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 a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo
//@version=5
indicator("Sessions [LuxAlgo]"
, overlay = true
, max_bars_back = 500
, max_lines_count = 500
, max_boxes_count = 500
, max_labels_count = 500)
//------------------------------------------------------------------------------
//Settings
//-----------------------------------------------------------------------------{
//Session A
show_sesa = input(true, ''
, inline = 'sesa'
, group = 'Session A')
sesa_txt = input('New York', ''
, inline = 'sesa'
, group = 'Session A')
sesa_ses = input.session('1300-2200', ''
, inline = 'sesa'
, group = 'Session A')
sesa_css = input.color(#ff5d00, ''
, inline = 'sesa'
, group = 'Session A')
sesa_range = input(true, 'Range'
, inline = 'sesa_overlays'
, group = 'Session A')
sesa_tl = input(false, 'Trendline'
, inline = 'sesa_overlays'
, group = 'Session A')
sesa_avg = input(false, 'Mean'
, inline = 'sesa_overlays'
, group = 'Session A')
sesa_vwap = input(false, 'VWAP'
, inline = 'sesa_overlays'
, group = 'Session A')
//Session B
show_sesb = input(true, ''
, inline = 'sesb'
, group = 'Session B')
sesb_txt = input('London', ''
, inline = 'sesb'
, group = 'Session B')
sesb_ses = input.session('0700-1600', ''
, inline = 'sesb'
, group = 'Session B')
sesb_css = input.color(#2157f3, ''
, inline = 'sesb'
, group = 'Session B')
sesb_range = input(true, 'Range'
, inline = 'sesb_overlays'
, group = 'Session B')
sesb_tl = input(false, 'Trendline'
, inline = 'sesb_overlays'
, group = 'Session B')
sesb_avg = input(false, 'Mean'
, inline = 'sesb_overlays'
, group = 'Session B')
sesb_vwap = input(false, 'VWAP'
, inline = 'sesb_overlays'
, group = 'Session B')
//Session C
show_sesc = input(true, ''
, inline = 'sesc'
, group = 'Session C')
sesc_txt = input('Tokyo', ''
, inline = 'sesc'
, group = 'Session C')
sesc_ses = input.session('0000-0900', ''
, inline = 'sesc'
, group = 'Session C')
sesc_css = input.color(#e91e63, ''
, inline = 'sesc'
, group = 'Session C')
sesc_range = input(true, 'Range'
, inline = 'sesc_overlays'
, group = 'Session C')
sesc_tl = input(false, 'Trendline'
, inline = 'sesc_overlays'
, group = 'Session C')
sesc_avg = input(false, 'Mean'
, inline = 'sesc_overlays'
, group = 'Session C')
sesc_vwap = input(false, 'VWAP'
, inline = 'sesc_overlays'
, group = 'Session C')
//Session D
show_sesd = input(true, ''
, inline = 'sesd'
, group = 'Session D')
sesd_txt = input('Sydney', ''
, inline = 'sesd'
, group = 'Session D')
sesd_ses = input.session('2100-0600', ''
, inline = 'sesd'
, group = 'Session D')
sesd_css = input.color(#ffeb3b, ''
, inline = 'sesd'
, group = 'Session D')
sesd_range = input(true, 'Range'
, inline = 'sesd_overlays'
, group = 'Session D')
sesd_tl = input(false, 'Trendline'
, inline = 'sesd_overlays'
, group = 'Session D')
sesd_avg = input(false, 'Mean'
, inline = 'sesd_overlays'
, group = 'Session D')
sesd_vwap = input(false, 'VWAP'
, inline = 'sesd_overlays'
, group = 'Session D')
//Ranges Options
bg_transp = input.float(90, 'Range Area Transparency'
, group = 'Ranges Settings')
show_outline = input(true, 'Range Outline'
, group = 'Ranges Settings')
show_txt = input(true, 'Range Label'
, group = 'Ranges Settings')
//Dashboard
show_dash = input(true, 'Show Dashboard'
, group = 'Dashboard')
advanced_dash = input(true, 'Advanced Dashboard'
, group = 'Dashboard')
dash_loc = input.string('Top Right', 'Dashboard Location'
, options = ['Top Right', 'Bottom Right', 'Bottom Left']
, group = 'Dashboard')
text_size = input.string('Small', 'Dashboard Size'
, options = ['Tiny', 'Small', 'Normal']
, group = 'Dashboard')
//Divider
show_ses_div = input(true, 'Show Sessions Divider'
, group = 'Dividers')
show_day_div = input(true, 'Show Daily Divider'
, group = 'Dividers')
//-----------------------------------------------------------------------------}
//Functions
//-----------------------------------------------------------------------------{
n = bar_index
//Get session average
get_avg(session)=>
var len = 1
var float csma = na
var float sma = na
if session > session[1]
len := 1
csma := close
if session and session == session[1]
len += 1
csma += close
sma := csma / len
sma
//Get trendline coordinates
get_linreg(session)=>
var len = 1
var float cwma = na
var float csma = na
var float csma2 = na
var float y1 = na
var float y2 = na
var float stdev = na
var float r2 = na
if session > session[1]
len := 1
cwma := close
csma := close
csma2 := close * close
if session and session == session[1]
len += 1
csma += close
csma2 += close * close
cwma += close * len
sma = csma / len
wma = cwma / (len * (len + 1) / 2)
cov = (wma - sma) * (len+1)/2
stdev := math.sqrt(csma2 / len - sma * sma)
r2 := cov / (stdev * (math.sqrt(len*len - 1) / (2 * math.sqrt(3))))
y1 := 4 * sma - 3 * wma
y2 := 3 * wma - 2 * sma
[y1 , y2, stdev, r2]
//Session Vwap
get_vwap(session) =>
var float num = na
var float den = na
if session > session[1]
num := close * volume
den := volume
else if session and session == session[1]
num += close * volume
den += volume
else
num := na
[num, den]
//Set line
set_line(session, y1, y2, session_css)=>
var line tl = na
if session > session[1]
tl := line.new(n, close, n, close, color = session_css)
if session and session == session[1]
line.set_y1(tl, y1)
line.set_xy2(tl, n, y2)
//Set session range
get_range(session, session_name, session_css)=>
var t = 0
var max = high
var min = low
var box bx = na
var label lbl = na
if session > session[1]
t := time
max := high
min := low
bx := box.new(n, max, n, min
, bgcolor = color.new(session_css, bg_transp)
, border_color = show_outline ? session_css : na
, border_style = line.style_dotted)
if show_txt
lbl := label.new(t, max, session_name
, xloc = xloc.bar_time
, textcolor = session_css
, style = label.style_label_down
, color = color.new(color.white, 100)
, size = size.tiny)
if session and session == session[1]
max := math.max(high, max)
min := math.min(low, min)
box.set_top(bx, max)
box.set_rightbottom(bx, n, min)
if show_txt
label.set_xy(lbl, int(math.avg(t, time)), max)
//-----------------------------------------------------------------------------}
//Sessions
//-----------------------------------------------------------------------------{
tf = timeframe.period
is_sesa = math.sign(nz(time(tf, sesa_ses, 'UTC')))
is_sesb = math.sign(nz(time(tf, sesb_ses, 'UTC')))
is_sesc = math.sign(nz(time(tf, sesc_ses, 'UTC')))
is_sesd = math.sign(nz(time(tf, sesd_ses, 'UTC')))
//-----------------------------------------------------------------------------}
//Dashboard
//-----------------------------------------------------------------------------{
var table_position = dash_loc == 'Bottom Left' ? position.bottom_left
: dash_loc == 'Top Right' ? position.top_right
: position.bottom_right
var table_size = text_size == 'Tiny' ? size.tiny
: text_size == 'Small' ? size.small
: size.normal
var tb = table.new(table_position, 5, 5
, bgcolor = #1e222d
, border_color = #373a46
, border_width = 1
, frame_color = #373a46
, frame_width = 1)
if barstate.isfirst and show_dash
table.cell(tb, 0, 1, sesa_txt, text_color = sesa_css, text_size = table_size)
table.cell(tb, 0, 2, sesb_txt, text_color = sesb_css, text_size = table_size)
table.cell(tb, 0, 3, sesc_txt, text_color = sesc_css, text_size = table_size)
table.cell(tb, 0, 4, sesd_txt, text_color = sesd_css, text_size = table_size)
if advanced_dash
table.cell(tb, 0, 0, 'Session', text_color = color.white
, text_size = table_size)
table.cell(tb, 1, 0, 'Status', text_color = color.white
, text_size = table_size)
table.cell(tb, 2, 0, 'Trend', text_color = color.white
, text_size = table_size)
table.cell(tb, 3, 0, 'Volume', text_color = color.white
, text_size = table_size)
table.cell(tb, 4, 0, 'σ', text_color = color.white
, text_size = table_size)
if barstate.islast and show_dash
table.cell(tb, 1, 1, is_sesa ? 'Active' : 'Innactive'
, bgcolor = is_sesa ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)
table.cell(tb, 1, 2, is_sesb ? 'Active' : 'Innactive'
, bgcolor = is_sesb ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)
table.cell(tb, 1, 3, is_sesc ? 'Active' : 'Innactive'
, bgcolor = is_sesc ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)
table.cell(tb, 1, 4, is_sesd ? 'Active' : 'Innactive'
, bgcolor = is_sesd ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)
//-----------------------------------------------------------------------------}
//Overlays
//-----------------------------------------------------------------------------{
//Ranges
if show_sesa and sesa_range
get_range(is_sesa, sesa_txt, sesa_css)
if show_sesb and sesb_range
get_range(is_sesb, sesb_txt, sesb_css)
if show_sesc and sesc_range
get_range(is_sesc, sesc_txt, sesc_css)
if show_sesd and sesd_range
get_range(is_sesd, sesd_txt, sesd_css)
//Trendlines
if show_sesa and (sesa_tl or advanced_dash)
[y1, y2, stdev, r2] = get_linreg(is_sesa)
if advanced_dash
table.cell(tb, 2, 1, str.tostring(r2, '#.##')
, bgcolor = r2 > 0 ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)
table.cell(tb, 4, 1, str.tostring(stdev, '#.####')
, text_color = color.white
, text_size = table_size)
if sesa_tl
set_line(is_sesa, y1, y2, sesa_css)
if show_sesb and (sesb_tl or advanced_dash)
[y1, y2, stdev, r2] = get_linreg(is_sesb)
if advanced_dash
table.cell(tb, 2, 2, str.tostring(r2, '#.##')
, bgcolor = r2 > 0 ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)
table.cell(tb, 4, 2, str.tostring(stdev, '#.####')
, text_color = color.white
, text_size = table_size)
if sesb_tl
set_line(is_sesb, y1, y2, sesb_css)
if show_sesc and (sesc_tl or advanced_dash)
[y1, y2, stdev, r2] = get_linreg(is_sesc)
if advanced_dash
table.cell(tb, 2, 3, str.tostring(r2, '#.##')
, bgcolor = r2 > 0 ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)
table.cell(tb, 4, 3, str.tostring(stdev, '#.####')
, text_color = color.white
, text_size = table_size)
if sesc_tl
set_line(is_sesc, y1, y2, sesc_css)
if show_sesd and (sesd_tl or advanced_dash)
[y1, y2, stdev, r2] = get_linreg(is_sesd)
if advanced_dash
table.cell(tb, 2, 4, str.tostring(r2, '#.##')
, bgcolor = r2 > 0 ? #089981 : #f23645
, text_color = color.white
, text_size = table_size)
table.cell(tb, 4, 4, str.tostring(stdev, '#.####')
, text_color = color.white
, text_size = table_size)
if sesd_tl
set_line(is_sesd, y1, y2, sesd_css)
//Mean
if show_sesa and sesa_avg
avg = get_avg(is_sesa)
set_line(is_sesa, avg, avg, sesa_css)
if show_sesb and sesb_avg
avg = get_avg(is_sesb)
set_line(is_sesb, avg, avg, sesb_css)
if show_sesc and sesc_avg
avg = get_avg(is_sesc)
set_line(is_sesc, avg, avg, sesc_css)
if show_sesd and sesd_avg
avg = get_avg(is_sesd)
set_line(is_sesd, avg, avg, sesd_css)
//VWAP
var float vwap_a = na
var float vwap_b = na
var float vwap_c = na
var float vwap_d = na
if show_sesa and (sesa_vwap or advanced_dash)
[num, den] = get_vwap(is_sesa)
if sesa_vwap
vwap_a := num / den
if advanced_dash
table.cell(tb, 3, 1, str.tostring(den, format.volume)
, text_color = color.white
, text_size = table_size)
if show_sesb and (sesb_vwap or advanced_dash)
[num, den] = get_vwap(is_sesb)
if sesb_vwap
vwap_b := num / den
if advanced_dash
table.cell(tb, 3, 2, str.tostring(den, format.volume)
, text_color = color.white
, text_size = table_size)
if show_sesc and (sesc_vwap or advanced_dash)
[num, den] = get_vwap(is_sesc)
if sesc_vwap
vwap_c := num / den
if advanced_dash
table.cell(tb, 3, 3, str.tostring(den, format.volume)
, text_color = color.white
, text_size = table_size)
if show_sesd and (sesd_vwap or advanced_dash)
[num, den] = get_vwap(is_sesd)
if sesd_vwap
vwap_d := num / den
if advanced_dash
table.cell(tb, 3, 4, str.tostring(den, format.volume)
, text_color = color.white
, text_size = table_size)
//Plot vwaps
plot(vwap_a, 'Session A VWAP', sesa_css, 1, plot.style_linebr)
plot(vwap_b, 'Session B VWAP', sesb_css, 1, plot.style_linebr)
plot(vwap_c, 'Session C VWAP', sesc_css, 1, plot.style_linebr)
plot(vwap_d, 'Session D VWAP', sesd_css, 1, plot.style_linebr)
//-----------------------------------------------------------------------------}
//Plots session dividers
//-----------------------------------------------------------------------------{
//Plot Divider A
plotshape(is_sesa and show_ses_div and show_sesa, "·"
, shape.square
, location.bottom
, na
, text = "."
, textcolor = sesa_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
plotshape(is_sesa != is_sesa[1] and show_ses_div and show_sesa, "NYE"
, shape.labelup
, location.bottom
, na
, text = "❚"
, textcolor = sesa_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
//Plot Divider B
plotshape(is_sesb and show_ses_div and show_sesb, "·"
, shape.labelup
, location.bottom
, na
, text = "."
, textcolor = sesb_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
plotshape(is_sesb != is_sesb[1] and show_ses_div and show_sesb, "LDN"
, shape.labelup
, location.bottom
, na
, text = "❚"
, textcolor = sesb_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
//Plot Divider C
plotshape(is_sesc and show_ses_div and show_sesc, "·"
, shape.square
, location.bottom
, na
, text = "."
, textcolor = sesc_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
plotshape(is_sesc != is_sesc[1] and show_ses_div and show_sesc, "TYO"
, shape.labelup
, location.bottom
, na
, text = "❚"
, textcolor = sesc_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
//Plot Divider D
plotshape(is_sesd and show_ses_div and show_sesd, "·"
, shape.labelup
, location.bottom
, na
, text = "."
, textcolor = sesd_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
plotshape(is_sesd != is_sesd[1] and show_ses_div and show_sesd, "SYD"
, shape.labelup
, location.bottom
, na
, text = "❚"
, textcolor = sesd_css
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
//-----------------------------------------------------------------------------}
//Plots daily dividers
//-----------------------------------------------------------------------------{
day = dayofweek
if day != day[1] and show_day_div
line.new(n, close + syminfo.mintick, n, close - syminfo.mintick
, color = color.gray
, extend = extend.both
, style = line.style_dashed)
plotshape(day != day[1] and day == 1 and show_day_div, "Sunday"
, shape.labeldown
, location.top
, na
, text = "Sunday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
plotshape(day != day[1] and day == 2 and show_day_div, "Monday"
, shape.labeldown
, location.top
, na
, text = "Monday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
plotshape(day != day[1] and day == 3 and show_day_div, "Tuesday"
, shape.labeldown
, location.top
, na
, text = "Tuesday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
plotshape(day != day[1] and day == 4 and show_day_div, "Wednesay"
, shape.labeldown
, location.top
, na
, text = "Wednesday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
plotshape(day != day[1] and day == 5 and show_day_div, "Thursday"
, shape.labeldown
, location.top
, na
, text = "Thursday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
plotshape(day != day[1] and day == 6 and show_day_div, "Friday"
, shape.labeldown
, location.top
, na
, text = "Friday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
plotshape(day != day[1] and day == 7 and show_day_div, "Saturday"
, shape.labeldown
, location.top
, na
, text = "Saturday"
, textcolor = color.gray
, size = size.tiny
, display = display.all - display.status_line
, editable = false)
//-----------------------------------------------------------------------------}
//LuxAlgo
//-----------------------------------------------------------------------------{
var watermark = table.new(position.bottom_left, 1, 1)
if barstate.isfirst
table.cell(watermark, 0, 0, '@LuxAlgo'
, text_color = chart.fg_color
, text_size = size.normal)
//-----------------------------------------------------------------------------}