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("Order Blocks & Breaker Blocks [LuxAlgo]", overlay = true
, max_lines_count = 500
, max_labels_count = 500
, max_boxes_count = 500)
//------------------------------------------------------------------------------
//Settings
//-----------------------------------------------------------------------------{
length = input.int(10, 'Swing Lookback' , minval = 3)
showBull = input.int(3, 'Show Last Bullish OB', minval = 0)
showBear = input.int(3, 'Show Last Bearish OB', minval = 0)
useBody = input(false, 'Use Candle Body')
//Style
bullCss = input(color.new(#2157f3, 80), 'Bullish OB' , inline = 'bullcss', group = 'Style')
bullBreakCss = input(color.new(#ff1100, 80), 'Bullish Break', inline = 'bullcss', group = 'Style')
bearCss = input(color.new(#ff5d00, 80), 'Bearish OB' , inline = 'bearcss', group = 'Style')
bearBreakCss = input(color.new(#0cb51a, 80), 'Bearish Break', inline = 'bearcss', group = 'Style')
showLabels = input(false, 'Show Historical Polarity Changes')
//-----------------------------------------------------------------------------}
//UDT's
//-----------------------------------------------------------------------------{
type ob
float top = na
float btm = na
int loc = bar_index
bool breaker = false
int break_loc = na
type swing
float y = na
int x = na
bool crossed = false
//-----------------------------------------------------------------------------}
//Functions
//-----------------------------------------------------------------------------{
swings(len)=>
var os = 0
var swing top = swing.new(na, na)
var swing btm = swing.new(na, na)
upper = ta.highest(len)
lower = ta.lowest(len)
os := high[len] > upper ? 0
: low[len] < lower ? 1 : os
if os == 0 and os[1] != 0
top := swing.new(high[length], bar_index[length])
if os == 1 and os[1] != 1
btm := swing.new(low[length], bar_index[length])
[top, btm]
method notransp(color css) => color.rgb(color.r(css), color.g(css), color.b(css))
method display(ob id, css, break_css)=>
if id.breaker
box.new(id.loc, id.top, id.break_loc, id.btm, css.notransp()
, bgcolor = css
, xloc = xloc.bar_time)
box.new(id.break_loc, id.top, time+1, id.btm, na
, bgcolor = break_css
, extend = extend.right
, xloc = xloc.bar_time)
line.new(id.loc, id.top, id.break_loc, id.top, xloc.bar_time, color = css.notransp())
line.new(id.loc, id.btm, id.break_loc, id.btm, xloc.bar_time, color = css.notransp())
line.new(id.break_loc, id.top, time+1, id.top, xloc.bar_time, extend.right, break_css.notransp(), line.style_dashed)
line.new(id.break_loc, id.btm, time+1, id.btm, xloc.bar_time, extend.right, break_css.notransp(), line.style_dashed)
else
box.new(id.loc, id.top, time, id.btm, na
, bgcolor = css
, extend = extend.right
, xloc = xloc.bar_time)
line.new(id.loc, id.top, time, id.top, xloc.bar_time, extend.right, css.notransp())
line.new(id.loc, id.btm, time, id.btm, xloc.bar_time, extend.right, css.notransp())
//-----------------------------------------------------------------------------}
//Detect Swings
//-----------------------------------------------------------------------------{
n = bar_index
[top, btm] = swings(length)
max = useBody ? math.max(close, open) : high
min = useBody ? math.min(close, open) : low
//-----------------------------------------------------------------------------}
//Bullish OB
//-----------------------------------------------------------------------------{
var bullish_ob = array.new<ob>(0)
bull_break_conf = 0
if close > top.y and not top.crossed
top.crossed := true
minima = max[1]
maxima = min[1]
loc = time[1]
for i = 1 to (n - top.x)-1
minima := math.min(min[i], minima)
maxima := minima == min[i] ? max[i] : maxima
loc := minima == min[i] ? time[i] : loc
bullish_ob.unshift(ob.new(maxima, minima, loc))
if bullish_ob.size() > 0
for i = bullish_ob.size()-1 to 0
element = bullish_ob.get(i)
if not element.breaker
if math.min(close, open) < element.btm
element.breaker := true
element.break_loc := time
else
if close > element.top
bullish_ob.remove(i)
else if i < showBull and top.y < element.top and top.y > element.btm
bull_break_conf := 1
//Set label
if bull_break_conf > bull_break_conf[1] and showLabels
label.new(top.x, top.y, '▼', color = na
, textcolor = bearCss.notransp()
, style = label.style_label_down
, size = size.tiny)
//-----------------------------------------------------------------------------}
//Bearish OB
//-----------------------------------------------------------------------------{
var bearish_ob = array.new<ob>(0)
bear_break_conf = 0
if close < btm.y and not btm.crossed
btm.crossed := true
minima = min[1]
maxima = max[1]
loc = time[1]
for i = 1 to (n - btm.x)-1
maxima := math.max(max[i], maxima)
minima := maxima == max[i] ? min[i] : minima
loc := maxima == max[i] ? time[i] : loc
bearish_ob.unshift(ob.new(maxima, minima, loc))
if bearish_ob.size() > 0
for i = bearish_ob.size()-1 to 0
element = bearish_ob.get(i)
if not element.breaker
if math.max(close, open) > element.top
element.breaker := true
element.break_loc := time
else
if close < element.btm
bearish_ob.remove(i)
else if i < showBear and btm.y > element.btm and btm.y < element.top
bear_break_conf := 1
//Set label
if bear_break_conf > bear_break_conf[1] and showLabels
label.new(btm.x, btm.y, '▲', color = na
, textcolor = bullCss.notransp()
, style = label.style_label_up
, size = size.tiny)
//-----------------------------------------------------------------------------}
//Set Order Blocks
//-----------------------------------------------------------------------------{
for bx in box.all
bx.delete()
for l in line.all
l.delete()
if barstate.islast
//Bullish
if showBull > 0
for i = 0 to math.min(showBull-1, bullish_ob.size())
get_ob = bullish_ob.get(i)
get_ob.display(bullCss, bullBreakCss)
//Bearish
if showBear > 0
for i = 0 to math.min(showBear-1, bearish_ob.size())
get_ob = bearish_ob.get(i)
get_ob.display(bearCss, bearBreakCss)
//-----------------------------------------------------------------------------}