325 lines
14 KiB
Plaintext
325 lines
14 KiB
Plaintext
//@version=6
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indicator("Enhanced Support/Resistance", overlay=true, max_lines_count=200, max_labels_count=100)
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// Inputs (保持不变)
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leftBars = input.int(3, "Pivot Left", minval=1)
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rightBars = input.int(3, "Pivot Right", minval=1)
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lookbackBars = input.int(500, "Lookback Bars", minval=50, maxval=5000)
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atrLength = input.int(14, "ATR Length", minval=1)
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clusterTolATR = input.float(0.25, "Cluster Tolerance (x ATR)", step=0.05, minval=0.05)
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minTouches = input.int(2, "Minimum Touches to Validate", minval=1)
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maxSamplesPerLevel = input.int(20, "Max Samples per Level", minval=5, maxval=100)
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maxLevelsStored = input.int(60, "Max Stored Levels", minval=10, maxval=300)
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maxVisibleLevels = input.int(10, "Max Visible Levels", minval=1, maxval=50)
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lineWidth = input.int(2, "Line Width", minval=1, maxval=5)
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resistanceColor = input.color(color.new(color.red, 0), "Resistance Color")
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supportColor = input.color(color.new(color.teal, 0), "Support Color")
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showPriceLabels = input.bool(true, "Show Price Labels", inline="lbl")
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showTouchesInLbl = input.bool(true, "Touches In Label", inline="lbl")
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labelSizeOpt = input.string("Tiny", "Label Size", options=["Tiny", "Small", "Normal", "Large", "Huge"], inline="lbl")
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labelOffsetBars = input.int(1, "Label Offset (bars to right)", minval=1, maxval=500)
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dynamicParams = input.bool(true, "Dynamic Parameters")
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// Calculations
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atrValue = ta.atr(atrLength)
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clusterTolerance = atrValue * clusterTolATR
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// Dynamic pivot sensitivity
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dynamicLeft = dynamicParams ? math.max(2, int(5 - (atrValue/close)*100)) : leftBars
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dynamicRight = dynamicParams ? math.max(2, int(5 - (atrValue/close)*100)) : rightBars
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// Level storage
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var float[] levelPrices = array.new_float()
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var int[] levelStartIndexes = array.new_int()
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var int[] levelSampleCounts = array.new_int()
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var float[] allPriceSamples = array.new_float()
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var float[] levelTotalWeightedTouches = array.new_float()
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var int[] levelLastTouchBarIndex = array.new_int()
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var line[] levelLines = array.new_line()
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var label[] levelLabels = array.new_label()
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// Helper functions
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f_label_size(opt) =>
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opt == "Tiny" ? size.tiny : opt == "Small" ? size.small : opt == "Normal" ? size.normal :
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opt == "Large" ? size.large : size.huge
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f_calculate_touch_weight() =>
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bodySize = math.abs(close - open)
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candleRange = high - low
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candleRange > 0 ? math.min(2.0, math.max(0.5, bodySize/candleRange * 3)) : 1.0
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f_find_level_index(price, tolerance) =>
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int foundIndex = -1
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sz = array.size(levelPrices)
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if sz > 0
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for i = 0 to sz - 1
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existing = array.get(levelPrices, i)
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if math.abs(existing - price) <= tolerance
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foundIndex := i
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break
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foundIndex
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f_remove_level(idx) =>
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if idx >= 0 and idx < array.size(levelPrices) // 添加边界检查
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ln = array.get(levelLines, idx)
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if not na(ln)
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line.delete(ln)
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lb = array.get(levelLabels, idx)
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if not na(lb)
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label.delete(lb)
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startIdx = array.get(levelStartIndexes, idx)
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sampleCount = array.get(levelSampleCounts, idx)
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for i = 0 to sampleCount - 1
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if startIdx < array.size(allPriceSamples) // 边界检查
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array.remove(allPriceSamples, startIdx)
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sz = array.size(levelStartIndexes)
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for i = idx + 1 to sz - 1
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if i < array.size(levelStartIndexes) // 边界检查
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currentStart = array.get(levelStartIndexes, i)
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array.set(levelStartIndexes, i, currentStart - sampleCount)
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array.remove(levelPrices, idx)
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array.remove(levelStartIndexes, idx)
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array.remove(levelSampleCounts, idx)
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array.remove(levelTotalWeightedTouches, idx)
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array.remove(levelLastTouchBarIndex, idx)
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array.remove(levelLines, idx)
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array.remove(levelLabels, idx)
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f_remove_old_levels() =>
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sz = array.size(levelPrices)
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if sz > 0
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for i = 0 to sz - 1
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reverseIndex = sz - 1 - i
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if reverseIndex >= 0 and reverseIndex < array.size(levelLastTouchBarIndex) // 边界检查
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lastBar = array.get(levelLastTouchBarIndex, reverseIndex)
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if bar_index - lastBar > lookbackBars
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f_remove_level(reverseIndex)
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f_ensure_capacity() =>
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if array.size(levelPrices) >= maxLevelsStored
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oldestIdx = 0
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oldestBar = array.get(levelLastTouchBarIndex, 0)
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for i = 1 to array.size(levelPrices) - 1
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if i < array.size(levelLastTouchBarIndex) // 边界检查
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b = array.get(levelLastTouchBarIndex, i)
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if b < oldestBar
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oldestBar := b
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oldestIdx := i
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f_remove_level(oldestIdx)
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f_calculate_median(samples) =>
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if array.size(samples) == 0
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na
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else
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sorted = array.copy(samples)
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array.sort(sorted)
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mid = int(math.floor(array.size(sorted) / 2))
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if array.size(sorted) % 2 == 1
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array.get(sorted, mid)
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else
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(array.get(sorted, mid - 1) + array.get(sorted, mid)) / 2
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// 修复：添加完整的边界检查
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f_add_or_update_level(price, isResistance) =>
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weight = f_calculate_touch_weight()
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idx = f_find_level_index(price, clusterTolerance)
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if idx == -1
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f_ensure_capacity()
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array.push(levelPrices, price)
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array.push(levelStartIndexes, array.size(allPriceSamples))
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array.push(levelSampleCounts, 1)
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array.push(allPriceSamples, price)
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array.push(levelTotalWeightedTouches, weight)
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array.push(levelLastTouchBarIndex, bar_index)
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array.push(levelLines, na)
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array.push(levelLabels, na)
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else
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// 边界检查：确保idx在有效范围内
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if idx >= 0 and idx < array.size(levelStartIndexes) and idx < array.size(levelSampleCounts)
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startIdx = array.get(levelStartIndexes, idx)
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sampleCount = array.get(levelSampleCounts, idx)
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array.push(allPriceSamples, price)
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array.set(levelSampleCounts, idx, sampleCount + 1)
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if sampleCount + 1 > maxSamplesPerLevel
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if startIdx < array.size(allPriceSamples) // 边界检查
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array.remove(allPriceSamples, startIdx)
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array.set(levelSampleCounts, idx, maxSamplesPerLevel)
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else
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sz = array.size(levelStartIndexes)
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// 修复：添加完整的边界检查
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if idx + 1 <= sz - 1
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for i = idx + 1 to sz - 1
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if i < array.size(levelStartIndexes) // 关键修复：防止索引越界
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currentStart = array.get(levelStartIndexes, i)
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array.set(levelStartIndexes, i, currentStart + 1)
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// 边界检查
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if idx < array.size(levelStartIndexes) and idx < array.size(levelSampleCounts)
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currentStart = array.get(levelStartIndexes, idx)
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currentCount = array.get(levelSampleCounts, idx)
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samples = array.new_float()
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// 边界检查：确保索引不越界
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maxSampleIndex = math.min(currentStart + currentCount - 1, array.size(allPriceSamples) - 1)
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if currentStart <= maxSampleIndex
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for i = currentStart to maxSampleIndex
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if i < array.size(allPriceSamples) // 边界检查
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samplePrice = array.get(allPriceSamples, i)
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array.push(samples, samplePrice)
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medianPrice = f_calculate_median(samples)
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array.set(levelPrices, idx, medianPrice)
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array.set(levelTotalWeightedTouches, idx, array.get(levelTotalWeightedTouches, idx) + weight)
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array.set(levelLastTouchBarIndex, idx, bar_index)
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f_draw_levels() =>
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var int[] candidates = array.new_int()
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array.clear(candidates)
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sz = array.size(levelPrices)
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if sz > 0
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for i = 0 to sz - 1
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if i < array.size(levelTotalWeightedTouches) and i < array.size(levelLastTouchBarIndex) // 边界检查
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touches = array.get(levelTotalWeightedTouches, i)
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lastBar = array.get(levelLastTouchBarIndex, i)
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if touches >= minTouches and bar_index - lastBar <= lookbackBars
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array.push(candidates, i)
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var int[] chosen = array.new_int()
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array.clear(chosen)
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candSz = array.size(candidates)
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if candSz > 0
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chooseCount = math.min(maxVisibleLevels, candSz)
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for _ = 0 to chooseCount - 1
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if array.size(candidates) == 0
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break
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bestPos = -1
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bestDist = 10e10
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curSz = array.size(candidates)
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if curSz > 0
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for pos = 0 to curSz - 1
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if pos < array.size(candidates) // 边界检查
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idx = array.get(candidates, pos)
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if idx < array.size(levelPrices) // 边界检查
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price = array.get(levelPrices, idx)
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d = math.abs(close - price)
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if d < bestDist
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bestDist := d
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bestPos := pos
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if bestPos != -1 and bestPos < array.size(candidates) // 边界检查
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pickedIdx = array.get(candidates, bestPos)
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array.push(chosen, pickedIdx)
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array.remove(candidates, bestPos)
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var bool[] isChosen = array.new_bool()
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array.clear(isChosen)
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if sz > 0
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for i = 0 to sz - 1
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array.push(isChosen, false)
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chosenSz = array.size(chosen)
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if chosenSz > 0 and sz > 0
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for j = 0 to chosenSz - 1
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if j < array.size(chosen) // 边界检查
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chIdx = array.get(chosen, j)
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if chIdx >= 0 and chIdx < sz
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array.set(isChosen, chIdx, true)
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if sz > 0
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for i = 0 to sz - 1
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if i < array.size(levelLines) and i < array.size(levelPrices) and i < array.size(levelTotalWeightedTouches) // 边界检查
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ln = array.get(levelLines, i)
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price = array.get(levelPrices, i)
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touches = array.get(levelTotalWeightedTouches, i)
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col = touches >= 2 ? resistanceColor : supportColor
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if i < array.size(isChosen) and array.get(isChosen, i)
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xRight = bar_index
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xLeft = math.max(0, bar_index - lookbackBars)
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if na(ln)
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ln := line.new(x1=xLeft, y1=price, x2=xRight, y2=price,
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extend=extend.none, color=col, width=lineWidth)
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line.set_style(ln, line.style_dotted)
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array.set(levelLines, i, ln)
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else
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line.set_xy1(ln, xLeft, price)
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line.set_xy2(ln, xRight, price)
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line.set_extend(ln, extend.none)
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line.set_color(ln, col)
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line.set_width(ln, lineWidth)
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line.set_style(ln, line.style_dotted)
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lb = array.get(levelLabels, i)
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if showPriceLabels
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lblTxt = (touches >= 2 ? "R " : "S ") +
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str.tostring(price, "#.##") +
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(showTouchesInLbl ? " x" + str.tostring(math.round(touches)) : "")
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lblX = bar_index + labelOffsetBars
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desiredSize = f_label_size(labelSizeOpt)
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if na(lb)
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lb := label.new(x=lblX, y=price, text=lblTxt,
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style=label.style_label_left,
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color=color.new(col, 85),
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textcolor=color.white,
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size=desiredSize)
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array.set(levelLabels, i, lb)
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else
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label.set_text(lb, lblTxt)
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label.set_x(lb, lblX)
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label.set_y(lb, price)
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else if not na(lb)
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label.delete(lb)
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array.set(levelLabels, i, na)
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else if not na(ln)
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line.delete(ln)
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array.set(levelLines, i, na)
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lb = array.get(levelLabels, i)
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if not na(lb)
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label.delete(lb)
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array.set(levelLabels, i, na)
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// Detect pivots
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ph = ta.pivothigh(high, dynamicLeft, dynamicRight)
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pl = ta.pivotlow(low, dynamicLeft, dynamicRight)
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if not na(ph)
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f_add_or_update_level(ph, true)
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if not na(pl)
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f_add_or_update_level(pl, false)
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// Maintenance and drawing
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f_remove_old_levels()
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f_draw_levels()
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// Nearest levels
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var float nearestSupport = na
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var float nearestResistance = na
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float bestBelow = na
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float bestAbove = na
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sz = array.size(levelPrices)
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if sz > 0
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for i = 0 to sz - 1
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if i < array.size(levelTotalWeightedTouches) and i < array.size(levelLastTouchBarIndex) // 边界检查
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touches = array.get(levelTotalWeightedTouches, i)
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lastBar = array.get(levelLastTouchBarIndex, i)
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if touches >= minTouches and bar_index - lastBar <= lookbackBars
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if i < array.size(levelPrices) // 边界检查
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p = array.get(levelPrices, i)
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if p <= close and (na(bestBelow) or p > bestBelow)
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bestBelow := p
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if p >= close and (na(bestAbove) or p < bestAbove)
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bestAbove := p
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nearestSupport := bestBelow
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nearestResistance := bestAbove
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plot(nearestSupport, "Nearest Support", color.new(supportColor, 60), 2, plot.style_linebr)
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plot(nearestResistance, "Nearest Resistance", color.new(resistanceColor, 60), 2, plot.style_linebr) |