371 lines
17 KiB
Plaintext
371 lines
17 KiB
Plaintext
//@version=6
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indicator("缠论标准版V3", shorttitle="缠论标准V3", overlay=true, max_lines_count=200, max_labels_count=200)
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// ================== 参数设置 ==================
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show_merged_k = input.bool(true, "显示合并K线", group="显示设置")
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show_fenxing = input.bool(true, "显示分型", group="显示设置")
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show_bi = input.bool(true, "显示笔", group="显示设置")
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show_xianduan = input.bool(true, "显示线段", group="显示设置")
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show_zhongshu = input.bool(true, "显示中枢", group="显示设置")
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show_signals = input.bool(true, "显示买卖点", group="显示设置")
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debug_mode = input.bool(false, "调试模式（禁用分型间隔过滤）", group="显示设置")
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// 缠论参数
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fractal_length = input.int(1, "分型识别周期", minval=1, maxval=3, group="缠论参数")
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min_bars_between = input.int(2, "分型最小间隔", minval=1, maxval=20, group="缠论参数")
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strict_fractal = input.bool(false, "严格分型模式", group="缠论参数")
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bi_color = input.color(color.blue, "笔的颜色", group="颜色设置")
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xianduan_color = input.color(color.red, "线段颜色", group="颜色设置")
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zhongshu_color = input.color(color.gray, "中枢颜色", group="颜色设置")
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merged_k_color = input.color(color.orange, "合并K线颜色", group="颜色设置")
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// ================== 数据类型定义 ==================
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type MergedK
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int bar_index
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float high
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float low
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float open
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float close
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int direction // 1: 向上, -1: 向下, 0: 未确定
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type FractalPoint
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int bar_index
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float price
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string fractal_type
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bool confirmed
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type BiSegment
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FractalPoint start_point
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FractalPoint end_point
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int direction
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type XianDuan
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array<BiSegment> bi_segments
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FractalPoint start_point
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FractalPoint end_point
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bool broken
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// ================== 全局变量 ==================
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var merged_ks = array.new<MergedK>()
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var fractal_points = array.new<FractalPoint>()
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var bi_segments = array.new<BiSegment>()
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var xianduan_segments = array.new<XianDuan>()
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var bi_lines = array.new<line>()
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var xianduan_lines = array.new<line>()
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var zhongshu_boxes = array.new<box>()
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var merged_k_lines = array.new<line>()
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var last_signal_bar = 0
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var current_trend = 0 // 当前趋势方向
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// ================== K线合并处理 ==================
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// 判断是否存在包含关系
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is_contained(k1_high, k1_low, k2_high, k2_low) =>
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(k1_high >= k2_high and k1_low <= k2_low) or (k2_high >= k1_high and k2_low <= k1_low)
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// 执行K线合并
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if barstate.isconfirmed
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current_k = MergedK.new(bar_index, high, low, open, close, 0)
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if array.size(merged_ks) == 0
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array.push(merged_ks, current_k)
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else
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last_k = array.get(merged_ks, array.size(merged_ks) - 1)
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// 检查包含关系
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if is_contained(last_k.high, last_k.low, current_k.high, current_k.low)
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// 存在包含关系，需要合并
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merged_high = 0.0
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merged_low = 0.0
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// 根据趋势方向确定合并规则
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if current_trend > 0 // 向上趋势
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merged_high := math.max(last_k.high, current_k.high)
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merged_low := math.max(last_k.low, current_k.low)
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else if current_trend < 0 // 向下趋势
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merged_high := math.min(last_k.high, current_k.high)
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merged_low := math.min(last_k.low, current_k.low)
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else // 趋势未确定，按第一根K线方向
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if last_k.close > last_k.open // 阳线趋势
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merged_high := math.max(last_k.high, current_k.high)
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merged_low := math.max(last_k.low, current_k.low)
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else // 阴线趋势
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merged_high := math.min(last_k.high, current_k.high)
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merged_low := math.min(last_k.low, current_k.low)
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// 更新最后一个合并K线
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last_k.high := merged_high
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last_k.low := merged_low
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last_k.close := current_k.close
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last_k.bar_index := current_k.bar_index
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else
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// 无包含关系，直接添加
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array.push(merged_ks, current_k)
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// 更新趋势方向
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if array.size(merged_ks) >= 2
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prev_k = array.get(merged_ks, array.size(merged_ks) - 2)
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if current_k.high > prev_k.high
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current_trend := 1
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else if current_k.low < prev_k.low
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current_trend := -1
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// 限制数组大小
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if array.size(merged_ks) > 1000
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array.shift(merged_ks)
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// ================== 分型识别（基于合并K线）==================
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// 标准分型识别
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check_fractal_from_merged() =>
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var top_fractal = false
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var bottom_fractal = false
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var fractal_bar = 0
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var fractal_high = 0.0
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var fractal_low = 0.0
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if array.size(merged_ks) >= 3
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// 检查最近三根合并K线
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k1 = array.get(merged_ks, array.size(merged_ks) - 3)
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k2 = array.get(merged_ks, array.size(merged_ks) - 2)
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k3 = array.get(merged_ks, array.size(merged_ks) - 1)
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if strict_fractal
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// 严格分型：中间K线的高低点都比左右K线高/低
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if k2.high > k1.high and k2.high > k3.high and k2.low > k1.low and k2.low > k3.low
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top_fractal := true
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fractal_bar := k2.bar_index
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fractal_high := k2.high
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if k2.high < k1.high and k2.high < k3.high and k2.low < k1.low and k2.low < k3.low
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bottom_fractal := true
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fractal_bar := k2.bar_index
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fractal_low := k2.low
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else
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// 宽松分型：只要高点或低点满足条件即可
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if k2.high > k1.high and k2.high > k3.high
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top_fractal := true
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fractal_bar := k2.bar_index
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fractal_high := k2.high
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if k2.low < k1.low and k2.low < k3.low
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bottom_fractal := true
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fractal_bar := k2.bar_index
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fractal_low := k2.low
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[top_fractal, bottom_fractal, fractal_bar, fractal_high, fractal_low]
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[is_top_fractal, is_bottom_fractal, fractal_bar_index, fractal_high_price, fractal_low_price] = check_fractal_from_merged()
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// 检查距离过滤
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distance_ok(new_bar, new_type) =>
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if debug_mode
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true
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else
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result = true
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if array.size(fractal_points) > 0
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last_fractal = array.get(fractal_points, array.size(fractal_points) - 1)
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bar_distance = new_bar - last_fractal.bar_index
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if bar_distance < min_bars_between
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result := false
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result
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// ================== 添加分型 ==================
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var bool fractal_added = false
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fractal_added := false
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if is_top_fractal and distance_ok(fractal_bar_index, "top")
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new_fractal = FractalPoint.new(fractal_bar_index, fractal_high_price, "top", true)
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array.push(fractal_points, new_fractal)
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fractal_added := true
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if array.size(fractal_points) > 100
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array.shift(fractal_points)
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if is_bottom_fractal and distance_ok(fractal_bar_index, "bottom")
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new_fractal = FractalPoint.new(fractal_bar_index, fractal_low_price, "bottom", true)
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array.push(fractal_points, new_fractal)
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fractal_added := true
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if array.size(fractal_points) > 100
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array.shift(fractal_points)
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// ================== 显示合并K线 ==================
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if show_merged_k and array.size(merged_ks) >= 2
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// 清理旧线条
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if array.size(merged_k_lines) > 0
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for i = 0 to array.size(merged_k_lines) - 1
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line.delete(array.get(merged_k_lines, i))
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array.clear(merged_k_lines)
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// 绘制合并K线连线
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for i = 0 to array.size(merged_ks) - 2
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k1 = array.get(merged_ks, i)
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k2 = array.get(merged_ks, i + 1)
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// 检查距离限制
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k_distance = bar_index - k1.bar_index
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if k_distance <= 500
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high_line = line.new(k1.bar_index, k1.high, k2.bar_index, k2.high, color=merged_k_color, width=1, style=line.style_dashed)
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low_line = line.new(k1.bar_index, k1.low, k2.bar_index, k2.low, color=merged_k_color, width=1, style=line.style_dashed)
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array.push(merged_k_lines, high_line)
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array.push(merged_k_lines, low_line)
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// ================== 显示分型 ==================
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if show_fenxing
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if is_top_fractal and distance_ok(fractal_bar_index, "top")
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label.new(fractal_bar_index, fractal_high_price, "顶", color=color.red, style=label.style_label_down, size=size.small)
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if is_bottom_fractal and distance_ok(fractal_bar_index, "bottom")
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label.new(fractal_bar_index, fractal_low_price, "底", color=color.green, style=label.style_label_up, size=size.small)
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// ================== 构建笔 ==================
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// 在每根K线重新构建所有笔
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if barstate.isconfirmed
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// 清理旧笔
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if array.size(bi_lines) > 0
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for i = 0 to array.size(bi_lines) - 1
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line.delete(array.get(bi_lines, i))
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array.clear(bi_lines)
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array.clear(bi_segments)
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// 重新构建所有笔
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if array.size(fractal_points) >= 2 and show_bi
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for i = 0 to array.size(fractal_points) - 2
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current_fractal = array.get(fractal_points, i)
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next_fractal = array.get(fractal_points, i + 1)
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// 只连接不同类型的分型
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if current_fractal.fractal_type != next_fractal.fractal_type
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// 确定方向
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direction = current_fractal.fractal_type == "bottom" ? 1 : -1
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// 创建笔段
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bi_seg = BiSegment.new(current_fractal, next_fractal, direction)
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array.push(bi_segments, bi_seg)
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// 检查距离限制
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distance = bar_index - current_fractal.bar_index
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if distance <= 500
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new_line = line.new(current_fractal.bar_index, current_fractal.price, next_fractal.bar_index, next_fractal.price, color=bi_color, width=2, style=line.style_solid)
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array.push(bi_lines, new_line)
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// ================== 线段识别 ==================
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// 在每根K线重新构建线段
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if barstate.isconfirmed and array.size(bi_segments) >= 3
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// 清理旧线段
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if array.size(xianduan_lines) > 0
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for i = 0 to array.size(xianduan_lines) - 1
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line.delete(array.get(xianduan_lines, i))
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array.clear(xianduan_lines)
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array.clear(xianduan_segments)
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// 每三笔构建一个线段
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segment_count = array.size(bi_segments) // 3
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for j = 0 to segment_count - 1
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start_idx = j * 3
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if start_idx + 2 < array.size(bi_segments)
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bi1 = array.get(bi_segments, start_idx)
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bi2 = array.get(bi_segments, start_idx + 1)
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bi3 = array.get(bi_segments, start_idx + 2)
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// 创建线段
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bi_array = array.new<BiSegment>()
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array.push(bi_array, bi1)
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array.push(bi_array, bi2)
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array.push(bi_array, bi3)
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xianduan = XianDuan.new(bi_array, bi1.start_point, bi3.end_point, false)
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array.push(xianduan_segments, xianduan)
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// 绘制线段
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if show_xianduan
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xianduan_distance = bar_index - bi1.start_point.bar_index
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if xianduan_distance <= 500
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xianduan_line = line.new(bi1.start_point.bar_index, bi1.start_point.price, bi3.end_point.bar_index, bi3.end_point.price, color=xianduan_color, width=3, style=line.style_solid)
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array.push(xianduan_lines, xianduan_line)
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// ================== 中枢识别（基于笔的重叠）==================
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if barstate.isconfirmed and array.size(bi_segments) >= 3 and show_zhongshu
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// 清理旧中枢
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if array.size(zhongshu_boxes) > 0
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for i = 0 to array.size(zhongshu_boxes) - 1
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box.delete(array.get(zhongshu_boxes, i))
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array.clear(zhongshu_boxes)
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// 为每三笔检查中枢
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for k = 0 to array.size(bi_segments) - 3
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bi1 = array.get(bi_segments, k)
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bi2 = array.get(bi_segments, k + 1)
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bi3 = array.get(bi_segments, k + 2)
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// 计算笔的价格区间
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bi1_high = math.max(bi1.start_point.price, bi1.end_point.price)
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bi1_low = math.min(bi1.start_point.price, bi1.end_point.price)
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bi2_high = math.max(bi2.start_point.price, bi2.end_point.price)
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bi2_low = math.min(bi2.start_point.price, bi2.end_point.price)
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bi3_high = math.max(bi3.start_point.price, bi3.end_point.price)
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bi3_low = math.min(bi3.start_point.price, bi3.end_point.price)
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// 计算重叠区域
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overlap_high = math.min(math.min(bi1_high, bi2_high), bi3_high)
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overlap_low = math.max(math.max(bi1_low, bi2_low), bi3_low)
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// 形成中枢
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if overlap_high > overlap_low
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start_bar = math.min(bi1.start_point.bar_index, bi1.end_point.bar_index)
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end_bar = math.max(bi3.start_point.bar_index, bi3.end_point.bar_index)
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// 创建中枢（检查距离限制）
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zs_distance = bar_index - start_bar
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if zs_distance <= 500
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zs_box = box.new(start_bar, overlap_high, end_bar, overlap_low, border_color=zhongshu_color, bgcolor=color.new(zhongshu_color, 85))
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array.push(zhongshu_boxes, zs_box)
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// ================== 改进的买卖点识别 ==================
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if show_signals and array.size(zhongshu_boxes) > 0 and array.size(fractal_points) >= 2
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last_zhongshu = array.get(zhongshu_boxes, array.size(zhongshu_boxes) - 1)
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last_fractal = array.get(fractal_points, array.size(fractal_points) - 1)
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zhongshu_high = box.get_top(last_zhongshu)
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zhongshu_low = box.get_bottom(last_zhongshu)
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// 一买点：跌破中枢下沿后的底分型
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if last_fractal.fractal_type == "bottom" and last_fractal.price < zhongshu_low and last_fractal.bar_index > last_signal_bar + 5
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label.new(last_fractal.bar_index, last_fractal.price, "一买", color=color.green, style=label.style_label_up, size=size.normal)
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last_signal_bar := last_fractal.bar_index
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// 一卖点：突破中枢上沿后的顶分型
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if last_fractal.fractal_type == "top" and last_fractal.price > zhongshu_high and last_fractal.bar_index > last_signal_bar + 5
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label.new(last_fractal.bar_index, last_fractal.price, "一卖", color=color.red, style=label.style_label_down, size=size.normal)
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last_signal_bar := last_fractal.bar_index
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// ================== 信息面板 ==================
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if barstate.islast
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var info_table = table.new(position.top_right, 2, 10, bgcolor=color.white, border_width=1)
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table.cell(info_table, 0, 0, "缠论标准V3", text_color=color.black, text_size=size.small)
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table.cell(info_table, 1, 0, "", text_color=color.black)
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table.cell(info_table, 0, 1, "合并K线数", text_color=color.black)
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table.cell(info_table, 1, 1, str.tostring(array.size(merged_ks)), text_color=color.black)
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table.cell(info_table, 0, 2, "分型数", text_color=color.black)
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table.cell(info_table, 1, 2, str.tostring(array.size(fractal_points)), text_color=color.black)
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table.cell(info_table, 0, 3, "笔数", text_color=color.black)
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table.cell(info_table, 1, 3, str.tostring(array.size(bi_segments)), text_color=color.black)
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table.cell(info_table, 0, 4, "线段数", text_color=color.black)
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table.cell(info_table, 1, 4, str.tostring(array.size(xianduan_segments)), text_color=color.black)
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table.cell(info_table, 0, 5, "中枢数", text_color=color.black)
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table.cell(info_table, 1, 5, str.tostring(array.size(zhongshu_boxes)), text_color=color.black)
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table.cell(info_table, 0, 6, "当前趋势", text_color=color.black)
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trend_text = current_trend > 0 ? "向上" : current_trend < 0 ? "向下" : "震荡"
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table.cell(info_table, 1, 6, trend_text, text_color=color.black)
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table.cell(info_table, 0, 7, "合并K线", text_color=color.black)
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table.cell(info_table, 1, 7, show_merged_k ? "开" : "关", text_color=color.black)
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table.cell(info_table, 0, 8, "线段显示", text_color=color.black)
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table.cell(info_table, 1, 8, show_xianduan ? "开" : "关", text_color=color.black)
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table.cell(info_table, 0, 9, "调试模式", text_color=color.black)
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table.cell(info_table, 1, 9, debug_mode ? "开" : "关", text_color=color.black)
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// ================== 警报 ==================
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alertcondition(is_bottom_fractal and distance_ok(fractal_bar_index, "bottom"),
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title="缠论买点", message="发现底分型")
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alertcondition(is_top_fractal and distance_ok(fractal_bar_index, "top"),
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title="缠论卖点", message="发现顶分型") |