154 lines
6.2 KiB
Plaintext
154 lines
6.2 KiB
Plaintext
//@version=6
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indicator("缠论结合律版", shorttitle="结合律", overlay=true, max_lines_count=100, max_labels_count=100)
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// 参数
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min_gap = input.int(3, "分型间隔", minval=1, maxval=20)
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show_fractals = input.bool(true, "显示分型")
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show_strokes = input.bool(true, "显示笔")
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show_filtered = input.bool(true, "显示过滤后分型")
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// 数据类型
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type Fractal
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int bar_index
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float price
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string type
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bool is_valid // 是否为有效分型（非中继）
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// 全局变量
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var all_fractals = array.new<Fractal>() // 所有分型
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var valid_fractals = array.new<Fractal>() // 过滤后的分型
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var stroke_lines = array.new<line>()
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// 分型识别
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is_high = high[1] > high[0] and high[1] > high[2]
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is_low = low[1] < low[0] and low[1] < low[2]
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// 距离检查
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distance_ok(new_bar) =>
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result = true
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if array.size(all_fractals) > 0
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last_fractal = array.get(all_fractals, array.size(all_fractals) - 1)
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if new_bar - last_fractal.bar_index < min_gap
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result := false
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result
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// 添加原始分型
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if is_high and distance_ok(bar_index[1])
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new_fractal = Fractal.new(bar_index[1], high[1], "top", true)
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array.push(all_fractals, new_fractal)
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if array.size(all_fractals) > 100
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array.shift(all_fractals)
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if is_low and distance_ok(bar_index[1])
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new_fractal = Fractal.new(bar_index[1], low[1], "bottom", true)
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array.push(all_fractals, new_fractal)
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if array.size(all_fractals) > 100
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array.shift(all_fractals)
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// 显示原始分型
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if show_fractals
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if is_high and distance_ok(bar_index[1])
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label.new(bar_index[1], high[1], "顶", color=color.red, style=label.style_label_down, size=size.tiny)
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if is_low and distance_ok(bar_index[1])
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label.new(bar_index[1], low[1], "底", color=color.green, style=label.style_label_up, size=size.tiny)
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// 应用结合律，过滤中继分型
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filter_fractals() =>
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// 清空有效分型数组
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array.clear(valid_fractals)
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if array.size(all_fractals) <= 1
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// 如果分型数量不足，直接返回
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if array.size(all_fractals) == 1
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array.push(valid_fractals, array.get(all_fractals, 0))
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else
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// 第一个分型总是有效的
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first_fractal = array.get(all_fractals, 0)
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array.push(valid_fractals, first_fractal)
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// 从第二个分型开始处理
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i = 1
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while i < array.size(all_fractals)
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current_fractal = array.get(all_fractals, i)
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last_valid = array.get(valid_fractals, array.size(valid_fractals) - 1)
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if current_fractal.type != last_valid.type
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// 不同类型，直接添加
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array.push(valid_fractals, current_fractal)
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i += 1
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else
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// 相同类型，找到最极端的分型
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extreme_fractal = current_fractal
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extreme_idx = i
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// 继续查找同类型的更极端分型
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j = i + 1
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while j < array.size(all_fractals)
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next_fractal = array.get(all_fractals, j)
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if next_fractal.type == current_fractal.type
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// 同类型，比较极端程度
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if current_fractal.type == "top"
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if next_fractal.price > extreme_fractal.price
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extreme_fractal := next_fractal
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extreme_idx := j
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else // bottom
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if next_fractal.price < extreme_fractal.price
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extreme_fractal := next_fractal
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extreme_idx := j
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j += 1
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else
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// 不同类型，结束查找
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break
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// 添加最极端的分型
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array.push(valid_fractals, extreme_fractal)
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i := j // 跳到不同类型的分型
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// 每根K线更新
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if barstate.isconfirmed
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// 过滤分型
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filter_fractals()
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// 清理旧笔
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if array.size(stroke_lines) > 0
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for i = 0 to array.size(stroke_lines) - 1
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line.delete(array.get(stroke_lines, i))
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array.clear(stroke_lines)
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// 绘制笔（连接有效分型）
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if show_strokes and array.size(valid_fractals) >= 2
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for i = 0 to array.size(valid_fractals) - 2
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current_fractal = array.get(valid_fractals, i)
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next_fractal = array.get(valid_fractals, i + 1)
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// 检查距离
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distance = bar_index - current_fractal.bar_index
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if distance <= 500
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stroke_line = line.new(current_fractal.bar_index, current_fractal.price, next_fractal.bar_index, next_fractal.price, color=color.blue, width=2, style=line.style_solid)
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array.push(stroke_lines, stroke_line)
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// 显示过滤后的分型
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if show_filtered and barstate.islast
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for i = 0 to array.size(valid_fractals) - 1
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fractal = array.get(valid_fractals, i)
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if fractal.type == "top"
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label.new(fractal.bar_index, fractal.price, "T", color=color.yellow, style=label.style_label_down, size=size.small)
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else
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label.new(fractal.bar_index, fractal.price, "B", color=color.orange, style=label.style_label_up, size=size.small)
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// 信息显示
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if barstate.islast
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var table info = table.new(position.top_right, 2, 5, bgcolor=color.white, border_width=1)
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table.cell(info, 0, 0, "缠论结合律版", text_color=color.black, text_size=size.small)
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table.cell(info, 1, 0, "", text_color=color.black)
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table.cell(info, 0, 1, "原始分型", text_color=color.black)
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table.cell(info, 1, 1, str.tostring(array.size(all_fractals)), text_color=color.black)
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table.cell(info, 0, 2, "有效分型", text_color=color.black)
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table.cell(info, 1, 2, str.tostring(array.size(valid_fractals)), text_color=color.black)
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table.cell(info, 0, 3, "笔数", text_color=color.black)
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table.cell(info, 1, 3, str.tostring(array.size(stroke_lines)), text_color=color.black)
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table.cell(info, 0, 4, "分型间隔", text_color=color.black)
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table.cell(info, 1, 4, str.tostring(min_gap), text_color=color.black) |