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/
// © StratifyTrade
//@version=5
indicator("Open Liquidity Heatmap [StratifyTrade]", "StratifyTrade - Open Liquidity Heatmap [1.0]", overlay = true, max_bars_back = 5000, max_boxes_count = 500, max_labels_count = 500, max_lines_count = 500, max_polylines_count = 100)
const string gs = "Settings"
const string gd = "Display"
const string tlo = "Range period lookback for the liquidity calculation"
const string tle = "Leverage (counts as distance from price) for the liquidation"
const string ttl = "Amount of total levels"
const string tmo = "[MAX] Applay color gradient from the min to the max volume in the range\n[Fixed] Use the user input to determine the color gradient max value in the volume"
const string tof = "[Auto] Automatic Offset via lookback period\n[Manual] Offset by input"
const string tpo = "Display POC Liquidation\n[INPUT] Width of the POC line"
const string tvp = "Display Volume Profile"
const string tlv = "Display Liquidation Volume Profile"
const string trl = "Display Resting liquidity on the chart"
const string tmr = "Display Max range calculation"
const color cpoc = color.blue
const color cvop = #434651
const color cvup = #006064
const color cvdn = #801922
back = input.int (200 , "Lookback" , 50, 500, 1 , tlo, "1", gs)
lvgr = input.float (4.5 , "Leverage" , 0.1, 20, 0.01 , tle, "2", gs)
step = input.int (100 , "Levels " , 50, 250, 1 , ttl, "3", gs)
mode = input.string("Max" , "Mode " , ["Max" , "Fixed"], tmo, "4", gs)
vman = input.int (100000, "" , 1, inline = "4", group = gs)
offs = input.string("Auto", "Offset " , ["Auto", "Manual"], tof, "o", gs)
ofle = input.int (100 , "" , 10, inline = "o", group = gs)
disP = input.bool (true , "POC " , tpo, "5", gd)
pocC = input.color (cpoc , "" , inline = "5", group = gd)
pocW = input.int (2 , "" , inline = "5", group = gd)
disV = input.bool (false , "VP " , tvp, "6", gd)
vpC = input.color (cvop , "" , inline = "6", group = gd)
VPL = input.bool (true , "VP LIQ" , tlv, "7", gd)
VPUP = input.color (cvup , "" , inline = "7", group = gd)
VPDN = input.color (cvdn , "" , inline = "7", group = gd)
disR = input.bool (true , "Display Resting Liquidity", trl, "8", gd)
disL = input.bool (true , "Display Vertical Line" , tmr, "9", gd)
type store
map<line , float> hm
map<float, float> vp
float lH
float lL
float lvl
method gnL(map<line, float> store, float lvl) =>
store.put(
line.new(
x1 = time[back]
, x2 = time
, y1 = lvl
, y2 = lvl
, color = na
, xloc = xloc.bar_time
, width = 4
)
, 0
)
lvgr /= 100
float hs = ta.highest(back) * (1 + lvgr)
float ls = ta.lowest (back) * (1 - lvgr)
float diff = (hs - ls) / step
if barstate.islast
for obj in line.all
obj.delete()
for obj in polyline.all
obj.delete()
for obj in label.all
obj.delete()
for obj in box.all
obj.delete()
store cls = store.new(map.new<line, float>(), map.new<float, float>(), high, low, hs)
chart.point[] cp = array.new<chart.point>()
if disL
cp.unshift (chart.point.from_time(time[back], hs))
cp.unshift (chart.point.from_time(time[back], ls))
polyline.new(cp, line_color = color.white, xloc = xloc.bar_time)
for i = 0 to step - 1
float plotter = na
switch i
0 =>
plotter := hs
=>
plotter := hs - diff * ( i )
cls.hm.gnL(plotter)
cls.vp.put(plotter, 0)
line [] grid = cls.hm.keys()
for i = 0 to back
for x = 0 to grid.size() - 2
line current = grid.get ( x )
line next = grid.get (x + 1 )
float lP = low [i] * (1 - lvgr)
float hP = high[i] * (1 + lvgr)
float cL = current.get_y2()
float nL = next .get_y2()
if low[i] <= current.get_y2() and high[i] >= next.get_y2()
cls.vp.put(current.get_y2(), cls.vp.get(current.get_y2()) + volume[i])
if cL < cls.lL
current.set_x1(time[i])
if low[i] < cls.lL
current.set_x1(time[i])
if cL > cls.lH
current.set_x1(time[i])
if high[i] > cls.lH
current.set_x1(time[i])
if lP < cls.lL
if low[i] < cls.lL
cls.lL := low[i]
if lP >= nL and lP <= cL
cls.hm.put(current, cls.hm.get(current) + volume[i])
if hP > cls.lH
if high[i] > cls.lH
cls.lH := high[i]
if hP >= nL and hP <= cL
cls.hm.put(current, cls.hm.get(current) + volume[i])
float[] heat = cls.hm.values()
float[] volt = cls.vp.values()
int pocL = na
for i = 0 to grid.size() - 2
line ln = grid.get( i )
line lx = grid.get(i + 1)
int ancor = math.round((offs == "Auto" ? (back / 2) : ofle) * heat.get(i) / heat.max())
color bC = color.from_gradient(heat .get( i ), 0, heat.max() , #ffffff00, close > ln.get_y2() ? VPUP : VPDN)
color gC = color.from_gradient(cls.hm.get(ln ), 0, mode == "Max" ? heat.max() : vman, #ffffff00, close < ln.get_y2() ? VPDN : VPUP)
color vC = color.from_gradient(volt.get ( i ), 0, volt.max() , #ffffff00, vpC)
pocL := heat.get(i) == heat.max() ? ancor : pocL
if disR
ln.set_color(gC)
if VPL
box.new(
top = ln.get_y2()
, bottom = lx.get_y2()
, left = time
, right = time + (time - time[1]) * ancor
, bgcolor = bC
, border_color = bC
, xloc = xloc.bar_time
)
if disV
int vpcim = math.round((offs == "Auto" ? (back / 2) : ofle) * volt.get(i) / volt.max())
box.new(
top = ln.get_y2()
, bottom = lx.get_y2()
, left = time[back + vpcim]
, right = time[back]
, bgcolor = vC
, border_color = na
, xloc = xloc.bar_time
)
if disP
avg = math.avg(
grid.get(heat.indexof(heat.max()) ).get_y2()
, grid.get(heat.indexof(heat.max()) + 1).get_y2()
)
line.new(
x1 = time[back]
, x2 = time + (time - time[1]) * pocL
, y1 = avg
, y2 = avg
, color = pocC
, xloc = xloc.bar_time
, width = pocW
)
label.new(
x = time[back]
, y = avg
, textcolor = pocC
, color = #ffffff00
, style = label.style_label_right
, size = size.normal
, text = "POC | " + str.tostring(math.round(avg, 2))
, xloc = xloc.bar_time
)
label.new(
x = time[back]
, y = avg
, color = pocC
, style = label.style_circle
, size = size.tiny
, xloc = xloc.bar_time
)