294 lines
13 KiB
Plaintext
294 lines
13 KiB
Plaintext
//@version=6
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indicator('RSI 窗口二显示', shorttitle='RSI-W2', overlay=false, max_labels_count=500)
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//************************************************************************************************************
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// RSI 参数设置
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//************************************************************************************************************
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// RSI 参数组
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rsi_src = input.source(close, 'RSI Calculation Source', group='RSI')
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rsiLength = input.int(14, 'RSI Length', minval=2, group='RSI')
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smooth = input.bool(true, 'Smooth RSI?', group='RSI')
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maType = input.string('Ema', 'Moving Average Type', options=['SMA', 'Hull', 'Ema', 'Wma', 'DEMA', 'RMA', 'LINREG', 'TEMA', 'ALMA', 'T3'], group='RSI')
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smoothP = input.int(4, 'Smoothing Period', group='RSI')
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sig = input.int(6, 'Sigma for ALMA', group='RSI')
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// 显示设置
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show_segments = input.bool(true, 'Show RSI Segments?', group='Display')
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show_counting = input.bool(true, 'Show Segment Counting?', group='Display')
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show_rsi_table = input.bool(true, 'Show RSI Info Table?', group='Display')
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show_price_labels = input.bool(true, 'Show Price Labels?', group='Display')
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//************************************************************************************************************
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// RSI 辅助函数
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//************************************************************************************************************
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// 自定义移动平均函数
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dema(src, length) =>
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ema1 = ta.ema(src, length)
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ema2 = ta.ema(ema1, length)
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2 * ema1 - ema2
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tema(src, length) =>
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ema1 = ta.ema(src, length)
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ema2 = ta.ema(ema1, length)
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ema3 = ta.ema(ema2, length)
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3 * ema1 - 3 * ema2 + ema3
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t3(src, length, vfactor) =>
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ema1 = ta.ema(src, length)
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ema2 = ta.ema(ema1, length)
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ema3 = ta.ema(ema2, length)
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ema4 = ta.ema(ema3, length)
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ema5 = ta.ema(ema4, length)
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ema6 = ta.ema(ema5, length)
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c1 = -vfactor * vfactor * vfactor
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c2 = 3 * vfactor * vfactor + 3 * vfactor * vfactor * vfactor
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c3 = -6 * vfactor * vfactor - 3 * vfactor - 3 * vfactor * vfactor * vfactor
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c4 = 1 + 3 * vfactor + vfactor * vfactor * vfactor + 3 * vfactor * vfactor
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c1 * ema6 + c2 * ema5 + c3 * ema4 + c4 * ema3
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ma(src, len, type, almaSig) =>
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switch type
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'SMA' => ta.sma(src, len)
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'Hull' => ta.hma(src, len)
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'Ema' => ta.ema(src, len)
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'Wma' => ta.wma(src, len)
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'DEMA' => dema(src, len)
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'RMA' => ta.rma(src, len)
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'LINREG' => ta.linreg(src, len, 0)
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'TEMA' => tema(src, len)
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'ALMA' => ta.alma(src, len, 0, almaSig)
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'T3' => t3(src, len, 0.7)
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//************************************************************************************************************
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// RSI 计算
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//************************************************************************************************************
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// 计算RSI
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rsi = ta.rsi(rsi_src, rsiLength)
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if smooth
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rsi := ma(rsi, smoothP, maType, sig)
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// RSI 机器学习阈值计算
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var rsi_values = array.new_float(0)
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if last_bar_index - bar_index <= 1000
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array.push(rsi_values, rsi)
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var centroids = array.new_float(3)
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if array.size(rsi_values) > 3
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array.set(centroids, 0, array.percentile_linear_interpolation(rsi_values, 25))
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array.set(centroids, 1, array.percentile_linear_interpolation(rsi_values, 50))
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array.set(centroids, 2, array.percentile_linear_interpolation(rsi_values, 75))
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long_S = array.get(centroids, 2)
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short_S = array.get(centroids, 0)
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// RSI 状态和计数逻辑
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var int rsi_state = 0
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var int prev_rsi_state = 0
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var int extreme_type = 0
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var int segment_count = 0
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// 计数标签变量 - 不再使用全局变量，每次状态变化时创建新标签以保留历史
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current_state = rsi > long_S ? 1 : rsi < short_S ? -1 : 0
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if current_state != rsi_state and not na(rsi)
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// 确定分段线颜色
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segment_color = color.black
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if prev_rsi_state == 0 and current_state == 1
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segment_color := color.new(color.red, 0) // 从中性区进入超买区
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else if prev_rsi_state == 0 and current_state == -1
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segment_color := color.new(color.blue, 0) // 从中性区进入超卖区
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else if prev_rsi_state == 1 and current_state == 0
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segment_color := color.new(color.orange, 0) // 从超买区进入中性区
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else if prev_rsi_state == -1 and current_state == 0
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segment_color := color.new(color.green, 0) // 从超卖区进入中性区
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else if prev_rsi_state == 1 and current_state == -1
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segment_color := color.new(color.purple, 0) // 从超买区直接到超卖区
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else if prev_rsi_state == -1 and current_state == 1
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segment_color := color.new(color.yellow, 0) // 从超卖区直接到超买区
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else if prev_rsi_state == 1 and current_state == 1
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segment_color := color.new(color.maroon, 0) // 超买区内的重复进入
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else if prev_rsi_state == -1 and current_state == -1
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segment_color := color.new(color.navy, 0) // 超卖区内的重复进入
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// 绘制分段线
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if show_segments
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line.new(bar_index, 0, bar_index, 100,
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color = segment_color,
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width = 2,
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style = line.style_solid,
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extend = extend.none)
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// 更新计数逻辑
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if current_state == 1
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if extreme_type != 1
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extreme_type := 1
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segment_count := 1
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else
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segment_count := segment_count + 1
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// 显示超买计数标签（保留历史标签）
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if show_counting
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label.new(bar_index, rsi,
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text = str.tostring(segment_count),
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style = label.style_label_down,
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color = color.red,
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textcolor = color.white,
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size = size.small)
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else if current_state == -1
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if extreme_type != -1
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extreme_type := -1
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segment_count := -1
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else
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segment_count := segment_count - 1
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// 显示超卖计数标签（保留历史标签）
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if show_counting
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label.new(bar_index, rsi,
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text = str.tostring(segment_count),
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style = label.style_label_up,
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color = color.blue,
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textcolor = color.white,
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size = size.small)
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// 更新前一个状态
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prev_rsi_state := rsi_state
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rsi_state := current_state
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//************************************************************************************************************
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// RSI 绘图
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//************************************************************************************************************
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// RSI 主线
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rsi_color = rsi > long_S ? color.red : rsi < short_S ? color.blue : color.gray
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plot(rsi, 'RSI', color=rsi_color, linewidth=2)
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// 动态阈值线
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plot(long_S, 'Long ML Threshold', color=color.red, linewidth=1)
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plot(short_S, 'Short ML Threshold', color=color.blue, linewidth=1)
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// 50中线
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hline(50, 'RSI 50', color=color.gray, linestyle=hline.style_dashed)
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//************************************************************************************************************
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// RSI 变化方向计算
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//************************************************************************************************************
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// 计算RSI变化
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rsi_change = not na(rsi[1]) ? rsi - rsi[1] : 0
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rsi_direction = rsi_change > 0.1 ? "↗" : rsi_change < -0.1 ? "↘" : "→"
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rsi_direction_text = rsi_change > 0.1 ? "上升" : rsi_change < -0.1 ? "下降" : "平稳"
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rsi_change_value = str.tostring(math.abs(rsi_change), '#.##')
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//************************************************************************************************************
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// RSI 价格标签显示（参考MRC原始实现）
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//************************************************************************************************************
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// 价格格式化函数
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format_rsi_value(value) =>
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str.tostring(value, '#.##')
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// 声明RSI标签变量
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var label rsi_label = na
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var label long_threshold_label = na
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var label short_threshold_label = na
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var label midline_label = na
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if show_price_labels and barstate.islast
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// RSI 主线标签（包含变化方向）
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rsi_label_text = "RSI: " + format_rsi_value(rsi) + " " + rsi_direction + " (" + rsi_direction_text + " " + rsi_change_value + ")"
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if na(rsi_label)
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rsi_label := label.new(bar_index, rsi, rsi_label_text, xloc=xloc.bar_index, style=label.style_label_left, color=rsi_color, textcolor=color.white)
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else
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label.set_xy(rsi_label, bar_index, rsi)
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label.set_text(rsi_label, rsi_label_text)
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label.set_color(rsi_label, rsi_color)
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// 超买阈值标签
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if na(long_threshold_label)
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long_threshold_label := label.new(bar_index, long_S, "超买: " + format_rsi_value(long_S), xloc=xloc.bar_index, style=label.style_label_left, color=color.red, textcolor=color.white)
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else
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label.set_xy(long_threshold_label, bar_index, long_S)
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label.set_text(long_threshold_label, "超买: " + format_rsi_value(long_S))
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// 超卖阈值标签
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if na(short_threshold_label)
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short_threshold_label := label.new(bar_index, short_S, "超卖: " + format_rsi_value(short_S), xloc=xloc.bar_index, style=label.style_label_left, color=color.blue, textcolor=color.white)
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else
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label.set_xy(short_threshold_label, bar_index, short_S)
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label.set_text(short_threshold_label, "超卖: " + format_rsi_value(short_S))
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// 50中线标签
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if na(midline_label)
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midline_label := label.new(bar_index, 50, "中线: 50.00", xloc=xloc.bar_index, style=label.style_label_left, color=color.gray, textcolor=color.white)
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else
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label.set_xy(midline_label, bar_index, 50)
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label.set_text(midline_label, "中线: 50.00")
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//************************************************************************************************************
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// RSI 信息表格
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//************************************************************************************************************
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if show_rsi_table and barstate.islast
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// RSI 状态
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rsi_position = rsi > long_S ? "超买区" : rsi < short_S ? "超卖区" : "中性区"
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rsi_cross_count = math.abs(segment_count)
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cross_type = segment_count > 0 ? "超买穿越" : segment_count < 0 ? "超卖穿越" : "无穿越"
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// 创建RSI表格（扩展为10行）
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var table rsi_table = table.new(
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position = position.bottom_right,
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columns = 2,
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rows = 10,
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bgcolor = color.new(color.yellow, 80),
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border_width = 1)
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// 清空表格
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table.clear(rsi_table, 0, 0, 1, 9)
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// 添加RSI标题
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table.cell(rsi_table, 0, 0, "RSI指标", text_color=color.black, bgcolor=color.new(color.orange, 70), text_size=size.small)
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table.cell(rsi_table, 1, 0, "实时数值", text_color=color.black, bgcolor=color.new(color.orange, 70), text_size=size.small)
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// RSI 值
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table.cell(rsi_table, 0, 1, "RSI值", text_color=color.black, text_size=size.tiny)
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table.cell(rsi_table, 1, 1, str.tostring(rsi, '#.##'), text_color=color.black, text_size=size.tiny)
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// RSI 位置
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table.cell(rsi_table, 0, 2, "RSI位置", text_color=color.black, text_size=size.tiny)
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table.cell(rsi_table, 1, 2, rsi_position, text_color=color.black, text_size=size.tiny)
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// RSI 阈值
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table.cell(rsi_table, 0, 3, "超买阈值", text_color=color.black, text_size=size.tiny)
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table.cell(rsi_table, 1, 3, str.tostring(long_S, '#.##'), text_color=color.black, text_size=size.tiny)
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table.cell(rsi_table, 0, 4, "超卖阈值", text_color=color.black, text_size=size.tiny)
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table.cell(rsi_table, 1, 4, str.tostring(short_S, '#.##'), text_color=color.black, text_size=size.tiny)
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// RSI 穿越次数
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table.cell(rsi_table, 0, 5, "穿越次数", text_color=color.black, text_size=size.tiny)
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table.cell(rsi_table, 1, 5, str.tostring(rsi_cross_count), text_color=color.black, text_size=size.tiny)
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// RSI 穿越类型
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table.cell(rsi_table, 0, 6, "穿越类型", text_color=color.black, text_size=size.tiny)
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table.cell(rsi_table, 1, 6, cross_type, text_color=color.black, text_size=size.tiny)
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// RSI 状态标记
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table.cell(rsi_table, 0, 7, "状态标记", text_color=color.black, text_size=size.tiny)
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table.cell(rsi_table, 1, 7, str.tostring(segment_count), text_color=color.black, text_size=size.tiny)
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// RSI 变化方向
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table.cell(rsi_table, 0, 8, "变化方向", text_color=color.black, text_size=size.tiny)
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table.cell(rsi_table, 1, 8, rsi_direction_text + " " + rsi_direction, text_color=color.black, text_size=size.tiny)
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// RSI 变化幅度
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table.cell(rsi_table, 0, 9, "变化幅度", text_color=color.black, text_size=size.tiny)
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table.cell(rsi_table, 1, 9, rsi_change_value, text_color=color.black, text_size=size.tiny)
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