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 Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International
// https://creativecommons.org/licenses/by-nc-sa/4.0/
// © BigBeluga
//@version=6
indicator('Volume-Trend Order Block Engine [BigBeluga]', overlay = true, max_boxes_count = 500)
// ＩＮＰＵＴＳ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
gp_st = 'Custom Supertrend Settings'
st_len = input.int(50, title = 'Volatility SMA Length', tooltip = 'Number of candles used to calculate the average range (High - Low).', group = gp_st)
st_mult = input.float(3.5, title = 'Multiplier', step = 0.1, tooltip = 'Multiplication factor for the custom volatility band.', group = gp_st)
show_fill = input.bool(true, title = 'Show Trend Cloud Fill', tooltip = 'Enables or disables the background color shading between the close price and the trailing stop line.', group = gp_st)
// NEW: Trend Cloud Color Inputs
gp_cloud = 'Trend Cloud Settings'
cloud_bull_col = input.color(#00ffcc, title = 'Bullish Cloud Color', group = gp_cloud)
cloud_bear_col = input.color(#ff007f, title = 'Bearish Cloud Color', group = gp_cloud)
gp_ob = 'Order Block Settings'
pivot_len = input.int(7, title = 'Pivot Strength', minval = 1, tooltip = 'The number of bars required to confirm a swing high or swing low pivot (Left & Right strength).', group = gp_ob)
bull_col = input.color(#00ffcc, title = 'Bullish OB Color', tooltip = 'Color used for both zones inside a Bullish Order Block.', group = gp_ob)
bear_col = input.color(#ff007f, title = 'Bearish OB Color', tooltip = 'Color used for both zones inside a Bearish Order Block.', group=gp_ob)
txt_col = input.color(#e0e0e0, title = 'OB Text Label Color', tooltip = 'Color of the Buy % and Sell % text inside the order blocks.', group = gp_ob)
delete_on_break = input.bool(true, title = 'Delete OB on Complete Break', tooltip = 'If enabled, order blocks will be automatically deleted from the chart once price completely breaks past them.', group = gp_ob)
gp_filt = 'Retest Filter Settings'
show_bull_retest = input.bool(true, title = 'Bullish Retest Signals', tooltip = 'Enable or disable signals when price cross above the Bullish OB top.', group = gp_filt, inline = 'bull_ret')
bull_vol_pct = input.float(50.0, title = 'Min Buy %', minval = 0.0, maxval = 100.0, step = 5.0, tooltip = 'Minimum Buy Volume percentage required in the original pivot window.', group = gp_filt, inline = 'bull_ret')
bull_sig_col = input.color(#00ffcc, title = 'Color', group = gp_filt, inline = 'bull_ret')
show_bear_retest = input.bool(true, title = 'Bearish Retest Signals', tooltip = 'Enable or disable signals when price cross below the Bearish OB bottom.', group = gp_filt, inline = 'bear_ret')
bear_vol_pct = input.float(50.0, title = 'Min Sell %', minval = 0.0, maxval = 100.0, step = 5.0, tooltip = 'Minimum Sell Volume percentage required in the original pivot window.', group = gp_filt, inline = 'bear_ret')
bear_sig_col = input.color(#ff007f, title = 'Color', group = gp_filt, inline = 'bear_ret')
// }
// ＣＡＬＣＵＬＡＴＩＯＮＳ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
custom_atr = ta.sma(high - low, st_len)
var float trend_stop = na
var int market_trend = 1
upper_band = hl2 + st_mult * custom_atr
lower_band = hl2 - st_mult * custom_atr
trend_stop := market_trend == 1 ? math.max(lower_band, nz(trend_stop[1], lower_band)) : math.min(upper_band, nz(trend_stop[1], upper_band))
if close > trend_stop[1] and close[1] <= trend_stop[1]
market_trend := 1
trend_stop := lower_band
else if close < trend_stop[1] and close[1] >= trend_stop[1]
market_trend := -1
trend_stop := upper_band
// Pivot & Overlap Logic
pivot_low = ta.pivotlow(low, pivot_len, pivot_len)
pivot_high = ta.pivothigh(high, pivot_len, pivot_len)
var box active_top_box = na
var box active_bot_box = na
var float active_top = na
var float active_bot = na
var float active_buy_ratio = na
var int active_ob_trend = 0
is_overlapping(float new_top, float new_bot) =>
if na(active_top) or na(active_bot)
false
else
not(new_bot > active_top or new_top < active_bot)
p_idx = bar_index - pivot_len
// Local Chart Volume Ratio Calculation
get_window_volume_ratio(int lookback_len) =>
float buy_vol = 0.0
float sell_vol = 0.0
for i = 0 to lookback_len by 1
if close[i] >= open[i]
buy_vol := buy_vol + volume[i]
else
sell_vol := sell_vol + volume[i]
total_vol = buy_vol + sell_vol
float buy_pct = total_vol > 0 ? buy_vol / total_vol : 0.5
buy_pct
// Trend Based OB Execution
var int ob_start_bar = na
// 1. Uptrend Order Blocks (Lower Pivots)
if market_trend == 1 and not na(pivot_low)
ob_top = math.min(open[pivot_len], close[pivot_len])
ob_bot = ob_top - custom_atr
if not is_overlapping(ob_top, ob_bot)
if not na(active_top_box)
box.set_right(active_top_box, p_idx)
box.set_right(active_bot_box, p_idx)
ob_start_bar := p_idx
active_top := ob_top
active_bot := ob_bot
active_ob_trend := 1
float buy_ratio = get_window_volume_ratio(pivot_len)
active_buy_ratio := buy_ratio
float sell_ratio = 1.0 - buy_ratio
float split_price = active_bot + (active_top - active_bot) * buy_ratio
string top_text = 'Sell: ' + str.tostring(math.round(sell_ratio * 100)) + '%'
string bot_text = 'Buy: ' + str.tostring(math.round(buy_ratio * 100)) + '%'
active_top_box := box.new(left = ob_start_bar, top = active_top, right = bar_index, bottom = split_price, bgcolor = color.new(bull_col, 85), border_color = color.new(bull_col, 40), text = top_text, text_color = txt_col, text_size = size.small, text_valign = text.align_center, text_halign = text.align_right)
active_bot_box := box.new(left = ob_start_bar, top = split_price, right = bar_index, bottom = active_bot, bgcolor = color.new(bull_col, 75), border_color = color.new(bull_col, 40), text = bot_text, text_color = txt_col, text_size = size.small, text_valign = text.align_center, text_halign = text.align_right)
// 2. Downtrend Order Blocks (High Pivots)
if market_trend == -1 and not na(pivot_high)
ob_bot = math.max(open[pivot_len], close[pivot_len])
ob_top = ob_bot + custom_atr
if not is_overlapping(ob_top, ob_bot)
if not na(active_top_box)
box.set_right(active_top_box, p_idx)
box.set_right(active_bot_box, p_idx)
ob_start_bar := p_idx
active_top := ob_top
active_bot := ob_bot
active_ob_trend := -1
float buy_ratio = get_window_volume_ratio(pivot_len)
active_buy_ratio := buy_ratio
float sell_ratio = 1.0 - buy_ratio
float split_price = active_bot + (active_top - active_bot) * buy_ratio
string top_text = 'Sell: ' + str.tostring(math.round(sell_ratio * 100)) + '%'
string bot_text = 'Buy: ' + str.tostring(math.round(buy_ratio * 100)) + '%'
active_top_box := box.new(left = ob_start_bar, top = active_top, right = bar_index, bottom = split_price, bgcolor = color.new(bear_col, 75), border_color = color.new(bear_col, 40), text = top_text, text_color = txt_col, text_size = size.small, text_valign = text.align_center, text_halign = text.align_right)
active_bot_box := box.new(left = ob_start_bar, top = split_price, right = bar_index, bottom = active_bot, bgcolor = color.new(bear_col, 85), border_color = color.new(bear_col, 40), text = bot_text, text_color = txt_col, text_size = size.small, text_valign = text.align_center, text_halign = text.align_right)
// Complete Invalidation / Deletion Engine
if delete_on_break and not na(active_top) and not na(active_bot)
bool is_broken = (active_ob_trend == 1 and high < active_bot) or (active_ob_trend == -1 and low > active_top)
if is_broken
box.delete(active_top_box)
box.delete(active_bot_box)
active_top := na
active_bot := na
active_ob_trend := 0
// Real-time Right Extension
if not na(active_top_box) and not na(active_bot_box)
box.set_right(active_top_box, bar_index)
box.set_right(active_bot_box, bar_index)
// Retest Signals Logic with Dynamic Independent Filters
float active_sell_ratio = 1.0 - active_buy_ratio
float bull_threshold = bull_vol_pct / 100.0
float bear_threshold = bear_vol_pct / 100.0
marketChange = market_trend != market_trend[1]
bool buy_retest = ta.crossover(low, active_top) and show_bull_retest and na(pivot_low) and not na(active_top) and (active_buy_ratio >= bull_threshold) and not marketChange and barstate.isconfirmed
bool sell_retest = ta.crossunder(high, active_bot) and na(pivot_high) and show_bear_retest and not na(active_bot) and (active_sell_ratio >= bear_threshold) and not marketChange and barstate.isconfirmed
// }
// ＰＬＯＴ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
// Modified line plot to use the new cloud/trend colors
st_plot = plot(market_trend != market_trend[1] ? float(na) : trend_stop, title = 'Trend Stop', color = market_trend == 1 ? cloud_bull_col : cloud_bear_col, linewidth = 1, style = plot.style_linebr)
price_plot = plot(close, title = 'Close Price Reference', display = display.none)
// Modified fill to use the new custom cloud inputs
fill_color = show_fill ? market_trend == 1 ? color.new(cloud_bull_col, 80) : color.new(cloud_bear_col, 80) : na
fill(price_plot, st_plot, close, trend_stop, fill_color, color(na))
// Retest Plots using Custom Input Colors
plotshape(buy_retest, title = "Bullish OB Retest", style = shape.cross, location = location.belowbar, color = bull_sig_col, size = size.tiny)
plotshape(sell_retest, title = "Bearish OB Retest", style = shape.cross, location = location.abovebar, color = bear_sig_col, size = size.tiny)
// }