208 lines
7.0 KiB
Plaintext
208 lines
7.0 KiB
Plaintext
// 高级MACD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("高级MACD背驰检测", shorttitle="高级MACD背驰", overlay=true)
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// === 输入参数 ===
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// MACD参数
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fast_length = input.int(12, "MACD快线长度", minval=1, group="MACD设置")
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slow_length = input.int(26, "MACD慢线长度", minval=1, group="MACD设置")
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signal_length = input.int(9, "MACD信号线长度", minval=1, group="MACD设置")
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src = input.source(close, "价格数据源", group="MACD设置")
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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, group="背驰设置")
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pivot_confirmation = input.int(3, "高低点确认柱数", minval=1, maxval=5, group="背驰设置")
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regular_div = input.bool(true, "检测常规背驰", group="背驰类型")
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hidden_div = input.bool(true, "检测隐形背驰", group="背驰类型")
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// 显示设置
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show_labels = input.bool(true, "显示文字标签", group="显示设置")
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show_alerts = input.bool(true, "生成提醒", group="显示设置")
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bull_color = input.color(color.green, "多头背驰颜色", group="显示设置")
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bear_color = input.color(color.red, "空头背驰颜色", group="显示设置")
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// === 计算指标 ===
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// 计算MACD
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[macdLine, signalLine, histLine] = ta.macd(src, fast_length, slow_length, signal_length)
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// === 寻找峰谷 ===
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// 函数：检测高点
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isPivotHigh(len) =>
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high[len] > high[len-1] and high[len] > high[len+1] and
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high[len] > high[len-2] and high[len] > high[len+2]
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// 函数：检测低点
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isPivotLow(len) =>
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low[len] < low[len-1] and low[len] < low[len+1] and
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low[len] < low[len-2] and low[len] < low[len+2]
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// 寻找价格和MACD的峰和谷
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priceHighs = array.new_float(0)
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priceLows = array.new_float(0)
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macdHighs = array.new_float(0)
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macdLows = array.new_float(0)
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priceHighsPos = array.new_int(0)
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priceLowsPos = array.new_int(0)
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macdHighsPos = array.new_int(0)
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macdLowsPos = array.new_int(0)
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// 检测最近的高点和低点
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for i = pivot_confirmation to lookback
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if isPivotHigh(i)
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array.push(priceHighs, high[i])
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array.push(priceHighsPos, bar_index[i])
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array.push(macdHighs, macdLine[i])
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array.push(macdHighsPos, bar_index[i])
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break
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for i = pivot_confirmation to lookback
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if isPivotLow(i)
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array.push(priceLows, low[i])
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array.push(priceLowsPos, bar_index[i])
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array.push(macdLows, macdLine[i])
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array.push(macdLowsPos, bar_index[i])
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break
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// === 背驰检测 ===
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// 常规顶背驰：价格创新高，但MACD没有创新高
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bearish_regular_divergence = false
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if regular_div and array.size(priceHighs) >= 2 and array.size(macdHighs) >= 2
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price_high_current = array.get(priceHighs, 0)
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price_high_prev = array.get(priceHighs, 1)
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macd_high_current = array.get(macdHighs, 0)
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macd_high_prev = array.get(macdHighs, 1)
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if price_high_current > price_high_prev and macd_high_current < macd_high_prev
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bearish_regular_divergence := true
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// 常规底背驰：价格创新低，但MACD没有创新低
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bullish_regular_divergence = false
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if regular_div and array.size(priceLows) >= 2 and array.size(macdLows) >= 2
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price_low_current = array.get(priceLows, 0)
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price_low_prev = array.get(priceLows, 1)
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macd_low_current = array.get(macdLows, 0)
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macd_low_prev = array.get(macdLows, 1)
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if price_low_current < price_low_prev and macd_low_current > macd_low_prev
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bullish_regular_divergence := true
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// 隐形顶背驰：价格未创新高，但MACD创新高（上涨趋势中的调整）
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bearish_hidden_divergence = false
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if hidden_div and array.size(priceHighs) >= 2 and array.size(macdHighs) >= 2
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price_high_current = array.get(priceHighs, 0)
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price_high_prev = array.get(priceHighs, 1)
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macd_high_current = array.get(macdHighs, 0)
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macd_high_prev = array.get(macdHighs, 1)
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if price_high_current < price_high_prev and macd_high_current > macd_high_prev
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bearish_hidden_divergence := true
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// 隐形底背驰：价格未创新低，但MACD创新低（下跌趋势中的反弹）
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bullish_hidden_divergence = false
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if hidden_div and array.size(priceLows) >= 2 and array.size(macdLows) >= 2
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price_low_current = array.get(priceLows, 0)
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price_low_prev = array.get(priceLows, 1)
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macd_low_current = array.get(macdLows, 0)
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macd_low_prev = array.get(macdLows, 1)
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if price_low_current > price_low_prev and macd_low_current < macd_low_prev
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bullish_hidden_divergence := true
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// === 绘制背驰信号 ===
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// 常规顶背驰标记
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plotshape(
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bearish_regular_divergence,
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title="常规顶背驰",
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location=location.abovebar,
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color=bear_color,
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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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// 常规底背驰标记
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plotshape(
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bullish_regular_divergence,
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title="常规底背驰",
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location=location.belowbar,
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color=bull_color,
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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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// 隐形顶背驰标记
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plotshape(
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bearish_hidden_divergence,
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title="隐形顶背驰",
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location=location.abovebar,
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color=color.new(bear_color, 50),
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style=shape.xcross,
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size=size.normal,
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text="隐顶")
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// 隐形底背驰标记
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plotshape(
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bullish_hidden_divergence,
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title="隐形底背驰",
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location=location.belowbar,
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color=color.new(bull_color, 50),
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style=shape.xcross,
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size=size.normal,
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text="隐底")
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// === 显示标签 ===
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if show_labels and barstate.islast
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if bearish_regular_divergence
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label.new(
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bar_index, high,
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text="常规顶背驰\n价格创新高但MACD未跟进",
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color=bear_color,
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style=label.style_label_down,
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textcolor=color.white)
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if bullish_regular_divergence
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label.new(
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bar_index, low,
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text="常规底背驰\n价格创新低但MACD未跟进",
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color=bull_color,
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style=label.style_label_up,
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textcolor=color.white)
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if bearish_hidden_divergence
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label.new(
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bar_index, high,
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text="隐形顶背驰\n价格未创新高但MACD创新高",
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color=color.new(bear_color, 50),
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style=label.style_label_down,
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textcolor=color.white)
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if bullish_hidden_divergence
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label.new(
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bar_index, low,
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text="隐形底背驰\n价格未创新低但MACD创新低",
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color=color.new(bull_color, 50),
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style=label.style_label_up,
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textcolor=color.white)
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// === 生成提醒 ===
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if show_alerts
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if bearish_regular_divergence
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alert("MACD常规顶背驰警告！", alert.freq_once_per_bar_close)
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if bullish_regular_divergence
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alert("MACD常规底背驰警告！", alert.freq_once_per_bar_close)
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if bearish_hidden_divergence
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alert("MACD隐形顶背驰警告！", alert.freq_once_per_bar_close)
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if bullish_hidden_divergence
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alert("MACD隐形底背驰警告！", alert.freq_once_per_bar_close) |