146 lines
4.3 KiB
Plaintext
146 lines
4.3 KiB
Plaintext
//@version=6
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indicator("背了又背：最后一笔顶/底背离（单周期简化版）", shorttitle="LastDiv_Simple", overlay=true, max_labels_count=500)
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// 参数
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pivot_left = input.int(3, "左侧枢轴K数", minval=1)
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pivot_right = input.int(3, "右侧枢轴K数", minval=1)
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fastlen = input.int(12, "MACD快线")
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slowlen = input.int(26, "MACD慢线")
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siglen = input.int(9, "MACD信号线")
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min_div_strength = input.float(0.6, "背离强度系数阈值", minval=0.1, maxval=1.0, step=0.05)
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need_double_div = input.bool(true, "必须『背了又背』（同向至少两次背离）")
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// MACD
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[dif, dea, hist] = ta.macd(close, fastlen, slowlen, siglen)
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// 枢轴
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ph_val = ta.pivothigh(high, pivot_left, pivot_right)
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pl_val = ta.pivotlow(low, pivot_left, pivot_right)
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is_pivoth = not na(ph_val)
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is_pivotl = not na(pl_val)
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ph_price = is_pivoth ? ph_val : na
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pl_price = is_pivotl ? pl_val : na
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ph_osc = is_pivoth ? hist[pivot_right] : na
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pl_osc = is_pivotl ? hist[pivot_right] : na
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ph_bar = is_pivoth ? bar_index[pivot_right] : na
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pl_bar = is_pivotl ? bar_index[pivot_right] : na
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// 工具函数
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// 隐形背离定义：
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// - 顶：价格创新高，但对应枢轴处没有正的能量柱（hist <= 0）
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// - 底：价格创新低，但对应枢轴处没有负的能量柱（hist >= 0）
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f_top_div(price1, price2, osc1, osc2) =>
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price2 > price1 and osc2 <= 0
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f_bottom_div(price1, price2, osc1, osc2) =>
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price2 < price1 and osc2 >= 0
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// 状态变量：记录连续同向背离
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var float last_ph_price = na
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var float last_ph_osc = na
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var int last_ph_bar = na
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var float last_pl_price = na
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var float last_pl_osc = na
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var int last_pl_bar = na
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var float prev_div_top_price = na
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var float prev_div_top_osc = na
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var int prev_div_top_bar = na
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var float last_div_top_price = na
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var float last_div_top_osc = na
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var int last_div_top_bar = na
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var float prev_div_bot_price = na
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var float prev_div_bot_osc = na
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var int prev_div_bot_bar = na
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var float last_div_bot_price = na
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var float last_div_bot_osc = na
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var int last_div_bot_bar = na
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var int top_div_count_seq = 0
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var int bot_div_count_seq = 0
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new_top_div = false
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new_bot_div = false
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// 顶背离（隐形）
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if is_pivoth and not na(last_ph_price)
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if f_top_div(last_ph_price, ph_price, last_ph_osc, ph_osc)
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new_top_div := true
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// 更新链
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prev_div_top_price := last_div_top_price
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prev_div_top_osc := last_div_top_osc
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prev_div_top_bar := last_div_top_bar
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last_div_top_price := ph_price
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last_div_top_osc := ph_osc
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last_div_top_bar := ph_bar
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top_div_count_seq += 1
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else
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if ph_price > last_ph_price and ph_osc >= last_ph_osc
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top_div_count_seq := 0
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if is_pivoth
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last_ph_price := ph_price
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last_ph_osc := ph_osc
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last_ph_bar := ph_bar
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// 底背离（隐形）
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if is_pivotl and not na(last_pl_price)
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if f_bottom_div(last_pl_price, pl_price, last_pl_osc, pl_osc)
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new_bot_div := true
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// 更新链
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prev_div_bot_price := last_div_bot_price
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prev_div_bot_osc := last_div_bot_osc
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prev_div_bot_bar := last_div_bot_bar
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last_div_bot_price := pl_price
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last_div_bot_osc := pl_osc
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last_div_bot_bar := pl_bar
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bot_div_count_seq += 1
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else
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if pl_price < last_pl_price and pl_osc <= last_pl_osc
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bot_div_count_seq := 0
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if is_pivotl
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last_pl_price := pl_price
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last_pl_osc := pl_osc
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last_pl_bar := pl_bar
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// 只在『最后一笔』背了又背时画信号
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need_count_top = need_double_div ? top_div_count_seq >= 2 : top_div_count_seq >= 1
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need_count_bot = need_double_div ? bot_div_count_seq >= 2 : bot_div_count_seq >= 1
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final_top_div = new_top_div and need_count_top
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final_bot_div = new_bot_div and need_count_bot
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plotshape(
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final_bot_div
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,title="最后一笔底背离"
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,location=location.belowbar
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,style=shape.labelup
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,color=color.new(color.green, 0)
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,text="背了又背\n底终点"
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,textcolor=color.white
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,size=size.normal
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)
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plotshape(
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final_top_div
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,title="最后一笔顶背离"
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,location=location.abovebar
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,style=shape.labeldown
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,color=color.new(color.red, 0)
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,text="背了又背\n顶终点"
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,textcolor=color.white
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,size=size.normal
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)
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