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。
//@version=6
indicator("Strong Reversal Signals", overlay=true, max_lines_count=500, max_labels_count=500, max_boxes_count=500)
gSrc = "Liquidity Source"
src_mode = input.string("Macro Pivots", "Source", options=["Macro Pivots", "HTF Previous Bar", "Session High/Low"], group=gSrc)
pivLen = input.int(20, "Pivot Length", minval=3, maxval=100, group=gSrc)
htfRes = input.timeframe("240", "HTF Resolution", group=gSrc)
sessTz = input.string("America/New_York", "Session Timezone", group=gSrc)
sAsia = input.session("2000-0000", "Asian Session", group=gSrc)
sLon = input.session("0300-0800", "London Session", group=gSrc)
sNy = input.session("0900-1600", "New York Session", group=gSrc)
grabWick = input.float(20.0, "Min Reversal Wick (%)", minval=1, maxval=100, tooltip="Minimum rejection-wick size on the candle that sweeps liquidity.", group=gSrc)
gT = "Targets"
tp1Pct = input.float(10.0, "TP1 % of ADR10", minval=0.5, step=0.5, group=gT)
tp2Pct = input.float(25.0, "TP2 % of ADR10", minval=0.5, step=0.5, group=gT)
slPct = input.float(35.0, "SL % of ADR10", minval=0.5, step=0.5, group=gT)
expBars= input.int(120, "Trade Expiry (bars)", minval=10, group=gT)
zoneW = input.int(30, "Zone Width (bars)", minval=10, maxval=500, group=gT)
zoneH = input.float(2.0, "Zone Height % of ADR10", minval=0.1, step=0.1, group=gT)
keptN = input.int(100, "Max Signals Kept", minval=1, maxval=120, group=gT)
gR = "Strength Ranking"
minStars = input.int(0, "Minimum Stars To Plot", minval=0, maxval=4, tooltip="0 = show every signal. Raise to show only stronger setups; the dashboard still tracks every tier.", group=gR)
wTrend = input.float(0.30, "Weight · Trend Context", minval=0, maxval=1, step=0.05, group=gR)
wWick = input.float(0.25, "Weight · Rejection Wick", minval=0, maxval=1, step=0.05, group=gR)
wCalm = input.float(0.20, "Weight · Volatility Regime",minval=0, maxval=1, step=0.05, group=gR)
wNear = input.float(0.15, "Weight · Mean Proximity", minval=0, maxval=1, step=0.05, group=gR)
wSweep = input.float(0.10, "Weight · Sweep Depth", minval=0, maxval=1, step=0.05, group=gR)
gC = "Colors"
colBuy = input.color(#1f9e6f, "Buy / Long", inline="c", group=gC)
colSell = input.color(#7e2330, "Sell / Short", inline="c", group=gC)
colTP = input.color(#1f9e6f, "Target Zones", group=gC)
colSL = input.color(#7e2330, "Stop Zone", group=gC)
zoneAlpha = input.int(82, "Zone Transparency", minval=0, maxval=100, group=gC)
borderAlpha = input.int(45, "Border Transparency", minval=0, maxval=100, group=gC)
showTags = input.bool(true, "Show SL/TP Tags", group=gC)
lblSize = input.string("Normal", "Signal Label Size", options=["Tiny","Small","Normal","Large","Huge"], group=gC)
tagSize = input.string("Normal", "SL/TP Tag Size", options=["Tiny","Small","Normal","Large","Huge"], group=gC)
lblOff = input.float(6.0, "Signal Label Offset (% of ADR10)", minval=0, step=0.5, tooltip="Pushes the BUY/SELL label clear of the candles (below the bar for buys, above for sells).", group=gC)
gP = "Dashboard"
showPanel = input.bool(true, "Show Dashboard", group=gP)
panelPos = input.string("Top Right", "Position", options=["Top Right","Top Left","Bottom Right","Bottom Left","Middle Right"], group=gP)
panelSize = input.string("Normal", "Text Size", options=["Tiny","Small","Normal","Large","Huge"], group=gP)
gA = "Alerts"
alertsOn = input.bool(true, "Enable Alerts", group=gA)
alertMinStars = input.int(0, "Alert Minimum Stars", minval=0, maxval=4, tooltip="Only fire alerts for setups at or above this rank. 4 = strongest only.", group=gA)
f_clamp(float v) => math.min(math.max(v, 0.0), 1.0)
f_stars(float s) => s >= 7.5 ? "★★★★" : s >= 6.5 ? "★★★" : s >= 5.5 ? "★★" : s >= 4.5 ? "★" : "·"
f_tier(float s) => s >= 7.5 ? 4 : s >= 6.5 ? 3 : s >= 5.5 ? 2 : s >= 4.5 ? 1 : 0
f_pos() =>
switch panelPos
"Top Right" => position.top_right
"Top Left" => position.top_left
"Bottom Right" => position.bottom_right
"Bottom Left" => position.bottom_left
"Middle Right" => position.middle_right
=> position.top_right
f_sz(string s, bool head) => head ? (s=="Tiny"?size.tiny:s=="Small"?size.small:s=="Normal"?size.normal:s=="Large"?size.large:size.huge) : (s=="Tiny"?size.tiny:s=="Small"?size.small:s=="Normal"?size.small:s=="Large"?size.normal:size.large)
f_lblsz(string s) => s=="Tiny"?size.tiny:s=="Small"?size.small:s=="Normal"?size.normal:s=="Large"?size.large:size.huge
f_tname(float s) => s>=7.5?"ELITE":s>=6.5?"STRONG":s>=5.5?"MODERATE":s>=4.5?"WEAK":"MINIMAL"
f_amsg(int dir, float sc, float e, float sl, float tp1, float tp2) =>
(dir==1?"BUY Reversal":"SELL Reversal") + " " + f_stars(sc) + " (" + f_tname(sc) + ")\n" + syminfo.ticker + " " + timeframe.period + "\nStrength: " + str.tostring(sc,"#.0") + "/10\nEntry: " + str.tostring(e,format.mintick) + "\nSL: " + str.tostring(sl,format.mintick) + "\nTP1: " + str.tostring(tp1,format.mintick) + "\nTP2: " + str.tostring(tp2,format.mintick)
float atr14 = nz(ta.atr(14), ta.cum(high - low) / (bar_index + 1))
float ema50 = ta.ema(close, 50)
float ema200 = ta.ema(close, 200)
float atrPct = ta.percentrank(atr14, 100)
int L = (pivLen % 2 == 0) ? (pivLen + 1) : pivLen
int pv = int(L / 2)
bool useHtf = src_mode == "HTF Previous Bar"
bool useSess = src_mode == "Session High/Low"
[hHtf, lHtf] = request.security(syminfo.tickerid, htfRes, [high[1], low[1]], lookahead=barmerge.lookahead_on)
bool newHtf = ta.change(time(htfRes)) != 0
bool inAsia = not na(time(timeframe.period, sAsia, sessTz))
bool inLon = not na(time(timeframe.period, sLon, sessTz))
bool inNy = not na(time(timeframe.period, sNy, sessTz))
var float aH = na
var float aL = na
var float lH = na
var float lL = na
var float nH = na
var float nL = na
if inAsia
aH := na(aH) ? high : math.max(aH, high)
aL := na(aL) ? low : math.min(aL, low)
if inLon
lH := na(lH) ? high : math.max(lH, high)
lL := na(lL) ? low : math.min(lL, low)
if inNy
nH := na(nH) ? high : math.max(nH, high)
nL := na(nL) ? low : math.min(nL, low)
bool aEnd = not inAsia and inAsia[1]
bool lEnd = not inLon and inLon[1]
bool nEnd = not inNy and inNy[1]
float rngBar = (high - low) == 0 ? syminfo.mintick : (high - low)
float upWick = (high - math.max(open, close)) / rngBar
float dnWick = (math.min(open, close) - low) / rngBar
float adr10 = request.security(syminfo.tickerid, "D", (math.sum(high[1] - low[1], 10)) / 10, lookahead=barmerge.lookahead_off)
float adrA = nz(adr10) > 0.0 ? adr10 : close * 0.04
float tp1D = adrA * (tp1Pct / 100)
float tp2D = adrA * (tp2Pct / 100)
float slD = adrA * (slPct / 100)
float zh = adrA * (zoneH / 100) / 2
bool adrOk = nz(adr10) > 0.0
float rTP1 = slPct > 0 ? tp1Pct / slPct : 0.0
float rTP2 = slPct > 0 ? tp2Pct / slPct : 0.0
f_score(int dir, float entry, float gExt, float gLvl, float gWick) =>
float fTrend = (dir == -1 ? (ema50 - ema200) : (ema200 - ema50)) / atr14
float fAlign = (dir == -1 ? (ema200 - entry) : (entry - ema200)) / atr14
float trendN = f_clamp((fTrend + 2.0) / 4.0)
float wickN = f_clamp(gWick / 0.6)
float calmN = f_clamp(1.0 - atrPct / 100.0)
float nearN = f_clamp(1.0 - math.max(fAlign, 0.0) / 3.0)
float sweepN = f_clamp(math.abs(gExt - gLvl) / (atr14 * 1.5))
float wsum = wTrend + wWick + wCalm + wNear + wSweep
float raw = wsum > 0 ? (trendN*wTrend + wickN*wWick + calmN*wCalm + nearN*wNear + sweepN*wSweep) / wsum : 0.0
math.min(math.max(raw * 10.0, 0.0), 10.0)
type Trade
int dir = 0
float entry = na
float sl = na
float tp1 = na
float tp2 = na
float score = 0.0
int tier = 0
int entryBar = na
bool reachedTP1 = false
bool resolved = false
box bSL = na
box bTP1 = na
box bTP2 = na
label lEntry = na
label lSL = na
label lTP1 = na
label lTP2 = na
var array<Trade> trades = array.new<Trade>()
var int totalSignals = 0
var int wins = 0
var int losses = 0
var int tp2Hit = 0
var int expired = 0
var float totalR = 0.0
var array<int> tierWin = array.new_int(5, 0)
var array<int> tierLoss = array.new_int(5, 0)
var array<string> recent = array.new<string>()
f_logRecent(string s) =>
array.unshift(recent, s)
if array.size(recent) > 10
array.pop(recent)
f_zone(float lvl, int x1, int x2, color c) =>
box.new(x1, lvl + zh, x2, lvl - zh, bgcolor=color.new(c, zoneAlpha), border_color=color.new(c, borderAlpha), border_width=1)
f_tag(float lvl, int x1, string t, color c) =>
showTags ? label.new(x1, lvl, t, style=label.style_label_lower_left, color=color.new(c, 25), textcolor=color.white, size=f_lblsz(tagSize)) : na
var float topVal = na
var bool topBrk = true
var float btmVal = na
var bool btmBrk = true
var int gState = 0
var float gExt = na
var float gLvl = na
var float gWick = na
if useSess
if aEnd or lEnd or nEnd
float fh = na
float fl = na
if aEnd
fh := aH
fl := aL
aH := na
aL := na
else if lEnd
fh := lH
fl := lL
lH := na
lL := na
else if nEnd
fh := nH
fl := nL
nH := na
nL := na
topVal := fh
btmVal := fl
topBrk := false
btmBrk := false
gState := 0
else if useHtf
if newHtf
topVal := hHtf
btmVal := lHtf
topBrk := false
btmBrk := false
gState := 0
else
float ph = ta.pivothigh(high, pv, pv)
float pl = ta.pivotlow(low, pv, pv)
if not na(ph)
topVal := ph
topBrk := false
if not na(pl)
btmVal := pl
btmBrk := false
if (not topBrk) and close > topVal and upWick * 100 >= grabWick
topBrk := true
gState := 1
gExt := high
gLvl := topVal
gWick := upWick
if (not btmBrk) and close < btmVal and dnWick * 100 >= grabWick
btmBrk := true
gState := -1
gExt := low
gLvl := btmVal
gWick := dnWick
var bool firedLong = false
var bool firedShort = false
firedLong := false
firedShort := false
f_open(int dir, float sc) =>
float e = close
Trade t = Trade.new(dir, e, dir == -1 ? e + slD : e - slD, dir == -1 ? e - tp1D : e + tp1D, dir == -1 ? e - tp2D : e + tp2D, sc, f_tier(sc), bar_index, false, false, na, na, na, na, na, na, na)
int x1 = bar_index
int x2 = bar_index + zoneW
t.bSL := f_zone(t.sl, x1, x2, colSL)
t.bTP1 := f_zone(t.tp1, x1, x2, colTP)
t.bTP2 := f_zone(t.tp2, x1, x2, colTP)
t.lSL := f_tag(t.sl, x1, "SL", colSL)
t.lTP1 := f_tag(t.tp1, x1, "TP1", colTP)
t.lTP2 := f_tag(t.tp2, x1, "TP2", colTP)
color ec = dir == 1 ? colBuy : colSell
string txt = (dir == 1 ? "BUY Reversal " : "SELL Reversal ") + f_stars(sc)
float off = adrA * (lblOff / 100.0)
float ly = dir == 1 ? low - off : high + off
t.lEntry := label.new(x1, ly, txt, style=dir == 1 ? label.style_label_up : label.style_label_down, color=color.new(ec, 0), textcolor=color.white, size=f_lblsz(lblSize))
array.push(trades, t)
if gState == 1
if high >= gExt
gExt := high
else if barstate.isconfirmed
gState := 2
if adrOk
float sc = f_score(-1, close, gExt, gLvl, gWick)
if f_tier(sc) >= minStars
f_open(-1, sc)
totalSignals += 1
firedShort := true
if alertsOn and f_tier(sc) >= alertMinStars
alert(f_amsg(-1, sc, close, close + slD, close - tp1D, close - tp2D), alert.freq_once_per_bar_close)
if gState == -1
if low <= gExt
gExt := low
else if barstate.isconfirmed
gState := -2
if adrOk
float sc = f_score(1, close, gExt, gLvl, gWick)
if f_tier(sc) >= minStars
f_open(1, sc)
totalSignals += 1
firedLong := true
if alertsOn and f_tier(sc) >= alertMinStars
alert(f_amsg(1, sc, close, close - slD, close + tp1D, close + tp2D), alert.freq_once_per_bar_close)
if barstate.isconfirmed and array.size(trades) > 0
for i = 0 to array.size(trades) - 1
if i < array.size(trades)
Trade t = array.get(trades, i)
if not t.resolved and bar_index > t.entryBar
bool done = false
string res = ""
float r = 0.0
bool hSL = t.dir == 1 ? low <= t.sl : high >= t.sl
bool hT1 = t.dir == 1 ? high >= t.tp1 : low <= t.tp1
bool hT2 = t.dir == 1 ? high >= t.tp2 : low <= t.tp2
if hSL and not t.reachedTP1
done := true
res := "SL"
r := -1.0
else
if hT1
t.reachedTP1 := true
if t.reachedTP1 and hT2
done := true
res := "TP2"
r := rTP2
else if t.reachedTP1 and hSL
done := true
res := "TP1"
r := rTP1
if not done and (bar_index - t.entryBar) >= expBars
done := true
if t.reachedTP1
res := "TP1"
r := rTP1
else
res := "EXP"
if done
t.resolved := true
if res == "SL"
losses += 1
totalR += r
array.set(tierLoss, t.tier, array.get(tierLoss, t.tier) + 1)
f_logRecent("SL")
else if res == "TP1"
wins += 1
totalR += r
array.set(tierWin, t.tier, array.get(tierWin, t.tier) + 1)
f_logRecent("TP1")
else if res == "TP2"
wins += 1
tp2Hit += 1
totalR += r
array.set(tierWin, t.tier, array.get(tierWin, t.tier) + 1)
f_logRecent("TP2")
else
expired += 1
int openCount = 0
if array.size(trades) > 0
for i = 0 to array.size(trades) - 1
if not array.get(trades, i).resolved
openCount += 1
while array.size(trades) > keptN
Trade old = array.shift(trades)
box.delete(old.bSL)
box.delete(old.bTP1)
box.delete(old.bTP2)
label.delete(old.lEntry)
label.delete(old.lSL)
label.delete(old.lTP1)
label.delete(old.lTP2)
f_tierWR(int k) =>
int w = array.get(tierWin, k)
int l = array.get(tierLoss, k)
int n = w + l
[n > 0 ? w / n * 100 : 0.0, n]
if showPanel and barstate.islast
string th = f_sz(panelSize, true)
string tb = f_sz(panelSize, false)
int resolved = wins + losses
float wr = resolved > 0 ? wins / resolved * 100 : 0.0
float exp = resolved > 0 ? totalR / resolved : 0.0
var table d = table.new(f_pos(), 3, 24, bgcolor=color.new(#101418, 8), frame_color=color.new(#39414b, 40), frame_width=2, border_color=color.new(#39414b, 60), border_width=1)
table.cell(d, 0, 0, "STRONG REVERSAL SIGNALS", text_color=color.white, text_size=th, bgcolor=color.new(#1f9e6f, 25))
table.merge_cells(d, 0, 0, 2, 0)
table.cell(d, 0, 1, "Trades", text_color=color.silver, text_size=tb, text_halign=text.align_left)
table.cell(d, 1, 1, str.tostring(totalSignals), text_color=color.white, text_size=tb)
table.cell(d, 2, 1, "open " + str.tostring(openCount), text_color=color.new(color.orange, 0), text_size=tb, text_halign=text.align_right)
table.cell(d, 0, 2, "Wins / Losses", text_color=color.silver, text_size=tb, text_halign=text.align_left)
table.cell(d, 1, 2, str.tostring(wins), text_color=color.new(colBuy, 0), text_size=tb)
table.cell(d, 2, 2, str.tostring(losses), text_color=color.new(colSell, 0), text_size=tb, text_halign=text.align_right)
color wrc = wr >= 50 ? color.new(colBuy, 0) : color.new(colSell, 0)
table.cell(d, 0, 3, "Win Rate", text_color=color.white, text_size=tb, text_halign=text.align_left)
table.cell(d, 1, 3, resolved > 0 ? str.tostring(wr, "#.#") + "%" : "—", text_color=wrc, text_size=tb)
table.cell(d, 2, 3, (totalR >= 0 ? "+" : "") + str.tostring(totalR, "#.#") + "R", text_color=wrc, text_size=tb, text_halign=text.align_right)
table.cell(d, 0, 4, "Expectancy", text_color=color.silver, text_size=tb, text_halign=text.align_left)
table.cell(d, 1, 4, resolved > 0 ? (exp >= 0 ? "+" : "") + str.tostring(exp, "#.##") + "R" : "—", text_color=wrc, text_size=tb)
table.cell(d, 2, 4, "TP2 " + str.tostring(tp2Hit), text_color=color.new(colTP, 0), text_size=tb, text_halign=text.align_right)
table.cell(d, 0, 5, "WIN RATE BY STRENGTH", text_color=color.new(color.white, 20), text_size=tb, bgcolor=color.new(#39414b, 70), text_halign=text.align_center)
table.merge_cells(d, 0, 5, 2, 5)
table.cell(d, 0, 6, "Tier", text_color=color.new(color.white,40), text_size=tb, text_halign=text.align_left)
table.cell(d, 1, 6, "WR", text_color=color.new(color.white,40), text_size=tb)
table.cell(d, 2, 6, "n", text_color=color.new(color.white,40), text_size=tb, text_halign=text.align_right)
string[] lab = array.from("★★★★", "★★★", "★★", "★")
int rowi = 7
for k = 4 to 1
[twr, tn] = f_tierWR(k)
color tc = twr >= 80 ? color.new(colBuy, 0) : twr >= 70 ? color.new(#b6c47a, 0) : color.new(colSell, 0)
table.cell(d, 0, rowi, array.get(lab, 4 - k), text_color=color.yellow, text_size=tb, text_halign=text.align_left)
table.cell(d, 1, rowi, tn > 0 ? str.tostring(twr, "#.#") + "%" : "—", text_color=tc, text_size=tb)
table.cell(d, 2, rowi, str.tostring(tn), text_color=color.white, text_size=tb, text_halign=text.align_right)
rowi += 1
table.cell(d, 0, 11, "LAST TRADES", text_color=color.new(color.white, 20), text_size=tb, bgcolor=color.new(#39414b, 70), text_halign=text.align_center)
table.merge_cells(d, 0, 11, 2, 11)
int hn = array.size(recent)
if hn > 0
for i = 0 to math.min(hn - 1, 9)
string o = array.get(recent, i)
color oc = o == "SL" ? color.new(colSell, 0) : color.new(colTP, 0)
table.cell(d, 0, 12 + i, "#" + str.tostring(i + 1), text_color=color.new(color.white, 35), text_size=tb, text_halign=text.align_left)
table.cell(d, 1, 12 + i, o, text_color=oc, text_size=tb)
table.cell(d, 2, 12 + i, "", text_color=color.white, text_size=tb)
alertcondition(firedLong, "Buy Reversal", "Bullish reversal signal formed.")
alertcondition(firedShort, "Sell Reversal", "Bearish reversal signal formed.")