106 lines
3.3 KiB
Plaintext
106 lines
3.3 KiB
Plaintext
// MACD与价格背驰检测指标
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// 作者: Claude AI
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// 版本: 1.0
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//@version=5
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indicator("MACD背驰检测", shorttitle="MACD背驰", overlay=true)
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// MACD参数
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fast_length = input.int(12, "MACD快线长度", minval=1)
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slow_length = input.int(26, "MACD慢线长度", minval=1)
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signal_length = input.int(9, "MACD信号线长度", minval=1)
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// 背驰检测参数
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lookback = input.int(10, "回溯检测周期", minval=5)
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threshold = input.float(0.5, "背驰阈值", minval=0.1, step=0.1)
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// 计算MACD
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[macdLine, signalLine, histLine] = ta.macd(close, fast_length, slow_length, signal_length)
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// 寻找价格的高点和低点
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price_high = ta.highest(high, lookback)
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price_low = ta.lowest(low, lookback)
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// 判断当前柱是否是局部高点或低点
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is_price_high = high == price_high and high > high[1] and high > high[2]
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is_price_low = low == price_low and low < low[1] and low < low[2]
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// 保存价格高点和低点及其对应的MACD值
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var float last_price_high = na
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var float last_price_low = na
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var float last_macd_at_price_high = na
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var float last_macd_at_price_low = na
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// 寻找MACD的高点和低点
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macd_high = ta.highest(macdLine, lookback)
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macd_low = ta.lowest(macdLine, lookback)
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// ----- 背驰检测逻辑 -----
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// 顶背驰：价格创新高，但MACD没有创新高
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bearish_divergence = false
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if is_price_high
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// 保存当前高点及对应的MACD值
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if not na(last_price_high) and high > last_price_high and macdLine < last_macd_at_price_high
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bearish_divergence := true
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last_price_high := high
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last_macd_at_price_high := macdLine
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// 底背驰：价格创新低，但MACD没有创新低
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bullish_divergence = false
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if is_price_low
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// 保存当前低点及对应的MACD值
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if not na(last_price_low) and low < last_price_low and macdLine > last_macd_at_price_low
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bullish_divergence := true
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last_price_low := low
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last_macd_at_price_low := macdLine
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// ----- 标注背驰 -----
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// 顶背驰标注
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plotshape(
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bearish_divergence,
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title="顶背驰",
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location=location.abovebar,
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color=color.red,
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style=shape.triangledown,
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size=size.normal,
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text="顶背驰")
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// 底背驰标注
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plotshape(
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bullish_divergence,
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title="底背驰",
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location=location.belowbar,
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color=color.green,
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style=shape.triangleup,
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size=size.normal,
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text="底背驰")
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// ----- 辅助指标 -----
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// 在单独窗口绘制MACD
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plot(macdLine, "MACD", color=color.blue, display=display.none)
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plot(signalLine, "信号线", color=color.orange, display=display.none)
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plot(histLine, "柱状图", color=histLine >= 0 ? color.green : color.red, style=plot.style_histogram, display=display.none)
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// 显示背驰信息
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var label divergenceLabel = na
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if barstate.islast
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label.delete(divergenceLabel)
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if bearish_divergence
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divergenceLabel := label.new(
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bar_index, high,
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text="顶背驰警告！\n价格创新高但MACD未跟进",
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color=color.red,
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style=label.style_label_down,
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textcolor=color.white)
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else if bullish_divergence
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divergenceLabel := label.new(
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bar_index, low,
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text="底背驰警告！\n价格创新低但MACD未跟进",
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color=color.green,
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style=label.style_label_up,
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textcolor=color.white) |