本页源码来自 TradingView 公开发布的开源脚本，版权归原作者所有， 请遵循其原始许可（Pine 脚本常见 CC BY-NC-SA / MPL-2.0 / MIT）。 本项目仅用于研究检索与许可范围内的移植。
// This work is licensed under an Attribution-ShareAlike 4.0 International License (CC BY-SA 4.0)
// https://creativecommons.org/licenses/by-sa/4.0/
// © Uptrick
//@version=6
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// ╚═════╝ ╚═╝ ╚═╝ ╚═╝ ╚═╝╚═╝ ╚═════╝╚═╝ ╚═╝
indicator("Uptrick: Volatility Weighted Cloud",
shorttitle="VWC",
overlay=true, max_lines_count=500, max_labels_count=500)
// ── Uptrick colors
bullMain = color.new(#5CF0D7, 0)
bearMain = color.new(#B32AC3, 0)
// ── Inputs
grpCore = "Core"
len = input.int(34, "Basis Length (short-term)", minval=5, group=grpCore)
basisType = input.string("ALMA", "Basis Type", options=["EMA","ALMA"], group=grpCore)
almaOffset = input.float(0.85, "ALMA Offset", minval=0.01, maxval=0.99, step=0.01, group=grpCore, inline="ALMA")
almaSigma = input.float(6.0, "Sigma", minval=1.0, step=0.5, group=grpCore, inline="ALMA")
basisSmooth = input.int(3, "Basis Smoothing EMA", minval=1, group=grpCore)
grpVol = "Volatility & Bands"
volMethod = input.string("MAD", "Volatility", options=["StDev","MAD"], group=grpVol)
volLen = input.int(20, "Vol Length (short-term)", minval=5, group=grpVol)
volSmooth = input.int(5, "Vol Smoothing EMA", minval=1, group=grpVol)
minMult = input.float(0.8, "Min Multiplier", step=0.1, group=grpVol)
maxMult = input.float(1.8, "Max Multiplier", step=0.1, group=grpVol)
rankLen = input.int(100, "Volatility Rank Lookback", minval=20, group=grpVol)
showBands = input.bool(true, "Show Adaptive Bands", group=grpVol)
// ── Helpers
basisFrom(srcSeries) =>
_raw = basisType == "ALMA" ? ta.alma(srcSeries, len, almaOffset, almaSigma) : ta.ema(srcSeries, len)
basisSmooth > 1 ? ta.ema(_raw, basisSmooth) : _raw
volFrom(srcSeries) =>
_stdev = ta.stdev(srcSeries, volLen)
_mad = ta.sma(math.abs(srcSeries - ta.sma(srcSeries, volLen)), volLen) * 1.4826
_vRaw = volMethod == "StDev" ? _stdev : _mad
volSmooth > 1 ? ta.ema(_vRaw, volSmooth) : _vRaw
// ── Compute the 4-source bases (no raw price plotting)
bO = basisFrom(open)
bH = basisFrom(high)
bL = basisFrom(low)
bC = basisFrom(close)
// ── Adaptive volatility based on the same close-basis pipeline
v = volFrom(close)
vRank = ta.percentrank(v, rankLen) / 100.0
mult = minMult + (maxMult - minMult) * vRank
// Use the close-basis as the “main basis” for bands
bMain = bC
upper = bMain + v * mult
lower = bMain - v * mult
// ── Signals vs adaptive bands (preserve crossing logic)
longCond = ta.crossover(close, upper)
shortCond = ta.crossunder(close, lower)
// ── Persistent bar color by latest signal (always colored)
var int lastSignal = 0 // 1 = long bias, -1 = short bias
lastSignal := longCond ? 1 : shortCond ? -1 : (na(lastSignal[1]) ? (close >= bMain ? 1 : -1) : lastSignal[1])
barCol = lastSignal == 1 ? bullMain : bearMain
barcolor(barCol)
plotcandle(open,high,low,close, "Plotcandle", barCol, barCol, bordercolor = barCol)
// ── Plot the “Basis Cloud”: four bases from O/H/L/C
// We don’t plot raw price. We render a cloud by filling areas between the four basis lines.
pO = plot(bO, "Basis Open", color=color.new(barCol, 0), linewidth=1)
pC = plot(bC, "Basis Close", color=color.new(barCol, 0), linewidth=2)
// Primary cloud (High ↔ Low)
// Inner cloud (Open ↔ Close)
fill(pO, pC, color=color.new(barCol, 0), title="Basis Cloud O–C")
// Edge blends to “cover” gaps (optional soft fills)
// ── Adaptive Bands (optional display)
dispBands = showBands ? display.all : display.none
pu = plot(upper, "Upper Band", color=color.new(color.white, 0), display=dispBands)
pl = plot(lower, "Lower Band", color=color.new(color.white, 0), display=dispBands)
fill(pu, pC, upper, bC, color.new(bullMain, 50), #2b3a6300, display = dispBands)
fill(pl, pC, bC, lower, #2b3a6300 ,color.new(bearMain, 50), display=dispBands)
// fill(plot1, plot2, top_value, bottom_value, top_color, bottom_color)
dipthis = showBands ? display.none : display.all
fill(pC, plot(close, color= #363a4500), bC, close,color.new(barCol,50),#363a4500, display = dipthis)
// ── Alerts
alertcondition(longCond, "UPT ASB Long", "Close crossed above Adaptive Upper Band → LONG")
alertcondition(shortCond, "UPT ASB Short", "Close crossed below Adaptive Lower Band → SHORT")
// ── Add-on: Trend Switch Labels
grpLbl = "Trend Switch Labels"
showLbl = input.bool(true, "Show Trend Switch Labels", group=grpLbl)
anchor = input.string("Auto (High/Low)", "Label Anchor", options=["Auto (High/Low)", "On bMain"], group=grpLbl)
atrLen = input.int(14, "ATR Length (offset)", minval=1, group=grpLbl)
atrOff = input.float(0.25, "ATR Offset (multiplier)", step=0.05, group=grpLbl)
lblSize = input.string("small", "Label Size", options=["tiny","small","normal","large","huge"], group=grpLbl)
toSize(s) =>
s == "tiny" ? size.tiny :
s == "small" ? size.small :
s == "normal" ? size.normal:
s == "large" ? size.large : size.huge
// Detect switches in persistent bias
switchUp = showLbl and lastSignal == 1 and lastSignal[1] == -1
switchDown = showLbl and lastSignal == -1 and lastSignal[1] == 1
atr = ta.atr(atrLen)
yUp = anchor == "On bMain" ? bMain : low - atr * atrOff
yDn = anchor == "On bMain" ? bMain : high + atr * atrOff
if switchUp
label.new(bar_index, yUp,
text="𝓤𝓹",
style=label.style_label_up,
size=toSize(lblSize),
color=bullMain, textcolor=color.black)
if switchDown
label.new(bar_index, yDn,
text="𝓓𝓸𝔀𝓷",
style=label.style_label_down,
size=toSize(lblSize),
color=bearMain, textcolor=color.white)