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( 'Liquidity Sweeps [LuxAlgo]'
, 'LuxAlgo - Liquidity Sweeps'
, max_lines_count=500
, max_boxes_count=500
, overlay=true
)
//------------------------------------------------------------------------------
//Settings
//-----------------------------------------------------------------------------{
len = input.int(5, 'Swings', minval=1, group='Liquidity Sweeps')
opt = input.string('Only Wicks', 'options'
, options=['Only Wicks', 'Only Outbreaks & Retest', 'Wicks + Outbreaks & Retest'], group='Liquidity Sweeps')
colBl = input.color(#089981, 'Bull ', group='Liquidity Sweeps', inline='c1')
colBr = input.color(#f23645, 'Bear' , group='Liquidity Sweeps', inline='c2')
colBl2 = input.color(#08998180, '' , group='Liquidity Sweeps', inline='c1')
colBr2 = input.color(#f2364580, '' , group='Liquidity Sweeps', inline='c2')
extend = input.bool(true, 'Extend', group='Sweep Area')
maxB = input.int(300, 'Max bars', minval=1, maxval=5000, group='Sweep Area')
colBl3 = input.color(#08998141, 'Bull ', group='Sweep Area')
colBr3 = input.color(#f2364541, 'Bear' , group='Sweep Area')
oW = opt == 'Only Wicks'
oO = opt == 'Only Outbreaks & Retest'
WO = opt == 'Wicks + Outbreaks & Retest'
n = bar_index
//-----------------------------------------------------------------------------}
//UDT's
//-----------------------------------------------------------------------------{
type piv
float prc // price
int bix // bar_index
bool brk // broken
bool mit // mitigated
bool tak // taken
bool wic // wick
line lin
type boxBr
box bx
line ln
bool br
int dr
//-----------------------------------------------------------------------------}
//Variables
//-----------------------------------------------------------------------------{
var array< piv >aPivH = array.new< piv >(1, piv.new ())
var array< piv >aPivL = array.new< piv >(1, piv.new ())
var array<boxBr>aBoxBr = array.new<boxBr>(1, boxBr.new())
//-----------------------------------------------------------------------------}
//Methods - functions
//-----------------------------------------------------------------------------{
method n(float piv) => bool out = not na(piv)
method p(piv piv, float val) => float out = (100 / piv.prc * val) - 100
method l(piv get, color c, string s='sd') =>
style = switch s
'dt' => line.style_dotted
'ds' => line.style_dashed
=> line.style_solid
line.new(get.bix, get.prc, n, get.prc, color=c, style = style)
method br(piv get, color c3, color c, int d) =>
y1 = d == 1 ? high : get.prc
y2 = d == 1 ? get.prc : low
boxBr.new(
box.new(n -1, y1, n +1, y2
, border_color
= color.new(
na, na )
, bgcolor=c3)
, line.new(n , y1, n, y2, color=c, width=3)
, false
, d)
lnDot(y, c) => line.new(n, y, n+3, y, color=c, style=line.style_dotted)
//-----------------------------------------------------------------------------}
//Execution
//-----------------------------------------------------------------------------{
ph = ta.pivothigh(len, len)
pl = ta.pivotlow (len, len)
if ph.n()
aPivH.unshift(piv.new(ph, n -len, false, false, false, false))
if pl.n()
aPivL.unshift(piv.new(pl, n -len, false, false, false, false))
for i = aPivH.size() -1 to 0
get = aPivH.get(i)
if not get.mit
if not get.brk
if close > get.prc
if not oW
get.brk := true
else
get.mit := true
if not oO and not get.wic
if high > get.prc and close < get.prc
aBoxBr.unshift(get.br(colBr3, colBr, 1))
get.l(colBr2, 'dt'), lnDot(low, colBr)
get.wic := true
else
if close < get.prc
get.mit := true
if not oW and low < get.prc and close > get.prc
aBoxBr.unshift(get.br(colBl3, colBl, -1))
get.l(colBl2, 'ds'), lnDot(high, colBl)
get.tak := true
if n - get.bix > 2000 or get.mit or get.tak
aPivH.remove(i).lin.delete()
for i = aPivL.size() -1 to 0
get = aPivL.get(i)
if not get.mit
if not get.brk
if close < get.prc
if not oW
get.brk := true
else
get.mit := true
if not oO and not get.wic
if low < get.prc and close > get.prc
aBoxBr.unshift(get.br(colBl3, colBl, -1))
get.l(colBl2, 'dt'), lnDot(high, colBl)
get.wic := true
else
if close > get.prc
get.mit := true
if not oW and high > get.prc and close < get.prc
aBoxBr.unshift(get.br(colBr3, colBr, 1))
get.l(colBr2, 'ds'), lnDot(low, colBr)
get.tak := true
if n - get.bix > 2000 or get.mit or get.tak
aPivL.remove(i).lin.delete()
if extend
for bx in aBoxBr
if not bx.br and n - bx.bx.get_left() -1 <= maxB
bx.bx.set_right(bar_index)
if bx.dr == -1 and close < bx.bx.get_bottom()
bx.br := true
if bx.dr == 1 and close > bx.bx.get_top ()
bx.br := true
//-----------------------------------------------------------------------------}