diff --git a/conbinined2.pine b/conbinined2.pine index b16b3cb..c4ac4be 100644 --- a/conbinined2.pine +++ b/conbinined2.pine @@ -64,11 +64,15 @@ vol_filter_length = input.int(5, title='成交量过滤长度', minval=1, maxval vol_multiplier = input.float(1.2, title='成交量倍数', minval=0.5, maxval=5.0, step=0.01, group='VolumeFilter') volume_confirmation_bars = input.int(5, title='成交量确认K线数', minval=1, maxval=20, group='VolumeFilter') volume_strength_multiplier = input.float(1.05, title='成交量强度倍数', minval=1.0, maxval=2.0, step=0.01, group='VolumeFilter') -volume_filter_mode = input.string('温和', title='过滤强度', options=['温和', '中等', '严格'], group='VolumeFilter') +volume_filter_level = input.int(3, title='成交量过滤等级 (1-5级)', minval=1, maxval=5, tooltip='1级最温和(过滤明显假信号), 5级最严格', group='VolumeFilter') apply_volume_to_trigger = input.bool(false, title='启动条件应用成交量过滤', group='VolumeFilter') -min_volume_ratio = input.float(0.3, title='最小成交量比率（温和模式）', minval=0.1, maxval=1.0, step=0.01, group='VolumeFilter') +min_volume_ratio = input.float(0.3, title='最小成交量比率（1级模式）', minval=0.1, maxval=1.0, step=0.01, group='VolumeFilter') show_volume_debug = input.bool(true, title='显示成交量调试信息', group='VolumeFilter') +// ═════════ SRBR风格成交量过滤参数 ════════ +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') + // ═════════ 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') @@ -137,7 +141,13 @@ upAndDownVolume() => else 0.0 // 十字星，中性成交量 -// 成交量过滤函数（温和版本，只过滤明显假信号） +// 成交量过滤函数（1-5级细分过滤，参考SRBR源代码逻辑） +// 等级说明： +// 1级：最温和 - 只过滤极明显的假信号，适合高频交易 +// 2级：温和 - 过滤明显假信号，保持较高的信号频率 +// 3级：中等 - 标准过滤强度，平衡信号质量和频率 +// 4级：严格 - 较强过滤，减少假信号但可能错过部分机会 +// 5级：最严格 - 最强过滤，参考SRBR的高低成交量阈值逻辑，信号最少但质量最高 get_volume_filter() => Vol = upAndDownVolume() vol_abs = math.abs(Vol) @@ -146,32 +156,59 @@ get_volume_filter() => if not enable_volume_filter [true, true] // 如果未启用成交量过滤，返回true else - // 根据过滤强度调整阈值 - threshold_multiplier = switch volume_filter_mode - '温和' => vol_multiplier * 0.8 // 降低20%，更容易通过 - '中等' => vol_multiplier - '严格' => vol_multiplier * 1.3 // 提高30%，更难通过 + // SRBR风格的成交量阈值计算（参考原始SRBR代码） + vol_adjusted = Vol / srbr_vol_divisor // 参考SRBR的Vol/2.5逻辑 + vol_hi = ta.highest(vol_adjusted, volume_lookback_period) // 高成交量阈值 + vol_lo = ta.lowest(vol_adjusted, volume_lookback_period) // 低成交量阈值 + vol_range = vol_hi - vol_lo + vol_mid = (vol_hi + vol_lo) / 2 + + // 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 + 2 => 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 + 4 => 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 => vol_multiplier vol_threshold = vol_avg * threshold_multiplier - // 温和过滤：只要成交量方向正确且不是极低成交量即可 + // 成交量方向性过滤（结合SRBR的正负成交量概念） long_volume_ok = false short_volume_ok = false - if volume_filter_mode == '温和' - // 温和模式：只过滤极低成交量的假突破 - min_volume_threshold = vol_avg * min_volume_ratio // 用户可配置的最小比率 + 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 long_volume_ok := Vol > 0 and vol_abs > min_volume_threshold short_volume_ok := Vol < 0 and vol_abs > min_volume_threshold - else - // 中等和严格模式：需要成交量强度超过阈值 + else if volume_filter_level == 2 + // 2级：温和过滤，需要成交量超过平均值的80% + moderate_threshold = vol_avg * 0.8 + long_volume_ok := Vol > 0 and vol_abs > moderate_threshold + short_volume_ok := Vol < 0 and vol_abs > moderate_threshold + else if volume_filter_level == 3 + // 3级：中等过滤，标准阈值 long_volume_ok := Vol > 0 and vol_abs > vol_threshold short_volume_ok := Vol < 0 and vol_abs > vol_threshold + else if volume_filter_level == 4 + // 4级：严格过滤，需要成交量超过阈值且接近高成交量区间 + strict_threshold = vol_threshold * 1.2 + volume_strength_check = vol_abs > vol_mid // 需要超过中位数 + long_volume_ok := Vol > 0 and vol_abs > strict_threshold and volume_strength_check + short_volume_ok := Vol < 0 and vol_abs > strict_threshold and volume_strength_check + else // volume_filter_level == 5 + // 5级：最严格过滤，参考SRBR的vol_hi/vol_lo逻辑 + very_strict_threshold = vol_threshold * 1.5 + // 做多需要正成交量且接近高成交量阈值（类似SRBR的Vol > vol_hi） + long_volume_ok := Vol > 0 and vol_abs > very_strict_threshold and vol_adjusted > vol_hi * 0.8 + // 做空需要负成交量且接近低成交量阈值（类似SRBR的Vol < vol_lo） + short_volume_ok := Vol < 0 and vol_abs > very_strict_threshold and vol_adjusted < vol_lo * 1.2 [long_volume_ok, short_volume_ok] -// 成交量趋势确认函数（温和版本） +// 成交量趋势确认函数（1-5级细分版本） volume_trend_confirmation(signal_type) => if not enable_volume_filter true @@ -180,23 +217,58 @@ volume_trend_confirmation(signal_type) => volume_avg = ta.sma(math.abs(Vol), volume_confirmation_bars) current_volume = math.abs(Vol) - // 根据过滤强度调整成交量强度要求 - strength_multiplier = switch volume_filter_mode - '温和' => volume_strength_multiplier * 0.9 // 降低10% - '中等' => volume_strength_multiplier - '严格' => volume_strength_multiplier * 1.2 // 提高20% + // SRBR风格的成交量分析 + vol_adjusted = Vol / srbr_vol_divisor + vol_hi = ta.highest(vol_adjusted, volume_lookback_period) + vol_lo = ta.lowest(vol_adjusted, volume_lookback_period) + + // 根据1-5级过滤等级调整成交量强度要求 + strength_multiplier = switch volume_filter_level + 1 => volume_strength_multiplier * 0.8 // 1级：最宽松的强度要求 + 2 => volume_strength_multiplier * 0.9 // 2级：较宽松的强度要求 + 3 => volume_strength_multiplier * 1.0 // 3级：标准强度要求 + 4 => volume_strength_multiplier * 1.2 // 4级：较严格的强度要求 + 5 => volume_strength_multiplier * 1.5 // 5级：最严格的强度要求 => volume_strength_multiplier volume_strength = current_volume > volume_avg * strength_multiplier - if signal_type == "long" - // 做多信号：需要正成交量且成交量增强 - Vol > 0 and volume_strength - else if signal_type == "short" - // 做空信号：需要负成交量且成交量增强 - Vol < 0 and volume_strength - else - volume_strength + // 根据过滤等级应用不同的确认逻辑 + if volume_filter_level <= 2 + // 1-2级：基础成交量方向确认 + if signal_type == "long" + Vol > 0 and volume_strength + else if signal_type == "short" + Vol < 0 and volume_strength + else + volume_strength + else if volume_filter_level == 3 + // 3级：标准确认逻辑 + if signal_type == "long" + Vol > 0 and volume_strength + else if signal_type == "short" + Vol < 0 and volume_strength + else + volume_strength + else if volume_filter_level == 4 + // 4级：严格确认，需要额外的成交量条件 + volume_momentum = current_volume > volume_avg * 1.1 // 额外的动量要求 + if signal_type == "long" + Vol > 0 and volume_strength and volume_momentum + else if signal_type == "short" + Vol < 0 and volume_strength and volume_momentum + else + volume_strength and volume_momentum + else // volume_filter_level == 5 + // 5级：最严格确认，参考SRBR的高低成交量阈值 + if signal_type == "long" + // 做多需要正成交量、强度确认、且接近高成交量阈值 + Vol > 0 and volume_strength and vol_adjusted > vol_hi * 0.7 + else if signal_type == "short" + // 做空需要负成交量、强度确认、且接近低成交量阈值 + Vol < 0 and volume_strength and vol_adjusted < vol_lo * 1.3 + 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） ════════ get_distance_threshold() => @@ -1355,7 +1427,7 @@ if show_info_table and barstate.islast table.cell(info_table, 9, 2, condition4_15m_long ? "10分钟内" : condition4_15m_short ? "10分钟内" : "窗口外", text_color=color.black, bgcolor=condition4_color, text_size=text_size) // 成交量状态 volume_status = current_volume > 0 ? "买盘" : current_volume < 0 ? "卖盘" : "平衡" - volume_strength_text = enable_volume_filter ? (volume_is_strong ? "强势" : "弱势") + "|" + volume_filter_mode : "未启用" + volume_strength_text = enable_volume_filter ? (volume_is_strong ? "强势" : "弱势") + "|" + str.tostring(volume_filter_level) + "级" : "未启用" table.cell(info_table, 10, 2, volume_status, text_color=color.black, bgcolor=volume_color, text_size=text_size) table.cell(info_table, 11, 2, volume_strength_text, text_color=color.black, bgcolor=volume_confirm_color, text_size=text_size) @@ -1372,8 +1444,9 @@ if show_info_table and barstate.islast table.cell(info_table, 7, 3, condition2_1m_long ? "1m做多就绪" : condition2_1m_short ? "1m做空就绪" : "1m条件未满足", text_color=color.black, bgcolor=condition2_color, text_size=text_size) table.cell(info_table, 8, 3, condition3_5m_long ? "5m做多就绪" : condition3_5m_short ? "5m做空就绪" : "5m条件未满足", text_color=color.black, bgcolor=condition3_color, text_size=text_size) table.cell(info_table, 9, 3, condition4_15m_long ? "15m距离满足" : condition4_15m_short ? "15m距离满足" : "15m距离不足", text_color=color.black, bgcolor=condition4_color, text_size=text_size) - // 成交量调试信息 - volume_debug = "Vol:" + str.tostring(current_volume, '#.##') + "|模式:" + volume_filter_mode + "|过滤:" + (long_volume_ok ? "多✓" : short_volume_ok ? "空✓" : "✗") + // 成交量调试信息（更新为1-5级显示） + volume_level_text = str.tostring(volume_filter_level) + "级" + volume_debug = "Vol:" + str.tostring(current_volume, '#.##') + "|等级:" + volume_level_text + "|过滤:" + (long_volume_ok ? "多✓" : short_volume_ok ? "空✓" : "✗") table.cell(info_table, 10, 3, volume_debug, text_color=color.black, bgcolor=volume_color, text_size=text_size) alert_debug = "高级:" + (advanced_long_alert ? "多" : advanced_short_alert ? "空" : "无") + "|冷却:" + (is_cooldown_over(last_long_alert_time, alert_cooldown_minutes) and is_cooldown_over(last_short_alert_time, alert_cooldown_minutes) ? "OK" : "NO") table.cell(info_table, 11, 3, alert_debug, text_color=color.black, bgcolor=volume_confirm_color, text_size=text_size) @@ -2129,4 +2202,10 @@ if barstate.islast // ✓ 震荡/趋势识别 // ✓ 窗口一：K线+MRC+MA // ✓ 窗口二：RSI独立显示 -// ✓ 表格化数值显示 \ No newline at end of file +// ✓ 表格化数值显示 +// ✓ 1-5级成交量过滤系统（参考SRBR源代码逻辑） +// - 1级：最温和，只过滤极明显假信号 +// - 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 \ No newline at end of file