// 高级MACD背驰检测指标 // 作者: Claude AI // 版本: 1.0 //@version=5 indicator("高级MACD背驰检测", shorttitle="高级MACD背驰", overlay=true) // === 输入参数 === // MACD参数 fast_length = input.int(12, "MACD快线长度", minval=1, group="MACD设置") slow_length = input.int(26, "MACD慢线长度", minval=1, group="MACD设置") signal_length = input.int(9, "MACD信号线长度", minval=1, group="MACD设置") src = input.source(close, "价格数据源", group="MACD设置") // 背驰检测参数 lookback = input.int(10, "回溯检测周期", minval=5, group="背驰设置") pivot_confirmation = input.int(3, "高低点确认柱数", minval=1, maxval=5, group="背驰设置") regular_div = input.bool(true, "检测常规背驰", group="背驰类型") hidden_div = input.bool(true, "检测隐形背驰", group="背驰类型") // 显示设置 show_labels = input.bool(true, "显示文字标签", group="显示设置") show_alerts = input.bool(true, "生成提醒", group="显示设置") bull_color = input.color(color.green, "多头背驰颜色", group="显示设置") bear_color = input.color(color.red, "空头背驰颜色", group="显示设置") // === 计算指标 === // 计算MACD [macdLine, signalLine, histLine] = ta.macd(src, fast_length, slow_length, signal_length) // === 寻找峰谷 === // 函数：检测高点 isPivotHigh(len) => high[len] > high[len-1] and high[len] > high[len+1] and high[len] > high[len-2] and high[len] > high[len+2] // 函数：检测低点 isPivotLow(len) => low[len] < low[len-1] and low[len] < low[len+1] and low[len] < low[len-2] and low[len] < low[len+2] // 寻找价格和MACD的峰和谷 priceHighs = array.new_float(0) priceLows = array.new_float(0) macdHighs = array.new_float(0) macdLows = array.new_float(0) priceHighsPos = array.new_int(0) priceLowsPos = array.new_int(0) macdHighsPos = array.new_int(0) macdLowsPos = array.new_int(0) // 检测最近的高点和低点 for i = pivot_confirmation to lookback if isPivotHigh(i) array.push(priceHighs, high[i]) array.push(priceHighsPos, bar_index[i]) array.push(macdHighs, macdLine[i]) array.push(macdHighsPos, bar_index[i]) break for i = pivot_confirmation to lookback if isPivotLow(i) array.push(priceLows, low[i]) array.push(priceLowsPos, bar_index[i]) array.push(macdLows, macdLine[i]) array.push(macdLowsPos, bar_index[i]) break // === 背驰检测 === // 常规顶背驰：价格创新高，但MACD没有创新高 bearish_regular_divergence = false if regular_div and array.size(priceHighs) >= 2 and array.size(macdHighs) >= 2 price_high_current = array.get(priceHighs, 0) price_high_prev = array.get(priceHighs, 1) macd_high_current = array.get(macdHighs, 0) macd_high_prev = array.get(macdHighs, 1) if price_high_current > price_high_prev and macd_high_current < macd_high_prev bearish_regular_divergence := true // 常规底背驰：价格创新低，但MACD没有创新低 bullish_regular_divergence = false if regular_div and array.size(priceLows) >= 2 and array.size(macdLows) >= 2 price_low_current = array.get(priceLows, 0) price_low_prev = array.get(priceLows, 1) macd_low_current = array.get(macdLows, 0) macd_low_prev = array.get(macdLows, 1) if price_low_current < price_low_prev and macd_low_current > macd_low_prev bullish_regular_divergence := true // 隐形顶背驰：价格未创新高，但MACD创新高（上涨趋势中的调整） bearish_hidden_divergence = false if hidden_div and array.size(priceHighs) >= 2 and array.size(macdHighs) >= 2 price_high_current = array.get(priceHighs, 0) price_high_prev = array.get(priceHighs, 1) macd_high_current = array.get(macdHighs, 0) macd_high_prev = array.get(macdHighs, 1) if price_high_current < price_high_prev and macd_high_current > macd_high_prev bearish_hidden_divergence := true // 隐形底背驰：价格未创新低，但MACD创新低（下跌趋势中的反弹） bullish_hidden_divergence = false if hidden_div and array.size(priceLows) >= 2 and array.size(macdLows) >= 2 price_low_current = array.get(priceLows, 0) price_low_prev = array.get(priceLows, 1) macd_low_current = array.get(macdLows, 0) macd_low_prev = array.get(macdLows, 1) if price_low_current > price_low_prev and macd_low_current < macd_low_prev bullish_hidden_divergence := true // === 绘制背驰信号 === // 常规顶背驰标记 plotshape( bearish_regular_divergence, title="常规顶背驰", location=location.abovebar, color=bear_color, style=shape.triangledown, size=size.normal, text="顶背驰") // 常规底背驰标记 plotshape( bullish_regular_divergence, title="常规底背驰", location=location.belowbar, color=bull_color, style=shape.triangleup, size=size.normal, text="底背驰") // 隐形顶背驰标记 plotshape( bearish_hidden_divergence, title="隐形顶背驰", location=location.abovebar, color=color.new(bear_color, 50), style=shape.xcross, size=size.normal, text="隐顶") // 隐形底背驰标记 plotshape( bullish_hidden_divergence, title="隐形底背驰", location=location.belowbar, color=color.new(bull_color, 50), style=shape.xcross, size=size.normal, text="隐底") // === 显示标签 === if show_labels and barstate.islast if bearish_regular_divergence label.new( bar_index, high, text="常规顶背驰\n价格创新高但MACD未跟进", color=bear_color, style=label.style_label_down, textcolor=color.white) if bullish_regular_divergence label.new( bar_index, low, text="常规底背驰\n价格创新低但MACD未跟进", color=bull_color, style=label.style_label_up, textcolor=color.white) if bearish_hidden_divergence label.new( bar_index, high, text="隐形顶背驰\n价格未创新高但MACD创新高", color=color.new(bear_color, 50), style=label.style_label_down, textcolor=color.white) if bullish_hidden_divergence label.new( bar_index, low, text="隐形底背驰\n价格未创新低但MACD创新低", color=color.new(bull_color, 50), style=label.style_label_up, textcolor=color.white) // === 生成提醒 === if show_alerts if bearish_regular_divergence alert("MACD常规顶背驰警告！", alert.freq_once_per_bar_close) if bullish_regular_divergence alert("MACD常规底背驰警告！", alert.freq_once_per_bar_close) if bearish_hidden_divergence alert("MACD隐形顶背驰警告！", alert.freq_once_per_bar_close) if bullish_hidden_divergence alert("MACD隐形底背驰警告！", alert.freq_once_per_bar_close)