206 lines
9.2 KiB
Plaintext
206 lines
9.2 KiB
Plaintext
//@version=6
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indicator("缠论简化版V2", shorttitle="缠论V2", overlay=true, max_lines_count=100, max_labels_count=100)
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// ================== 参数设置 ==================
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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_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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// 缠论参数
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fractal_length = input.int(2, "分型识别周期", minval=1, maxval=5, group="缠论参数")
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min_bars_between = input.int(5, "分型最小间隔", minval=3, maxval=20, 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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zhongshu_color = input.color(color.gray, "中枢颜色", group="颜色设置")
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// ================== 数据类型定义 ==================
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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 // "top" or "bottom"
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// ================== 全局变量 ==================
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var fractal_points = array.new<FractalPoint>()
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var bi_lines = array.new<line>()
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var zhongshu_boxes = array.new<box>()
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// ================== 分型识别 ==================
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// 检查基本分型条件
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is_basic_top_fractal = fractal_length > 0 and
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high[fractal_length] > high[fractal_length-1] and
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high[fractal_length] > high[fractal_length+1] and
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low[fractal_length] > low[fractal_length-1] and
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low[fractal_length] > low[fractal_length+1]
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is_basic_bottom_fractal = fractal_length > 0 and
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low[fractal_length] < low[fractal_length-1] and
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low[fractal_length] < low[fractal_length+1] and
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high[fractal_length] < high[fractal_length-1] and
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high[fractal_length] < high[fractal_length+1]
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// 检查距离过滤
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check_distance_filter(new_bar, new_type) =>
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if array.size(fractal_points) == 0
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true
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else
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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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// 如果距离太近，则不添加新分型
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if bar_distance < min_bars_between
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false
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// 如果是相同类型且距离不够远，也不添加
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else if last_fractal.fractal_type == new_type and bar_distance < min_bars_between * 2
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false
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else
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true
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// ================== 添加分型 ==================
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current_bar = bar_index - fractal_length
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// 检查顶分型
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if is_basic_top_fractal and check_distance_filter(current_bar, "top")
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new_fractal = FractalPoint.new(current_bar, high[fractal_length], "top")
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array.push(fractal_points, new_fractal)
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// 保持数组大小
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if array.size(fractal_points) > 50
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array.shift(fractal_points)
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// 检查底分型
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if is_basic_bottom_fractal and check_distance_filter(current_bar, "bottom")
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new_fractal = FractalPoint.new(current_bar, low[fractal_length], "bottom")
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array.push(fractal_points, new_fractal)
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// 保持数组大小
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if array.size(fractal_points) > 50
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array.shift(fractal_points)
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// ================== 显示分型 ==================
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if show_fenxing
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if is_basic_top_fractal and check_distance_filter(current_bar, "top")
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label.new(current_bar, high[fractal_length], "T",
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color=color.red, style=label.style_label_down, size=size.small)
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if is_basic_bottom_fractal and check_distance_filter(current_bar, "bottom")
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label.new(current_bar, low[fractal_length], "B",
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color=color.green, style=label.style_label_up, size=size.small)
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// ================== 构建笔 ==================
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// 重建所有笔（当有新分型时）
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rebuild_bi() =>
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// 清空现有笔
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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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// 构建新笔
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if array.size(fractal_points) >= 2
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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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// 连接相邻的反向分型
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if current_fractal.fractal_type != next_fractal.fractal_type and show_bi
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new_line = line.new(
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current_fractal.bar_index, current_fractal.price,
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next_fractal.bar_index, next_fractal.price,
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color=bi_color, width=2, style=line.style_solid)
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array.push(bi_lines, new_line)
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// 当分型数组发生变化时重建笔
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var last_fractal_count = 0
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current_fractal_count = array.size(fractal_points)
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if current_fractal_count != last_fractal_count
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rebuild_bi()
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last_fractal_count := current_fractal_count
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// ================== 中枢识别 ==================
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// 简化的中枢识别
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if array.size(bi_lines) >= 3 and show_zhongshu
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// 检查最近是否需要添加新中枢
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if array.size(bi_lines) >= 3
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line1 = array.get(bi_lines, array.size(bi_lines) - 3)
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line2 = array.get(bi_lines, array.size(bi_lines) - 2)
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line3 = array.get(bi_lines, array.size(bi_lines) - 1)
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// 获取价格区间
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h1 = math.max(line.get_y1(line1), line.get_y2(line1))
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l1 = math.min(line.get_y1(line1), line.get_y2(line1))
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h2 = math.max(line.get_y1(line2), line.get_y2(line2))
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l2 = math.min(line.get_y1(line2), line.get_y2(line2))
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h3 = math.max(line.get_y1(line3), line.get_y2(line3))
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l3 = math.min(line.get_y1(line3), line.get_y2(line3))
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// 计算重叠区域
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overlap_high = math.min(math.min(h1, h2), h3)
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overlap_low = math.max(math.max(l1, l2), l3)
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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(line.get_x1(line1), line.get_x2(line1))
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end_bar = math.max(line.get_x1(line3), line.get_x2(line3))
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// 检查是否需要添加新中枢
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should_add = true
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if array.size(zhongshu_boxes) > 0
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last_box = array.get(zhongshu_boxes, array.size(zhongshu_boxes) - 1)
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if math.abs(box.get_right(last_box) - end_bar) < 10
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should_add := false
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if should_add
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zs_box = box.new(start_bar, overlap_high, end_bar, overlap_low,
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border_color=zhongshu_color,
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bgcolor=color.new(zhongshu_color, 80))
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array.push(zhongshu_boxes, zs_box)
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// ================== 买卖点识别 ==================
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var last_signal_bar = 0
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if array.size(zhongshu_boxes) > 0 and array.size(fractal_points) > 0 and show_signals
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latest_zs = array.get(zhongshu_boxes, array.size(zhongshu_boxes) - 1)
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zs_high = box.get_top(latest_zs)
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zs_low = box.get_bottom(latest_zs)
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zs_right = box.get_right(latest_zs)
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// 检查最新分型
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if array.size(fractal_points) > 0
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latest_fractal = array.get(fractal_points, array.size(fractal_points) - 1)
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// 确保信号间隔
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if latest_fractal.bar_index > last_signal_bar + 5 and latest_fractal.bar_index > zs_right
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// 买点：底分型跌破中枢下沿
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if latest_fractal.fractal_type == "bottom" and latest_fractal.price < zs_low
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label.new(latest_fractal.bar_index, latest_fractal.price, "买",
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color=color.green, style=label.style_label_up, size=size.normal)
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last_signal_bar := latest_fractal.bar_index
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// 卖点：顶分型突破中枢上沿
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if latest_fractal.fractal_type == "top" and latest_fractal.price > zs_high
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label.new(latest_fractal.bar_index, latest_fractal.price, "卖",
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color=color.red, style=label.style_label_down, size=size.normal)
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last_signal_bar := latest_fractal.bar_index
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// ================== 清理旧对象 ==================
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if array.size(zhongshu_boxes) > 10
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old_box = array.shift(zhongshu_boxes)
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box.delete(old_box)
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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, 4, bgcolor=color.white, border_width=1)
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table.cell(info_table, 0, 0, "缠论V2", 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, "分型数", text_color=color.black)
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table.cell(info_table, 1, 1, str.tostring(array.size(fractal_points)), text_color=color.black)
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table.cell(info_table, 0, 2, "笔数", text_color=color.black)
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table.cell(info_table, 1, 2, str.tostring(array.size(bi_lines)), text_color=color.black)
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table.cell(info_table, 0, 3, "中枢数", text_color=color.black)
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table.cell(info_table, 1, 3, str.tostring(array.size(zhongshu_boxes)), text_color=color.black)
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// ================== 警报 ==================
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alertcondition(is_basic_bottom_fractal and check_distance_filter(current_bar, "bottom"),
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title="缠论买点", message="发现底分型")
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alertcondition(is_basic_top_fractal and check_distance_filter(current_bar, "top"),
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title="缠论卖点", message="发现顶分型") |