Market Structure Break & Order Block

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。

Pine Script

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © EmreKb
 
//@version=5
indicator("Market Structure Break & Order Block", "MSB-OB", overlay=true, max_lines_count=500, max_bars_back=4900, max_boxes_count=500)
 
zigzag_len = input.int(9, "ZigZag Length")
show_zigzag = input.bool(true, "Show Zigzag")
fib_factor = input.float(0.33, "Fib Factor for breakout confirmation", 0, 1, 0.01)
 
var float[] high_points_arr = array.new_float(5)
var int[] high_index_arr = array.new_int(5)
var float[] low_points_arr = array.new_float(5)
var int[] low_index_arr = array.new_int(5)
var box[] bu_ob_boxes = array.new_box(5)
var box[] be_ob_boxes = array.new_box(5)
 
to_up = high >= ta.highest(zigzag_len)
to_down = low <= ta.lowest(zigzag_len)
 
trend = 1
trend := nz(trend[1], 1)
trend := trend == 1 and to_down ? -1 : trend == -1 and to_up ? 1 : trend
 
last_trend_up_since = ta.barssince(to_up[1])
low_val = ta.lowest(nz(last_trend_up_since > 0 ? last_trend_up_since : 1, 1))
low_index = bar_index - ta.barssince(low_val == low)
 
last_trend_down_since = ta.barssince(to_down[1])
high_val = ta.highest(nz(last_trend_down_since > 0 ? last_trend_down_since : 1, 1))
high_index = bar_index - ta.barssince(high_val == high)
 
if ta.change(trend) != 0
    if trend == 1
        array.push(low_points_arr, low_val)
        array.push(low_index_arr, low_index)
    if trend == -1
        array.push(high_points_arr, high_val)
        array.push(high_index_arr, high_index)
 
 
f_get_high(ind) =>
    [array.get(high_points_arr, array.size(high_points_arr) - 1 - ind), array.get(high_index_arr, array.size(high_index_arr) - 1 - ind)]
 
 
f_get_low(ind) =>
    [array.get(low_points_arr, array.size(low_points_arr) - 1 - ind), array.get(low_index_arr, array.size(low_index_arr) - 1 - ind)]
 
 
[h0, h0i] = f_get_high(0)
[h1, h1i] = f_get_high(1)
 
[l0, l0i] = f_get_low(0)
[l1, l1i] = f_get_low(1)
 
if ta.change(trend) != 0 and show_zigzag
    if trend == 1
        line.new(h0i, h0, l0i, l0)
    if trend == -1
        line.new(l0i, l0, h0i, h0)
 
market = 1
market := nz(market[1], 1)
// market := market == 1 and close < l0 and low < l0 - math.abs(h0 - l0) * fib_factor ? -1 : market == -1 and close > h0 and high > h0 + math.abs(h0 - l0) * fib_factor ? 1 : market
last_l0 = ta.valuewhen(ta.change(market) != 0, l0, 0)
last_h0 = ta.valuewhen(ta.change(market) != 0, h0, 0)
market := last_l0 == l0 or last_h0 == h0 ? market : market == 1 and l0 < l1 and l0 < l1 - math.abs(h0 - l1) * fib_factor ? -1 : market == -1 and h0 > h1 and h0 > h1 + math.abs(h1 - l0) * fib_factor ? 1 : market
 
bu_ob_index = bar_index
bu_ob_index := nz(bu_ob_index[1], bar_index)
for i=h1i to l0i[zigzag_len]
    index = bar_index - i 
    if open[index] > close[index]
        bu_ob_index := bar_index[index]
 
bu_ob_since = bar_index - bu_ob_index
 
be_ob_index = bar_index
be_ob_index := nz(be_ob_index[1], bar_index)
for i=l1i to h0i[zigzag_len]
    index = bar_index - i 
    if open[index] < close[index]
        be_ob_index := bar_index[index]
 
be_ob_since = bar_index - be_ob_index
 
if ta.change(market) != 0
    if market == 1
        line.new(h1i, h1, h0i, h1, color=color.green, width=2)
        label.new(int(math.avg(h1i, l0i)), h1, "MSB", color=color.new(color.black, 100), style=label.style_label_down, textcolor=color.green, size=size.small)
        bu_ob = box.new(bu_ob_index, high[bu_ob_since], bar_index, low[bu_ob_since], bgcolor=color.new(color.green, 70), border_color=color.green, text="Bu-OB", text_color=color.green, text_halign=text.align_right, text_size=size.tiny)
        array.push(bu_ob_boxes, bu_ob)
    if market == -1
        line.new(l1i, l1, l0i, l1, color=color.red, width=2)
        label.new(int(math.avg(l1i, h0i)), l1, "MSB", color=color.new(color.black, 100), style=label.style_label_up, textcolor=color.red, size=size.small)
        be_ob = box.new(be_ob_index, high[be_ob_since], bar_index, low[be_ob_since], bgcolor=color.new(color.red, 70), border_color=color.red, text="Be-OB", text_color=color.red, text_halign=text.align_right, text_size=size.tiny)
        array.push(be_ob_boxes, be_ob)
 
for bull_ob in bu_ob_boxes
    bottom = box.get_bottom(bull_ob)
    if close < bottom
        box.delete(bull_ob)
    else if array.size(bu_ob_boxes) == 5
        box.delete(array.shift(bu_ob_boxes))
    else
        box.set_right(bull_ob, bar_index)
    
for bear_ob in be_ob_boxes
    top = box.get_top(bear_ob)
    if close > top
        box.delete(bear_ob)
    else if array.size(be_ob_boxes) == 5
        box.delete(array.shift(be_ob_boxes))
    else
        box.set_right(bear_ob, bar_index)

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