2025年8月2日 12:53

conbinined2.pine

@@ -26,6 +26,16 @@ xau_dist = input.float(3.5, title='XAUUSD MA200 距离阈值', minval=0.1, step=
 eth_dist = input.float(9.0, title='ETHUSD MA200 距离阈值', minval=0.1, step=0.1, group='Distance')
 gbp_dist = input.float(0.3, title='GBPJPY MA200 距离阈值', minval=0.1, step=0.1, group='Distance')
 
+// ═════════ Binance加密货币距离阈值 ════════
+binance_btc_dist = input.float(500.0, title='Binance BTCUSDT MA200 距离阈值', minval=0.1, step=0.1, group='Distance')
+binance_eth_dist = input.float(15.0, title='Binance ETHUSDT MA200 距离阈值', minval=0.1, step=0.1, group='Distance')
+binance_bnb_dist = input.float(5.0, title='Binance BNBUSDT MA200 距离阈值', minval=0.1, step=0.1, group='Distance')
+binance_ada_dist = input.float(0.02, title='Binance ADAUSDT MA200 距离阈值', minval=0.001, step=0.001, group='Distance')
+binance_sol_dist = input.float(3.0, title='Binance SOLUSDT MA200 距离阈值', minval=0.1, step=0.1, group='Distance')
+binance_dot_dist = input.float(0.2, title='Binance DOTUSDT MA200 距离阈值', minval=0.01, step=0.01, group='Distance')
+binance_avax_dist = input.float(0.8, title='Binance AVAXUSDT MA200 距离阈值', minval=0.01, step=0.01, group='Distance')
+binance_matic_dist = input.float(0.03, title='Binance MATICUSDT MA200 距离阈值', minval=0.001, step=0.001, group='Distance')
+
 flatness_period = input.int(20, title='MA200 波动回看周期', minval=1, group='Distance')
 flatness_threshold = input.float(0.5, title='MA200 平坦度阈值', minval=0.01, step=0.01, group='Distance')
 oscillation_bars = input.int(10, title='价格波动回看周期', minval=1, group='Distance')
@@ -39,6 +49,16 @@ xau_r1s1_dist = input.float(3.5, title='XAUUSD R1/S1 距离阈值', minval=0.1,
 eth_r1s1_dist = input.float(9.0, title='ETHUSD R1/S1 距离阈值', minval=0.1, step=0.1, group='R1S1Distance')
 gbp_r1s1_dist = input.float(0.3, title='GBPJPY R1/S1 距离阈值', minval=0.1, step=0.1, group='R1S1Distance')
 
+// ═════════ Binance加密货币R1/S1距离阈值 ════════
+binance_btc_r1s1_dist = input.float(500.0, title='Binance BTCUSDT R1/S1 距离阈值', minval=0.1, step=0.1, group='R1S1Distance')
+binance_eth_r1s1_dist = input.float(15.0, title='Binance ETHUSDT R1/S1 距离阈值', minval=0.1, step=0.1, group='R1S1Distance')
+binance_bnb_r1s1_dist = input.float(5.0, title='Binance BNBUSDT R1/S1 距离阈值', minval=0.1, step=0.1, group='R1S1Distance')
+binance_ada_r1s1_dist = input.float(0.02, title='Binance ADAUSDT R1/S1 距离阈值', minval=0.001, step=0.001, group='R1S1Distance')
+binance_sol_r1s1_dist = input.float(3.0, title='Binance SOLUSDT R1/S1 距离阈值', minval=0.1, step=0.1, group='R1S1Distance')
+binance_dot_r1s1_dist = input.float(0.2, title='Binance DOTUSDT R1/S1 距离阈值', minval=0.01, step=0.01, group='R1S1Distance')
+binance_avax_r1s1_dist = input.float(0.8, title='Binance AVAXUSDT R1/S1 距离阈值', minval=0.01, step=0.01, group='R1S1Distance')
+binance_matic_r1s1_dist = input.float(0.03, title='Binance MATICUSDT R1/S1 距离阈值', minval=0.001, step=0.001, group='R1S1Distance')
+
 // ═════════ K线标记配置 ════════
 signalSet = input(false, '═════════ Signal Marks Configuration ════════')
 show_long_marks = input.bool(true, title='显示做多标记', group='Signals')
@@ -73,6 +93,11 @@ show_volume_debug = input.bool(true, title='显示成交量调试信息', group=
 srbr_vol_divisor = input.float(2.5, title='SRBR成交量除数', minval=1.0, maxval=5.0, step=0.1, tooltip='参考SRBR源代码的Vol/2.5逻辑', group='VolumeFilter')
 volume_lookback_period = input.int(25, title='成交量回看周期', minval=5, maxval=50, tooltip='用于计算成交量梯度和阈值', group='VolumeFilter')
 
+// ═════════ 交易对特定成交量参数 ════════
+crypto_vol_multiplier = input.float(1.5, title='加密货币成交量倍数', minval=0.5, maxval=3.0, step=0.1, tooltip='加密货币通常需要更高的成交量阈值', group='VolumeFilter')
+forex_vol_multiplier = input.float(1.0, title='外汇成交量倍数', minval=0.5, maxval=3.0, step=0.1, tooltip='外汇市场的标准成交量倍数', group='VolumeFilter')
+commodity_vol_multiplier = input.float(1.2, title='商品成交量倍数', minval=0.5, maxval=3.0, step=0.1, tooltip='商品市场的成交量倍数', group='VolumeFilter')
+
 // ═════════ 价格标签配置 ════════
 labelSet = input(false, '═════════ Price Labels Configuration ════════')
 show_mean_label = input.bool(true, title='显示MEAN价格标签', group='Labels')
@@ -163,14 +188,18 @@ get_volume_filter() =>
         vol_range = vol_hi - vol_lo
         vol_mid = (vol_hi + vol_lo) / 2
 
+        // 获取交易对特定的成交量参数
+        symbol_vol_multiplier = get_volume_multiplier()
+        symbol_min_vol_ratio = get_min_volume_ratio()
+
         // 根据1-5级过滤等级调整阈值（参考SRBR的分层逻辑）
         threshold_multiplier = switch volume_filter_level
-            1 => vol_multiplier * 0.6   // 1级：最温和，只过滤极明显的假信号
+            1 => symbol_vol_multiplier * 0.6   // 1级：最温和，只过滤极明显的假信号
-            2 => vol_multiplier * 0.8   // 2级：温和，过滤明显假信号
+            2 => symbol_vol_multiplier * 0.8   // 2级：温和，过滤明显假信号
-            3 => vol_multiplier * 1.0   // 3级：中等，标准过滤
+            3 => symbol_vol_multiplier * 1.0   // 3级：中等，标准过滤
-            4 => vol_multiplier * 1.3   // 4级：严格，较强过滤
+            4 => symbol_vol_multiplier * 1.3   // 4级：严格，较强过滤
-            5 => vol_multiplier * 1.6   // 5级：最严格，最强过滤
+            5 => symbol_vol_multiplier * 1.6   // 5级：最严格，最强过滤
-            => vol_multiplier
+            => symbol_vol_multiplier
 
         vol_threshold = vol_avg * threshold_multiplier
 
@@ -180,7 +209,7 @@ get_volume_filter() =>
 
         if volume_filter_level == 1
             // 1级：最温和过滤，只要成交量方向正确且不是极低成交量
-            min_volume_threshold = vol_avg * min_volume_ratio
+            min_volume_threshold = vol_avg * symbol_min_vol_ratio
             long_volume_ok := Vol > 0 and vol_abs > min_volume_threshold
             short_volume_ok := Vol < 0 and vol_abs > min_volume_threshold
         else if volume_filter_level == 2
@@ -270,26 +299,65 @@ volume_trend_confirmation(signal_type) =>
             else
                 volume_strength and (vol_adjusted > vol_hi * 0.7 or vol_adjusted < vol_lo * 1.3)
 
-// ═════════ 距离阈值切换（参考原MA200代码） ════════
+// ═════════ 距离阈值切换（参考原MA200代码，新增Binance支持） ════════
 get_distance_threshold() =>
     sym = ticker.standard(syminfo.tickerid)
     switch sym
+        // TICKMILL 交易对
         'TICKMILL:BTCUSD' => btc_dist
         'TICKMILL:XAUUSD' => xau_dist
         'TICKMILL:ETHUSD' => eth_dist
         'TICKMILL:GBPJPY' => gbp_dist
+        // Binance 加密货币交易对
+        'BINANCE:BTCUSDT' => binance_btc_dist
+        'BINANCE:ETHUSDT' => binance_eth_dist
+        'BINANCE:BNBUSDT' => binance_bnb_dist
+        'BINANCE:ADAUSDT' => binance_ada_dist
+        'BINANCE:SOLUSDT' => binance_sol_dist
+        'BINANCE:DOTUSDT' => binance_dot_dist
+        'BINANCE:AVAXUSDT' => binance_avax_dist
+        'BINANCE:MATICUSDT' => binance_matic_dist
         => default_dist
 
-// ═════════ R1/S1距离阈值切换 ════════
+// ═════════ R1/S1距离阈值切换（新增Binance支持） ════════
 get_r1s1_distance_threshold() =>
     sym = ticker.standard(syminfo.tickerid)
     switch sym
+        // TICKMILL 交易对
         'TICKMILL:BTCUSD' => btc_r1s1_dist
         'TICKMILL:XAUUSD' => xau_r1s1_dist
         'TICKMILL:ETHUSD' => eth_r1s1_dist
         'TICKMILL:GBPJPY' => gbp_r1s1_dist
+        // Binance 加密货币交易对
+        'BINANCE:BTCUSDT' => binance_btc_r1s1_dist
+        'BINANCE:ETHUSDT' => binance_eth_r1s1_dist
+        'BINANCE:BNBUSDT' => binance_bnb_r1s1_dist
+        'BINANCE:ADAUSDT' => binance_ada_r1s1_dist
+        'BINANCE:SOLUSDT' => binance_sol_r1s1_dist
+        'BINANCE:DOTUSDT' => binance_dot_r1s1_dist
+        'BINANCE:AVAXUSDT' => binance_avax_r1s1_dist
+        'BINANCE:MATICUSDT' => binance_matic_r1s1_dist
         => default_r1s1_dist
 
+// ═════════ 交易对特定成交量参数获取函数 ════════
+get_volume_multiplier() =>
+    sym = ticker.standard(syminfo.tickerid)
+    if str.contains(sym, "BINANCE:")
+        crypto_vol_multiplier  // Binance 加密货币使用加密货币倍数
+    else if str.contains(sym, "XAUUSD") or str.contains(sym, "XAGUSD")
+        commodity_vol_multiplier  // 贵金属使用商品倍数
+    else
+        forex_vol_multiplier  // 其他使用外汇倍数
+
+get_min_volume_ratio() =>
+    sym = ticker.standard(syminfo.tickerid)
+    if str.contains(sym, "BINANCE:")
+        0.4  // 加密货币使用较高的最小比率
+    else if str.contains(sym, "XAUUSD") or str.contains(sym, "XAGUSD")
+        0.35  // 贵金属使用中等比率
+    else
+        0.3  // 外汇使用标准比率
+
 // ═════════ 表格文字大小转换 ════════
 get_text_size() =>
     switch table_text_size
@@ -2208,4 +2276,8 @@ if barstate.islast
 //   - 2级：温和，过滤明显假信号
 //   - 3级：中等，标准过滤强度
 //   - 4级：严格，较强过滤
-//   - 5级：最严格，参考SRBR高低成交量阈值
+//   - 5级：最严格，参考SRBR高低成交量阈值
+// ✓ 多交易所支持系统
+//   - TICKMILL: BTCUSD, XAUUSD, ETHUSD, GBPJPY
+//   - BINANCE: BTCUSDT, ETHUSDT, BNBUSDT, ADAUSDT, SOLUSDT, DOTUSDT, AVAXUSDT, MATICUSDT
+//   - 自动识别交易对类型并应用相应的成交量和距离参数