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('Reversal Probability Zone & Levels [LuxAlgo]','LuxAlgo - Reversal Probability Zone & Levels', overlay = true, max_boxes_count = 500, max_labels_count = 500, max_lines_count = 500)
//---------------------------------------------------------------------------------------------------------------------}
//CONSTANTS & STRINGS & INPUTS
//---------------------------------------------------------------------------------------------------------------------{
GREEN = #089981
RED = #F23645
HIGH = +1
LOW = -1
DOTTED = 'Dotted'
DASHED = 'Dashed'
SOLID = 'Solid'
EM_SPACE = ' '
SPACING2 = EM_SPACE+EM_SPACE
SPACING5 = EM_SPACE+EM_SPACE+EM_SPACE+EM_SPACE+EM_SPACE
PERCENTILE_GROUP = SPACING5+'PERCENTILE'+SPACING5+'STYLE'+SPACING5+SPACING2+'COLORS/SIZE'
STYLE_GROUP = 'STYLE'
lengthInput = input.int( 20, 'Swing Length')
maxPivotsInput = input.int( 1000, 'Maximum Reversals', minval = 5)
normalizeDataInput = input.bool( false, 'Normalize Data')
percentile25Input = input.bool( true, '', inline = '25', group = PERCENTILE_GROUP)
percentile25DataInput = input.int( 25, '', inline = '25', group = PERCENTILE_GROUP, minval = 10, maxval = 90)
percentile25StyleInput = input.string( DOTTED, '', inline = '25', group = PERCENTILE_GROUP, options = [DOTTED,DASHED,SOLID])
percentile25ColorBullInput = input.color( color.new(GREEN,30),'', inline = '25', group = PERCENTILE_GROUP)
percentile25ColorBearInput = input.color( color.new(RED,30), '', inline = '25', group = PERCENTILE_GROUP)
percentile25SizeInput = input.int( 12, '', inline = '25', group = PERCENTILE_GROUP)
percentile50Input = input.bool( true, '', inline = '50', group = PERCENTILE_GROUP)
percentile50DataInput = input.int( 50, '', inline = '50', group = PERCENTILE_GROUP, minval = 10, maxval = 90)
percentile50StyleInput = input.string( DASHED, '', inline = '50', group = PERCENTILE_GROUP, options = [DOTTED,DASHED,SOLID])
percentile50ColorBullInput = input.color( color.new(GREEN,30),'', inline = '50', group = PERCENTILE_GROUP)
percentile50ColorBearInput = input.color( color.new(RED,30), '', inline = '50', group = PERCENTILE_GROUP)
percentile50SizeInput = input.int( 12, '', inline = '50', group = PERCENTILE_GROUP)
percentile75Input = input.bool( true, '', inline = '75', group = PERCENTILE_GROUP)
percentile75DataInput = input.int( 75, '', inline = '75', group = PERCENTILE_GROUP, minval = 10, maxval = 90)
percentile75StyleInput = input.string( DASHED, '', inline = '75', group = PERCENTILE_GROUP, options = [DOTTED,DASHED,SOLID])
percentile75ColorBullInput = input.color( color.new(GREEN,30),'', inline = '75', group = PERCENTILE_GROUP)
percentile75ColorBearInput = input.color( color.new(RED,30), '', inline = '75', group = PERCENTILE_GROUP)
percentile75SizeInput = input.int( 12, '', inline = '75', group = PERCENTILE_GROUP)
percentile90Input = input.bool( true, '', inline = '90', group = PERCENTILE_GROUP)
percentile90DataInput = input.int( 90, '', inline = '90', group = PERCENTILE_GROUP, minval = 10, maxval = 90)
percentile90StyleInput = input.string( SOLID, '', inline = '90', group = PERCENTILE_GROUP, options = [DOTTED,DASHED,SOLID])
percentile90ColorBullInput = input.color( color.new(GREEN,30),'', inline = '90', group = PERCENTILE_GROUP)
percentile90ColorBearInput = input.color( color.new(RED,30), '', inline = '90', group = PERCENTILE_GROUP)
percentile90SizeInput = input.int( 12, '', inline = '90', group = PERCENTILE_GROUP)
noOverlapInput = input.bool( true, 'No Overlapping Zones', group = STYLE_GROUP)
onlyLastInput = input.bool( false, 'Show Only Last Zone', group = STYLE_GROUP)
marksInput = input.bool( true, 'Show Marks', group = STYLE_GROUP)
bullishColorInput = input.color( color.new(GREEN,90),'', group = STYLE_GROUP, inline = 'colors')
bearishColorInput = input.color( color.new(RED,90), '', group = STYLE_GROUP, inline = 'colors')
//---------------------------------------------------------------------------------------------------------------------}
//DATA STRUCTURES & VARIABLES
//---------------------------------------------------------------------------------------------------------------------{
type pivots
array<float> prices = na
array<int> bars = na
type zone
box b_ox = na
array<label> l_abels = na
array<line> l_ines = na
var pivots bullishPivots = pivots.new(array.new<float>(),array.new<int>())
var pivots bearishPivots = pivots.new(array.new<float>(),array.new<int>())
var zone currentZone = zone.new(box.new(chart.point.now(high),chart.point.now(low)),array.new<label>(),array.new<line>())
//---------------------------------------------------------------------------------------------------------------------}
//USER-DEFINED FUNCTIONS
//---------------------------------------------------------------------------------------------------------------------{
fetchPivot(int length) =>
var float pivotPrice = na
var int pivotBar = na
var int pivotBias = na
var float currentPrice = close
var int currentBar = bar_index
var int bias = na
bool newPivot = false
max = math.max(close, open)
min = math.min(close, open)
upper = ta.highest(max, length)
lower = ta.lowest(min, length)
bias := max == upper ? HIGH : min == lower ? LOW : bias
if bias != bias[1]
newPivot := true
pivotPrice := currentPrice
pivotBar := currentBar
pivotBias := bias == LOW ? HIGH : LOW
currentPrice := bias == HIGH ? upper : lower
currentBar := bar_index
else
currentPrice := bias == HIGH ? math.max(upper, currentPrice) : math.min(lower, currentPrice)
currentBar := currentPrice != currentPrice[1] ? bar_index : currentBar
[newPivot,pivotPrice,pivotBar,pivotBias]
fetchData(bool newPivot, float currentPrice, int currentBar) =>
var float lastPrice = close
var int lastBar = bar_index
bullish = currentPrice > lastPrice
priceDelta = math.abs(currentPrice - lastPrice) / (normalizeDataInput ? lastPrice : 1)
barsDelta = currentBar - lastBar
pivots p_ivots = bullish ? bullishPivots : bearishPivots
if newPivot and barsDelta != 0 and not na(priceDelta)
p_ivots.prices.push(priceDelta)
p_ivots.bars.push(barsDelta)
lastPrice := currentPrice
lastBar := currentBar
if p_ivots.prices.size() > maxPivotsInput
p_ivots.prices.shift()
p_ivots.bars.shift()
lineStyle(string style) =>
switch style
DOTTED => line.style_dotted
DASHED => line.style_dashed
SOLID => line.style_solid
plotGrid(bool pivotHigh, float currentPrice, int currentBar, float pricePercentile, int barPercentile, float maxPricesPercentile, int maxBarsPercentile, string tag, string style, color customColor, int size, bool hideLines = false) =>
if not hideLines
currentZone.l_ines.push(line.new(chart.point.new(na,currentBar, currentPrice + (pivotHigh ? -1 : 1) * (normalizeDataInput ? math.round_to_mintick(currentPrice * pricePercentile) : pricePercentile)),chart.point.new(na,currentBar + maxBarsPercentile,currentPrice + (pivotHigh ? -1 : 1) * (normalizeDataInput ? math.round_to_mintick(currentPrice * pricePercentile) : pricePercentile)),style = style,color = customColor))
currentZone.l_ines.push(line.new(chart.point.new(na,currentBar + barPercentile,currentPrice),chart.point.new(na,currentBar + barPercentile,currentPrice + (pivotHigh ? -1 : 1) * (normalizeDataInput ? math.round_to_mintick(currentPrice * maxPricesPercentile) : maxPricesPercentile)),style = style,color = customColor))
currentZone.l_abels.push(label.new(chart.point.new(na,currentBar + maxBarsPercentile,currentPrice + (pivotHigh ? -1 : 1) * (normalizeDataInput ? math.round_to_mintick(currentPrice * pricePercentile) : pricePercentile)),tag,color = color(na),style = label.style_label_left,size = size, textcolor = customColor))
currentZone.l_abels.push(label.new(chart.point.new(na,currentBar + barPercentile,currentPrice),tag,color = color(na),style = pivotHigh ? label.style_label_down : label.style_label_up,size = size, textcolor = customColor))
plotForecast(bool newPivot, float currentPrice, int currentBar, int bias) =>
if newPivot
pivotHigh = bias == HIGH
pivots p_ivots = pivotHigh ? bearishPivots : bullishPivots
p_ivots.prices.sort()
p_ivots.bars.sort()
maxPercentile = math.max(percentile25Input ? percentile25DataInput : 0, percentile50Input ? percentile50DataInput : 0, percentile75Input ? percentile75DataInput : 0, percentile90Input ? percentile90DataInput : 0)
maxPricesPercentile = p_ivots.prices.percentile_nearest_rank(maxPercentile)
maxBarsPercentile = p_ivots.bars.percentile_nearest_rank(maxPercentile)
if noOverlapInput and not onlyLastInput
if currentZone.b_ox.get_right() > currentBar
currentZone.b_ox.set_right(currentBar)
for eachLabel in currentZone.l_abels
if eachLabel.get_x() > currentBar
eachLabel.delete()
for eachLine in currentZone.l_ines
if eachLine.get_x2() > currentBar
eachLine.delete()
if onlyLastInput
currentZone.b_ox.delete()
for eachLabel in currentZone.l_abels
eachLabel.delete()
for eachLine in currentZone.l_ines
eachLine.delete()
currentZone.b_ox := box.new(chart.point.new(na,currentBar,currentPrice),chart.point.new(na,currentBar + maxBarsPercentile,currentPrice + (pivotHigh ? -1 : 1) * (normalizeDataInput ? math.round_to_mintick(currentPrice * maxPricesPercentile) : maxPricesPercentile)),color(na),bgcolor = pivotHigh ? bearishColorInput : bullishColorInput)
currentZone.l_abels.clear()
currentZone.l_ines.clear()
if percentile25Input
pricePercentile = p_ivots.prices.percentile_nearest_rank(percentile25DataInput)
barPercentile = p_ivots.bars.percentile_nearest_rank(percentile25DataInput)
plotGrid(pivotHigh,currentPrice,currentBar,pricePercentile,barPercentile,maxPricesPercentile,maxBarsPercentile, str.tostring(percentile25DataInput) + 'th',lineStyle(percentile25StyleInput),pivotHigh ? percentile25ColorBearInput : percentile25ColorBullInput,percentile25SizeInput)
if percentile50Input
pricePercentile = p_ivots.prices.percentile_nearest_rank(percentile50DataInput)
barPercentile = p_ivots.bars.percentile_nearest_rank(percentile50DataInput)
plotGrid(pivotHigh,currentPrice,currentBar,pricePercentile,barPercentile,maxPricesPercentile,maxBarsPercentile, str.tostring(percentile50DataInput) + 'th',lineStyle(percentile50StyleInput),pivotHigh ? percentile50ColorBearInput : percentile50ColorBullInput,percentile50SizeInput)
if percentile75Input
pricePercentile = p_ivots.prices.percentile_nearest_rank(percentile75DataInput)
barPercentile = p_ivots.bars.percentile_nearest_rank(percentile75DataInput)
plotGrid(pivotHigh,currentPrice,currentBar,pricePercentile,barPercentile,maxPricesPercentile,maxBarsPercentile, str.tostring(percentile75DataInput) + 'th',lineStyle(percentile75StyleInput),pivotHigh ? percentile75ColorBearInput : percentile75ColorBullInput,percentile75SizeInput)
if percentile90Input
pricePercentile = p_ivots.prices.percentile_nearest_rank(percentile90DataInput)
barPercentile = p_ivots.bars.percentile_nearest_rank(percentile90DataInput)
plotGrid(pivotHigh,currentPrice,currentBar,pricePercentile,barPercentile,maxPricesPercentile,maxBarsPercentile, str.tostring(percentile90DataInput) + 'th',lineStyle(percentile90StyleInput),pivotHigh ? percentile90ColorBearInput : percentile90ColorBullInput,percentile90SizeInput)
plotMarks(bool newPivot, float currentPrice, int currentBar, int bias) =>
if marksInput and newPivot
label.new(chart.point.new(na,currentBar,currentPrice), '•', color = color(na), textcolor = color.new(chart.fg_color,80),style = bias == HIGH ? label.style_label_down : label.style_label_up, size = 18)
//---------------------------------------------------------------------------------------------------------------------}
//MUTABLE VARIABLES & EXECUTION
//---------------------------------------------------------------------------------------------------------------------{
if barstate.isconfirmed
[newPivot,pivotPrice,pivotBar,pivotBias] = fetchPivot(lengthInput)
fetchData(newPivot, pivotPrice, pivotBar)
plotForecast(newPivot, pivotPrice, pivotBar, pivotBias)
plotMarks(newPivot, pivotPrice, pivotBar, pivotBias)
//---------------------------------------------------------------------------------------------------------------------}