172 lines
7.4 KiB
Plaintext
172 lines
7.4 KiB
Plaintext
//@version=6
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indicator("缠论优化版", shorttitle="优化版", overlay=true, max_lines_count=100, max_labels_count=100)
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// 优化参数设置
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min_gap = input.int(8, "分型最小间隔", minval=5, maxval=20, tooltip="增大此值可减少分型数量")
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strict_mode = input.bool(true, "严格分型模式", tooltip="开启后要求高低点都满足条件")
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show_original = input.bool(false, "显示原始分型", tooltip="小标签显示所有分型")
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show_valid = input.bool(true, "显示有效分型", tooltip="大标签显示过滤后分型")
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show_strokes = input.bool(true, "显示笔连接", tooltip="蓝色粗线连接有效分型")
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stroke_width = input.int(3, "笔线宽度", minval=1, maxval=5)
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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 // "top" or "bottom"
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bool is_extreme // 是否为极值点
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// 全局变量
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var all_fractals = array.new<Fractal>()
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var valid_fractals = array.new<Fractal>()
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var stroke_lines = array.new<line>()
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// 优化的分型识别
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check_fractal() =>
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top_found = false
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bottom_found = false
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if strict_mode
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// 严格模式：高低点都要满足条件
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if high[1] > high[0] and high[1] > high[2] and low[1] > low[0] and low[1] > low[2]
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top_found := true
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if low[1] < low[0] and low[1] < low[2] and high[1] < high[0] and high[1] < high[2]
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bottom_found := true
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else
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// 宽松模式：只要高点或低点满足条件
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if high[1] > high[0] and high[1] > high[2]
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top_found := true
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if low[1] < low[0] and low[1] < low[2]
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bottom_found := true
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[top_found, bottom_found]
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// 距离和类型检查
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distance_and_type_ok(new_bar, new_type) =>
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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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distance = new_bar - last_fractal.bar_index
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// 距离检查
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if distance < min_gap
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result := false
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// 同类型分型需要更大间隔
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else if last_fractal.type == new_type and distance < min_gap * 1.5
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result := false
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result
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[is_top, is_bottom] = check_fractal()
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// 添加分型
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if is_top and distance_and_type_ok(bar_index[1], "top")
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new_fractal = Fractal.new(bar_index[1], high[1], "top", false)
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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_bottom and distance_and_type_ok(bar_index[1], "bottom")
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new_fractal = Fractal.new(bar_index[1], low[1], "bottom", false)
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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_original
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if is_top and distance_and_type_ok(bar_index[1], "top")
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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_bottom and distance_and_type_ok(bar_index[1], "bottom")
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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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// 每根K线应用结合律过滤
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if barstate.isconfirmed
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// 清空有效分型数组
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array.clear(valid_fractals)
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// 应用结合律过滤
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if array.size(all_fractals) > 0
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// 添加第一个分型
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array.push(valid_fractals, array.get(all_fractals, 0))
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i = 1
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while i < array.size(all_fractals)
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current = 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.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)
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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
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extreme = current
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j = i + 1
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// 向前搜索相同类型的分型
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while j < array.size(all_fractals)
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next = array.get(all_fractals, j)
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if next.type == current.type
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// 比较极值
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if current.type == "top"
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if next.price > extreme.price
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extreme := next
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else // bottom
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if next.price < extreme.price
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extreme := next
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j += 1
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else
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break
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// 添加极值分型
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array.push(valid_fractals, extreme)
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i := j
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// 清理旧笔
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if array.size(stroke_lines) > 0
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for k = 0 to array.size(stroke_lines) - 1
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line.delete(array.get(stroke_lines, k))
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array.clear(stroke_lines)
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// 绘制新笔
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if show_strokes and array.size(valid_fractals) >= 2
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for m = 0 to array.size(valid_fractals) - 2
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current = array.get(valid_fractals, m)
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next = array.get(valid_fractals, m + 1)
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// 检查距离限制
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distance = bar_index - current.bar_index
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if distance <= 500
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line_color = current.type == "bottom" ? color.blue : color.navy
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stroke_line = line.new(current.bar_index, current.price, next.bar_index, next.price, color=line_color, width=stroke_width)
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array.push(stroke_lines, stroke_line)
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// 显示有效分型（大标签）
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if show_valid and barstate.islast
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for n = 0 to array.size(valid_fractals) - 1
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fractal = array.get(valid_fractals, n)
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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.normal, textcolor=color.black)
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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.normal, textcolor=color.black)
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// 优化的信息面板
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if barstate.islast
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var table info = table.new(position.top_right, 2, 6, bgcolor=color.white, border_width=1)
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table.cell(info, 0, 0, "缠论优化版", text_color=color.blue, text_size=size.normal)
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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.green)
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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.red)
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table.cell(info, 0, 3, "过滤率", text_color=color.black)
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filter_rate = array.size(all_fractals) > 0 ? math.round((1 - array.size(valid_fractals) / array.size(all_fractals)) * 100) : 0
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table.cell(info, 1, 3, str.tostring(filter_rate) + "%", text_color=color.purple)
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table.cell(info, 0, 4, "笔数", text_color=color.black)
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table.cell(info, 1, 4, str.tostring(array.size(stroke_lines)), text_color=color.blue)
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table.cell(info, 0, 5, "分型间隔", text_color=color.black)
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table.cell(info, 1, 5, str.tostring(min_gap), text_color=color.gray)
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// 质量检查：理论上笔数应该 = 有效分型数 - 1
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quality_check = array.size(valid_fractals) > 0 ? array.size(stroke_lines) == (array.size(valid_fractals) - 1) : true
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if barstate.islast and not quality_check
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label.new(bar_index, high, "⚠️质量检查失败", color=color.red, style=label.style_label_down, size=size.large) |