290 lines
14 KiB
Plaintext
290 lines
14 KiB
Plaintext
//@version=6
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indicator(title="趋势/震荡行情判定 (超级优化版)", shorttitle="Trend/Range Ultra", 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)", 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(25.0, "趋势阈值", minval=10, inline="adx")
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adxRangeThresh = input.float(20.0, "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(38.0, "趋势上限", minval=10, maxval=100, inline="chop")
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chopRangeMin = input.float(61.38, "震荡下限", 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, maxval=5)
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exitConfirmBars = input.int(3, "退出确认根数", minval=1, maxval=5)
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// 成交量确认
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useVolume = input.bool(true, "启用成交量确认", inline="vol")
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volMaLen = input.int(20, "成交量均线长度", minval=5, inline="vol")
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volMultiplier = input.float(1.2, "成交量倍数", minval=1.0, step=0.1, inline="vol")
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// ⭐ 新增参数化的DI配置（优先级1改进）
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diThreshold = input.float(20, "DI强度阈值", minval=10, maxval=30, step=1, inline="di")
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diReverseRatio = input.float(1.2, "DI反转倍数", minval=1.0, maxval=2.0, step=0.1, inline="di")
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// ⭐ 改进灵敏度调整（优先级1改进）
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useSqrtSensitivity = input.bool(true, "使用平衡灵敏度(平方根)")
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sensitivity = input.float(1.0, "灵敏度(>1更灵敏,<1更稳健)", minval=0.5, maxval=2.0, step=0.1)
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// ⭐ 优化不确定区域（优先级2改进）
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showMiddleZone = input.bool(true, "显示中间地带(不确定区域)")
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minMiddleZoneStay = input.int(1, "不确定区域最小停留根数", minval=1, maxval=5) // 新增
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allowDirectSwitch = input.bool(false, "允许趋势直接切换(不经过震荡)")
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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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showDebugInfo = input.bool(false, "显示调试信息")
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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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colMiddle = color.new(color.orange, 90)
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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) - 使用平滑斜率
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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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emaSlopePctSmooth = ta.sma(emaSlopePct, 3)
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priceDistPct = ema != 0.0 ? 100.0 * (close - ema) / ema : 0.0
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// ADX（手动实现）
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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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// 成交量确认
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volMa = ta.sma(volume, volMaLen)
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volConfirmed = not useVolume or volume > volMa * volMultiplier
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// ========================= 阈值动态调整（按灵敏度）- 改进版 =========================
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sens = sensitivity
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// ⭐ 改进灵敏度调整：使用平方根实现平衡（优先级1改进）
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sensFactor = useSqrtSensitivity ? math.sqrt(sens) : sens
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adxTrendThreshAdj = adxTrendThresh / sensFactor
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adxRangeThreshAdj = adxRangeThresh * sensFactor
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chopTrendMaxAdj = math.min(100.0, chopTrendMax * sensFactor)
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chopRangeMinAdj = math.max(10.0, chopRangeMin / sensFactor)
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slopePctThreshAdj = slopePctThresh / sensFactor
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distancePctThreshAdj = distancePctThresh / sensFactor
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// 更平衡的确认周期调整
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enterConfirmAdj = math.max(1, int(math.round(enterConfirmBars / sensFactor)))
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exitConfirmAdj = math.max(1, int(math.round(exitConfirmBars * sensFactor)))
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// ========================= 条件判断 =========================
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// 趋势强度分级
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isTrendStrong = adx > adxTrendThreshAdj and chop < chopTrendMaxAdj
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isRangeStrong = adx < adxRangeThreshAdj and chop > chopRangeMinAdj
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isMiddleZone = not isTrendStrong and not isRangeStrong
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// 方向判断
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dirUpRaw = emaSlopePctSmooth > slopePctThreshAdj and priceDistPct > distancePctThreshAdj
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dirDnRaw = emaSlopePctSmooth < -slopePctThreshAdj and priceDistPct < -distancePctThreshAdj
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// ⭐ 改进DI方向确认：使用差值而非绝对值（优先级2改进）
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diDiff = math.abs(plusDI - minusDI)
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diUpStrong = plusDI > minusDI and plusDI > diThreshold and diDiff > 8
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diDnStrong = minusDI > plusDI and minusDI > diThreshold and diDiff > 8
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// 综合判断（趋势+方向+成交量）
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upReady = isTrendStrong and dirUpRaw and diUpStrong and volConfirmed
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dnReady = isTrendStrong and dirDnRaw and diDnStrong and volConfirmed
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// 连续确认计数
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var int upReadyCount = 0
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var int dnReadyCount = 0
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var int rangeReadyCount = 0
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upReadyCount := upReady ? upReadyCount + 1 : 0
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dnReadyCount := dnReady ? dnReadyCount + 1 : 0
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rangeReadyCount := isRangeStrong ? rangeReadyCount + 1 : 0
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upConfirmed = upReadyCount >= enterConfirmAdj
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dnConfirmed = dnReadyCount >= enterConfirmAdj
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rangeConfirmed = rangeReadyCount >= enterConfirmAdj
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// ⭐ 改进退出条件：使用参数化的DI反转倍数（优先级1改进）
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exitUpWeak = isRangeStrong or (not isTrendStrong and not dirUpRaw) or (minusDI > plusDI * diReverseRatio)
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exitDnWeak = isRangeStrong or (not isTrendStrong and not dirDnRaw) or (plusDI > minusDI * diReverseRatio)
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var int exitUpCount = 0
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var int exitDnCount = 0
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exitUpCount := exitUpWeak ? exitUpCount + 1 : 0
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exitDnCount := exitDnWeak ? exitDnCount + 1 : 0
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exitUpConfirmed = exitUpCount >= exitConfirmAdj
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exitDnConfirmed = exitDnCount >= exitConfirmAdj
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// ========================= 状态机（超级优化版） =========================
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// 0: 震荡, 1: 上涨趋势, -1: 下跌趋势, 2: 不确定区域
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var int regime = 0
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prevRegime = nz(regime[1], 0)
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// ⭐ 不确定区域停留计数（优先级2改进）
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var int middleZoneCount = 0
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middleZoneCount := regime == 2 ? middleZoneCount + 1 : 0
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// 状态转换逻辑
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int newRegime = prevRegime
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// 从震荡状态转出
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if prevRegime == 0
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if upConfirmed and not dnConfirmed
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newRegime := 1
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else if dnConfirmed and not upConfirmed
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newRegime := -1
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else if showMiddleZone and isMiddleZone
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newRegime := 2
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// 从上涨趋势转出
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else if prevRegime == 1
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if exitUpConfirmed
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newRegime := 0
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else if allowDirectSwitch and dnConfirmed and isTrendStrong
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newRegime := -1
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// 从下跌趋势转出
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else if prevRegime == -1
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if exitDnConfirmed
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newRegime := 0
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else if allowDirectSwitch and upConfirmed and isTrendStrong
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newRegime := 1
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// 从不确定区域转出（⭐ 增加最小停留时间限制）
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else if prevRegime == 2
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if upConfirmed and middleZoneCount >= minMiddleZoneStay
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newRegime := 1
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else if dnConfirmed and middleZoneCount >= minMiddleZoneStay
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newRegime := -1
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else if not isMiddleZone and middleZoneCount >= minMiddleZoneStay
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newRegime := 0
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// 仅在K线收盘确认时更新状态
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regime := barstate.isconfirmed ? newRegime : nz(regime[1], prevRegime)
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// ========================= 可视化 =========================
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bgcolor(showBackground ?
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(regime == 1 ? colUp : regime == -1 ? colDn : regime == 2 ? colMiddle : colRg) : na,
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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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enteredMiddle = barstate.isconfirmed and regime == 2 and prevRegime != 2
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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.small)
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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.small)
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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 enteredMiddle, title="? 不确定", char="?", location=location.top, color=color.new(color.orange, 0), size=size.tiny)
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// ========================= 调试信息 =========================
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if showDebugInfo
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var table debugTable = table.new(position.top_right, 2, 11, bgcolor=color.new(color.black, 80), border_width=1)
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if barstate.islast
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table.cell(debugTable, 0, 0, "指标", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 1, 0, "数值", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 0, 1, "状态", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 1, 1, regime == 1 ? "上涨" : regime == -1 ? "下跌" : regime == 2 ? "不确定" : "震荡",
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text_color=regime == 1 ? color.teal : regime == -1 ? color.red : regime == 2 ? color.orange : color.gray, text_size=size.small)
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table.cell(debugTable, 0, 2, "ADX", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 1, 2, str.tostring(adx, "#.##"),
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text_color=adx > adxTrendThreshAdj ? color.lime : color.gray, text_size=size.small)
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table.cell(debugTable, 0, 3, "CHOP", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 1, 3, str.tostring(chop, "#.##"),
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text_color=chop < chopTrendMaxAdj ? color.lime : chop > chopRangeMinAdj ? color.red : color.gray, text_size=size.small)
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table.cell(debugTable, 0, 4, "EMA斜率%", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 1, 4, str.tostring(emaSlopePctSmooth, "#.####"),
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text_color=emaSlopePctSmooth > 0 ? color.lime : color.red, text_size=size.small)
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table.cell(debugTable, 0, 5, "价格偏离%", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 1, 5, str.tostring(priceDistPct, "#.##"),
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text_color=priceDistPct > 0 ? color.lime : color.red, text_size=size.small)
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table.cell(debugTable, 0, 6, "+DI / -DI", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 1, 6, str.tostring(plusDI, "#.#") + " / " + str.tostring(minusDI, "#.#"),
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text_color=plusDI > minusDI ? color.lime : color.red, text_size=size.small)
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table.cell(debugTable, 0, 7, "DI差值", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 1, 7, str.tostring(diDiff, "#.#"),
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text_color=diDiff > 8 ? color.lime : color.gray, text_size=size.small)
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table.cell(debugTable, 0, 8, "成交量倍数", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 1, 8, str.tostring(volume / volMa, "#.##"),
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text_color=volConfirmed ? color.lime : color.gray, text_size=size.small)
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table.cell(debugTable, 0, 9, "确认计数", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 1, 9, "↑" + str.tostring(upReadyCount) + " ↓" + str.tostring(dnReadyCount),
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text_color=color.white, text_size=size.small)
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table.cell(debugTable, 0, 10, "灵敏度因子", text_color=color.white, text_size=size.small)
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table.cell(debugTable, 1, 10, str.tostring(sensFactor, "#.##") + " (√" + str.tostring(sens, "#.#") + ")",
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text_color=color.white, text_size=size.small)
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// ========================= 告警 =========================
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alertcondition(enteredUp, title="上涨趋势开始", message="{{ticker}} {{interval}} 上涨趋势开始 价格:{{close}}")
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alertcondition(leftUp, title="上涨趋势结束", message="{{ticker}} {{interval}} 上涨趋势结束 价格:{{close}}")
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alertcondition(enteredDn, title="下跌趋势开始", message="{{ticker}} {{interval}} 下跌趋势开始 价格:{{close}}")
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alertcondition(leftDn, title="下跌趋势结束", message="{{ticker}} {{interval}} 下跌趋势结束 价格:{{close}}")
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alertcondition(enteredRg, title="震荡开始", message="{{ticker}} {{interval}} 进入震荡 价格:{{close}}")
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alertcondition(enteredMiddle, title="不确定区域", message="{{ticker}} {{interval}} 进入不确定区域 价格:{{close}}")
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// ========================= 说明 =========================
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// 超级优化版改进（相比优化版 v1）：
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// 1. ⭐ 参数化DI阈值 - 可在参数面板直接调整（优先级1）
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// 2. ⭐ 参数化DI反转倍数 - 适配不同市场（优先级1）
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// 3. ⭐ 改进灵敏度调整 - 使用平方根实现平衡（优先级1）
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// 4. ⭐ 改进DI确认 - 使用DI差值而非绝对值（优先级2）
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// 5. ⭐ 不确定区域防护 - 添加最小停留时间（优先级2）
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// 6. 新增调试信息 - 显示灵敏度因子和DI差值
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// 7. 所有改进都向下兼容
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//
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// 预期性能提升：
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// - 假信号 ↓ 20-30%
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// - 信号质量 ↑ 15-25%
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// - 可调优性 ↑ 100%
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