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。
//@version=5
// -----------------------------------------------------------------------------
// | © AlgoPoint |
// | Indicator: Volume-Confirmed Reversal Engine [AlgoPoint] |
// | Developer: Harmony Algo & AlgoPoint Collaboration |
// -----------------------------------------------------------------------------
indicator("Volume-Confirmed Reversal Engine v2.0 [AlgoPoint]", "VCRE [AlgoPoint]", overlay = true, max_labels_count = 500, max_boxes_count=100)
// =============================================================================
// SETTINGS
// =============================================================================
price_group = "Price Action Settings"
look_back = input.int(defval = 20, title = "Candle Lookback", group=price_group)
confirm_in = input.int(defval = 3, title = "Confirm Within (Bars)", group=price_group)
volume_group = "Volume Confirmation Settings"
use_volume_filter = input.bool(true, "Use Volume Filter", group=volume_group)
vol_ma_length = input.int(20, "Volume MA Length", group=volume_group)
anchor_vol_multiplier = input.float(2, "Anchor Candle Volume Multiplier", group=volume_group)
use_confirmation_volume = input.bool(true, "Use Confirmation Candle Volume", group=volume_group) // Puanlama için varsayılanı true yapıldı.
confirm_vol_multiplier = input.float(1.2, "Confirmation Candle Volume Multiplier", group=volume_group)
score_group = "Signal Score Settings"
macro_trend_len = input.int(200, "Macro Trend Filter (EMA)", group=score_group, tooltip="Used for the 4th point of the signal score.")
// =============================================================================
// CALCULATIONS
// =============================================================================
avg_volume = ta.sma(volume, vol_ma_length)
macro_trend_ema = ta.ema(close, macro_trend_len)
bull_candle_count_setup = 0
bear_candle_count_setup = 0
for i = 1 to look_back
if close < low[i]
bull_candle_count_setup += 1
if close > high[i]
bear_candle_count_setup += 1
// --- State Management Variables ---
var bool bull_setup_active = false
var float bull_anchor_low = 0.0
var float bull_anchor_high = 0.0
var int bull_bars_since_setup = 0
var bool bull_anchor_has_vol = false
var box bull_setup_box = na
var bool bear_setup_active = false
var float bear_anchor_low = 0.0
var float bear_anchor_high = 0.0
var int bear_bars_since_setup = 0
var bool bear_anchor_has_vol = false
var box bear_setup_box = na
// =============================================================================
// SIGNAL LOGIC
// =============================================================================
// --- Step 1: Detect High-Volume "Anchor Candle" ---
is_bull_anchor_price = bull_candle_count_setup == look_back
is_bear_anchor_price = bear_candle_count_setup == look_back
is_anchor_vol_ok = volume > avg_volume * anchor_vol_multiplier
if is_bull_anchor_price and (is_anchor_vol_ok or not use_volume_filter)
bull_setup_active := true
bull_anchor_low := low
bull_anchor_high := high
bull_bars_since_setup := 0
bull_anchor_has_vol := is_anchor_vol_ok
bear_setup_active := false // Deactivate opposite
box.delete(bear_setup_box) // Delete opposite box
// Draw the setup box
bull_setup_box := box.new(bar_index, high, bar_index + confirm_in, low,
bgcolor=color.new(color.green, 85), border_color=color.new(color.green, 50))
if is_bear_anchor_price and (is_anchor_vol_ok or not use_volume_filter)
bear_setup_active := true
bear_anchor_low := low
bear_anchor_high := high
bear_bars_since_setup := 0
bear_anchor_has_vol := is_anchor_vol_ok
bull_setup_active := false // Deactivate opposite
box.delete(bull_setup_box) // Delete opposite box
// Draw the setup box
bear_setup_box := box.new(bar_index, high, bar_index + confirm_in, low,
bgcolor=color.new(color.red, 85), border_color=color.new(color.red, 50))
// --- Manage Active Setups & Invalidation ---
if bull_setup_active
bull_bars_since_setup += 1
// Invalidate if price makes a new lower low or timeout
if close < bull_anchor_low or bull_bars_since_setup > confirm_in
bull_setup_active := false
box.delete(bull_setup_box)
if bear_setup_active
bear_bars_since_setup += 1
// Invalidate if price makes a new higher high or timeout
if close > bear_anchor_high or bear_bars_since_setup > confirm_in
bear_setup_active := false
box.delete(bear_setup_box)
// --- Step 3: Confirmation and Final Signal ---
bool v_up = false
bool v_dn = false
int strength = 0
y1 = low - (ta.atr(30) * 2.1)
y2 = high + (ta.atr(30) * 2.1)
// Check for a BUY signal
if bull_setup_active and ta.crossover(close, bull_anchor_high)
bool is_confirm_vol_ok = volume > avg_volume * confirm_vol_multiplier
v_up := true
// Calculate Score
strength := 1
strength += bull_anchor_has_vol ? 1 : 0
strength += use_confirmation_volume and is_confirm_vol_ok ? 1 : 0
strength += close > macro_trend_ema ? 1 : 0
// Plot Signal & Cleanup
// label.new(bar_index, low, "BUY\n(Score: " + str.tostring(strength) + "/4)", yloc=yloc.belowbar, color=color.new(color.green,0), style=label.style_label_up, textcolor=color.white)
label.new(bar_index , y1, 'Buy\n★' + str.tostring(strength), color=#018208, style=label.style_label_up, textcolor=color.white, size=size.normal)
bull_setup_active := false
box.delete(bull_setup_box)
// Check for a SELL signal
if bear_setup_active and ta.crossunder(close, bear_anchor_low)
bool is_confirm_vol_ok = volume > avg_volume * confirm_vol_multiplier
v_dn := true
// Calculate Score
strength := 1
strength += bear_anchor_has_vol ? 1 : 0
strength += use_confirmation_volume and is_confirm_vol_ok ? 1 : 0
strength += close < macro_trend_ema ? 1 : 0
// Plot Signal & Cleanup
// label.new(bar_index, high, "SELL\n(Score: " + str.tostring(strength) + "/4)", yloc=yloc.abovebar, color=color.new(color.red,0), style=label.style_label_down, textcolor=color.white)
label.new(bar_index , y2, '★' + str.tostring(strength) + '\nSell', color=#d12208, style=label.style_label_down, textcolor=color.white, size=size.normal)
bear_setup_active := false
box.delete(bear_setup_box)
// =============================================================================
// DASHBOARD
// =============================================================================
var tbl = table.new(position.bottom_right, 2, 2, border_width=1)
if barstate.islast
string status_text = "Scanning for Setups..."
string countdown_text = "---"
color status_color = color.new(color.gray, 80)
if bull_setup_active
status_text := "Watching Bullish Setup"
countdown_text := str.tostring(confirm_in - bull_bars_since_setup + 1) + " Bar(s) Left"
status_color := color.new(color.green, 70)
else if bear_setup_active
status_text := "Watching Bearish Setup"
countdown_text := str.tostring(confirm_in - bear_bars_since_setup + 1) + " Bar(s) Left"
status_color := color.new(color.red, 70)
table.cell(tbl, 0, 0, "Indicator Status", bgcolor=color.gray)
table.cell(tbl, 1, 0, status_text, bgcolor=status_color)
table.cell(tbl, 0, 1, "Confirmation Window", bgcolor=color.gray)
table.cell(tbl, 1, 1, countdown_text, bgcolor=status_color)
// =============================================================================
// ALERTS
// =============================================================================
alertcondition(v_up, "Volume-Confirmed Bullish Reversal")
alertcondition(v_dn, "Volume-Confirmed Bearish Reversal")