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=5
indicator("Opening Range with Breakouts & Targets [LuxAlgo]",shorttitle = "LuxAlgo - ORB & Targets", overlay = true, max_lines_count = 500, max_labels_count = 500, max_polylines_count = 100, max_boxes_count = 500)
//---------------------------------------------------------------------------------------------------------------------}
//inputs
//---------------------------------------------------------------------------------------------------------------------{
//Historical Display
showHist = input.bool(true, title = "Show Historical Data", group = "Historical Display", tooltip = "Displays All Data from Previous Sessions")
//Opening Range
orTF = input.timeframe("30", title = "Time Period", group = "Opening Range", tooltip = "Sets the Length of Time used for determining Opening Range.")
//Custom Range
crTog = input.bool(false, title = "", inline = "Custom", group = "Custom Range")
crSesh = input.session("0930-0945", title = "", inline = "Custom", group = "Custom Range")
tz = input.string("UTC-5", title = "", group = "Custom Range", inline = "Custom", options = ["UTC-10", "UTC-8", "UTC-7", "UTC-6", "UTC-5", "UTC-4", "UTC-3", "UTC+0", "UTC+1", "UTC+2", "UTC+3", "UTC+3:30", "UTC+4", "UTC+5", "UTC+5:30", "UTC+5:45", "UTC+6","UTC+6:30", "UTC+7", "UTC+8", "UTC+9", "UTC+9:30", "UTC+10", "UTC+11", "UTC+12", "UTC+12:45", "UTC+13"])
//Breakout Signals
sigTog = input.bool(true, title = "Show Breakout Signals", group = "Breakout Signals")
useBias = input.string("No Bias", title = "Signal Bias", options = ["No Bias","Daily Bias"], group = "Breakout Signals", tooltip = "OR Fill Color is directional based on if the current Day/Session ORM is Above or Below the Previous ORM.\nExamples\nNo Bias: Signals Occur Regardless of OR Color\nDaily Bias: Signals do not fire until Target 1 when Breakout is in opposite direction of OR Color.") == "No Bias" ? false : true
sigSize = str.lower(input.string("Small", title = "Signal Size", options = ["Tiny","Small","Normal","Large","Huge"], group = "Breakout Signals"))
upSigColor = input.color(#089981, title = "Up Color", group = "Breakout Signals", inline = "Colors")
downSigColor = input.color(#f23645, title = "Down Color", group = "Breakout Signals", inline = "Colors")
//Targets
tTog = input.bool(true, title = "Show Targets", group = "Targets")
tPer = input.float(50,minval = 1, title = "Target % of Range", group = "Targets", tooltip = "Uses this % of OR Width to use as the distance for targets.")*0.01
tSrc = input.string("Close", title = "Target Cross Source", options = ["Close","Highs/Lows"], group = "Targets", tooltip = "Uses this Source to tell the script when a target is hit in order to draw the next target.")
tDispType = input.string("Adaptive", title = "Target Display", options = ["Adaptive","Extended"], group = "Targets", tooltip = "Adaptive: Displays and hides targets Adaptivly based on the current price.\nExtended: Extends all targets to the current bar and does not hide any targets after generation.")
//Session Moving Average
maTog = input.bool(false, title = "", inline = "MA", group = "Session Moving Average")
maLen = input.int(20, title = "", inline = "MA", group = "Session Moving Average")
maType = input.string("EMA", title = "", options=["SMA", "EMA", "RMA", "WMA", "VWMA"], inline = "MA", group = "Session Moving Average")
maColor = input.color(color.orange, title = "", inline = "MA", group = "Session Moving Average", tooltip = "Moving average resets on the start of each session (at Opening Range Start).")
//Style
green = input.color(color.new(#089981,60), title = " Bull Target Color", group = "Style", inline = "Bull")
red = input.color(color.new(#f23645,60), title = "Bear Target Color", group = "Style", inline = "Bear")
greenFill = input.color(color.new(#089981,80), title = " Bull Fill Color", group = "Style", inline = "Bull")
redFill = input.color(color.new(#f23645,80), title = "Bear Fill Color", group = "Style", inline = "Bear")
orColor = input.color(#787b86, title = " OR Levels Color", group = "Style", inline = "Range")
orFillColor = input.color(color.new(color.gray,60), title = "OR Highlight Color", group = "Style", inline = "Range")
tStyle = input.string("___", title = "Target Style", options = ["___","- - -",". . ."], group = "Style")
txtSize = str.lower(input.string("Small", title = "Text Size", options = ["Tiny","Small","Normal","Large","Huge"], group = "Style"))
invis = color.rgb(0,0,0,100)
//---------------------------------------------------------------------------------------------------------------------}
//Error
//---------------------------------------------------------------------------------------------------------------------{
if timeframe.in_seconds(timeframe.period) >= timeframe.in_seconds("D")
runtime.error("Timeframe is too High! Please Reduce Timeframe to be Less-Than 1 Day.")
//---------------------------------------------------------------------------------------------------------------------}
//Functions
//---------------------------------------------------------------------------------------------------------------------{
fz(_val) => _val == 0 ? 1 : _val
day_ma(_start,_type,s,l) =>
bs_nd = fz(ta.barssince(_start))
v_len = bs_nd < l?bs_nd:l
var float ma = na
if _type == "EMA"
k = 2/(v_len + 1)
ma := (s*k) + (nz(ma[1])*(1-k))
if _type == "RMA"
a = (1/v_len)
ma := a * s + (1 - a) * nz(ma[1])
if _type == "SMA"
ma := ta.sma(s,v_len)
if _type == "WMA"
ma := ta.wma(s,v_len)
if _type == "VWMA"
ma := ta.vwma(s,v_len)
ma
dash() => (bar_index/2 - math.floor(bar_index/2)) > 0
linestyle(_input) =>
_input == "___"?line.style_solid:
_input == "- - -"?line.style_dashed:
_input == ". . ."?line.style_dotted:
na
get_1up(_val) => (_val - math.floor(_val)) > 0 ? int(math.floor(_val) + 1) : int(_val)
//---------------------------------------------------------------------------------------------------------------------}
//UDTs
//---------------------------------------------------------------------------------------------------------------------{
type target
line ln
label lab
//---------------------------------------------------------------------------------------------------------------------}
//Variables
//---------------------------------------------------------------------------------------------------------------------{
var up_targs = array.new<target>(na)
var down_targs = array.new<target>(na)
var ma_points = array.new<chart.point>()
var signals = array.new_label()
var bool or_sesh = false
var float orh = na
var float orl = na
var float hst = na
var float lst = na
var float prev_orm = na
var int up_count = na
var int down_count = na
var polyline ma = na
var box or_bx = na
var int day_dir = 0
var down_check = false
var up_check = false
down_signal = false
up_signal = false
var target h_ln = target.new(na,na)
var target l_ln = target.new(na,na)
var line m_ln = na
//---------------------------------------------------------------------------------------------------------------------}
//Calculations
//---------------------------------------------------------------------------------------------------------------------{
orm = math.avg(orh,orl)
orw = math.abs(orh-orl)
h_src = tSrc == "Close" ? close : high
l_src = tSrc == "Close" ? close : low
//Establishing When the OR Sesssion is
if crTog
or_sesh := not na(time(timeframe.period, crSesh, tz))
else
if session.isfirstbar
or_sesh := true
if not session.isfirstbar and timeframe.change(orTF)
or_sesh := false
or_start = or_sesh and not or_sesh[1]
or_end = or_sesh[1] and not or_sesh
//On Start of OR Session
if or_start
for targ in up_targs
if showHist == false
targ.ln.delete()
targ.lab.delete()
for targ in down_targs
if showHist == false
targ.ln.delete()
targ.lab.delete()
for lab in signals
if showHist == false
lab.delete()
if showHist == false
or_bx.delete()
h_ln.ln.delete()
l_ln.ln.delete()
m_ln.delete()
ma.delete()
h_ln.lab.delete()
l_ln.lab.delete()
ma_points.clear()
up_targs.clear()
down_targs.clear()
orh := high
orl := low
prev_orm := orm[1]
up_count := 0
down_count := 0
up_check := true
down_check := true
or_bx := box.new(bar_index,high,bar_index,low, bgcolor = orFillColor, border_width = 0)
//Running while OR Session is Live
if or_sesh
if high > orh
orh := high
if low < orl
orl := low
or_bx.set_top(orh)
or_bx.set_bottom(orl)
or_bx.set_right(bar_index)
//On End of OR Session
if or_end
h_ln := target.new(line.new(bar_index,orh,bar_index,orh, color = orColor),label.new(bar_index,orh,text = "ORH",tooltip = str.tostring(orh,format.mintick), style = label.style_label_left, color = invis, textcolor = color.new(orColor,0), size = txtSize))
l_ln := target.new(line.new(bar_index,orl,bar_index,orl, color = orColor),label.new(bar_index,orl,text = "ORL",tooltip = str.tostring(orl,format.mintick), style = label.style_label_left, color = invis, textcolor = color.new(orColor,0), size = txtSize))
m_ln := line.new(bar_index,orm,bar_index,orm, style = line.style_dashed, color = orColor)
hst := orh + (orw*tPer)
lst := orl - (orw*tPer)
day_dir := orm > prev_orm ? 1 : orm < prev_orm ? -1 : 0
linefill.new(h_ln.ln,l_ln.ln, day_dir == 1 ? greenFill : day_dir == -1 ? redFill : invis)
//Running outside of OR Session
if not or_sesh
h_ln.ln.set_x2(bar_index)
l_ln.ln.set_x2(bar_index)
h_ln.lab.set_x(bar_index)
l_ln.lab.set_x(bar_index)
m_ln.set_x2(bar_index)
//Target Calculations
if h_src > hst
hst := h_src
if l_src < lst
lst := l_src
up_max = get_1up((hst - orh)/(orw*tPer))
down_max = get_1up((orl - lst)/(orw*tPer))
up_cur = math.max(0,get_1up((h_src - orh)/(orw*tPer)))
down_cur = math.max(0,get_1up((orl - l_src)/(orw*tPer)))
//Signal Calcs
if (close > orm and down_check == false)
down_check := true
if (useBias ? ((day_dir != 1 and ta.crossunder(close,orl)) or (day_dir == 1 and ta.crossunder(close,orl-orw*tPer))) : ta.crossunder(close,orl)) and down_check
down_signal := true
down_check := false
if (close < orm and up_check == false)
up_check := true
if (useBias ? ((day_dir != -1 and ta.crossover(close,orh)) or (day_dir == -1 and ta.crossover(close,orh+orw*tPer))) : ta.crossover(close,orh)) and up_check
up_signal := true
up_check := false
//---------------------------------------------------------------------------------------------------------------------}
//Display
//---------------------------------------------------------------------------------------------------------------------{
//Targets
if not or_sesh
if up_count < up_max and tTog
for i = (up_count+1) to up_max
up_targs.push(target.new(
line.new(bar_index-1,(orh+orw*tPer*i),bar_index,(orh+(orw*tPer*i)), color = green, style = linestyle(tStyle)),
label.new(bar_index,(orh+orw*tPer*i),text = str.tostring(i),tooltip = str.tostring(orh+orw*tPer*i,format.mintick), style = label.style_label_left, color = invis, textcolor = color.new(green,0), size = txtSize)
))
if i == up_max
up_count := up_max
if down_count < down_max and tTog
for i = (down_count+1) to down_max
down_targs.push(target.new(
line.new(bar_index-1,(orl-orw*tPer*i),bar_index,(orl-(orw*tPer*i)), color = red, style = linestyle(tStyle)),
label.new(bar_index,(orl-orw*tPer*i),text = str.tostring(i),tooltip = str.tostring(orl-orw*tPer*i,format.mintick), style = label.style_label_left, color = invis, textcolor = color.new(red,0), size = txtSize)
))
if i == down_max
down_count := down_max
//Extending to Current Bar
if tDispType == "Extended" and tTog
for targ in up_targs
targ.ln.set_x2(bar_index)
targ.lab.set_x(bar_index)
for targ in down_targs
targ.ln.set_x2(bar_index)
targ.lab.set_x(bar_index)
if tDispType == "Adaptive" and tTog
for targ in up_targs
if targ.ln.get_y1() <= (orh+(orw*tPer*(up_cur))) and targ.ln.get_y1() >= (orh+(orw*tPer*(up_cur-2)))
targ.ln.set_x2(bar_index+1)
targ.lab.set_x(bar_index+1)
for targ in down_targs
if targ.ln.get_y1() <= (orl-(orw*tPer*(down_cur-2))) and targ.ln.get_y1() >= (orl-(orw*tPer*(down_cur)))
targ.ln.set_x2(bar_index+1)
targ.lab.set_x(bar_index+1)
//Moving Average
if maTog
ma_points.push(chart.point.new(time,bar_index,day_ma(or_start,maType,close,maLen)))
if not or_start
ma.delete()
ma := polyline.new(ma_points, line_color = maColor)
//Signals
if up_signal and sigTog
signals.push(label.new(bar_index, orl,
style = label.style_label_center,
text = "\n▲",
color = invis,
textcolor = upSigColor,
size = sigSize))
if down_signal and sigTog
signals.push(label.new(bar_index, orh,
style = label.style_label_center,
text = "▼\n",
color = invis,
textcolor = downSigColor,
size = sigSize))
//---------------------------------------------------------------------------------------------------------------------}