// MACD与价格背驰检测指标
// 作者: Claude AI
// 版本: 1.0

//@version=5
indicator("MACD背驰检测", shorttitle="MACD背驰", overlay=true)

// MACD参数
fast_length = input.int(12, "MACD快线长度", minval=1)
slow_length = input.int(26, "MACD慢线长度", minval=1)
signal_length = input.int(9, "MACD信号线长度", minval=1)

// 背驰检测参数
lookback = input.int(10, "回溯检测周期", minval=5)
threshold = input.float(0.5, "背驰阈值", minval=0.1, step=0.1)

// 计算MACD
[macdLine, signalLine, histLine] = ta.macd(close, fast_length, slow_length, signal_length)

// 寻找价格的高点和低点
price_high = ta.highest(high, lookback)
price_low = ta.lowest(low, lookback)

// 判断当前柱是否是局部高点或低点
is_price_high = high == price_high and high > high[1] and high > high[2]
is_price_low = low == price_low and low < low[1] and low < low[2]

// 保存价格高点和低点及其对应的MACD值
var float last_price_high = na
var float last_price_low = na
var float last_macd_at_price_high = na
var float last_macd_at_price_low = na

// 寻找MACD的高点和低点
macd_high = ta.highest(macdLine, lookback)
macd_low = ta.lowest(macdLine, lookback)

// ----- 背驰检测逻辑 -----

// 顶背驰：价格创新高，但MACD没有创新高
bearish_divergence = false
if is_price_high
    // 保存当前高点及对应的MACD值
    if not na(last_price_high) and high > last_price_high and macdLine < last_macd_at_price_high
        bearish_divergence := true
    
    last_price_high := high
    last_macd_at_price_high := macdLine

// 底背驰：价格创新低，但MACD没有创新低
bullish_divergence = false
if is_price_low
    // 保存当前低点及对应的MACD值
    if not na(last_price_low) and low < last_price_low and macdLine > last_macd_at_price_low
        bullish_divergence := true
    
    last_price_low := low
    last_macd_at_price_low := macdLine

// ----- 标注背驰 -----

// 顶背驰标注
plotshape(
    bearish_divergence, 
    title="顶背驰", 
    location=location.abovebar, 
    color=color.red, 
    style=shape.triangledown, 
    size=size.normal,
    text="顶背驰")

// 底背驰标注
plotshape(
    bullish_divergence, 
    title="底背驰", 
    location=location.belowbar, 
    color=color.green, 
    style=shape.triangleup, 
    size=size.normal,
    text="底背驰")

// ----- 辅助指标 -----

// 在单独窗口绘制MACD
plot(macdLine, "MACD", color=color.blue, display=display.none)
plot(signalLine, "信号线", color=color.orange, display=display.none)
plot(histLine, "柱状图", color=histLine >= 0 ? color.green : color.red, style=plot.style_histogram, display=display.none)

// 显示背驰信息
var label divergenceLabel = na
if barstate.islast
    label.delete(divergenceLabel)
    if bearish_divergence
        divergenceLabel := label.new(
            bar_index, high, 
            text="顶背驰警告！\n价格创新高但MACD未跟进", 
            color=color.red, 
            style=label.style_label_down,
            textcolor=color.white)
    else if bullish_divergence
        divergenceLabel := label.new(
            bar_index, low, 
            text="底背驰警告！\n价格创新低但MACD未跟进", 
            color=color.green, 
            style=label.style_label_up,
            textcolor=color.white)