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=6
indicator('Session Gap Fill [LuxAlgo]','LuxAlgo - Session Gap Fill', overlay = true, max_boxes_count = 500, max_labels_count = 500, max_lines_count = 500)
//---------------------------------------------------------------------------------------------------------------------}
//CONSTANTS & STRINGS & INPUTS
//---------------------------------------------------------------------------------------------------------------------{
GREEN = #089981
RED = #F23645
GREEN_80 = color.new(GREEN,80)
RED_80 = color.new(RED,80)
RED_50 = color.new(RED,50)
SILVER_50 = color.new(color.silver,50)
SILVER_80 = color.new(color.silver,80)
NOOVERLAPPING = 'No Overlapping Wicks'
OVERLAPPING = 'Overlapping'
ALL = 'All'
TOP_RIGHT = 'Top Right'
BOTTOM_RIGHT = 'Bottom Right'
BOTTOM_LEFT = 'Bottom Left'
TINY = 'Tiny'
SMALL = 'Small'
NORMAL = 'Normal'
LARGE = 'Large'
HUGE = 'Huge'
DASHBOARD_GROUP = 'Dashboard'
STYLE_GROUP = 'Style'
EM_SPACE = ' '
FOUR_PER_EM_SPACE = ' '
HAIR_SPACE = ' '
filledBullishGapTooltip = EM_SPACE+HAIR_SPACE+HAIR_SPACE
filledBearishGapTooltip = FOUR_PER_EM_SPACE+FOUR_PER_EM_SPACE+FOUR_PER_EM_SPACE+HAIR_SPACE
unfilledGapTooltip = EM_SPACE+EM_SPACE+EM_SPACE+FOUR_PER_EM_SPACE+HAIR_SPACE+HAIR_SPACE
levelTooltip = EM_SPACE+FOUR_PER_EM_SPACE+HAIR_SPACE+HAIR_SPACE+HAIR_SPACE
gapTypeInput = input.string( ALL, 'Gap Type', options = [ALL,OVERLAPPING,NOOVERLAPPING])
dashboardInput = input.bool( true, 'Dashboard', group=DASHBOARD_GROUP)
dashboardPositionInput = input.string( TOP_RIGHT, 'Position', group=DASHBOARD_GROUP, options = [TOP_RIGHT,BOTTOM_RIGHT,BOTTOM_LEFT])
dashboardSizeInput = input.string( NORMAL, 'Size', group=DASHBOARD_GROUP, options = [TINY,SMALL,NORMAL,LARGE,HUGE])
filledBullishGapInput = input.bool( true, 'Filled Bullish Gap', group = STYLE_GROUP, inline = 'style1')
filledBullishGapColorInput = input.color( GREEN_80, filledBullishGapTooltip,group = STYLE_GROUP, inline = 'style1')
filledBearishGapInput = input.bool( true, 'Filled Bearish Gap', group = STYLE_GROUP, inline = 'style2')
filledBearishGapColorInput = input.color( RED_80, filledBearishGapTooltip,group = STYLE_GROUP, inline = 'style2')
unfilledGapInput = input.bool( true, 'Unfilled Gap', group = STYLE_GROUP, inline = 'style3')
unfilledGapColorInput = input.color( SILVER_80, unfilledGapTooltip, group = STYLE_GROUP, inline = 'style3')
divergingInput = input.bool( true, 'Max Deviation Level', group = STYLE_GROUP, inline = 'style4')
divergingColorInput = input.color( RED_50, '', group = STYLE_GROUP, inline = 'style4')
levelInput = input.bool( true, 'Open Price Level', group = STYLE_GROUP, inline = 'style5')
levelColorInput = input.color( SILVER_50, levelTooltip, group = STYLE_GROUP, inline = 'style5')
//---------------------------------------------------------------------------------------------------------------------}
//DATA STRUCTURES & VARIABLES
//---------------------------------------------------------------------------------------------------------------------{
type gap
int startBar
int fillBar
int startTime
int endTime
string gapType
float openPrice
float top
float bottom
float lastClose
box gapArea
line extremePrice
label tag
bool filled = false
bool valid = false
var array<gap> gaps = array.new<gap>()
var array<int> filledBullishGaps = array.new<int>()
var array<int> filledBearishGaps = array.new<int>()
var array<int> filledBullishReversedGaps = array.new<int>()
var array<int> filledBearishReversedGaps = array.new<int>()
var array<int> filledBullishBars = array.new<int>()
var array<int> filledBearishBars = array.new<int>()
bool gapStart = session.isfirstbar_regular
var parsedDashboardPosition = switch dashboardPositionInput
TOP_RIGHT => position.top_right
BOTTOM_RIGHT => position.bottom_right
BOTTOM_LEFT => position.bottom_left
var parsedDashboardSize = switch dashboardSizeInput
TINY => size.tiny
SMALL => size.small
NORMAL => size.normal
LARGE => size.large
HUGE => size.huge
//---------------------------------------------------------------------------------------------------------------------}
//USER-DEFINED FUNCTIONS
//---------------------------------------------------------------------------------------------------------------------{
gapType() =>
bullishGap = open > close[1]
bearishGap = open < close[1]
bullishOverlapping = low < high[1]
bullishNonOverlapping = low > high[1]
bearishOverlapping = high > low[1]
bearishNonOverlapping = high < low[1]
overlappingGap = (bullishGap and bullishOverlapping) or (bearishGap and bearishOverlapping)
noOverlappingGap = (bullishGap and bullishNonOverlapping) or (bearishGap and bearishNonOverlapping)
switch
overlappingGap => OVERLAPPING
noOverlappingGap => NOOVERLAPPING
=> ''
validateGap(gap currentGap) =>
bool isValid = currentGap.gapType != '' and (gapTypeInput == ALL or currentGap.gapType == gapTypeInput)
currentGap.valid := isValid
checkGapType() =>
bool passedCheck = true
if gaps.last().gapType == '' or (gapTypeInput != ALL and gaps.last().gapType != gapTypeInput)
gaps.pop()
passedCheck := false
passedCheck
gatherStatistics() =>
if gaps.size() > 0 and checkGapType()
if gaps.last().openPrice > gaps.last().lastClose
filledBullishGaps.push(gaps.last().filled ? 1 : 0)
if gaps.last().filled
filledBullishReversedGaps.push(close[1] > gaps.last().openPrice ? 1 : 0)
filledBullishBars.push(gaps.last().fillBar - gaps.last().startBar)
else
filledBearishGaps.push(gaps.last().filled ? 1 : 0)
if gaps.last().filled
filledBearishReversedGaps.push(close[1] < gaps.last().openPrice ? 1 : 0)
filledBearishBars.push(gaps.last().fillBar - gaps.last().startBar)
gatherData() =>
if gapStart
gatherStatistics()
gaps.push(gap.new(bar_index,bar_index,time,time,gapType(),open,high,low,close[1],na,na,na))
validateGap(gaps.last())
if gaps.size() > 0
gap currentGap = gaps.last()
currentGap.endTime := time
currentGap.top := math.max(currentGap.top,high)
currentGap.bottom := math.min(currentGap.bottom,low)
if not currentGap.filled
bool filledGap = (currentGap.openPrice > currentGap.lastClose and currentGap.bottom <= currentGap.lastClose) or (currentGap.openPrice < currentGap.lastClose and currentGap.top >= currentGap.lastClose)
currentGap.filled := filledGap
currentGap.fillBar := bar_index
drawGap(gap currentGap) =>
bool isGapDisplayable = currentGap.filled ? (currentGap.openPrice > currentGap.lastClose ? filledBullishGapInput : filledBearishGapInput) : unfilledGapInput
if isGapDisplayable
if currentGap.filled
float tagPrice = currentGap.openPrice > currentGap.lastClose ? currentGap.top : currentGap.bottom
int tagTime = currentGap.startTime + math.round(0.5*(currentGap.endTime - currentGap.startTime))
string tagStyle = currentGap.openPrice > currentGap.lastClose ? label.style_label_down : label.style_label_up
currentGap.tag.delete()
currentGap.tag := label.new(chart.point.new(tagTime,na,tagPrice),'Filled',xloc.bar_time,yloc.price,color(na),tagStyle,currentGap.openPrice > currentGap.lastClose ? color.new(filledBullishGapColorInput,0) : color.new(filledBearishGapColorInput,0),10)
currentGap.gapArea.delete()
currentGap.gapArea := box.new(chart.point.new(currentGap.startTime,na,math.max(currentGap.openPrice,currentGap.lastClose)),chart.point.new(currentGap.endTime,na,math.min(currentGap.openPrice,currentGap.lastClose)),border_color = color(na),bgcolor = currentGap.filled ? (currentGap.openPrice > currentGap.lastClose ? filledBullishGapColorInput : filledBearishGapColorInput) : unfilledGapColorInput, xloc = xloc.bar_time)
if divergingInput
currentGap.extremePrice.delete()
float extremePrice = currentGap.openPrice > currentGap.lastClose ? currentGap.top : currentGap.bottom
if extremePrice != currentGap.openPrice
currentGap.extremePrice := line.new(chart.point.new(currentGap.startTime,na,extremePrice),chart.point.new(currentGap.endTime,na,extremePrice),xloc.bar_time, color = divergingColorInput)
drawGaps() =>
for eachGap in gaps.slice(0,gaps.size() - 1)
drawGap(eachGap)
drawLastGap() =>
gap lastGap = gaps.last()
if lastGap.valid
drawGap(lastGap)
cell(table t_able, int column, int row, string data, color = color.white, align = text.align_right) => t_able.cell(column,row,data,text_color = color, text_size = parsedDashboardSize, text_halign = align)
drawDashboard() =>
var table t_able = table.new(parsedDashboardPosition,3,5
, bgcolor = #1e222d
, border_color = #373a46
, border_width = 1
, frame_color = #373a46
, frame_width = 1)
cell(t_able,1,0,'Bullish', align = text.align_left)
cell(t_able,2,0,'Bearish', align = text.align_left)
cell(t_able,0,1,'Gaps', align = text.align_center)
cell(t_able,0,2,'Filled', align = text.align_center)
cell(t_able,0,3,'Reversed', align = text.align_center)
cell(t_able,0,4,'Bars Avg.', align = text.align_center)
cell(t_able,1,1,str.format('{0, number, 0.00%}',filledBullishGaps.size() / (gaps.size() - 1)))
cell(t_able,1,2,str.format('{0, number, 0.00%}',filledBullishGaps.sum() / filledBullishGaps.size()))
cell(t_able,1,3,str.format('{0, number, 0.00%}',filledBullishReversedGaps.sum() / filledBullishReversedGaps.size()))
cell(t_able,1,4,str.format('{0, number, 0.00}',filledBullishBars.avg()))
cell(t_able,2,1,str.format('{0, number, 0.00%}',filledBearishGaps.size() / (gaps.size() - 1)))
cell(t_able,2,2,str.format('{0, number, 0.00%}',filledBearishGaps.sum() / filledBearishGaps.size()))
cell(t_able,2,3,str.format('{0, number, 0.00%}',filledBearishReversedGaps.sum() / filledBearishReversedGaps.size()))
cell(t_able,2,4,str.format('{0, number, 0.00}',filledBearishBars.avg()))
//---------------------------------------------------------------------------------------------------------------------}
//MUTABLE VARIABLES & EXECUTION
//---------------------------------------------------------------------------------------------------------------------{
gatherData()
if barstate.islastconfirmedhistory
drawGaps()
if dashboardInput
drawDashboard()
if barstate.islast
drawLastGap()
gap currentGap = gaps.size() > 0 ? gaps.last() : na
bool isGapDisplayable = currentGap.filled ? (currentGap.openPrice > currentGap.lastClose ? filledBullishGapInput : filledBearishGapInput) : unfilledGapInput
float currentGapOpen = not na(currentGap) and currentGap.valid ? currentGap.openPrice : na
float openPrice = levelInput and isGapDisplayable ? (gapStart ? na : currentGapOpen) : na
plot(openPrice,'Open Price Level',levelColorInput,style = plot.style_linebr)
//---------------------------------------------------------------------------------------------------------------------}