2025年8月2日 06:05

3in1 copy.pine

@@ -566,6 +566,92 @@ mtf_rsi_segment_count(long_threshold, short_threshold) =>
 get_mtf_rsi_crossover_count(tf, long_threshold, short_threshold) =>
     request.security(syminfo.tickerid, tf, mtf_rsi_segment_count(long_threshold, short_threshold), lookahead=barmerge.lookahead_off)
 
+// ═════════ SRBR核心计算函数（完整保留原始逻辑） ════════
+// Function to identify support and resistance boxes - 完全按照原始SRBR逻辑
+calcSupportResistance(src, lookbackPeriod) =>
+    // Volume - 使用SRBR专用成交量函数
+    Vol    = srbr_upAndDownVolume()
+    vol_hi = ta.highest(Vol/2.5, srbr_vol_len)
+    vol_lo = ta.lowest(Vol/2.5, srbr_vol_len)
+
+    var float supportLevel      = na
+    var float supportLevel_1    = na
+    var float resistanceLevel   = na
+    var float resistanceLevel_1 = na
+    // 注释掉绘图相关变量，但保留计算逻辑
+    // var box   sup               = na
+    // var box   res               = na
+    // var color res_color         = na
+    // var color sup_color         = na
+    var float multi             = na
+
+    var bool  brekout_res       = na
+    var bool  brekout_sup       = na
+    var bool  res_holds         = na
+    var bool  sup_holds         = na
+
+    // Find pivot points
+    pivotHigh = ta.pivothigh(src, lookbackPeriod, lookbackPeriod)
+    pivotLow  = ta.pivotlow (src, lookbackPeriod, lookbackPeriod)
+    // Box width
+    atr       = ta.atr(200)
+    withd     = atr * srbr_box_width
+
+    // Find support levels with Positive Volume
+    if (not na(pivotLow)) and Vol > vol_hi
+        supportLevel   := pivotLow
+        supportLevel_1 := supportLevel-withd
+
+        // 注释掉绘图部分，保留计算逻辑
+        // topLeft         = chart.point.from_index(bar_index-lookbackPeriod, supportLevel)
+        // bottomRight     = chart.point.from_index(bar_index, supportLevel_1)
+        // sup_color      := color.from_gradient(Vol, 0, ta.highest(Vol, 25), color(na), color.new(color.green, 30))
+        // sup := box.new(...)
+
+    // Find resistance levels with Negative Volume
+    if (not na(pivotHigh)) and Vol < vol_lo
+        resistanceLevel   := pivotHigh
+        resistanceLevel_1 := resistanceLevel+withd
+
+        // 注释掉绘图部分，保留计算逻辑
+        // topLeft            = chart.point.from_index(bar_index-lookbackPeriod, resistanceLevel)
+        // bottomRight        = chart.point.from_index(bar_index, resistanceLevel_1)
+        // res_color         := color.from_gradient(Vol, ta.lowest(Vol, 25), 0, color.new(color.red, 30), color(na))
+        // res := box.new(...)
+
+    // 注释掉绘图相关的box操作
+    // Adaptive Box Len
+    // sup.set_right(bar_index+1)
+    // res.set_right(bar_index+1)
+
+    // Break of support or resistance conditions - 保留完整计算逻辑
+    brekout_res := ta.crossover(low, resistanceLevel_1)
+    res_holds   := ta.crossunder(high, resistanceLevel)
+
+    sup_holds   := ta.crossover(low, supportLevel)
+    brekout_sup := ta.crossunder(high, supportLevel_1)
+
+    // 注释掉颜色变化逻辑，但保留状态计算
+    // Change Color of Support to red if it was break, change color of resistance to green if it was break
+    // if brekout_sup
+    //     sup.set_bgcolor(color.new(color.red, 80))
+    //     sup.set_border_color(color.red)
+    //     sup.set_border_style(line.style_dashed)
+    // if sup_holds
+    //     sup.set_bgcolor(sup_color)
+    //     sup.set_border_color(color.green)
+    //     sup.set_border_style(line.style_solid)
+    // if brekout_res
+    //     res.set_bgcolor(color.new(color.green, 80))
+    //     res.set_border_color(color.new(color.green, 0))
+    //     res.set_border_style(line.style_dashed)
+    // if res_holds
+    //     res.set_bgcolor(res_color)
+    //     res.set_border_color(color.new(color.red, 0))
+    //     res.set_border_style(line.style_solid)
+
+    [supportLevel, resistanceLevel, brekout_res, res_holds, sup_holds, brekout_sup, Vol, vol_hi, vol_lo]
+
 //************************************************************************************************************
 // 多时间框架计算函数
 //************************************************************************************************************
@@ -607,6 +693,43 @@ rsi = ta.rsi(rsi_src, rsiLength)
 if smooth
     rsi := ma(rsi, smoothP, maType, sig)
 
+// ═════════ SRBR 计算 ═════════
+// Calculate support and resistance levels and their breakouts - 完全按照原始SRBR逻辑
+[srbr_supportLevel,
+         srbr_resistanceLevel,
+             srbr_brekout_res,
+                 srbr_res_holds,
+                     srbr_sup_holds,
+                         srbr_brekout_sup,
+                             srbr_vol,
+                                 srbr_vol_hi,
+                                     srbr_vol_lo] = calcSupportResistance(close, srbr_lookback_period)
+
+// Check if Resistance become Support or Support Become Resistance - 完全按照原始SRBR逻辑
+var bool srbr_res_is_sup = na
+var bool srbr_sup_is_res = na
+
+switch
+    srbr_brekout_res => srbr_res_is_sup := true
+    srbr_res_holds   => srbr_res_is_sup := false
+
+switch
+    srbr_brekout_sup => srbr_sup_is_res := true
+    srbr_sup_holds   => srbr_sup_is_res := false
+
+// SRBR状态分析
+srbr_resistance_holds = srbr_res_holds
+srbr_support_holds = srbr_sup_holds
+srbr_resistance_as_support_holds = srbr_brekout_res and srbr_res_is_sup[1]
+srbr_support_as_resistance_holds = srbr_brekout_sup and srbr_sup_is_res[1]
+srbr_break_support = srbr_brekout_sup and not srbr_sup_is_res[1]
+srbr_break_resistance = srbr_brekout_res and not srbr_res_is_sup[1]
+
+// SRBR过滤条件（用于高级警报）
+srbr_bullish_signal = srbr_break_resistance or srbr_resistance_as_support_holds or srbr_support_holds
+srbr_bearish_signal = srbr_break_support or srbr_support_as_resistance_holds or srbr_resistance_holds
+srbr_neutral_signal = not srbr_bullish_signal and not srbr_bearish_signal
+
 // RSI 机器学习阈值计算（简化版）
 var rsi_values = array.new_float(0)
 if last_bar_index - bar_index <= 1000