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/
// © TFlab
//@version=5
indicator("Smart Money Setup 08 [TradingFinder] Binary Options Gold Scalper", "Smart Money Setup 08 TFlab", overlay = true, max_bars_back = 5000, max_lines_count = 500, max_labels_count = 500, max_boxes_count = 500)
//Import Library
import TFlab/AlertSenderLibrary_TradingFinder/1 as Alert
//Input
SwingPeriod = input.int(5, 'Swing Period' , minval = 1, group = 'Logical Setting')
// Alert Input
Alert = input.string('On', 'Alert', ['On', 'Off'], 'If you turn on the Alert, you can receive alerts and notifications after setting the "Alert".', group = 'Alert')
AlertName = input.string('Smart Money Setup 08 [TradingFinder]', 'Alert Name', group = 'Alert')
Frequncy = input.string('Once Per Bar' , 'Message Frequency' , ['All', 'Once Per Bar' , 'Per Bar Close'], 'The triggering frequency. Possible values are: All'+
' (all function calls trigger the alert), Once Per Bar (the first function call during the bar triggers the alert), ' +
' Per Bar Close (the function call triggers the alert only when it occurs during the last script iteration of the real-time bar,' +
' when it closes). The default is alert.freq_once_per_bar.)', group = 'Alert')
UTC = input.string('UTC' , 'Show Alert time by Time Zone', group = 'Alert')
MessageBull = input.text_area('Long Signal Position' , 'Long Position Message' , group = 'Alert')
MessageBear = input.text_area('Short Signal Position', 'Short Position Message',group = 'Alert')
VFVGFilter = 'Off'
VFVGFilterType = 'Very Aggressive'
//Fair Value Gap
FVG_Detector(FVGFilter, FVGFilterType) =>
var bool DConditionFVG = false
var bool SConditionFVG = false
//ATR
ATR = ta.atr(55)
//Demand FVG Filter Method {Choose and switch}
DConditionFVG := if FVGFilter == 'Off'
if (low > high[2] )
true
else
false
else if FVGFilter == 'On'
if FVGFilterType =='Very Aggressive' and (low > high[2] ) and (high > high[1] )
true
else if FVGFilterType =='Aggressive' and ((low > high[2] )and ((high[1] - low[1]) >= (1.0 * ATR)) and (high > high[1] ))
true
else if FVGFilterType == 'Defensive' and ((low > high[2] )and ((high[1] - low[1]) >= (1.5 * ATR)) and (high > high[1] ))
and ((close[2] - open[2] > 0 and close[1] - open[1] > 0) or math.abs((close[1] - open[1])/(high[1] - low[1])) > 0.7)
true
else if FVGFilterType =='Very Defensive' and ((low > high[2] )and ((high[1] - low[1]) >= (1.5 * ATR)) and (high > high[1] ))
and ((close[2] - open[2] > 0 and close[1] - open[1] > 0) and math.abs((close[1] - open[1])/(high[1] - low[1])) > 0.7)
and math.abs((close[2] - open[2])/(high[2] - low[2])) > 0.35 and math.abs((close - open)/(high - low)) > 0.35
true
else
false
//Supply FVG Filter Method {Choose and switch}
SConditionFVG := if FVGFilter == 'Off'
if (high < low[2] )
true
else
false
else if FVGFilter == 'On'
if FVGFilterType == 'Very Aggressive' and (high < low[2] ) and (low[1] > low )
true
else if FVGFilterType == 'Aggressive' and ((high < low[2] )and ((high[1] - low[1]) >= (1.0 * ATR)) and (low[1] > low ))
true
else if FVGFilterType == 'Defensive' and ((high < low[2] )and ((high[1] - low[1]) >= (1.5 * ATR)) and (low[1] > low ))
and ((close[2] - open[2] < 0 and close[1] - open[1] < 0) or math.abs((close[1] - open[1])/(high[1] - low[1])) > 0.7)
true
else if FVGFilterType == 'Very Defensive' and ((high < low[2] )and ((high[1] - low[1]) >= (1.5 * ATR)) and (low[1] > low ))
and ((close[2] - open[2] < 0 and close[1] - open[1] < 0) and math.abs((close[1] - open[1])/(high[1] - low[1])) > 0.7)
and math.abs((close[2] - open[2])/(high[2] - low[2])) > 0.35 and math.abs((close - open)/(high - low)) > 0.35
true
else
false
[DConditionFVG, SConditionFVG]
//SFP Detector Function
SF_Detector(SwingPeriod, MaxSwingBack_Method, MaxSwingBack, SFPType, BackToBreakPeriod) => //Swing Failure
const int Z = 100000000000000000
var MSH_P = array.new_float()
var MSH_I = array.new_int()
var MSH_II= array.new_int()
var MSL_P = array.new_float()
var MSL_I = array.new_int()
var MSL_II = array.new_int()
var MSH_Permit = array.new_bool()
var AOI_MSH = array.new_int()//Another Opportunity Index
var MSL_Permit = array.new_bool()
var AOI_MSL = array.new_int()//Another Opportunity Index
var float Last_MSH_P = 0.0
var int Last_MSH_I = 0
var float Last_MSL_P = 0.0
var int Last_MSL_I = 0
int HSwingBack = 0
int LSwingBack = 0
var bool RealSFP = na
var bool ConsiderableSFP = na
var float H_Price_SFP = 0.0
var int H_Index_SFP = 0
var float L_Price_SFP = 0.0
var int L_Index_SFP = 0
bool HAlert = na
bool LAlert = na
MSH = ta.pivothigh(SwingPeriod , SwingPeriod) // Major Swing High
MSL = ta.pivotlow(SwingPeriod , SwingPeriod) // Major Swing Low
if not (not MSH)
MSH_P.push(high[SwingPeriod])
MSH_I.push(time[SwingPeriod])
MSH_II.push(bar_index[SwingPeriod])
MSH_Permit.push(true)
AOI_MSH.push(Z)
if not (not MSL)
MSL_P.push(low[SwingPeriod])
MSL_I.push(time[SwingPeriod])
MSL_II.push(bar_index[SwingPeriod])
MSL_Permit.push(true)
AOI_MSL.push(Z)
if MSH_P.size() > 0
Last_MSH_P := MSH_P.get(MSH_P.size() - 1)
Last_MSH_I := MSH_II.get(MSH_I.size() - 1)
if MSL_P.size() > 0
Last_MSL_P := MSL_P.get(MSL_P.size() - 1)
Last_MSL_I := MSL_II.get(MSL_I.size() - 1)
switch MaxSwingBack_Method
'All' => HSwingBack := MSH_P.size() , LSwingBack := MSL_P.size()
'Custom' => HSwingBack := MaxSwingBack , LSwingBack := MaxSwingBack
switch SFPType
'All' => RealSFP := true , ConsiderableSFP := true
'Real SFP' => RealSFP := true , ConsiderableSFP := false
'Considerable SFP' => RealSFP := false , ConsiderableSFP := true
if MSH_P.size() > (MaxSwingBack_Method == 'All' ? 1 : HSwingBack)
if bar_index > bar_index[1]
for i = 1 to HSwingBack by 1
if MSH_Permit.get(MSH_P.size() - i)
if (bar_index <= AOI_MSH.get(AOI_MSH.size() - i) + BackToBreakPeriod)
if ((MSH_P.get(MSH_P.size() - i) < high and MSH_P.get(MSH_P.size() - i) > close and (AOI_MSH.get(AOI_MSH.size() - i) == Z) and RealSFP )
or ( (MSH_P.get(MSH_P.size() - i) > close and (MSH_P.get(MSH_P.size() - i) < close[1])) and ConsiderableSFP))
MSH_Permit.set(MSH_P.size() - i , false)
if bar_index - MSH_II.get(MSH_P.size() - i) >= 10 and bar_index - MSH_II.get(MSH_P.size() - i) <= 50 //and (high[1] < high[2])
MSH_Permit.set(MSH_P.size() - i , false)
H_Index_SFP := MSH_II.get(MSH_P.size() - i)
H_Price_SFP := MSH_P.get(MSH_P.size() - i)
HAlert := true
if RealSFP == false
if (MSH_P.get(MSH_P.size() - i) < high and MSH_P.get(MSH_P.size() - i) > close and (AOI_MSH.get(AOI_MSH.size() - i) == Z))
MSH_Permit.set(MSH_P.size() - i , false)
if ((MSH_P.get(MSH_P.size() - i) < close) and (AOI_MSH.get(AOI_MSH.size() - i) == Z))
AOI_MSH.set(AOI_MSH.size() - i, bar_index)
if MSL_P.size() > (MaxSwingBack_Method == 'All' ? 1 : LSwingBack)
if bar_index > bar_index[1]
for i = 1 to LSwingBack by 1
if MSL_Permit.get(MSL_P.size() - i)
if (bar_index <= AOI_MSL.get(AOI_MSL.size() - i) + BackToBreakPeriod)
if ((MSL_P.get(MSL_P.size() - i) > low and MSL_P.get(MSL_P.size() - i) < close and (AOI_MSL.get(AOI_MSL.size() - i) == Z) and RealSFP )
or ( (MSL_P.get(MSL_P.size() - i) < close and MSL_P.get(MSL_P.size() - i) > close[1]) and ConsiderableSFP))
MSL_Permit.set(MSL_P.size() - i , false)
if bar_index - MSL_II.get(MSL_P.size() - i) >= 10 and bar_index - MSL_II.get(MSL_P.size() - i) <= 100 //and (low[1] > low[2])
MSL_Permit.set(MSL_P.size() - i , false)
L_Index_SFP := MSL_II.get(MSL_P.size() - i)
L_Price_SFP := MSL_P.get(MSL_P.size() - i)
LAlert := true
if RealSFP == false
if (MSL_P.get(MSL_P.size() - i) > low and MSL_P.get(MSL_P.size() - i) < close and (AOI_MSL.get(AOI_MSL.size() - i) == Z))
MSL_Permit.set(MSL_P.size() - i , false)
if ((MSL_P.get(MSL_P.size() - i) > close) and (AOI_MSL.get(AOI_MSL.size() - i) == Z))
AOI_MSL.set(AOI_MSL.size() - i, bar_index)
[nz(HAlert),H_Index_SFP, H_Price_SFP, nz(LAlert), L_Index_SFP, L_Price_SFP, Last_MSH_I, Last_MSH_P, Last_MSL_I, Last_MSL_P]
[HAlert, H_Index_SFP, H_Price_SFP, LAlert, L_Index_SFP, L_Price_SFP, Last_MSH_I, Last_MSH_P, Last_MSL_I, Last_MSL_P] = request.security(syminfo.tickerid, timeframe.period , SF_Detector(SwingPeriod, 'Custom', 100, 'Real SFP', 2))
type data
int G_Permit
float Lvl_cp
int Lvl_ci
int Lvl_pt
int POI_pt
int POI_t
int POI_i
float POI_o
float POI_h
float POI_l
float POI_c
int FVG_i
float FVG_d
float FVG_p
int Fill_Ch_i
int Fill_POI_i
int Swg_i
float Swg_p
Pattern_Checker() =>
var int xSL_i = 0, var int xSL_ii = 0, var float xSL_p = 0.0, var int ChoCh_i = 0, var int ChoCh_ii = 0, var float ChoCh_p = 0.0, var int POI_i = 0, var int POI_ii = 0, var float POI_p = 0.0, var float POI_d = 0.0, var int FVG_i = 0, var float FVG_p = 0.0, var float FVG_d = 0.0
bool Bull = false
bool Bear = false
var Data = array.new<data>()
[DConditionFVG, SConditionFVG] = FVG_Detector(VFVGFilter, VFVGFilterType)
if barstate.isconfirmed
if LAlert
Data.push(data.new(1, Last_MSH_P, Last_MSH_I, 0, 0, 1 , bar_index, open, high, low, close, 0, 0, 0, 0, 0, L_Index_SFP, L_Price_SFP))
if HAlert
Data.push(data.new(1, Last_MSL_P, Last_MSL_I, 0, 0, -1, bar_index, open, high, low, close, 0, 0, 0, 0, 0, H_Index_SFP, H_Price_SFP))
if barstate.isconfirmed and (Data.size() >= 10)
for i = 1 to 10 by 1
get = Data.get(Data.size() - i)
if get.G_Permit == 1
if get.POI_t == 1
if get.POI_l > close
get.G_Permit := 0
if get.POI_i + SwingPeriod <= bar_index and get.POI_pt == 0
if get.POI_h > low and close > get.POI_l
get.POI_pt := 1
get.Fill_POI_i := bar_index
if get.Lvl_pt == 0
if close > get.Lvl_cp
get.Lvl_pt := 1
get.Fill_Ch_i := bar_index
if Last_MSH_P > get.Lvl_cp
get.Lvl_ci := Last_MSH_I
get.Lvl_cp := Last_MSH_P
if get.FVG_i == 0
if get.POI_pt == 1
if DConditionFVG
get.FVG_i := bar_index[1]
get.FVG_d := high[2]
get.FVG_p := low
else
if low < get.FVG_p and close > get.FVG_d and get.Lvl_pt == 1
xSL_i := get.Swg_i, xSL_ii := get.POI_i, xSL_p := get.Swg_p, ChoCh_i := get.Lvl_ci, ChoCh_ii := get.Fill_Ch_i, ChoCh_p := get.Lvl_cp, POI_i := get.POI_i, POI_ii := get.Fill_POI_i, POI_p := get.POI_h, POI_d := get.POI_l, FVG_i := get.FVG_i, FVG_p := get.FVG_p, FVG_d := get.FVG_d
Bull := true
get.G_Permit := 0
if close < get.FVG_d
get.G_Permit := 0
if get.POI_t == -1
if get.POI_h < close
get.G_Permit := 0
if get.POI_i + SwingPeriod <= bar_index and get.POI_pt == 0
if get.POI_l < high
get.POI_pt := 1
get.Fill_POI_i := bar_index
if get.Lvl_pt == 0
if close < get.Lvl_cp
get.Lvl_pt := 1
get.Fill_Ch_i := bar_index
if Last_MSL_P < get.Lvl_cp
get.Lvl_ci := Last_MSL_I
get.Lvl_cp := Last_MSL_P
if get.FVG_i == 0
if get.POI_pt == 1
if SConditionFVG
get.FVG_i := bar_index[1]
get.FVG_d := low[2]
get.FVG_p := high
else
if high > get.FVG_p and close < get.FVG_d and get.Lvl_pt == 1
xSL_i := get.Swg_i, xSL_ii := get.POI_i, xSL_p := get.Swg_p, ChoCh_i := get.Lvl_ci, ChoCh_ii := get.Fill_Ch_i, ChoCh_p := get.Lvl_cp, POI_i := get.POI_i, POI_ii := get.Fill_POI_i, POI_p := get.POI_l, POI_d := get.POI_h, FVG_i := get.FVG_i, FVG_p := get.FVG_p, FVG_d := get.FVG_d
Bear := true
get.G_Permit := 0
if close > get.FVG_d
get.G_Permit := 0
[Bull, Bear, xSL_i , xSL_ii , xSL_p , ChoCh_i , ChoCh_ii , ChoCh_p , POI_i , POI_ii , POI_p , POI_d , FVG_i , FVG_p, FVG_d]
[Bull, Bear, xSL_i , xSL_ii , xSL_p , ChoCh_i , ChoCh_ii , ChoCh_p , POI_i , POI_ii , POI_p , POI_d , FVG_i , FVG_p, FVG_d] = Pattern_Checker()
Drawing(Bull, Bear, xSL_i , xSL_ii , xSL_p , ChoCh_i , ChoCh_ii , ChoCh_p , POI_i , POI_ii , POI_p , POI_d , FVG_i , FVG_p, FVG_d) =>
var line xSL_Li = na, var label xSL_La = na
var line Cho_Li = na, var label Cho_La = na
var line POI_D = na, var line POI_P = na , var label POI_La = na, var linefill POI_F = na
var line FVG_D = na, var line FVG_P = na , var label FVG_La = na, var linefill FVG_F = na
var FVG_Box = array.new_box(),var POI_Box = array.new_box()
if Bull
xSL_Li := line.new(xSL_i, xSL_p, xSL_ii, xSL_p, color = #5be660, style = line.style_dotted)
xSL_La := label.new(int(math.avg(xSL_i, xSL_ii)), xSL_p, 'SSL',color = #a5f2a7,textcolor = #000000, style = label.style_label_center, size = size.small)
Cho_Li := line.new(ChoCh_i, ChoCh_p, ChoCh_ii, ChoCh_p, color = #5be660, style = line.style_dotted)
Cho_La := label.new(int(math.avg(ChoCh_i, ChoCh_ii)), ChoCh_p, 'ChoCh',color = #a5f2a7,textcolor = #000000, style = label.style_label_center, size = size.small)
POI_D := line.new(POI_i, POI_d, POI_ii, POI_d, color = #509fff, style = line.style_dashed)
POI_P := line.new(POI_i, POI_p, POI_ii, POI_p, color = #509fff, style = line.style_dashed)
POI_La := label.new(int(math.avg(POI_i, POI_ii)), math.avg(POI_d, POI_p), 'POI',color = #85b9f900,textcolor = #dadada, style = label.style_label_center, size = size.small)
FVG_D := line.new(FVG_i, FVG_d, bar_index, FVG_d, color = #68ff6d, style = line.style_dashed)
FVG_P := line.new(FVG_i, FVG_p, bar_index, FVG_p, color = #68ff6d, style = line.style_dashed)
FVG_La := label.new(int(math.avg(FVG_i, bar_index)), math.avg(FVG_d, FVG_p), 'Imbalance',color = #a5f2a800,textcolor = #dadada, style = label.style_label_center, size = size.small)
for i = 0 to 19 by 1
FVG_Box.push(box.new(FVG_i, FVG_d + ((FVG_p - FVG_d) * (0.05 * (i + 1))), bar_index, FVG_d + ((FVG_p - FVG_d) * (0.05 * i)), bgcolor = color.new(#00d37087, 55 + ((i + 1)* 2.25)), border_color = na, border_width = 0))
POI_Box.push(box.new(POI_i, POI_d + ((POI_p - POI_d) * (0.05 * (i + 1))), POI_ii , POI_d + ((POI_p - POI_d) * (0.05 * i)), bgcolor = color.new(#00b4eb6b, 55 + ((i + 1)* 2.25)), border_color = na, border_width = 0))
if Bear
xSL_Li := line.new(xSL_i, xSL_p, xSL_ii, xSL_p, color = #e65b5b, style = line.style_dotted)
xSL_La := label.new(int(math.avg(xSL_i, xSL_ii)), xSL_p, 'BSL',color = #dd8e8e,textcolor = #ffffff, style = label.style_label_center, size = size.small)
Cho_Li := line.new(ChoCh_i, ChoCh_p, ChoCh_ii, ChoCh_p, color = #e65b5b, style = line.style_dotted)
Cho_La := label.new(int(math.avg(ChoCh_i, ChoCh_ii)), ChoCh_p, 'ChoCh',color = #dd8e8e,textcolor = #ffffff, style = label.style_label_center, size = size.small)
POI_D := line.new(POI_i, POI_d, POI_ii, POI_d, color = #ffeb50, style = line.style_dashed)
POI_P := line.new(POI_i, POI_p, POI_ii, POI_p, color = #ffeb50, style = line.style_dashed)
POI_La := label.new(int(math.avg(POI_i, POI_ii)), math.avg(POI_d, POI_p), 'POI',color = #85b9f900,textcolor = #dadada, style = label.style_label_center, size = size.small)
FVG_D := line.new(FVG_i, FVG_d, bar_index, FVG_d, color = #ff6868, style = line.style_dashed)
FVG_P := line.new(FVG_i, FVG_p, bar_index, FVG_p, color = #ff6868, style = line.style_dashed)
FVG_La := label.new(int(math.avg(FVG_i, bar_index)), math.avg(FVG_d, FVG_p), 'Imbalance',color = #a5f2a800,textcolor = #dadada, style = label.style_label_center, size = size.small)
for i = 0 to 19 by 1
FVG_Box.push(box.new(FVG_i, FVG_d + ((FVG_p - FVG_d) * (0.05 * (i + 1))), bar_index, FVG_d + ((FVG_p - FVG_d) * (0.05 * i)), bgcolor = color.new(#d3004a5d, 50 + ((i + 1)* 2.25)), border_color = na, border_width = 0))
POI_Box.push(box.new(POI_i, POI_d + ((POI_p - POI_d) * (0.05 * (i + 1))), POI_ii , POI_d + ((POI_p - POI_d) * (0.05 * i)), bgcolor = color.new(#e7eb006b, 50 + ((i + 1)* 2.25)), border_color = na, border_width = 0))
Drawing(Bull, Bear, xSL_i , xSL_ii , xSL_p , ChoCh_i , ChoCh_ii , ChoCh_p , POI_i , POI_ii , POI_p , POI_d , FVG_i , FVG_p, FVG_d)
plotshape(Bull, '', shape.triangleup , location.belowbar, color = color.green, size = size.normal)
plotshape(Bear, '', shape.triangledown, location.abovebar, color = color.red , size = size.normal)
Alert.AlertSender(Bull , Alert, AlertName , 'Analysis', '', 'Basic' ,'Once Per Bar', 'UTC', 'Off', MessageBull, open, high, low, close,0,0,0,0,0)
Alert.AlertSender(Bear , Alert, AlertName , 'Analysis', '', 'Basic' ,'Once Per Bar', 'UTC', 'Off', MessageBear, open, high, low, close,0,0,0,0,0)