = 0.1, step = 0.001, group = group_div, tooltip = "绝对值小于该值视为"无能量"")
|
||||
div_ratio_th = input.float(0.65, "背离系数阈值", minval = 0.10, maxval = 1.00, step = 0.05, group = group_div, tooltip = "背离系数 = 当前量能堆高度 / 前一量能堆高度，小于该值才视为有效背离")
|
||||
use_strict_filter = input.bool(true, "严格买卖条件(需EMA触碰+DIF归零)", group = group_div, tooltip = "勾选：买卖点必须满足EMA贴近+ DIFO 归零；取消勾选：只要有顶/底背离就给出买卖点")
|
||||
|
||||
// --- 显示参数 ---
|
||||
group_disp = "显示设置"
|
||||
show_ema_fast = input.bool(true, "显示EMA快线", group = group_disp)
|
||||
show_ema_slow = input.bool(true, "显示EMA慢线", group = group_disp)
|
||||
show_div_labels = input.bool(true, "显示背离类型标注", group = group_disp)
|
||||
show_bg_div_zones = input.bool(true, "高亮背离区间背景", group = group_disp)
|
||||
show_buy_sell = input.bool(true, "显示买卖点信号", group = group_disp)
|
||||
show_raw_div_mark = input.bool(false, "显示基础背驰信号(不要求EMA+DIF)", group = group_disp, tooltip = "用于排查：只要出现顶/底背离就打标，无需满足EMA贴近和DIF归零")
|
||||
show_status_label = input.bool(true, "显示状态标签(用于排查脚本是否在运行)", group = group_disp, tooltip = "开启后在最新K线上方显示脚本状态/关键数值，确保“至少有东西显示”。可关闭以保持图表干净。")
|
||||
|
||||
// --- 逻辑放宽（避免因“单位调整周期”无法识别而完全无信号） ---
|
||||
group_relax = "背离识别放宽"
|
||||
require_unit_cycle = input.bool(true, "周期内背离必须处于同一单位调整周期", group = group_relax, tooltip = "开启：只在同一单位调整周期内比较量能堆（更严格，可能无信号）。关闭：即使未识别单位调整周期，也允许量能堆间背离（更容易出信号）。")
|
||||
require_dea_side = input.bool(true, "周期内顶/底背离需DEA同侧(顶>0/底<0)", group = group_relax, tooltip = "开启：顶背离要求DEA>0，底背离要求DEA<0；关闭：仅按量能堆方向判断。")
|
||||
|
||||
//==============================================================================
|
||||
// 基础指标：EMA 与 MACD
|
||||
//==============================================================================
|
||||
|
||||
ema_fast = ta.ema(close, ema_fast_len)
|
||||
ema_slow = ta.ema(close, ema_slow_len)
|
||||
|
||||
[dif, dea, macd_hist] = ta.macd(close, fast_length, slow_length, signal_length)
|
||||
|
||||
is_dea_above_zero = dea > 0.0 // 上涨线段（黄线在零轴上方）
|
||||
is_dea_below_zero = dea < 0.0 // 下跌线段（黄线在零轴下方）
|
||||
is_dea_near_zero = math.abs(dea) < near_zero_dea_th
|
||||
is_dif_near_zero = math.abs(dif) < near_zero_dif_th
|
||||
|
||||
is_bull_hist = macd_hist > min_hist_val
|
||||
is_bear_hist = macd_hist < -min_hist_val
|
||||
|
||||
//==============================================================================
|
||||
// 单位调整周期：DEA 从零轴附近出发 → 远离 → 再次回归零轴附近
|
||||
//==============================================================================
|
||||
|
||||
var bool cycle_in_progress = false
|
||||
var bool cycle_left_zero = false
|
||||
var int cycle_id = 0
|
||||
var int cycle_start_bar = na
|
||||
var float cycle_high = na
|
||||
var float cycle_low = na
|
||||
var float cycle_dea_max = na
|
||||
var float cycle_dea_min = na
|
||||
var int cycle_dir = 0 // 1 = 上涨线段内周期；-1 = 下跌线段内周期
|
||||
|
||||
// 保存最近一完整周期（用于周期间背离）
|
||||
var float prev_cycle_price_ext = na
|
||||
var float prev_cycle_dea_ext = na
|
||||
var int prev_cycle_dir = 0
|
||||
var int prev_cycle_start_bar = na
|
||||
var int prev_cycle_end_bar = na
|
||||
|
||||
var float last_cycle_ratio = na // 最近一次周期间背离的背离系数（|dea2| / |dea1|）
|
||||
|
||||
// 当前bar所在周期ID（未处于单位调整周期则为 na）
|
||||
int cur_cycle_id = cycle_in_progress ? cycle_id : na
|
||||
|
||||
// 周期间背离信号（在周期结束bar上触发）
|
||||
bool inter_cycle_top_div = false
|
||||
bool inter_cycle_bottom_div = false
|
||||
|
||||
if not cycle_in_progress and is_dea_near_zero
|
||||
// 启动新单位调整周期
|
||||
cycle_in_progress := true
|
||||
cycle_left_zero := false
|
||||
cycle_id += 1
|
||||
cycle_start_bar := bar_index
|
||||
cycle_high := high
|
||||
cycle_low := low
|
||||
cycle_dea_max := dea
|
||||
cycle_dea_min := dea
|
||||
cycle_dir := dea >= 0.0 ? 1 : -1
|
||||
else if cycle_in_progress
|
||||
// 周期运行中
|
||||
cycle_high := math.max(cycle_high, high)
|
||||
cycle_low := math.min(cycle_low, low)
|
||||
cycle_dea_max := math.max(cycle_dea_max, dea)
|
||||
cycle_dea_min := math.min(cycle_dea_min, dea)
|
||||
|
||||
if not is_dea_near_zero
|
||||
cycle_left_zero := true
|
||||
|
||||
// 已离开零轴后再次回归零轴附近 → 周期结束
|
||||
bool cycle_end_cond = cycle_left_zero and is_dea_near_zero and not is_dea_near_zero[1]
|
||||
if cycle_end_cond
|
||||
cycle_in_progress := false
|
||||
|
||||
float cur_cycle_price_ext = cycle_dir == 1 ? cycle_high : cycle_low
|
||||
float cur_cycle_dea_ext = cycle_dir == 1 ? cycle_dea_max : cycle_dea_min
|
||||
int cur_cycle_start_bar = cycle_start_bar
|
||||
int cur_cycle_end_bar = bar_index
|
||||
|
||||
// 周期间背离：相邻两个同方向单位调整周期
|
||||
if prev_cycle_dir == cycle_dir and cur_cycle_dea_ext != 0.0 and prev_cycle_dea_ext != 0.0
|
||||
float cur_abs = math.abs(cur_cycle_dea_ext)
|
||||
float prev_abs = math.abs(prev_cycle_dea_ext)
|
||||
last_cycle_ratio := cur_abs / prev_abs
|
||||
|
||||
if last_cycle_ratio < div_ratio_th
|
||||
if cycle_dir == 1 and cur_cycle_price_ext > prev_cycle_price_ext and cur_cycle_dea_ext < prev_cycle_dea_ext
|
||||
inter_cycle_top_div := true
|
||||
if cycle_dir == -1 and cur_cycle_price_ext < prev_cycle_price_ext and cur_cycle_dea_ext > prev_cycle_dea_ext
|
||||
inter_cycle_bottom_div := true
|
||||
|
||||
// 更新“上一周期”记录
|
||||
prev_cycle_price_ext := cur_cycle_price_ext
|
||||
prev_cycle_dea_ext := cur_cycle_dea_ext
|
||||
prev_cycle_dir := cycle_dir
|
||||
prev_cycle_start_bar := cur_cycle_start_bar
|
||||
prev_cycle_end_bar := cur_cycle_end_bar
|
||||
|
||||
//==============================================================================
|
||||
// 量能堆：连续同向 MACD 柱（过滤掉绝对值过小的柱）
|
||||
//==============================================================================
|
||||
|
||||
var bool heap_active = false
|
||||
var bool heap_is_bull = false
|
||||
var int heap_start_bar = na
|
||||
var int heap_end_bar = na
|
||||
var int heap_bar_count = 0
|
||||
var float heap_peak = na
|
||||
var float heap_price_extreme = na
|
||||
|
||||
// 保存上一个有效量能堆（用于单位调整周期内背离）
|
||||
var float prev_heap_peak = na
|
||||
var float prev_heap_price_extreme = na
|
||||
var int prev_heap_cycle_id = na
|
||||
var int prev_heap_dir = 0 // 1=多头量能堆, -1=空头量能堆
|
||||
var int prev_heap_start_bar = na
|
||||
var int prev_heap_end_bar = na
|
||||
|
||||
// 背离强度：当前量能堆 / 上一量能堆
|
||||
var float last_heap_ratio = na
|
||||
var float last_intra_ratio = na // 最近一次周期内背离的背离系数
|
||||
|
||||
// 周期内背离信号（在当前量能堆结束bar上触发）
|
||||
bool intra_top_div_cont = false // 顶背离 - 连续跳空
|
||||
bool intra_top_div_discrete = false // 顶背离 - 分立跳空
|
||||
bool intra_bottom_div_cont = false // 底背离 - 连续跳空
|
||||
bool intra_bottom_div_disc = false // 底背离 - 分立跳空
|
||||
|
||||
// 量能堆推进逻辑
|
||||
bool start_new_bull_heap = is_bull_hist and (not heap_active or not heap_is_bull)
|
||||
bool start_new_bear_heap = is_bear_hist and (not heap_active or heap_is_bull)
|
||||
bool end_current_heap = heap_active and not (is_bull_hist or is_bear_hist)
|
||||
|
||||
if start_new_bull_heap or start_new_bear_heap
|
||||
// 结束旧堆并判定背离（如果上一堆存在）
|
||||
if heap_active and heap_bar_count >= min_heap_bars and not na(heap_peak)
|
||||
int cur_heap_dir = heap_is_bull ? 1 : -1
|
||||
int cur_heap_cid = cur_cycle_id
|
||||
float cur_heap_peak = math.abs(heap_peak)
|
||||
float cur_heap_price = heap_price_extreme
|
||||
// 旧堆结束bar（旧堆的最后一根柱在当前bar的前一根）
|
||||
heap_end_bar := bar_index - 1
|
||||
|
||||
// 周期内背离前提：同一单位调整周期内、同方向的连续量能堆
|
||||
// 这里要求：
|
||||
// 1）当前量能堆与上一量能堆属于同一个单位调整周期（cur_heap_cid == prev_heap_cycle_id）
|
||||
// 2）两个量能堆同方向（多头/空头一致）
|
||||
// 3）上一堆和当前堆的“峰值能量”均为有效正数
|
||||
bool same_cycle =
|
||||
(cur_heap_cid == prev_heap_cycle_id) or (na(cur_heap_cid) and na(prev_heap_cycle_id))
|
||||
bool cycle_ok = require_unit_cycle ? (same_cycle and not na(cur_heap_cid) and not na(prev_heap_cycle_id)) : same_cycle
|
||||
bool dea_side_ok =
|
||||
not require_dea_side ? true :
|
||||
(cur_heap_dir == 1 ? dea > 0.0 : dea < 0.0)
|
||||
|
||||
if cycle_ok and cur_heap_dir == prev_heap_dir and prev_heap_peak > 0 and cur_heap_peak > 0 and dea_side_ok
|
||||
last_heap_ratio := cur_heap_peak / prev_heap_peak
|
||||
|
||||
bool ratio_ok = last_heap_ratio < div_ratio_th
|
||||
bool is_continuous = not na(prev_heap_end_bar) and heap_start_bar - prev_heap_end_bar <= max_heap_gap_bars
|
||||
|
||||
if cur_heap_dir == 1 and cur_heap_price > prev_heap_price_extreme and ratio_ok
|
||||
// 顶背离（上涨线段）
|
||||
intra_top_div_cont := is_continuous
|
||||
intra_top_div_discrete := not is_continuous
|
||||
last_intra_ratio := last_heap_ratio
|
||||
|
||||
if cur_heap_dir == -1 and cur_heap_price < prev_heap_price_extreme and ratio_ok
|
||||
// 底背离（下跌线段）
|
||||
intra_bottom_div_cont := is_continuous
|
||||
intra_bottom_div_disc := not is_continuous
|
||||
last_intra_ratio := last_heap_ratio
|
||||
|
||||
// 更新上一堆信息
|
||||
prev_heap_peak := cur_heap_peak
|
||||
prev_heap_price_extreme := cur_heap_price
|
||||
prev_heap_cycle_id := cur_heap_cid
|
||||
prev_heap_dir := cur_heap_dir
|
||||
prev_heap_start_bar := heap_start_bar
|
||||
prev_heap_end_bar := heap_end_bar
|
||||
|
||||
// 开启新堆
|
||||
bool new_heap_is_bull = start_new_bull_heap
|
||||
heap_active := true
|
||||
heap_is_bull := new_heap_is_bull
|
||||
heap_start_bar := bar_index
|
||||
heap_end_bar := bar_index
|
||||
heap_bar_count := 1
|
||||
heap_peak := math.abs(macd_hist)
|
||||
// 修正：量能堆的价格极值应该与“量能堆方向”一致（多头看high，空头看low），不应使用DEA位置
|
||||
heap_price_extreme := new_heap_is_bull ? high : low
|
||||
|
||||
else if heap_active and (is_bull_hist or is_bear_hist) and ((heap_is_bull and is_bull_hist) or (not heap_is_bull and is_bear_hist))
|
||||
// 量能堆内部推进
|
||||
heap_bar_count += 1
|
||||
heap_end_bar := bar_index
|
||||
heap_peak := math.max(heap_peak, math.abs(macd_hist))
|
||||
heap_price_extreme := heap_is_bull ? math.max(heap_price_extreme, high) : math.min(heap_price_extreme, low)
|
||||
|
||||
// 无效/反向柱导致当前堆结束，但此处不再新启一堆
|
||||
if end_current_heap
|
||||
heap_active := false
|
||||
|
||||
//==============================================================================
|
||||
// 隐形背离：价格创新高/新低，但 MACD 柱几乎为 0（无能量）
|
||||
//==============================================================================
|
||||
|
||||
var float cycle_price_high = na
|
||||
var float cycle_price_low = na
|
||||
|
||||
if cycle_in_progress and (nz(cycle_dir) == 1)
|
||||
cycle_price_high := math.max(nz(cycle_price_high, high), high)
|
||||
cycle_price_low := nz(cycle_price_low, low)
|
||||
else if cycle_in_progress and (nz(cycle_dir) == -1)
|
||||
cycle_price_low := math.min(nz(cycle_price_low, low), low)
|
||||
cycle_price_high := nz(cycle_price_high, high)
|
||||
else if not cycle_in_progress
|
||||
cycle_price_high := na
|
||||
cycle_price_low := na
|
||||
|
||||
bool hidden_top_div = false
|
||||
bool hidden_bottom_div = false
|
||||
|
||||
if cycle_in_progress and math.abs(macd_hist) < hidden_hist_th
|
||||
if cycle_dir == 1 and not na(cycle_price_high) and high > cycle_price_high[1]
|
||||
hidden_top_div := true
|
||||
if cycle_dir == -1 and not na(cycle_price_low) and low < cycle_price_low[1]
|
||||
hidden_bottom_div := true
|
||||
|
||||
//==============================================================================
|
||||
// 背离区间背景高亮（最近一次背离所覆盖的区间）
|
||||
//==============================================================================
|
||||
|
||||
var int top_div_zone_start_bar = na
|
||||
var int top_div_zone_end_bar = na
|
||||
var int bottom_div_zone_start_bar = na
|
||||
var int bottom_div_zone_end_bar = na
|
||||
var int hidden_div_zone_start_bar = na
|
||||
var int hidden_div_zone_end_bar = na
|
||||
var int inter_div_zone_start_bar = na
|
||||
var int inter_div_zone_end_bar = na
|
||||
|
||||
// 量能堆周期内顶/底背离区间：上一堆起点 → 当前堆终点
|
||||
if intra_top_div_cont or intra_top_div_discrete
|
||||
top_div_zone_start_bar := prev_heap_start_bar
|
||||
top_div_zone_end_bar := heap_end_bar
|
||||
|
||||
if intra_bottom_div_cont or intra_bottom_div_disc
|
||||
bottom_div_zone_start_bar := prev_heap_start_bar
|
||||
bottom_div_zone_end_bar := heap_end_bar
|
||||
|
||||
// 隐形背离区间：以当前bar为中心的极短区间
|
||||
if hidden_top_div or hidden_bottom_div
|
||||
hidden_div_zone_start_bar := bar_index - 1
|
||||
hidden_div_zone_end_bar := bar_index + 1
|
||||
|
||||
// 周期间背离区间：前一周期起点 → 当前周期终点
|
||||
if inter_cycle_top_div or inter_cycle_bottom_div
|
||||
inter_div_zone_start_bar := prev_cycle_start_bar
|
||||
inter_div_zone_end_bar := bar_index
|
||||
|
||||
bool in_top_div_zone = show_bg_div_zones and not na(top_div_zone_start_bar) and bar_index >= top_div_zone_start_bar and bar_index <= top_div_zone_end_bar
|
||||
bool in_bottom_div_zone = show_bg_div_zones and not na(bottom_div_zone_start_bar) and bar_index >= bottom_div_zone_start_bar and bar_index <= bottom_div_zone_end_bar
|
||||
bool in_hidden_div_zone = show_bg_div_zones and not na(hidden_div_zone_start_bar) and bar_index >= hidden_div_zone_start_bar and bar_index <= hidden_div_zone_end_bar
|
||||
bool in_inter_div_zone = show_bg_div_zones and not na(inter_div_zone_start_bar) and bar_index >= inter_div_zone_start_bar and bar_index <= inter_div_zone_end_bar
|
||||
|
||||
color bg_col =
|
||||
in_top_div_zone ? color.new(color.red, 88) :
|
||||
in_bottom_div_zone ? color.new(color.green, 88) :
|
||||
in_inter_div_zone ? color.new(color.orange,88) :
|
||||
in_hidden_div_zone ? color.new(color.purple,88) :
|
||||
na
|
||||
|
||||
bgcolor(bg_col)
|
||||
|
||||
//==============================================================================
|
||||
// 买卖点综合判定
|
||||
//==============================================================================
|
||||
|
||||
bool has_bottom_div = intra_bottom_div_cont or intra_bottom_div_disc or inter_cycle_bottom_div or hidden_bottom_div
|
||||
bool has_top_div = intra_top_div_cont or intra_top_div_discrete or inter_cycle_top_div or hidden_top_div
|
||||
|
||||
// 价格触碰 EMA52 / EMA24 近似判定（放宽为输入参数，默认 1%）
|
||||
float ema_touch_tol = 0.01 // 1% 价差容忍
|
||||
|
||||
bool touch_support =
|
||||
(low <= ema_fast * (1 + ema_touch_tol) and low >= ema_fast * (1 - ema_touch_tol)) or
|
||||
(low <= ema_slow * (1 + ema_touch_tol) and low >= ema_slow * (1 - ema_touch_tol))
|
||||
|
||||
bool touch_resist =
|
||||
(high >= ema_fast * (1 - ema_touch_tol) and high <= ema_fast * (1 + ema_touch_tol)) or
|
||||
(high >= ema_slow * (1 - ema_touch_tol) and high <= ema_slow * (1 + ema_touch_tol))
|
||||
|
||||
// 基础买/卖条件：默认只要出现顶/底背离即可（不再强制要求处于对应线段，避免漏标）
|
||||
bool basic_buy_cond = has_bottom_div
|
||||
bool basic_sell_cond = has_top_div
|
||||
|
||||
// 严格买点：下跌线段 + 底背离 + 触碰EMA支撑 + DIF归零轴
|
||||
bool strict_buy_cond =
|
||||
basic_buy_cond and
|
||||
touch_support and
|
||||
is_dif_near_zero
|
||||
|
||||
// 严格卖点：上涨线段 + 顶背离 + 触碰EMA压力 + DIF归零轴
|
||||
bool strict_sell_cond =
|
||||
basic_sell_cond and
|
||||
touch_resist and
|
||||
is_dif_near_zero
|
||||
|
||||
// 最终买卖点：根据 use_strict_filter 决定是否启用严格过滤
|
||||
bool buy_signal =
|
||||
show_buy_sell and
|
||||
(use_strict_filter ? strict_buy_cond : basic_buy_cond)
|
||||
|
||||
bool sell_signal =
|
||||
show_buy_sell and
|
||||
(use_strict_filter ? strict_sell_cond : basic_sell_cond)
|
||||
|
||||
//==============================================================================
|
||||
// 背离类型文本 & 背离系数
|
||||
//==============================================================================
|
||||
|
||||
string heap_ratio_str = na(last_intra_ratio) ? "" : str.format("{0,number,0.00}", last_intra_ratio)
|
||||
string cycle_ratio_str = na(last_cycle_ratio) ? "" : str.format("{0,number,0.00}", last_cycle_ratio)
|
||||
|
||||
string intra_top_text =
|
||||
intra_top_div_cont ? "连续跳空顶背离\nk=" + heap_ratio_str :
|
||||
intra_top_div_discrete ? "分立跳空顶背离\nk=" + heap_ratio_str :
|
||||
""
|
||||
|
||||
string intra_bottom_text =
|
||||
intra_bottom_div_cont ? "连续跳空底背离\nk=" + heap_ratio_str :
|
||||
intra_bottom_div_disc ? "分立跳空底背离\nk=" + heap_ratio_str :
|
||||
""
|
||||
|
||||
string inter_top_text =
|
||||
inter_cycle_top_div ? "周期间顶背离\nk=" + cycle_ratio_str : ""
|
||||
|
||||
string inter_bottom_text =
|
||||
inter_cycle_bottom_div ? "周期间底背离\nk=" + cycle_ratio_str : ""
|
||||
|
||||
string hidden_top_text =
|
||||
hidden_top_div ? "隐形顶背离" : ""
|
||||
|
||||
string hidden_bottom_text =
|
||||
hidden_bottom_div ? "隐形底背离" : ""
|
||||
|
||||
//==============================================================================
|
||||
// 绘图：均线、买卖点、背离标记
|
||||
//==============================================================================
|
||||
|
||||
plot(show_ema_slow ? ema_slow : na, color = color.new(color.blue, 0), title = "EMA慢线", linewidth = 2)
|
||||
plot(show_ema_fast ? ema_fast : na, color = color.new(color.orange, 0), title = "EMA快线", linewidth = 2)
|
||||
|
||||
// 状态标签：确保脚本加载后“至少能看到一个东西”，同时便于判断为何没信号
|
||||
var label status_lbl = na
|
||||
if barstate.islast
|
||||
if show_status_label
|
||||
if na(status_lbl)
|
||||
status_lbl := label.new(bar_index, high, "")
|
||||
label.set_xy(status_lbl, bar_index, high)
|
||||
string s1 = "KDT_Divergence OK"
|
||||
string s2 = "DEA=" + str.tostring(dea, format.mintick) + " DIF=" + str.tostring(dif, format.mintick)
|
||||
string s3 = "near0(DEA)=" + str.tostring(is_dea_near_zero) + " near0(DIF)=" + str.tostring(is_dif_near_zero)
|
||||
string s4 = "cycle=" + (cycle_in_progress ? str.tostring(cycle_id) : "na") + " heap=" + (heap_active ? "on" : "off")
|
||||
label.set_text(status_lbl, s1 + "\n" + s2 + "\n" + s3 + "\n" + s4)
|
||||
label.set_textcolor(status_lbl, color.white)
|
||||
label.set_color(status_lbl, color.new(color.black, 0))
|
||||
label.set_style(status_lbl, label.style_label_down)
|
||||
label.set_size(status_lbl, size.small)
|
||||
else
|
||||
if not na(status_lbl)
|
||||
label.delete(status_lbl)
|
||||
status_lbl := na
|
||||
|
||||
// 买点、卖点
|
||||
plotshape(
|
||||
buy_signal
|
||||
,title = "买点"
|
||||
,location = location.belowbar
|
||||
,color = color.new(color.green, 0)
|
||||
,style = shape.labelup
|
||||
,text = "买"
|
||||
,textcolor = color.white
|
||||
,size = size.normal
|
||||
)
|
||||
|
||||
plotshape(
|
||||
sell_signal
|
||||
,title = "卖点"
|
||||
,location = location.abovebar
|
||||
,color = color.new(color.red, 0)
|
||||
,style = shape.labeldown
|
||||
,text = "卖"
|
||||
,textcolor = color.white
|
||||
,size = size.normal
|
||||
)
|
||||
|
||||
// 基础背驰信号（仅用于排查：不要求EMA触碰与DIF归零，也不要求DEA在线段内）
|
||||
plotshape(
|
||||
show_raw_div_mark and basic_buy_cond
|
||||
,title = "基础底背驰(无EMA+DIF过滤)"
|
||||
,location = location.belowbar
|
||||
,color = color.new(color.lime, 0)
|
||||
,style = shape.triangleup
|
||||
,text = "底背"
|
||||
,textcolor = color.white
|
||||
,size = size.tiny
|
||||
)
|
||||
|
||||
plotshape(
|
||||
show_raw_div_mark and basic_sell_cond
|
||||
,title = "基础顶背驰(无EMA+DIF过滤)"
|
||||
,location = location.abovebar
|
||||
,color = color.new(color.maroon, 0)
|
||||
,style = shape.triangledown
|
||||
,text = "顶背"
|
||||
,textcolor = color.white
|
||||
,size = size.tiny
|
||||
)
|
||||
|
||||
// 背离类型标注（在图表上标出“连续跳空背离 / 分立跳空背离 / 周期间背离 / 隐形背离”等）
|
||||
// 注意：plotshape 必须在全局作用域调用，使用 show_div_labels 作为条件的一部分
|
||||
|
||||
// 顶背离相关
|
||||
plotshape(
|
||||
show_div_labels and (intra_top_div_cont or intra_top_div_discrete)
|
||||
,title = "周期内顶背离"
|
||||
,location = location.abovebar
|
||||
,color = color.new(color.red, 0)
|
||||
,style = shape.labeldown
|
||||
,text = "周期内顶背离"
|
||||
,textcolor = color.white
|
||||
,size = size.tiny
|
||||
)
|
||||
|
||||
plotshape(
|
||||
show_div_labels and inter_cycle_top_div
|
||||
,title = "周期间顶背离"
|
||||
,location = location.abovebar
|
||||
,color = color.new(color.orange, 0)
|
||||
,style = shape.labeldown
|
||||
,text = "周期间顶背离"
|
||||
,textcolor = color.white
|
||||
,size = size.tiny
|
||||
)
|
||||
|
||||
plotshape(
|
||||
show_div_labels and hidden_top_div
|
||||
,title = "隐形顶背离"
|
||||
,location = location.abovebar
|
||||
,color = color.new(color.purple, 0)
|
||||
,style = shape.triangledown
|
||||
,text = "隐形顶背离"
|
||||
,textcolor = color.white
|
||||
,size = size.tiny
|
||||
)
|
||||
|
||||
// 底背离相关
|
||||
plotshape(
|
||||
show_div_labels and (intra_bottom_div_cont or intra_bottom_div_disc)
|
||||
,title = "周期内底背离"
|
||||
,location = location.belowbar
|
||||
,color = color.new(color.green, 0)
|
||||
,style = shape.labelup
|
||||
,text = "周期内底背离"
|
||||
,textcolor = color.white
|
||||
,size = size.tiny
|
||||
)
|
||||
|
||||
plotshape(
|
||||
show_div_labels and inter_cycle_bottom_div
|
||||
,title = "周期间底背离"
|
||||
,location = location.belowbar
|
||||
,color = color.new(color.orange, 0)
|
||||
,style = shape.labelup
|
||||
,text = "周期间底背离"
|
||||
,textcolor = color.white
|
||||
,size = size.tiny
|
||||
)
|
||||
|
||||
plotshape(
|
||||
show_div_labels and hidden_bottom_div
|
||||
,title = "隐形底背离"
|
||||
,location = location.belowbar
|
||||
,color = color.new(color.purple, 0)
|
||||
,style = shape.triangleup
|
||||
,text = "隐形底背离"
|
||||
,textcolor = color.white
|
||||
,size = size.tiny
|
||||
)
|
||||
|
||||
@@ -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
|
||||
)
|
||||
|
||||
Reference in New Issue
Block a user