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/
// © GainzAlgo
// │ │ │ │ ██████╗ █████╗ ██╗███╗ ██╗███████╗
// ┌┴┐ │ ┌┴┐ │ ██╔════╝ ██╔══██╗██║████╗ ██║╚══███╔╝
// │ │ │ │ │ │ ██║ ███╗███████║██║██╔██╗ ██║ ███╔╝
// └┬┘ ┌┴┐ └┬┘ ┌┴┐ ██║ ██║██╔══██║██║██║╚██╗██║ ███╔╝
// │ │ │ │ │ | ██████╔╝██║ ██║██║██║ ╚████║███████╗
// │ └┬┘ └┬┘ ╚═════╝ ╚═╝ ╚═╝╚═╝╚═╝ ╚═══╝╚══════╝
// │ │
// █████╗ ██╗ ██████╗ ██████╗
// ██╔══██╗██║ ██╔════╝ ██╔═══██╗
// ███████║██║ ██║ ███╗██║ ██║
// ██╔══██║██║ ██║ ██║██║ ██║
// ██║ ██║███████╗╚██████╔╝╚██████╔╝
// ╚═╝ ╚═╝╚══════╝ ╚═════╝ ╚═════╝
//@version=6
indicator("Adaptive Regression Breakout Map | Gainz Algo", shorttitle="ARBM | Gainz Algo", overlay=true, max_lines_count=500, max_labels_count=500)
// UI inputs
grp_model = "Regression Model"
length = input.int(50, "Regression Length", group=grp_model)
devMult = input.float(2.0, "Deviation Multiplier", group=grp_model)
grp_sqz = "Contraction Metrics"
sqzLen = input.int(100, "Lookback Period", group=grp_sqz)
sqzPct = input.float(20.0, "Contraction Threshold %", group=grp_sqz)
grp_risk = "Target Architecture"
tp1Mult = input.float(1.0, "TP1 Multiplier (x Bandwidth)", group=grp_risk)
tp2Mult = input.float(2.0, "TP2 Multiplier (x Bandwidth)", group=grp_risk)
tp3Mult = input.float(3.0, "TP3 Multiplier (x Bandwidth)", group=grp_risk)
grp_trend = "Holographic Trendlines Overlay"
showTrend = input.bool(true, "Show Holographic Trendlines", group=grp_trend)
pivLen = input.int(10, "Pivot Length", group=grp_trend)
regBasis = ta.linreg(close, length, 0)
stdDev = ta.stdev(close, length)
upperBand = regBasis + (stdDev * devMult)
lowerBand = regBasis - (stdDev * devMult)
bandWidth = upperBand - lowerBand
minWidth = ta.lowest(bandWidth, sqzLen)
maxWidth = ta.highest(bandWidth, sqzLen)
widthPct = (bandWidth - minWidth) / math.max(maxWidth - minWidth, 0.000001) * 100
isSqueeze = widthPct <= sqzPct
var float ph1_y = na, var int ph1_x = na
var float ph2_y = na, var int ph2_x = na
var float pl1_y = na, var int pl1_x = na
var float pl2_y = na, var int pl2_x = na
var line line_ph_core = line.new(na, na, na, na, color=color.new(#00FFFF, 0), style=line.style_solid, width=1)
var line line_ph_glow1 = line.new(na, na, na, na, color=color.new(#00FFFF, 60), style=line.style_solid, width=3)
var line line_ph_glow2 = line.new(na, na, na, na, color=color.new(#00FFFF, 85), style=line.style_solid, width=6)
var line line_pl_core = line.new(na, na, na, na, color=color.new(#FF00FF, 0), style=line.style_solid, width=1)
var line line_pl_glow1 = line.new(na, na, na, na, color=color.new(#FF00FF, 60), style=line.style_solid, width=3)
var line line_pl_glow2 = line.new(na, na, na, na, color=color.new(#FF00FF, 85), style=line.style_solid, width=6)
ph = ta.pivothigh(high, pivLen, pivLen)
pl = ta.pivotlow(low, pivLen, pivLen)
if not na(ph)
ph2_y := ph1_y, ph2_x := ph1_x
ph1_y := ph, ph1_x := bar_index - pivLen
if showTrend and not na(ph2_x)
line.set_xy1(line_ph_core, ph2_x, ph2_y)
line.set_xy2(line_ph_core, ph1_x, ph1_y)
line.set_extend(line_ph_core, extend.right)
line.set_xy1(line_ph_glow1, ph2_x, ph2_y)
line.set_xy2(line_ph_glow1, ph1_x, ph1_y)
line.set_extend(line_ph_glow1, extend.right)
line.set_xy1(line_ph_glow2, ph2_x, ph2_y)
line.set_xy2(line_ph_glow2, ph1_x, ph1_y)
line.set_extend(line_ph_glow2, extend.right)
if not na(pl)
pl2_y := pl1_y, pl2_x := pl1_x
pl1_y := pl, pl1_x := bar_index - pivLen
if showTrend and not na(pl2_x)
line.set_xy1(line_pl_core, pl2_x, pl2_y)
line.set_xy2(line_pl_core, pl1_x, pl1_y)
line.set_extend(line_pl_core, extend.right)
line.set_xy1(line_pl_glow1, pl2_x, pl2_y)
line.set_xy2(line_pl_glow1, pl1_x, pl1_y)
line.set_extend(line_pl_glow1, extend.right)
line.set_xy1(line_pl_glow2, pl2_x, pl2_y)
line.set_xy2(line_pl_glow2, pl1_x, pl1_y)
line.set_extend(line_pl_glow2, extend.right)
bullTrigger = close > upperBand and close[1] <= upperBand[1] and isSqueeze[1]
bearTrigger = close < lowerBand and close[1] >= lowerBand[1] and isSqueeze[1]
var int tradeDir = 0
var float entryPx = na
var float slPx = na
var float tp1Px = na
var float tp2Px = na
var float tp3Px = na
var bool tp1Hit = false
var bool tp2Hit = false
var bool tp3Hit = false
var float[] tradeReturns = array.new<float>()
var int totalTrades = 0
var int winTrades = 0
var line lineEp = na
var line lineSl = na
var line lineTp1 = na
var line lineTp2 = na
var line lineTp3 = na
var label lblTp1 = na
var label lblTp2 = na
var label lblTp3 = na
if tradeDir == 0
if bullTrigger
tradeDir := 1
entryPx := close
slPx := lowerBand[1]
tp1Px := entryPx + (bandWidth[1] * tp1Mult)
tp2Px := entryPx + (bandWidth[1] * tp2Mult)
tp3Px := entryPx + (bandWidth[1] * tp3Mult)
tp1Hit := false
tp2Hit := false
tp3Hit := false
label.new(bar_index, low, "Breakout, Long", style=label.style_label_up, color=color.new(color.green, 20), textcolor=color.white, size=size.small)
else if bearTrigger
tradeDir := -1
entryPx := close
slPx := upperBand[1]
tp1Px := entryPx - (bandWidth[1] * tp1Mult)
tp2Px := entryPx - (bandWidth[1] * tp2Mult)
tp3Px := entryPx - (bandWidth[1] * tp3Mult)
tp1Hit := false
tp2Hit := false
tp3Hit := false
label.new(bar_index, high, "Breakout, Short", style=label.style_label_down, color=color.new(color.red, 20), textcolor=color.white, size=size.small)
if tradeDir != 0
lineEp := line.new(bar_index, entryPx, bar_index + 10, entryPx, color=color.new(color.blue, 50), width=2)
lineSl := line.new(bar_index, slPx, bar_index + 10, slPx, color=color.new(color.red, 50), width=2)
lineTp1 := line.new(bar_index, tp1Px, bar_index + 10, tp1Px, color=color.new(color.green, 50), style=line.style_dashed)
lineTp2 := line.new(bar_index, tp2Px, bar_index + 10, tp2Px, color=color.new(color.green, 50), style=line.style_dashed)
lineTp3 := line.new(bar_index, tp3Px, bar_index + 10, tp3Px, color=color.new(color.green, 50), style=line.style_dashed)
lblTp1 := label.new(bar_index + 10, tp1Px, "TP1", style=label.style_none, textcolor=color.green, size=size.small)
lblTp2 := label.new(bar_index + 10, tp2Px, "TP2", style=label.style_none, textcolor=color.green, size=size.small)
lblTp3 := label.new(bar_index + 10, tp3Px, "TP3", style=label.style_none, textcolor=color.green, size=size.small)
if tradeDir != 0
line.set_x2(lineEp, bar_index + 5)
line.set_x2(lineSl, bar_index + 5)
line.set_x2(lineTp1, bar_index + 5)
line.set_x2(lineTp2, bar_index + 5)
line.set_x2(lineTp3, bar_index + 5)
label.set_x(lblTp1, bar_index + 5)
label.set_x(lblTp2, bar_index + 5)
label.set_x(lblTp3, bar_index + 5)
bool hitSl = (tradeDir == 1 and low <= slPx) or (tradeDir == -1 and high >= slPx)
bool hitTp1 = (tradeDir == 1 and high >= tp1Px) or (tradeDir == -1 and low <= tp1Px)
bool hitTp2 = (tradeDir == 1 and high >= tp2Px) or (tradeDir == -1 and low <= tp2Px)
bool hitTp3 = (tradeDir == 1 and high >= tp3Px) or (tradeDir == -1 and low <= tp3Px)
if hitTp1 and not tp1Hit
tp1Hit := true
slPx := entryPx
line.set_y1(lineSl, slPx)
line.set_y2(lineSl, slPx)
label.new(bar_index, tradeDir == 1 ? high : low, "TP1 Hit, Set Trail stop", style=tradeDir == 1 ? label.style_label_down : label.style_label_up, color=color.blue, textcolor=color.white, size=size.small)
if hitTp2 and not tp2Hit
tp2Hit := true
slPx := tp1Px
line.set_y1(lineSl, slPx)
line.set_y2(lineSl, slPx)
label.new(bar_index, tradeDir == 1 ? high : low, "TP2 Hit", style=tradeDir == 1 ? label.style_label_down : label.style_label_up, color=color.blue, textcolor=color.white, size=size.small)
if hitTp3
tradeReturn = ((tp3Px - entryPx) / entryPx) * tradeDir * 100
array.push(tradeReturns, tradeReturn)
totalTrades += 1
winTrades += 1
tradeDir := 0
label.new(bar_index, tradeDir == 1 ? high : low, "TP3 Hit (Closed)", style=tradeDir == 1 ? label.style_label_down : label.style_label_up, color=color.green, textcolor=color.white, size=size.small)
else if hitSl
tradeReturn = ((slPx - entryPx) / entryPx) * tradeDir * 100
array.push(tradeReturns, tradeReturn)
totalTrades += 1
if tp1Hit
winTrades += 1
tradeDir := 0
else
label.new(bar_index, tradeDir == 1 ? low : high, "Stop Loss Hit", style=tradeDir == 1 ? label.style_label_up : label.style_label_down, color=color.red, textcolor=color.white, size=size.small)
tradeDir := 0
// Visuals and mapping
bandColor = isSqueeze ? color.new(color.gray, 60) : color.new(color.navy, 80)
pUpper = plot(upperBand, color=bandColor, title="Upper Deviation")
pLower = plot(lowerBand, color=bandColor, title="Lower Deviation")
fill(pUpper, pLower, color=color.new(bandColor, 90), title="Regression Channel")
// Stats table
if barstate.islast
var tbl = table.new(position.top_right, 2, 4, bgcolor=color.new(color.navy, 10), border_color=color.new(color.gray, 50), border_width=1, frame_color=color.new(color.gray, 50), frame_width=1)
float avgRet = array.size(tradeReturns) > 0 ? array.avg(tradeReturns) : 0.0
float stdevRet = array.size(tradeReturns) > 1 ? array.stdev(tradeReturns) : 0.0
float sharpe = stdevRet > 0 ? (avgRet / stdevRet) : 0.0
float winRate = totalTrades > 0 ? (winTrades / totalTrades) * 100 : 0.0
table.cell(tbl, 0, 0, "Map Performance", text_halign=text.align_center, text_color=color.white, bgcolor=color.new(color.navy, 20))
table.merge_cells(tbl, 0, 0, 1, 0)
table.cell(tbl, 0, 1, "Total Signals", text_color=color.gray, text_halign=text.align_left)
table.cell(tbl, 1, 1, str.tostring(totalTrades), text_color=color.white, text_halign=text.align_right)
table.cell(tbl, 0, 2, "Win Rate", text_color=color.gray, text_halign=text.align_left)
table.cell(tbl, 1, 2, str.tostring(winRate, "#.##") + "%", text_color=winRate >= 50 ? color.green : color.red, text_halign=text.align_right)
table.cell(tbl, 0, 3, "Trade Sharpe", text_color=color.gray, text_halign=text.align_left)
table.cell(tbl, 1, 3, str.tostring(sharpe, "#.##"), text_color=sharpe >= 1 ? color.green : color.white, text_halign=text.align_right)