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 Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © fluxchart
//@version=5
const bool DEBUG = false
const int maxBoxesCount = 500
const float overlapThresholdPercentage = 0
const int maxDistanceToLastBar = 1250 // Affects Running Time
const int maxOrderBlocks = 5
indicator(title = 'Order Blocks | Flux Charts',shorttitle = 'Orderblocks | Flux Charts', overlay = true, max_boxes_count = maxBoxesCount, max_labels_count = maxBoxesCount, max_lines_count = maxBoxesCount, max_bars_back = 5000)
showInvalidated = input.bool(true, "Show Historic Zones", group = "General Configuration", display = display.none)
OBsEnabled = true
orderBlockVolumetricInfo = input.bool(true, "Volumetric Info", group = "General Configuration", inline="EV", display = display.none)
obEndMethod = input.string("Wick", "Zone Invalidation", options = ["Wick", "Close"], group = "General Configuration", display = display.none)
combineOBs = DEBUG ? input.bool(true, "Combine Zones", group = "General Configuration", display = display.none) : true
swingLength = input.int(10, 'Swing Length', minval = 3, tooltip="Swing length is used when finding order block formations. Smaller values will result in finding smaller order blocks.",group = "General Configuration", display = display.none)
bullishOrderBlocks = DEBUG ? input.int(3, 'Bullish Order Blocks', minval = 0, maxval = 3, group = "General Configuration", display = display.none) : 3
bearishOrderBlocks = DEBUG ? input.int(3, 'Bearish Order Blocks', minval = 0, maxval = 3, group = "General Configuration", display = display.none) : 3
bullOrderBlockColor = input(#08998180, 'Bullish', inline = 'obColor', group = 'General Configuration', display = display.none)
bearOrderBlockColor = input(#f2364680, 'Bearish', inline = 'obColor', group = 'General Configuration', display = display.none)
timeframe1Enabled = true
timeframe1 = ""
textColor = DEBUG ? input.color(#ffffff80, "Text Color", group = "Style", inline = "BBcolors") : #ffffff80
extendZonesBy = DEBUG ? input.int(15, "Extend Zones", group = "Style", minval = 1, maxval = 30, inline = "ExtendZones") : 15
extendZonesDynamic = DEBUG ? input.bool(true, "Dynamic", group = "Style", inline = "ExtendZones") : true
combinedText = DEBUG ? input.bool(false, "Combined Text", group = "Style", inline = "CombinedColor") : false
volumeBarsPlace = DEBUG ? input.string("Left", "Show Volume Bars At", options = ["Left", "Right"], group = "Style", inline = "volumebars") : "Left"
mirrorVolumeBars = DEBUG ? input.bool(true, "Mirror Volume Bars", group = "Style", inline = "volumebars") : true
volumeBarsLeftSide = (volumeBarsPlace == "Left")
extendZonesByTime = extendZonesBy * timeframe.in_seconds(timeframe.period) * 1000
type orderBlockInfo
float top
float bottom
float obVolume
string obType
int startTime
float bbVolume
float obLowVolume
float obHighVolume
bool breaker
int breakTime
string timeframeStr
bool disabled = false
string combinedTimeframesStr = na
bool combined = false
type orderBlock
orderBlockInfo info
bool isRendered = false
box orderBox = na
box breakerBox = na
line orderBoxLineTop = na
line orderBoxLineBottom = na
line breakerBoxLineTop = na
line breakerBoxLineBottom = na
//
box orderBoxText = na
box orderBoxPositive = na
box orderBoxNegative = na
line orderSeperator = na
line orderTextSeperator = na
createOrderBlock (orderBlockInfo orderBlockInfoF) =>
orderBlock newOrderBlock = orderBlock.new(orderBlockInfoF)
newOrderBlock
safeDeleteOrderBlock (orderBlock orderBlockF) =>
orderBlockF.isRendered := false
box.delete(orderBlockF.orderBox)
box.delete(orderBlockF.breakerBox)
box.delete(orderBlockF.orderBoxText)
box.delete(orderBlockF.orderBoxPositive)
box.delete(orderBlockF.orderBoxNegative)
line.delete(orderBlockF.orderBoxLineTop)
line.delete(orderBlockF.orderBoxLineBottom)
line.delete(orderBlockF.breakerBoxLineTop)
line.delete(orderBlockF.breakerBoxLineBottom)
line.delete(orderBlockF.orderSeperator)
line.delete(orderBlockF.orderTextSeperator)
type timeframeInfo
int index = na
string timeframeStr = na
bool isEnabled = false
orderBlockInfo[] bullishOrderBlocksList = na
orderBlockInfo[] bearishOrderBlocksList = na
newTimeframeInfo (index, timeframeStr, isEnabled) =>
newTFInfo = timeframeInfo.new()
newTFInfo.index := index
newTFInfo.isEnabled := isEnabled
newTFInfo.timeframeStr := timeframeStr
newTFInfo
type obSwing
int x = na
float y = na
float swingVolume = na
bool crossed = false
// ____ TYPES END ____
var timeframeInfo[] timeframeInfos = array.from(newTimeframeInfo(1, timeframe1, timeframe1Enabled))
var bullishOrderBlocksList = array.new<orderBlockInfo>(0)
var bearishOrderBlocksList = array.new<orderBlockInfo>(0)
var allOrderBlocksList = array.new<orderBlock>(0)
moveLine(_line, _x, _y, _x2) =>
line.set_xy1(_line, _x, _y)
line.set_xy2(_line, _x2, _y)
moveBox (_box, _topLeftX, _topLeftY, _bottomRightX, _bottomRightY) =>
box.set_lefttop(_box, _topLeftX, _topLeftY)
box.set_rightbottom(_box, _bottomRightX, _bottomRightY)
isTimeframeLower (timeframe1F, timeframe2F) =>
timeframe.in_seconds(timeframe1F) < timeframe.in_seconds(timeframe2F)
getMinTimeframe (timeframe1F, timeframe2F) =>
if isTimeframeLower(timeframe1F, timeframe2F)
timeframe1F
else
timeframe2F
getMaxTimeframe (timeframe1F, timeframe2F) =>
if isTimeframeLower(timeframe1F, timeframe2F)
timeframe2F
else
timeframe1F
formatTimeframeString (formatTimeframe) =>
timeframeF = formatTimeframe == "" ? timeframe.period : formatTimeframe
if str.contains(timeframeF, "D") or str.contains(timeframeF, "W") or str.contains(timeframeF, "S") or str.contains(timeframeF, "M")
timeframeF
else
seconds = timeframe.in_seconds(timeframeF)
if seconds >= 3600
hourCount = int(seconds / 3600)
str.tostring(hourCount) + " Hour" + (hourCount > 1 ? "s" : "")
else
timeframeF + " Min"
betterCross(s1, s2) =>
string ret = na
if s1 >= s2 and s1[1] < s2
ret := "Bull"
if s1 < s2 and s1[1] >= s2
ret := "Bear"
ret
colorWithTransparency (colorF, transparencyX) =>
color.new(colorF, color.t(colorF) * transparencyX)
createOBBox (boxColor, transparencyX = 1.0, xlocType = xloc.bar_time) =>
box.new(na, na, na, na, text_size = size.normal, xloc = xlocType, extend = extend.none, bgcolor = colorWithTransparency(boxColor, transparencyX), text_color = textColor, text_halign = text.align_center, border_color = #00000000)
renderOrderBlock (orderBlock ob) =>
orderBlockInfo info = ob.info
ob.isRendered := true
orderColor = ob.info.obType == "Bull" ? bullOrderBlockColor : bearOrderBlockColor
if OBsEnabled and (not false or not (false and info.breaker)) and not (not showInvalidated and info.breaker)
ob.orderBox := createOBBox(orderColor, 1.5)
if ob.info.combined
ob.orderBox.set_bgcolor(colorWithTransparency(orderColor, 1.1))
ob.orderBoxText := createOBBox(color.new(color.white, 100))
if orderBlockVolumetricInfo
ob.orderBoxPositive := createOBBox(bullOrderBlockColor)
ob.orderBoxNegative := createOBBox(bearOrderBlockColor)
ob.orderSeperator := line.new(na,na,na,na,xloc.bar_time,extend.none,textColor,line.style_dashed,1)
ob.orderTextSeperator := line.new(na,na,na,na,xloc.bar_time,extend.none,textColor,line.style_solid,1)
zoneSize = extendZonesDynamic ? na(info.breakTime) ? extendZonesByTime : (info.breakTime - info.startTime) : extendZonesByTime
if na(info.breakTime)
zoneSize := time - info.startTime
startX = volumeBarsLeftSide ? info.startTime : info.startTime + zoneSize - zoneSize / 3
maxEndX = volumeBarsLeftSide ? info.startTime + zoneSize / 3 : info.startTime + zoneSize
moveBox(ob.orderBox, info.startTime, info.top, info.startTime + zoneSize, info.bottom)
moveBox(ob.orderBoxText, volumeBarsLeftSide ? maxEndX : info.startTime, info.top, volumeBarsLeftSide ? info.startTime + zoneSize : startX, info.bottom)
percentage = int((math.min(info.obHighVolume, info.obLowVolume) / math.max(info.obHighVolume, info.obLowVolume)) * 100.0)
OBText = (na(ob.info.combinedTimeframesStr) ? formatTimeframeString(ob.info.timeframeStr) : ob.info.combinedTimeframesStr) + " OB"
box.set_text(ob.orderBoxText, (orderBlockVolumetricInfo ? str.tostring(ob.info.obVolume, format.volume) + " (" + str.tostring(percentage) + "%)\n" : "") + (combinedText and ob.info.combined ? "[Combined]\n" : "") + OBText)
if orderBlockVolumetricInfo
showHighLowBoxText = false
curEndXHigh = int(math.ceil((info.obHighVolume / info.obVolume) * (maxEndX - startX) + startX))
curEndXLow = int(math.ceil((info.obLowVolume / info.obVolume) * (maxEndX - startX) + startX))
moveBox(ob.orderBoxPositive, mirrorVolumeBars ? startX : curEndXLow, info.top, mirrorVolumeBars ? curEndXHigh : maxEndX, (info.bottom + info.top) / 2)
box.set_text(ob.orderBoxPositive, showHighLowBoxText ? str.tostring(info.obHighVolume, format.volume) : "")
moveBox(ob.orderBoxNegative, mirrorVolumeBars ? startX : curEndXHigh, info.bottom, mirrorVolumeBars ? curEndXLow : maxEndX, (info.bottom + info.top) / 2)
box.set_text(ob.orderBoxNegative, showHighLowBoxText ? str.tostring(info.obLowVolume, format.volume) : "")
moveLine(ob.orderSeperator, volumeBarsLeftSide ? startX : maxEndX, (info.bottom + info.top) / 2, volumeBarsLeftSide ? maxEndX : startX)
line.set_xy1(ob.orderTextSeperator, volumeBarsLeftSide ? maxEndX : startX, info.top)
line.set_xy2(ob.orderTextSeperator, volumeBarsLeftSide ? maxEndX : startX, info.bottom)
findOBSwings(len) =>
var swingType = 0
var obSwing top = obSwing.new(na, na)
var obSwing bottom = obSwing.new(na, na)
upper = ta.highest(len)
lower = ta.lowest(len)
swingType := high[len] > upper ? 0 : low[len] < lower ? 1 : swingType
if swingType == 0 and swingType[1] != 0
top := obSwing.new(bar_index[len], high[len], volume[len])
if swingType == 1 and swingType[1] != 1
bottom := obSwing.new(bar_index[len], low[len], volume[len])
[top, bottom]
findOrderBlocks () =>
if bar_index > last_bar_index - maxDistanceToLastBar
[top, btm] = findOBSwings(swingLength)
useBody = false
max = useBody ? math.max(close, open) : high
min = useBody ? math.min(close, open) : low
// Bullish Order Block
bullishBreaked = 0
if bullishOrderBlocksList.size() > 0
for i = bullishOrderBlocksList.size() - 1 to 0
currentOB = bullishOrderBlocksList.get(i)
if not currentOB.breaker
if (obEndMethod == "Wick" ? low : math.min(open, close)) < currentOB.bottom
currentOB.breaker := true
currentOB.breakTime := time
currentOB.bbVolume := volume
else
if high > currentOB.top
bullishOrderBlocksList.remove(i)
else if i < bullishOrderBlocks and top.y < currentOB.top and top.y > currentOB.bottom
bullishBreaked := 1
if close > top.y and not top.crossed
top.crossed := true
boxBtm = max[1]
boxTop = min[1]
boxLoc = time[1]
for i = 1 to (bar_index - top.x) - 1
boxBtm := math.min(min[i], boxBtm)
boxTop := boxBtm == min[i] ? max[i] : boxTop
boxLoc := boxBtm == min[i] ? time[i] : boxLoc
newOrderBlockInfo = orderBlockInfo.new(boxTop, boxBtm, volume + volume[1] + volume[2], "Bull", boxLoc)
newOrderBlockInfo.obLowVolume := volume[2]
newOrderBlockInfo.obHighVolume := volume + volume[1]
bullishOrderBlocksList.unshift(newOrderBlockInfo)
if bullishOrderBlocksList.size() > maxOrderBlocks
bullishOrderBlocksList.pop()
// Bearish Order Block
bearishBreaked = 0
if bearishOrderBlocksList.size() > 0
for i = bearishOrderBlocksList.size() - 1 to 0
currentOB = bearishOrderBlocksList.get(i)
if not currentOB.breaker
if (obEndMethod == "Wick" ? high : math.max(open, close)) > currentOB.top
currentOB.breaker := true
currentOB.breakTime := time
currentOB.bbVolume := volume
else
if low < currentOB.bottom
bearishOrderBlocksList.remove(i)
else if i < bearishOrderBlocks and btm.y > currentOB.bottom and btm.y < currentOB.top
bearishBreaked := 1
if close < btm.y and not btm.crossed
btm.crossed := true
boxBtm = min[1]
boxTop = max[1]
boxLoc = time[1]
for i = 1 to (bar_index - btm.x) - 1
boxTop := math.max(max[i], boxTop)
boxBtm := boxTop == max[i] ? min[i] : boxBtm
boxLoc := boxTop == max[i] ? time[i] : boxLoc
newOrderBlockInfo = orderBlockInfo.new(boxTop, boxBtm, volume + volume[1] + volume[2], "Bear", boxLoc)
newOrderBlockInfo.obLowVolume := volume + volume[1]
newOrderBlockInfo.obHighVolume := volume[2]
bearishOrderBlocksList.unshift(newOrderBlockInfo)
if bearishOrderBlocksList.size() > maxOrderBlocks
bearishOrderBlocksList.pop()
true
areaOfOB (orderBlockInfo OBInfoF) =>
float XA1 = OBInfoF.startTime
float XA2 = na(OBInfoF.breakTime) ? time + 1 : OBInfoF.breakTime
float YA1 = OBInfoF.top
float YA2 = OBInfoF.bottom
float edge1 = math.sqrt((XA2 - XA1) * (XA2 - XA1) + (YA2 - YA2) * (YA2 - YA2))
float edge2 = math.sqrt((XA2 - XA2) * (XA2 - XA2) + (YA2 - YA1) * (YA2 - YA1))
float totalArea = edge1 * edge2
totalArea
doOBsTouch (orderBlockInfo OBInfo1, orderBlockInfo OBInfo2) =>
float XA1 = OBInfo1.startTime
float XA2 = na(OBInfo1.breakTime) ? time + 1 : OBInfo1.breakTime
float YA1 = OBInfo1.top
float YA2 = OBInfo1.bottom
float XB1 = OBInfo2.startTime
float XB2 = na(OBInfo2.breakTime) ? time + 1 : OBInfo2.breakTime
float YB1 = OBInfo2.top
float YB2 = OBInfo2.bottom
float intersectionArea = math.max(0, math.min(XA2, XB2) - math.max(XA1, XB1)) * math.max(0, math.min(YA1, YB1) - math.max(YA2, YB2))
float unionArea = areaOfOB(OBInfo1) + areaOfOB(OBInfo2) - intersectionArea
float overlapPercentage = (intersectionArea / unionArea) * 100.0
if overlapPercentage > overlapThresholdPercentage
true
else
false
isOBValid (orderBlockInfo OBInfo) =>
valid = true
if OBInfo.disabled
valid := false
valid
combineOBsFunc () =>
if allOrderBlocksList.size() > 0
lastCombinations = 999
while lastCombinations > 0
lastCombinations := 0
for i = 0 to allOrderBlocksList.size() - 1
curOB1 = allOrderBlocksList.get(i)
for j = 0 to allOrderBlocksList.size() - 1
curOB2 = allOrderBlocksList.get(j)
if i == j
continue
if not isOBValid(curOB1.info) or not isOBValid(curOB2.info)
continue
if curOB1.info.obType != curOB2.info.obType
continue
if doOBsTouch(curOB1.info, curOB2.info)
curOB1.info.disabled := true
curOB2.info.disabled := true
orderBlock newOB = createOrderBlock(orderBlockInfo.new(math.max(curOB1.info.top, curOB2.info.top), math.min(curOB1.info.bottom, curOB2.info.bottom), curOB1.info.obVolume + curOB2.info.obVolume, curOB1.info.obType))
newOB.info.startTime := math.min(curOB1.info.startTime, curOB2.info.startTime)
newOB.info.breakTime := math.max(nz(curOB1.info.breakTime), nz(curOB2.info.breakTime))
newOB.info.breakTime := newOB.info.breakTime == 0 ? na : newOB.info.breakTime
newOB.info.timeframeStr := curOB1.info.timeframeStr
newOB.info.obVolume := curOB1.info.obVolume + curOB2.info.obVolume
newOB.info.obLowVolume := curOB1.info.obLowVolume + curOB2.info.obLowVolume
newOB.info.obHighVolume := curOB1.info.obHighVolume + curOB2.info.obHighVolume
newOB.info.bbVolume := nz(curOB1.info.bbVolume, 0) + nz(curOB2.info.bbVolume, 0)
newOB.info.breaker := curOB1.info.breaker or curOB2.info.breaker
newOB.info.combined := true
if timeframe.in_seconds(curOB1.info.timeframeStr) != timeframe.in_seconds(curOB2.info.timeframeStr)
newOB.info.combinedTimeframesStr := (na(curOB1.info.combinedTimeframesStr) ? formatTimeframeString(curOB1.info.timeframeStr) : curOB1.info.combinedTimeframesStr) + " & " + (na(curOB2.info.combinedTimeframesStr) ? formatTimeframeString(curOB2.info.timeframeStr) : curOB2.info.combinedTimeframesStr)
allOrderBlocksList.unshift(newOB)
lastCombinations += 1
reqSeq (timeframeStr) =>
[bullishOrderBlocksListF, bearishOrderBlocksListF] = request.security(syminfo.tickerid, timeframeStr, [bullishOrderBlocksList, bearishOrderBlocksList])
[bullishOrderBlocksListF, bearishOrderBlocksListF]
getTFData (timeframeInfo timeframeInfoF, timeframeStr) =>
if not isTimeframeLower(timeframeInfoF.timeframeStr, timeframe.period) and timeframeInfoF.isEnabled
[bullishOrderBlocksListF, bearishOrderBlocksListF] = reqSeq(timeframeStr)
[bullishOrderBlocksListF, bearishOrderBlocksListF]
else
[na, na]
handleTimeframeInfo (timeframeInfo timeframeInfoF, bullishOrderBlocksListF, bearishOrderBlocksListF) =>
if not isTimeframeLower(timeframeInfoF.timeframeStr, timeframe.period) and timeframeInfoF.isEnabled
timeframeInfoF.bullishOrderBlocksList := bullishOrderBlocksListF
timeframeInfoF.bearishOrderBlocksList := bearishOrderBlocksListF
handleOrderBlocksFinal () =>
if DEBUG
log.info("Bullish OB Count " + str.tostring(bullishOrderBlocksList.size()))
log.info("Bearish OB Count " + str.tostring(bearishOrderBlocksList.size()))
if allOrderBlocksList.size () > 0
for i = 0 to allOrderBlocksList.size() - 1
safeDeleteOrderBlock(allOrderBlocksList.get(i))
allOrderBlocksList.clear()
for i = 0 to timeframeInfos.size() - 1
curTimeframe = timeframeInfos.get(i)
if not curTimeframe.isEnabled
continue
if curTimeframe.bullishOrderBlocksList.size() > 0
for j = 0 to math.min(curTimeframe.bullishOrderBlocksList.size() - 1, bullishOrderBlocks - 1)
orderBlockInfoF = curTimeframe.bullishOrderBlocksList.get(j)
orderBlockInfoF.timeframeStr := curTimeframe.timeframeStr
allOrderBlocksList.unshift(createOrderBlock(orderBlockInfoF))
if curTimeframe.bearishOrderBlocksList.size() > 0
for j = 0 to math.min(curTimeframe.bearishOrderBlocksList.size() - 1, bearishOrderBlocks - 1)
orderBlockInfoF = curTimeframe.bearishOrderBlocksList.get(j)
orderBlockInfoF.timeframeStr := curTimeframe.timeframeStr
allOrderBlocksList.unshift(createOrderBlock(orderBlockInfoF))
if combineOBs
combineOBsFunc()
if allOrderBlocksList.size() > 0
for i = 0 to allOrderBlocksList.size() - 1
curOB = allOrderBlocksList.get(i)
if isOBValid(curOB.info)
renderOrderBlock(curOB)
findOrderBlocks()
[bullishOrderBlocksListTimeframe1, bearishOrderBlocksListTimeframe1] = getTFData(timeframeInfos.get(0), timeframe1)
if barstate.islast
handleTimeframeInfo(timeframeInfos.get(0), bullishOrderBlocksListTimeframe1, bearishOrderBlocksListTimeframe1)
handleOrderBlocksFinal()