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