2025年8月2日 04:41

2025-08-02 04:41:07 +00:00
parent 96d3601726
commit a4b2674396
1 changed files with 67 additions and 15 deletions
--- a/3in1.pine
+++ b/3in1.pine
@@ -61,14 +61,31 @@ alert_cooldown_minutes = input.int(30, title='警报冷却时间（分钟）', m
 volumeFilterSet = input(false, '═════════ Volume Filter Configuration ════════')
 enable_volume_filter = input.bool(true, title='启用成交量过滤', group='VolumeFilter')
 vol_filter_length = input.int(5, title='成交量过滤长度', minval=1, maxval=20, group='VolumeFilter')
-vol_multiplier = input.float(1.2, title='成交量倍数', minval=0.5, maxval=5.0, step=0.01, group='VolumeFilter')
+vol_multiplier = input.float(1.2, title='默认成交量倍数', 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_strength_multiplier = input.float(1.05, title='默认成交量强度倍数', minval=1.0, maxval=2.0, step=0.01, group='VolumeFilter')
 volume_filter_mode = input.string('适中', title='过滤强度', options=['温和', '适中', '中等', '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='默认最小成交量比率', 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')

+// ═════════ 品种特定成交量参数 ════════
+volumeSymbolSet = input(false, '═════════ Symbol-Specific Volume Parameters ════════')
+btc_vol_multiplier = input.float(0.8, title='BTCUSD 成交量倍数', minval=0.1, maxval=5.0, step=0.01, group='SymbolVolume')
+xau_vol_multiplier = input.float(1.5, title='XAUUSD 成交量倍数', minval=0.1, maxval=5.0, step=0.01, group='SymbolVolume')
+eth_vol_multiplier = input.float(1.0, title='ETHUSD 成交量倍数', minval=0.1, maxval=5.0, step=0.01, group='SymbolVolume')
+gbp_vol_multiplier = input.float(2.0, title='GBPJPY 成交量倍数', minval=0.1, maxval=5.0, step=0.01, group='SymbolVolume')
+
+btc_vol_strength = input.float(0.9, title='BTCUSD 成交量强度倍数', minval=0.5, maxval=3.0, step=0.01, group='SymbolVolume')
+xau_vol_strength = input.float(1.2, title='XAUUSD 成交量强度倍数', minval=0.5, maxval=3.0, step=0.01, group='SymbolVolume')
+eth_vol_strength = input.float(1.0, title='ETHUSD 成交量强度倍数', minval=0.5, maxval=3.0, step=0.01, group='SymbolVolume')
+gbp_vol_strength = input.float(1.5, title='GBPJPY 成交量强度倍数', minval=0.5, maxval=3.0, step=0.01, group='SymbolVolume')
+
+btc_min_vol_ratio = input.float(0.2, title='BTCUSD 最小成交量比率', minval=0.05, maxval=1.0, step=0.01, group='SymbolVolume')
+xau_min_vol_ratio = input.float(0.4, title='XAUUSD 最小成交量比率', minval=0.05, maxval=1.0, step=0.01, group='SymbolVolume')
+eth_min_vol_ratio = input.float(0.25, title='ETHUSD 最小成交量比率', minval=0.05, maxval=1.0, step=0.01, group='SymbolVolume')
+gbp_min_vol_ratio = input.float(0.5, title='GBPJPY 最小成交量比率', minval=0.05, maxval=1.0, step=0.01, group='SymbolVolume')
+
 // ═════════ 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')
@@ -146,13 +163,17 @@ get_volume_filter() =>
    if not enable_volume_filter
        [true, true]  // 如果未启用成交量过滤，返回true
    else
+        // 获取品种特定的成交量参数
+        symbol_vol_multiplier = get_volume_multiplier()
+        symbol_min_vol_ratio = get_min_volume_ratio()
+
        // 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
-            '适中' => vol_multiplier * 0.9  // 降低10%，介于温和和中等之间
-            '中等' => vol_multiplier
-            '严格' => vol_multiplier * 1.3  // 提高30%，更难通过
-            => vol_multiplier
+            '温和' => symbol_vol_multiplier * 0.8  // 降低20%，更容易通过
+            '适中' => symbol_vol_multiplier * 0.9  // 降低10%，介于温和和中等之间
+            '中等' => symbol_vol_multiplier
+            '严格' => symbol_vol_multiplier * 1.3  // 提高30%，更难通过
+            => symbol_vol_multiplier

        vol_threshold = vol_avg * threshold_multiplier

@@ -162,12 +183,12 @@ get_volume_filter() =>

        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
+            min_volume_threshold = vol_avg * symbol_min_vol_ratio  // 使用品种特定的最小比率
            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_mode == '适中'
            // 适中模式：介于温和和中等之间，使用稍高的最小成交量要求
-            moderate_volume_threshold = vol_avg * (min_volume_ratio + 0.2)  // 比温和模式高20%
+            moderate_volume_threshold = vol_avg * (symbol_min_vol_ratio + 0.2)  // 比温和模式高20%
            long_volume_ok := Vol > 0 and vol_abs > moderate_volume_threshold
            short_volume_ok := Vol < 0 and vol_abs > moderate_volume_threshold
        else
@@ -186,13 +207,16 @@ volume_trend_confirmation(signal_type) =>
        volume_avg = ta.sma(math.abs(Vol), volume_confirmation_bars)
        current_volume = math.abs(Vol)

+        // 获取品种特定的成交量强度参数
+        symbol_vol_strength = get_volume_strength_multiplier()
+
        // 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%
-            '适中' => volume_strength_multiplier * 0.95  // 降低5%，介于温和和中等之间
-            '中等' => volume_strength_multiplier
-            '严格' => volume_strength_multiplier * 1.2  // 提高20%
-            => volume_strength_multiplier
+            '温和' => symbol_vol_strength * 0.9  // 降低10%
+            '适中' => symbol_vol_strength * 0.95  // 降低5%，介于温和和中等之间
+            '中等' => symbol_vol_strength
+            '严格' => symbol_vol_strength * 1.2  // 提高20%
+            => symbol_vol_strength

        volume_strength = current_volume > volume_avg * strength_multiplier

@@ -225,6 +249,34 @@ get_r1s1_distance_threshold() =>
        'TICKMILL:GBPJPY' => gbp_r1s1_dist
        => default_r1s1_dist

+// ═════════ 品种特定成交量参数获取 ════════
+get_volume_multiplier() =>
+    sym = ticker.standard(syminfo.tickerid)
+    switch sym
+        'TICKMILL:BTCUSD' => btc_vol_multiplier
+        'TICKMILL:XAUUSD' => xau_vol_multiplier
+        'TICKMILL:ETHUSD' => eth_vol_multiplier
+        'TICKMILL:GBPJPY' => gbp_vol_multiplier
+        => vol_multiplier
+
+get_volume_strength_multiplier() =>
+    sym = ticker.standard(syminfo.tickerid)
+    switch sym
+        'TICKMILL:BTCUSD' => btc_vol_strength
+        'TICKMILL:XAUUSD' => xau_vol_strength
+        'TICKMILL:ETHUSD' => eth_vol_strength
+        'TICKMILL:GBPJPY' => gbp_vol_strength
+        => volume_strength_multiplier
+
+get_min_volume_ratio() =>
+    sym = ticker.standard(syminfo.tickerid)
+    switch sym
+        'TICKMILL:BTCUSD' => btc_min_vol_ratio
+        'TICKMILL:XAUUSD' => xau_min_vol_ratio
+        'TICKMILL:ETHUSD' => eth_min_vol_ratio
+        'TICKMILL:GBPJPY' => gbp_min_vol_ratio
+        => min_volume_ratio
+
 // ═════════ 表格文字大小转换 ════════
 get_text_size() =>
    switch table_text_size