269 lines
12 KiB
Plaintext
269 lines
12 KiB
Plaintext
//@version=6
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// 功能：短期支撑/压力位（当前周期）
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// 原理：
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// - 基于枢轴点（Pivot）在当前时间周期内形成的高点/低点，结合 ATR 容差进行“价格聚类”，
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// 聚合出更稳定的水平价位；用触碰次数过滤弱水平。
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// - 每条水平线从“最新K线”向左以虚线绘制，右侧固定显示标签（类型S/R、价格、触碰次数）。
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// 主要参数：
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// - Pivot Left/Right：枢轴确认强度；越大越严格、信号越少。
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// - Minimum Touches：最少触碰次数；越大越稳定、越少越敏感。
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// - ATR Length / Cluster Tolerance：聚类容差（ATR倍数）；越大越易合并为少量更粗水平。
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// - Max Visible Levels：图上最多显示的水平数量。
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// - Label Size / Label Offset：标签字号与向右偏移的柱数。
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// 交易应用（示例，不构成建议）：
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// - 震荡区间：靠近“支撑S”观察反弹做多；靠近“压力R”观察回落做空；以水平外的 ATR 容差作为入场缓冲。
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// - 趋势回踩：上升趋势中，回踩最近“支撑S”且收盘未跌破→顺势接回；跌破并收回失败→止损或反手。
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// - 突破回测：收盘有效突破“压力R”，回测不跌回→看多延续；跌破“支撑S”并回测不过→看空延续。
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// - 风险控制：可用“当前价与最近S/R的距离/ATR 倍数”推导止损间距与仓位；（若需要，可在脚本中扩展显示）。
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// 说明：本脚本不使用未来函数；水平会随新枢轴与触碰实时更新。
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indicator("Support/Resistance (Current TF)", overlay=true, max_lines_count=200, max_labels_count=100)
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// Inputs
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leftBars = input.int(3, "Pivot Left", minval=1)
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rightBars = input.int(3, "Pivot Right", minval=1)
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lookbackBars = input.int(500, "Lookback Bars", minval=50, maxval=5000)
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atrLength = input.int(14, "ATR Length", minval=1)
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clusterTolATR = input.float(0.25, "Cluster Tolerance (x ATR)", step=0.05, minval=0.05)
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minTouches = input.int(2, "Minimum Touches to Validate", minval=1)
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maxLevelsStored = input.int(60, "Max Stored Levels", minval=10, maxval=300)
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maxVisibleLevels = input.int(10, "Max Visible Levels", minval=1, maxval=50)
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lineWidth = input.int(2, "Line Width", minval=1, maxval=5)
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resistanceColor = input.color(color.new(color.red, 0), "Resistance Color")
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supportColor = input.color(color.new(color.teal, 0), "Support Color")
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showPriceLabels = input.bool(true, "Show Price Labels", inline="lbl")
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showTouchesInLbl = input.bool(true, "Touches In Label", inline="lbl")
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labelSizeOpt = input.string("Tiny", "Label Size", options=["Tiny", "Small", "Normal", "Large", "Huge"], inline="lbl")
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labelOffsetBars = input.int(1, "Label Offset (bars to right)", minval=1, maxval=500)
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// Calculations
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atrValue = ta.atr(atrLength)
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clusterTolerance = atrValue * clusterTolATR
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// Level storage
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var float[] levelPrices = array.new_float()
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var int[] levelTotalTouches = array.new_int()
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var int[] levelLastTouchBarIndex = array.new_int()
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var int[] levelSupportTouches = array.new_int()
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var int[] levelResistanceTouches = array.new_int()
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var line[] levelLines = array.new_line()
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var label[] levelLabels = array.new_label()
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// helper to map size option to Pine size enum
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f_label_size(opt) =>
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opt == "Tiny" ? size.tiny : opt == "Small" ? size.small : opt == "Normal" ? size.normal : opt == "Large" ? size.large : size.huge
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// Utilities
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f_find_level_index(price, tolerance) =>
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int foundIndex = -1
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sz = array.size(levelPrices)
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if sz > 0
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for i = 0 to sz - 1
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existing = array.get(levelPrices, i)
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if math.abs(existing - price) <= tolerance
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foundIndex := i
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break
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foundIndex
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f_remove_level(idx) =>
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ln = array.get(levelLines, idx)
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if not na(ln)
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line.delete(ln)
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lb = array.get(levelLabels, idx)
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if not na(lb)
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label.delete(lb)
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array.remove(levelPrices, idx)
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array.remove(levelTotalTouches, idx)
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array.remove(levelLastTouchBarIndex, idx)
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array.remove(levelSupportTouches, idx)
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array.remove(levelResistanceTouches, idx)
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array.remove(levelLines, idx)
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array.remove(levelLabels, idx)
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f_remove_old_levels() =>
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sz = array.size(levelPrices)
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if sz > 0
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// iterate safely in reverse using computed index
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for k = 0 to sz - 1
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i = sz - 1 - k
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lastBar = array.get(levelLastTouchBarIndex, i)
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if bar_index - lastBar > lookbackBars
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f_remove_level(i)
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f_ensure_capacity() =>
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if array.size(levelPrices) >= maxLevelsStored
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// Remove the oldest by last touch
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oldestIdx = 0
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oldestBar = array.get(levelLastTouchBarIndex, 0)
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for i = 1 to array.size(levelPrices) - 1
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b = array.get(levelLastTouchBarIndex, i)
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if b < oldestBar
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oldestBar := b
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oldestIdx := i
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f_remove_level(oldestIdx)
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f_add_or_update_level(price, isResistance) =>
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idx = f_find_level_index(price, clusterTolerance)
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if idx == -1
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f_ensure_capacity()
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array.push(levelPrices, price)
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array.push(levelTotalTouches, 1)
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array.push(levelLastTouchBarIndex, bar_index)
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array.push(levelSupportTouches, isResistance ? 0 : 1)
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array.push(levelResistanceTouches, isResistance ? 1 : 0)
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array.push(levelLines, na)
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array.push(levelLabels, na)
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else
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prevPrice = array.get(levelPrices, idx)
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touches = array.get(levelTotalTouches, idx)
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newTouches = touches + 1
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// Re-anchor price by averaging to stabilize the level
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newPrice = (prevPrice * touches + price) / newTouches
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array.set(levelPrices, idx, newPrice)
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array.set(levelTotalTouches, idx, newTouches)
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array.set(levelLastTouchBarIndex, idx, bar_index)
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if isResistance
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r = array.get(levelResistanceTouches, idx) + 1
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array.set(levelResistanceTouches, idx, r)
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else
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s = array.get(levelSupportTouches, idx) + 1
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array.set(levelSupportTouches, idx, s)
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f_draw_levels() =>
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// Collect candidate indices
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var int[] candidates = array.new_int()
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array.clear(candidates)
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sz = array.size(levelPrices)
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if sz > 0
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for i = 0 to sz - 1
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touches = array.get(levelTotalTouches, i)
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lastBar = array.get(levelLastTouchBarIndex, i)
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if touches >= minTouches and bar_index - lastBar <= lookbackBars
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array.push(candidates, i)
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// Select up to maxVisibleLevels by distance to close
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var int[] chosen = array.new_int()
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array.clear(chosen)
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candSz = array.size(candidates)
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if candSz > 0
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chooseCount = math.min(maxVisibleLevels, candSz)
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for _ = 0 to chooseCount - 1
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if array.size(candidates) == 0
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break
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bestPos = -1
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bestDist = 10e10
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curSz = array.size(candidates)
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if curSz > 0
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for pos = 0 to curSz - 1
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idx = array.get(candidates, pos)
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price = array.get(levelPrices, idx)
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d = math.abs(close - price)
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if d < bestDist
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bestDist := d
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bestPos := pos
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if bestPos != -1
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pickedIdx = array.get(candidates, bestPos)
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array.push(chosen, pickedIdx)
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array.remove(candidates, bestPos)
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// Build a quick lookup for chosen to manage create/update/delete of lines
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var bool[] isChosen = array.new_bool()
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array.clear(isChosen)
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if sz > 0
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for _ = 0 to sz - 1
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array.push(isChosen, false)
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chosenSz = array.size(chosen)
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if chosenSz > 0 and sz > 0
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for j = 0 to chosenSz - 1
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chIdx = array.get(chosen, j)
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if chIdx >= 0 and chIdx < sz
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array.set(isChosen, chIdx, true)
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// Create/Update lines for chosen, delete lines for non-chosen
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if sz > 0
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for i = 0 to sz - 1
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ln = array.get(levelLines, i)
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price = array.get(levelPrices, i)
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supTouches = array.get(levelSupportTouches, i)
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resTouches = array.get(levelResistanceTouches, i)
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isRes = resTouches >= supTouches
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col = isRes ? resistanceColor : supportColor
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if array.get(isChosen, i)
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xRight = bar_index
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xLeft = math.max(0, bar_index - lookbackBars)
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if na(ln)
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ln := line.new(x1=xLeft, y1=price, x2=xRight, y2=price, extend=extend.none, color=col, width=lineWidth)
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line.set_style(ln, line.style_dotted)
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array.set(levelLines, i, ln)
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else
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line.set_xy1(ln, xLeft, price)
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line.set_xy2(ln, xRight, price)
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line.set_extend(ln, extend.none)
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line.set_color(ln, col)
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line.set_width(ln, lineWidth)
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line.set_style(ln, line.style_dotted)
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// labels
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lb = array.get(levelLabels, i)
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if showPriceLabels
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touches = array.get(levelTotalTouches, i)
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lblTxt = (isRes ? "R " : "S ") + str.tostring(price, format.price) + (showTouchesInLbl ? " x" + str.tostring(touches) : "")
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// Always recreate to honor size/offset changes reliably
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if not na(lb)
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label.delete(lb)
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lb := na
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desiredSize = f_label_size(labelSizeOpt)
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lblX = bar_index + labelOffsetBars
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lb := label.new(x=lblX, y=price, text=lblTxt, style=label.style_label_left, color=color.new(col, 85), textcolor=color.white, size=desiredSize)
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array.set(levelLabels, i, lb)
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else
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if not na(lb)
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label.delete(lb)
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array.set(levelLabels, i, na)
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else
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if not na(ln)
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line.delete(ln)
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array.set(levelLines, i, na)
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lb = array.get(levelLabels, i)
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if not na(lb)
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label.delete(lb)
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array.set(levelLabels, i, na)
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// Detect pivots on current timeframe
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ph = ta.pivothigh(high, leftBars, rightBars)
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pl = ta.pivotlow(low, leftBars, rightBars)
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if not na(ph)
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f_add_or_update_level(ph, true)
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if not na(pl)
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f_add_or_update_level(pl, false)
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// Maintenance and drawing
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f_remove_old_levels()
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f_draw_levels()
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// Optional: show nearest support/resistance prices
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var float nearestSupport = na
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var float nearestResistance = na
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// Scan chosen candidates quickly by direction
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float bestBelow = na
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float bestAbove = na
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szAll = array.size(levelPrices)
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if szAll > 0
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for i = 0 to szAll - 1
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touches = array.get(levelTotalTouches, i)
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lastBar = array.get(levelLastTouchBarIndex, i)
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if touches >= minTouches and bar_index - lastBar <= lookbackBars
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p = array.get(levelPrices, i)
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if p <= close
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bestBelow := na(bestBelow) ? p : math.max(bestBelow, p)
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if p >= close
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bestAbove := na(bestAbove) ? p : math.min(bestAbove, p)
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nearestSupport := bestBelow
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nearestResistance := bestAbove
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plot(nearestSupport, title="Nearest Support", color=color.new(supportColor, 60), linewidth=1, style=plot.style_linebr)
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plot(nearestResistance, title="Nearest Resistance", color=color.new(resistanceColor, 60), linewidth=1, style=plot.style_linebr)
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