399 lines
21 KiB
Plaintext
399 lines
21 KiB
Plaintext
// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
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// © LuxAlgo
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//@version=5
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indicator( 'SwingFailurePattern [LuxAlgo]', 'LuxAlgo - Swing Failure Pattern', max_labels_count = 500, max_lines_count = 500, max_boxes_count = 500, overlay = true)
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//---------------------------------------------------------------------------------------------------------------------}
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//Settings
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//---------------------------------------------------------------------------------------------------------------------{
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sp = ' '
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len = input.int ( 5 , 'Swings' , minval= 1 )
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bull = input.bool ( true , 'Bullish SFP' )
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bear = input.bool ( true , 'Bearish SFP' )
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iVal = input.string ('None', 'Validation'+sp+ ' ', group='Volume Validation'
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, options = ['Volume outside swing < Threshold' ,'Volume outside swing > Threshold','None'])
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percent = input.float (25, 'Volume Threshold %' , inline='valy', group='Volume Validation'
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, tooltip = '% of Total Volume' , minval= 0 , maxval=100 )
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auto = input.bool (true, '' , inline='auto', group='Volume Validation' )
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mlt = input.int (50 , ' Auto' + sp , inline='auto', group='Volume Validation' )
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res = input.timeframe('1' , sp +' LTF' + sp +' ', inline='ltf' , group='Volume Validation' )
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prem = input.bool (false ,' Premium' , group='Volume Validation'
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, tooltip = 'Premium Plan or higher' )
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showDash = input.bool (true , 'Show Dashboard' , group= 'Dashboard' )
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dashLoc = input.string ( 'Top Right' , 'Location'
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, options = ['Top Right', 'Bottom Right', 'Bottom Left'] , group= 'Dashboard' )
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textSize = input.string ( 'Normal' , 'Size'
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, options = ['Tiny', 'Small', 'Normal'] , group= 'Dashboard' )
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dSwingLine = input.bool (true , 'Swing Lines' , group= 'Style' )
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dOpposLine = input.bool (true , 'Confirmation Lines' , group= 'Style' )
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dSFP_Line = input.bool (true , 'Swing Failure Wick' , group= 'Style' )
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dSFP_Label = input.bool (true , 'Swing Failure Label' , group= 'Style' )
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showAlerts = input.bool (true , 'Show Alert Markers' , group= 'Style' )
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alertSize = input.string ('Normal', 'Alert Marker Size' , group= 'Style'
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, options = ['Small', 'Normal', 'Large'] )
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colBl = input.color (#089981 , 'Lines / Labels' , inline='lin' , group= 'Style' )
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colBr = input.color (#f23645 , '' , inline='lin' , group= 'Style'
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, tooltip = 'Bullish/Bearish' )
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colBl2 = input.color (#08998180, 'SFP Wicks ', inline='wic' , group= 'Style' )
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colBr2 = input.color (#f2364580, '' , inline='wic' , group= 'Style'
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, tooltip = 'Wick outside Swing, Bullish/Bearish' )
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//-----------------------------------------------------------------------------}
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//UDT
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//-----------------------------------------------------------------------------{
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type piv
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float swing_prc // price
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int swing_bix // bar_index
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float oppos_prc // price
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int oppos_bix // bar_index
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bool active
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bool confirmed
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line swing_line
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line oppos_line
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line wicky_line
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label wicky_label
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type swing
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int bix
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float prc
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//-----------------------------------------------------------------------------}
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//Variables
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//-----------------------------------------------------------------------------{
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n = bar_index
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INV = color(na)
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FGc = chart.fg_color
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table_position = dashLoc == 'Bottom Left' ? position.bottom_left
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: dashLoc == 'Top Right' ? position.top_right
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: position.bottom_right
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table_size = textSize == 'Tiny' ? size.tiny
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: textSize == 'Small' ? size.small
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: size.normal
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alert_marker_size = alertSize == 'Small' ? size.small
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: alertSize == 'Large' ? size.large
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: size.normal
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var tb = table.new(table_position, 2, 3
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, bgcolor = #1e222d
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, border_color = #373a46
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, border_width = 1
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, frame_color = #373a46
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, frame_width = 1)
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var swing swingH = swing.new()
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var swing swingL = swing.new()
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var piv pivH = piv.new()
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var piv pivL = piv.new()
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validate = iVal != 'None'
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valHigher= iVal == 'Volume outside swing > Threshold'
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valLower = iVal == 'Volume outside swing < Threshold'
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//---------------------------------------------------------------------------------------------------------------------}
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//Method
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//---------------------------------------------------------------------------------------------------------------------{
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method n(float piv) => bool out = not na(piv)
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//---------------------------------------------------------------------------------------------------------------------}
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//Execution
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//---------------------------------------------------------------------------------------------------------------------{
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tfS = timeframe.in_seconds( res )
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tfC = timeframe.in_seconds(timeframe.period)
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rs = auto ? tfC / mlt : tfS
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if not validate
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res := timeframe.period
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else
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rs := prem ? rs : math.max(60, rs)
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res := timeframe.from_seconds(math.min(tfC, rs))
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ph = ta.pivothigh(len, 1)
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pl = ta.pivotlow (len, 1)
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[ltf_close, ltf_volume] = request.security_lower_tf(syminfo.tickerid, res, [close, volume])
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ltf_size = ltf_close.size()
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if validate
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if ltf_size > 0 and ltf_size[1] == 0
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line.new(n, close, n, close + syminfo.mintick, color=color.silver, style=line.style_dotted, extend=extend.both)
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//---------------------------------------------------------------------------------------------------------------------}
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//Bearish Pattern
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//---------------------------------------------------------------------------------------------------------------------{
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if bear
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if ph.n()
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swingH.bix := n-1
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swingH.prc := ph
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sw = swingH.prc
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bx = swingH.bix
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if high > sw
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and open < sw
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and close < sw
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valid = true
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if validate
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if ltf_close.size() > 0
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outsideVolume = 0.
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totalVolume = ltf_volume.sum()
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for j = 0 to ltf_close.size() -1
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if ltf_close.get(j) > sw
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outsideVolume += ltf_volume.get(j)
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if (valHigher ? 100 / totalVolume * outsideVolume < percent
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: 100 / totalVolume * outsideVolume > percent
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)
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valid := false
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//if valid
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// label.new(n, high, text=str.format("Total Volume: {0}\nWick Volume: {1}", totalVolume, outsideVolume))
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if valid
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opposL = sw
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opposB = n
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for i = 1 to n - bx -1
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if low [i] < opposL
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opposL := low [i]
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opposB := n - i
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if not pivH.confirmed
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pivH.swing_line .delete()
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pivH.oppos_line .delete()
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pivH.wicky_line .delete()
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pivH.wicky_label.delete()
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pivH := piv.new(sw, bx, opposL, opposB, true, false)
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if dSwingLine
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pivH.swing_line := line.new (bx , sw , n, sw , color=colBr)
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if dOpposLine
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pivH.oppos_line := line.new (opposB, opposL, n, opposL, color=colBr, style=line.style_dotted)
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if dSFP_Line
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pivH.wicky_line := line.new (n , high , n, sw , color=colBr2, width=3)
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if dSFP_Label
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pivH.wicky_label := label.new(n , high
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, style=label.style_label_down
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, text='SFP', textcolor=colBr
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, color=INV, size=size.normal
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)
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if pivH.active and not pivH.confirmed
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pivH.swing_line.set_x2(n)
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pivH.oppos_line.set_x2(n)
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if close < pivH.oppos_prc
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pivH.confirmed := true
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if pivH.wicky_label.get_x() == n
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pivH.wicky_label.set_text('SFP\n▼')
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else
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label.new(n, high, style=label.style_label_down, text='▼', textcolor=colBr, color=INV, size=size.normal)
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if n - pivH.swing_bix > 500
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or close > pivH.swing_prc
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pivH.active := false
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if not pivH.confirmed
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pivH.swing_line .delete()
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pivH.oppos_line .delete()
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pivH.wicky_line .delete()
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pivH.wicky_label.delete()
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//---------------------------------------------------------------------------------------------------------------------}
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//Bullish Pattern
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//---------------------------------------------------------------------------------------------------------------------{
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if bull
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if pl.n()
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swingL.bix := n-1
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swingL.prc := pl
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sw = swingL.prc
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bx = swingL.bix
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if low < sw
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and open > sw
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and close > sw
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valid = true
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if validate
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if ltf_close.size() > 0
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outsideVolume = 0.
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totalVolume = ltf_volume.sum()
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for j = 0 to ltf_close.size() -1
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if ltf_close.get(j) < sw
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outsideVolume += ltf_volume.get(j)
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if (valHigher ? 100 / totalVolume * outsideVolume < percent
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: 100 / totalVolume * outsideVolume > percent
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)
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valid := false
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if valid
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opposH = sw
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opposB = n
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for i = 1 to n - bx -1
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if high[i] > opposH
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opposH := high[i]
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opposB := n - i
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if not pivL.confirmed
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pivL.swing_line .delete()
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pivL.oppos_line .delete()
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pivL.wicky_line .delete()
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pivL.wicky_label.delete()
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pivL := piv.new(sw, bx, opposH, opposB, true, false)
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if dSwingLine
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pivL.swing_line := line.new (bx , sw , n, sw , color=colBl )
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if dOpposLine
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pivL.oppos_line := line.new (opposB, opposH, n, opposH, color=colBl , style=line.style_dotted)
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if dSFP_Line
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pivL.wicky_line := line.new (n , low , n, sw , color=colBl2, width=3)
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if dSFP_Label
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pivL.wicky_label := label.new(n , low
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, style=label.style_label_up
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, text='SFP', textcolor=colBl
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, color=INV, size=size.normal
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)
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if pivL.active and not pivL.confirmed
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pivL.swing_line.set_x2(n)
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pivL.oppos_line.set_x2(n)
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if close > pivL.oppos_prc
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pivL.confirmed := true
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if pivL.wicky_label.get_x() == n
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pivL.wicky_label.set_text('▲\nSFP')
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else
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label.new(n, low, style=label.style_label_up, text='▲', textcolor=colBl, color=INV, size=size.normal)
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if n - pivL.swing_bix > 500
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or close < pivL.swing_prc
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pivL.active := false
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if not pivL.confirmed
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pivL.swing_line .delete()
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pivL.oppos_line .delete()
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pivL.wicky_line .delete()
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pivL.wicky_label.delete()
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//---------------------------------------------------------------------------------------------------------------------}
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//Dashboard
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//---------------------------------------------------------------------------------------------------------------------{
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if barstate.islast and validate and showDash
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tb.cell(0, 0, str.format("LTF: {0}", res), text_color=color.white, text_size=table_size)
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//---------------------------------------------------------------------------------------------------------------------}
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//Alert System
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//---------------------------------------------------------------------------------------------------------------------{
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// ===== 统一警报系统 =====
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// 统一警报系统 - 只需添加一次警报即可捕获所有信号
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// 警报频率限制 - 每分钟只触发一次
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var int last_alert_bearish_sfp = 0
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var int last_alert_bullish_sfp = 0
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var int last_alert_bearish_sfp_confirmed = 0
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var int last_alert_bullish_sfp_confirmed = 0
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// 获取当前时间（分钟级别）
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current_minute = math.floor(timenow / 60000)
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// 检测所有警报条件并生成对应的JSON消息
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alert_message = ""
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// 看跌SFP信号检测 - 每分钟限制
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bearish_sfp_signal = bear and high > swingH.prc and open < swingH.prc and close < swingH.prc and not pivH.confirmed
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if bearish_sfp_signal and current_minute > last_alert_bearish_sfp
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alert_message := '{"指标名称":"SwingFailurePattern","交易对":"' + syminfo.ticker + '","触发时间":"' + str.tostring(timenow) + '","时间":"' + str.tostring(time) + '","开盘价":"' + str.tostring(open, '#.####') + '","收盘价":"' + str.tostring(close, '#.####') + '","最高价":"' + str.tostring(high, '#.####') + '","最低价":"' + str.tostring(low, '#.####') + '","摆动高点":"' + str.tostring(swingH.prc, '#.####') + '","事件":"看跌摆动失败模式触发","信号":"bearish_sfp","备注":"突破高点后看跌回落"}'
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alert(alert_message, alert.freq_once_per_bar_close)
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last_alert_bearish_sfp := current_minute
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// 在K线上绘制看跌SFP信号标记
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if showAlerts
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label.new(bar_index, high + (high - low) * 0.1,
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text='🔻SFP',
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style=label.style_label_down,
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color=color.new(color.red, 20),
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textcolor=color.white,
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size=alert_marker_size,
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tooltip='突破高点后看跌回落\n摆动高点: ' + str.tostring(swingH.prc, '#.####'))
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// 看涨SFP信号检测 - 每分钟限制
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bullish_sfp_signal = bull and low < swingL.prc and open > swingL.prc and close > swingL.prc and not pivL.confirmed
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if bullish_sfp_signal and current_minute > last_alert_bullish_sfp
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alert_message := '{"指标名称":"SwingFailurePattern","交易对":"' + syminfo.ticker + '","触发时间":"' + str.tostring(timenow) + '","时间":"' + str.tostring(time) + '","开盘价":"' + str.tostring(open, '#.####') + '","收盘价":"' + str.tostring(close, '#.####') + '","最高价":"' + str.tostring(high, '#.####') + '","最低价":"' + str.tostring(low, '#.####') + '","摆动低点":"' + str.tostring(swingL.prc, '#.####') + '","事件":"看涨摆动失败模式触发","信号":"bullish_sfp","备注":"跌破低点后看涨反弹"}'
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alert(alert_message, alert.freq_once_per_bar_close)
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last_alert_bullish_sfp := current_minute
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// 在K线上绘制看涨SFP信号标记
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if showAlerts
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label.new(bar_index, low - (high - low) * 0.1,
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text='🔺SFP',
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style=label.style_label_up,
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color=color.new(color.green, 20),
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textcolor=color.white,
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size=alert_marker_size,
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tooltip='跌破低点后看涨反弹\n摆动低点: ' + str.tostring(swingL.prc, '#.####'))
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// 看跌SFP确认信号 - 每分钟限制
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bearish_sfp_confirmed = pivH.active and not pivH.confirmed[1] and pivH.confirmed and close < pivH.oppos_prc
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if bearish_sfp_confirmed and current_minute > last_alert_bearish_sfp_confirmed
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alert_message := '{"指标名称":"SwingFailurePattern","交易对":"' + syminfo.ticker + '","触发时间":"' + str.tostring(timenow) + '","时间":"' + str.tostring(time) + '","开盘价":"' + str.tostring(open, '#.####') + '","收盘价":"' + str.tostring(close, '#.####') + '","最高价":"' + str.tostring(high, '#.####') + '","最低价":"' + str.tostring(low, '#.####') + '","摆动高点":"' + str.tostring(pivH.swing_prc, '#.####') + '","对立价格":"' + str.tostring(pivH.oppos_prc, '#.####') + '","事件":"看跌摆动失败模式确认","信号":"bearish_sfp_confirmed","备注":"跌破对立低点确认看跌"}'
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alert(alert_message, alert.freq_once_per_bar_close)
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last_alert_bearish_sfp_confirmed := current_minute
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// 在K线上绘制看跌SFP确认信号标记
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if showAlerts
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label.new(bar_index, high + (high - low) * 0.15,
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text='✅🔻',
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style=label.style_label_down,
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color=color.new(color.maroon, 10),
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textcolor=color.white,
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size=alert_marker_size,
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tooltip='跌破对立低点确认看跌\n摆动高点: ' + str.tostring(pivH.swing_prc, '#.####') + '\n对立价格: ' + str.tostring(pivH.oppos_prc, '#.####'))
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// 看涨SFP确认信号 - 每分钟限制
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bullish_sfp_confirmed = pivL.active and not pivL.confirmed[1] and pivL.confirmed and close > pivL.oppos_prc
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if bullish_sfp_confirmed and current_minute > last_alert_bullish_sfp_confirmed
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alert_message := '{"指标名称":"SwingFailurePattern","交易对":"' + syminfo.ticker + '","触发时间":"' + str.tostring(timenow) + '","时间":"' + str.tostring(time) + '","开盘价":"' + str.tostring(open, '#.####') + '","收盘价":"' + str.tostring(close, '#.####') + '","最高价":"' + str.tostring(high, '#.####') + '","最低价":"' + str.tostring(low, '#.####') + '","摆动低点":"' + str.tostring(pivL.swing_prc, '#.####') + '","对立价格":"' + str.tostring(pivL.oppos_prc, '#.####') + '","事件":"看涨摆动失败模式确认","信号":"bullish_sfp_confirmed","备注":"突破对立高点确认看涨"}'
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alert(alert_message, alert.freq_once_per_bar_close)
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last_alert_bullish_sfp_confirmed := current_minute
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// 在K线上绘制看涨SFP确认信号标记
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if showAlerts
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label.new(bar_index, low - (high - low) * 0.15,
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text='✅🔺',
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style=label.style_label_up,
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color=color.new(color.teal, 10),
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textcolor=color.white,
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size=alert_marker_size,
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tooltip='突破对立高点确认看涨\n摆动低点: ' + str.tostring(pivL.swing_prc, '#.####') + '\n对立价格: ' + str.tostring(pivL.oppos_prc, '#.####'))
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// ===== 传统警报条件（保留兼容性）=====
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// 注意：使用统一警报系统时，建议只使用上面的alert()函数
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// 以下alertcondition保留用于需要单独设置警报的情况
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// 创建用于警报的plot变量
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plot(swingH.prc, title = '摆动高点', display = display.none)
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plot(swingL.prc, title = '摆动低点', display = display.none)
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plot(pivH.oppos_prc, title = '看跌对立价格', display = display.none)
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plot(pivL.oppos_prc, title = '看涨对立价格', display = display.none)
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// SFP信号警报
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alertcondition(bearish_sfp_signal, title = '看跌摆动失败模式', message = '{"指标名称":"SwingFailurePattern","交易对":"{{ticker}}","触发时间":"{{timenow}}","时间":"{{time}}","开盘价":"{{open}}","收盘价":"{{close}}","最高价":"{{high}}","最低价":"{{low}}","摆动高点":"{{plot("摆动高点")}}","事件":"看跌摆动失败模式触发","信号":"bearish_sfp","备注":"突破高点后看跌回落"}')
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alertcondition(bullish_sfp_signal, title = '看涨摆动失败模式', message = '{"指标名称":"SwingFailurePattern","交易对":"{{ticker}}","触发时间":"{{timenow}}","时间":"{{time}}","开盘价":"{{open}}","收盘价":"{{close}}","最高价":"{{high}}","最低价":"{{low}}","摆动低点":"{{plot("摆动低点")}}","事件":"看涨摆动失败模式触发","信号":"bullish_sfp","备注":"跌破低点后看涨反弹"}')
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|
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// SFP确认信号警报
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alertcondition(bearish_sfp_confirmed, title = '看跌摆动失败模式确认', message = '{"指标名称":"SwingFailurePattern","交易对":"{{ticker}}","触发时间":"{{timenow}}","时间":"{{time}}","开盘价":"{{open}}","收盘价":"{{close}}","最高价":"{{high}}","最低价":"{{low}}","摆动高点":"{{plot("摆动高点")}}","对立价格":"{{plot("看跌对立价格")}}","事件":"看跌摆动失败模式确认","信号":"bearish_sfp_confirmed","备注":"跌破对立低点确认看跌"}')
|
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|
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alertcondition(bullish_sfp_confirmed, title = '看涨摆动失败模式确认', message = '{"指标名称":"SwingFailurePattern","交易对":"{{ticker}}","触发时间":"{{timenow}}","时间":"{{time}}","开盘价":"{{open}}","收盘价":"{{close}}","最高价":"{{high}}","最低价":"{{low}}","摆动低点":"{{plot("摆动低点")}}","对立价格":"{{plot("看涨对立价格")}}","事件":"看涨摆动失败模式确认","信号":"bullish_sfp_confirmed","备注":"突破对立高点确认看涨"}')
|
||
|
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//---------------------------------------------------------------------------------------------------------------------} |