//@version=6 indicator(title="趋势/震荡行情判定 (BTC 1H)", shorttitle="Trend/Range Regime", overlay=true, max_labels_count=500) // ========================= 输入参数 ========================= // 基础 symbolTitle = input.string(defval="BTCUSD/USDT 1H", title="使用说明 (默认为 1 小时 BTC)", inline="hdr") showEma = input.bool(true, "显示EMA", inline="ema") emaLen = input.int(52, "长度", minval=1, inline="ema") // 趋势强度/震荡指标参数 adxLen = input.int(14, "ADX长度", minval=2, inline="adx") adxTrendThresh = input.float(22.0, "趋势阈值", minval=5, inline="adx") adxRangeThresh = input.float(18.0, "震荡阈值", minval=5, inline="adx") chopLen = input.int(14, "CHOP长度", minval=2, inline="chop") chopTrendMax = input.float(45.0, "趋势上限(越小越趋势)", minval=10, maxval=100, inline="chop") chopRangeMin = input.float(55.0, "震荡下限(越大越震荡)", minval=10, maxval=100, inline="chop") // 方向与确认 slopePctThresh = input.float(0.05, "EMA斜率阈值(%/bar)", minval=0.0, step=0.01) distancePctThresh = input.float(0.10, "价格偏离EMA阈值(%)", minval=0.0, step=0.01) enterConfirmBars = input.int(2, "进入确认根数", minval=1) exitConfirmBars = input.int(2, "退出确认根数", minval=1) // 灵敏度:>1 更灵敏,<1 更稳健 sensitivity = input.float(1.2, "灵敏度(>1更灵敏,<1更稳健)", minval=0.5, maxval=2.0, step=0.05) // 可视化与告警 showBackground = input.bool(true, "背景着色") showLabels = input.bool(true, "标记切换点") // 颜色 colUp = color.new(color.teal, 80) colDn = color.new(color.red, 80) colRg = color.new(color.gray, 85) // ========================= 指标计算 ========================= ema = ta.ema(close, emaLen) plot(showEma ? ema : na, color=color.new(color.yellow, 0), linewidth=2, title="EMA") // EMA 斜率(百分比/每根) emaSlopePct = ema != 0.0 and ema[1] != 0.0 ? 100.0 * (ema - ema[1]) / ema[1] : 0.0 priceDistPct = ema != 0.0 ? 100.0 * (close - ema) / ema : 0.0 // ADX(手动实现,避免环境不支持 ta.adx) upMove = ta.change(high) downMove = -ta.change(low) plusDM = (upMove > downMove and upMove > 0) ? upMove : 0.0 minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0 trAdx = ta.tr(true) plusDI = 100.0 * ta.rma(plusDM, adxLen) / ta.rma(trAdx, adxLen) minusDI = 100.0 * ta.rma(minusDM, adxLen) / ta.rma(trAdx, adxLen) dx = (plusDI + minusDI > 0) ? 100.0 * math.abs(plusDI - minusDI) / (plusDI + minusDI) : 0.0 adx = ta.rma(dx, adxLen) // CHOP (Choppiness Index) var float log10 = math.log(10.0) tr = ta.tr(true) sumTr = ta.sma(tr, chopLen) * chopLen hh = ta.highest(high, chopLen) ll = ta.lowest(low, chopLen) rangeHL = math.max(hh - ll, 1e-10) chop = 100.0 * (math.log(sumTr / rangeHL) / log10) / (math.log(chopLen) / log10) // ========================= 阈值动态调整(按灵敏度) ========================= sens = sensitivity adxTrendThreshAdj = adxTrendThresh / sens adxRangeThreshAdj = adxRangeThresh * sens chopTrendMaxAdj = math.min(100.0, chopTrendMax * sens) chopRangeMinAdj = math.max(10.0, chopRangeMin / sens) slopePctThreshAdj = slopePctThresh / sens distancePctThreshAdj = distancePctThresh / sens enterConfirmAdj = math.max(1, int(math.round(enterConfirmBars / sens))) exitConfirmAdj = math.max(1, int(math.round(exitConfirmBars / sens))) // 条件 isTrendStrength = adx > adxTrendThreshAdj and chop < chopTrendMaxAdj isRangeWeak = adx < adxRangeThreshAdj or chop > chopRangeMinAdj dirUpRaw = emaSlopePct > slopePctThreshAdj and priceDistPct > distancePctThreshAdj dirDnRaw = emaSlopePct < -slopePctThreshAdj and priceDistPct < -distancePctThreshAdj upReady = isTrendStrength and dirUpRaw dnReady = isTrendStrength and dirDnRaw // 连续确认 upConsec = ta.barssince(not upReady) dnConsec = ta.barssince(not dnReady) upConfirmed = upConsec >= enterConfirmAdj - 1 dnConfirmed = dnConsec >= enterConfirmAdj - 1 // 退出确认(从趋势转入震荡或反向) exitWeak = isRangeWeak or (not isTrendStrength) exitUpConsec = ta.barssince(not exitWeak) >= exitConfirmAdj - 1 exitDnConsec = ta.barssince(not exitWeak) >= exitConfirmAdj - 1 // ========================= 状态机 ========================= // 0: 震荡, 1: 上涨趋势, -1: 下跌趋势 var int regime = 0 prevRegime = nz(regime[1], 0) // 选择方向时的冲突消解:优先单边确认,避免同根双向 chooseUp = upConfirmed and not dnConfirmed chooseDn = dnConfirmed and not upConfirmed // 状态更新(仅在收盘确认时变更) calcRegime = prevRegime == 0 ? (chooseUp ? 1 : (chooseDn ? -1 : 0)) : prevRegime == 1 ? ((exitWeak and not upReady) ? 0 : ((dnConfirmed and isTrendStrength) ? -1 : 1)) : ((exitWeak and not dnReady) ? 0 : ((upConfirmed and isTrendStrength) ? 1 : -1)) regime := barstate.isconfirmed ? calcRegime : nz(regime[1], prevRegime) // ========================= 可视化 ========================= bgcolor(showBackground ? (regime == 1 ? colUp : regime == -1 ? colDn : colRg) : na, title="背景") // 切换点标记 enteredUp = barstate.isconfirmed and regime == 1 and prevRegime != 1 enteredDn = barstate.isconfirmed and regime == -1 and prevRegime != -1 enteredRg = barstate.isconfirmed and regime == 0 and prevRegime != 0 // 离开点(结束点) leftUp = barstate.isconfirmed and prevRegime == 1 and regime != 1 leftDn = barstate.isconfirmed and prevRegime == -1 and regime != -1 leftRg = barstate.isconfirmed and prevRegime == 0 and regime != 0 plotchar(showLabels and enteredUp, title="↑ Up开始", char="↑", location=location.belowbar, color=color.new(color.teal, 0), size=size.tiny) plotchar(showLabels and leftUp, title="↓ Up结束", char="↓", location=location.abovebar, color=color.new(color.gray, 0), size=size.tiny) plotchar(showLabels and enteredDn, title="↓ Down开始", char="↓", location=location.abovebar, color=color.new(color.red, 0), size=size.tiny) plotchar(showLabels and leftDn, title="↑ Down结束", char="↑", location=location.belowbar, color=color.new(color.gray, 0), size=size.tiny) plotchar(showLabels and enteredRg, title="≈ Range开始",char="≈", location=location.top, color=color.new(color.silver, 0), size=size.tiny) plotchar(showLabels and leftRg, title="≠ Range结束",char="≠", location=location.top, color=color.new(color.silver, 0), size=size.tiny) // 辅助输出 plotchar(regime == 1, title="UpTrend", char="U", location=location.top, color=color.teal, size=size.tiny) plotchar(regime == -1, title="DownTrend", char="D", location=location.top, color=color.red, size=size.tiny) plotchar(regime == 0, title="Range", char="R", location=location.top, color=color.gray, size=size.tiny) // ========================= 告警 ========================= alertcondition(enteredUp, title="上涨趋势开始", message="上涨趋势开始 (BTC 1H)") alertcondition(leftUp, title="上涨趋势结束", message="上涨趋势结束 (BTC 1H)") alertcondition(enteredDn, title="下跌趋势开始", message="下跌趋势开始 (BTC 1H)") alertcondition(leftDn, title="下跌趋势结束", message="下跌趋势结束 (BTC 1H)") alertcondition(enteredRg, title="震荡开始", message="震荡开始 (BTC 1H)") alertcondition(leftRg, title="震荡结束", message="震荡结束 (BTC 1H)") // ========================= 说明 ========================= // 建议用于 1 小时 BTC;参数已做温和默认值以区分趋势/震荡。 // 如需更敏感:降低 adxTrendThresh、chopTrendMax,降低 slopePctThresh/confirm;反之亦然。