214 lines
9.0 KiB
Plaintext
214 lines
9.0 KiB
Plaintext
//@version=6
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indicator(title="裸K趋势反转识别", shorttitle="Naked K Reversal", overlay=true, max_labels_count=500)
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// ========================= 输入参数 =========================
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// 基础设置
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showLabels = input.bool(true, "显示信号标记")
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showBackground = input.bool(true, "显示背景着色")
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showAlerts = input.bool(true, "启用告警")
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// 裸K形态参数
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pinbarThreshold = input.float(0.6, "PinBar阈值(0.6-0.8)", minval=0.3, maxval=0.9, step=0.05)
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insideBarThreshold = input.float(0.8, "内包线阈值(0.7-0.9)", minval=0.5, maxval=0.95, step=0.05)
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engulfingThreshold = input.float(0.5, "吞没线阈值(0.4-0.7)", minval=0.3, maxval=0.8, step=0.05)
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// 趋势确认参数
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trendConfirmationBars = input.int(3, "趋势确认根数", minval=1, maxval=10)
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reversalConfirmationBars = input.int(2, "反转确认根数", minval=1, maxval=5)
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// 成交量确认
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useVolumeConfirmation = input.bool(true, "使用成交量确认")
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volumeMultiplier = input.float(1.2, "成交量倍数", minval=1.0, maxval=3.0, step=0.1)
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// 灵敏度
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sensitivity = input.float(1.0, "灵敏度", minval=0.5, maxval=2.0, step=0.1)
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// 颜色设置
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colBullish = color.new(color.green, 80)
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colBearish = color.new(color.red, 80)
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colNeutral = color.new(color.gray, 85)
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// ========================= 裸K形态识别 =========================
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// 1. PinBar (锤子线/上吊线)
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barRange = high - low
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bodyRange = math.abs(close - open)
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upperShadow = high - math.max(open, close)
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lowerShadow = math.min(open, close) - low
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isPinBar = barRange > 0 and bodyRange / barRange < pinbarThreshold
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isBullishPinBar = isPinBar and lowerShadow > upperShadow * 2
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isBearishPinBar = isPinBar and upperShadow > lowerShadow * 2
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// 2. 内包线 (Inside Bar)
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isInsideBar = high <= high[1] and low >= low[1]
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insideBarStrength = (high[1] - low[1]) > 0 ? (high - low) / (high[1] - low[1]) : 1
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isStrongInsideBar = isInsideBar and insideBarStrength < insideBarThreshold
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// 3. 吞没线 (Engulfing)
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isBullishEngulfing = close > open and close[1] < open[1] and
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close > open[1] and open < close[1] and
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bodyRange > bodyRange[1] * engulfingThreshold
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isBearishEngulfing = close < open and close[1] > open[1] and
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close < open[1] and open > close[1] and
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bodyRange > bodyRange[1] * engulfingThreshold
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// 4. 孕线 (Harami)
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isBullishHarami = close > open and close[1] < open[1] and
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high < high[1] and low > low[1] and
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bodyRange < bodyRange[1] * 0.7
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isBearishHarami = close < open and close[1] > open[1] and
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high < high[1] and low > low[1] and
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bodyRange < bodyRange[1] * 0.7
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// 5. 乌云盖顶 (Dark Cloud Cover)
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isDarkCloud = close < open and close[1] > open[1] and
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open > close[1] and close < (open[1] + close[1]) / 2
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// 6. 刺透形态 (Piercing Pattern)
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isPiercing = close > open and close[1] < open[1] and
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open < low[1] and close > (open[1] + close[1]) / 2
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// ========================= 趋势判断 =========================
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// 简单移动平均线趋势判断
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emaFast = ta.ema(close, 10)
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emaSlow = ta.ema(close, 20)
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isUptrend = emaFast > emaSlow and close > emaSlow
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isDowntrend = emaFast < emaSlow and close < emaSlow
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// 趋势强度
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var int uptrendCount = 0
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var int downtrendCount = 0
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uptrendCount := isUptrend ? uptrendCount + 1 : 0
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downtrendCount := isDowntrend ? downtrendCount + 1 : 0
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uptrendConfirmed = uptrendCount >= trendConfirmationBars
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downtrendConfirmed = downtrendCount >= trendConfirmationBars
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// ========================= 成交量确认 =========================
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volumeMa = ta.sma(volume, 20)
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volumeConfirmed = not useVolumeConfirmation or volume > volumeMa * volumeMultiplier
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// ========================= 反转信号生成 =========================
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// 看涨反转信号
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bullishReversalSignal = (isBullishPinBar or isBullishEngulfing or isBullishHarami or isPiercing) and
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downtrendConfirmed and volumeConfirmed
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// 看跌反转信号
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bearishReversalSignal = (isBearishPinBar or isBearishEngulfing or isBearishHarami or isDarkCloud) and
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uptrendConfirmed and volumeConfirmed
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// 反转确认计数
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var int bullishReversalCount = 0
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var int bearishReversalCount = 0
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bullishReversalCount := bullishReversalSignal ? bullishReversalCount + 1 : 0
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bearishReversalCount := bearishReversalSignal ? bearishReversalCount + 1 : 0
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bullishReversalConfirmed = bullishReversalCount >= reversalConfirmationBars
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bearishReversalConfirmed = bearishReversalCount >= reversalConfirmationBars
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// ========================= 状态机 =========================
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// 0: 无趋势, 1: 上涨趋势, -1: 下跌趋势, 2: 反转中
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var int marketState = 0
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prevState = nz(marketState[1], 0)
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// 状态转换逻辑
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int newState = prevState
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if prevState == 0 // 无趋势状态
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if uptrendConfirmed
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newState := 1
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else if downtrendConfirmed
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newState := -1
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else if prevState == 1 // 上涨趋势
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if bearishReversalConfirmed
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newState := -1
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else if not uptrendConfirmed
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newState := 0
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else if prevState == -1 // 下跌趋势
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if bullishReversalConfirmed
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newState := 1
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else if not downtrendConfirmed
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newState := 0
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marketState := barstate.isconfirmed ? newState : nz(marketState[1], prevState)
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// ========================= 可视化 =========================
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// 背景着色
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bgColor = marketState == 1 ? colBullish : marketState == -1 ? colBearish : colNeutral
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bgcolor(showBackground ? bgColor : na, title="市场状态背景")
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// 裸K形态标记
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plotshape(showLabels and isBullishPinBar, title="看涨PinBar", style=shape.triangleup,
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location=location.belowbar, color=color.green, size=size.small)
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plotshape(showLabels and isBearishPinBar, title="看跌PinBar", style=shape.triangledown,
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location=location.abovebar, color=color.red, size=size.small)
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plotshape(showLabels and isBullishEngulfing, title="看涨吞没", style=shape.circle,
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location=location.belowbar, color=color.lime, size=size.small)
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plotshape(showLabels and isBearishEngulfing, title="看跌吞没", style=shape.circle,
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location=location.abovebar, color=color.maroon, size=size.small)
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plotshape(showLabels and isStrongInsideBar, title="内包线", style=shape.diamond,
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location=location.top, color=color.orange, size=size.small)
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// 反转信号标记
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plotshape(showLabels and bullishReversalConfirmed, title="看涨反转确认",
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style=shape.labelup, location=location.belowbar, color=color.green,
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text="↑", textcolor=color.white, size=size.normal)
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plotshape(showLabels and bearishReversalConfirmed, title="看跌反转确认",
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style=shape.labeldown, location=location.abovebar, color=color.red,
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text="↓", textcolor=color.white, size=size.normal)
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// 趋势线
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plot(emaFast, color=color.new(color.blue, 0), linewidth=1, title="EMA快线")
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plot(emaSlow, color=color.new(color.orange, 0), linewidth=2, title="EMA慢线")
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// ========================= 告警系统 =========================
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alertcondition(showAlerts and bullishReversalConfirmed, title="看涨反转信号",
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message="裸K看涨反转信号确认")
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alertcondition(showAlerts and bearishReversalConfirmed, title="看跌反转信号",
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message="裸K看跌反转信号确认")
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// ========================= 信息显示 =========================
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// 在图表上显示当前状态
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var table infoTable = table.new(position.top_right, 2, 6, bgcolor=color.new(color.gray, 90),
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border_width=1)
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if barstate.islast
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table.cell(infoTable, 0, 0, "裸K趋势反转识别", text_color=color.white,
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bgcolor=color.new(color.blue, 70))
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table.cell(infoTable, 1, 0, "状态", text_color=color.white,
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bgcolor=color.new(color.blue, 70))
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table.cell(infoTable, 0, 1, "市场状态")
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table.cell(infoTable, 1, 1, marketState == 1 ? "上涨趋势" : marketState == -1 ? "下跌趋势" : "震荡",
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text_color=marketState == 1 ? color.green : marketState == -1 ? color.red : color.gray)
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table.cell(infoTable, 0, 2, "趋势强度")
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table.cell(infoTable, 1, 2, str.tostring(math.max(uptrendCount, downtrendCount)))
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table.cell(infoTable, 0, 3, "看涨信号")
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table.cell(infoTable, 1, 3, bullishReversalConfirmed ? "确认" : "等待",
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text_color=bullishReversalConfirmed ? color.green : color.gray)
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table.cell(infoTable, 0, 4, "看跌信号")
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table.cell(infoTable, 1, 4, bearishReversalConfirmed ? "确认" : "等待",
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text_color=bearishReversalConfirmed ? color.red : color.gray)
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table.cell(infoTable, 0, 5, "成交量确认")
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table.cell(infoTable, 1, 5, volumeConfirmed ? "是" : "否",
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text_color=volumeConfirmed ? color.green : color.orange)
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// ========================= 使用说明 =========================
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// 本脚本专注于裸K形态识别趋势反转信号
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// 主要识别形态：PinBar、吞没线、内包线、孕线、乌云盖顶、刺透形态
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// 结合趋势确认和成交量验证，提高信号可靠性
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