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 Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © fluxchart
//@version=5
indicator(title = 'Liquidity Grab Zones | Flux Charts', overlay = true, max_boxes_count = 500, max_labels_count = 500, max_lines_count = 500, max_bars_back = 1005)
//#region Constants
const bool DEBUG = false
const int SHOW_LAST_X = 500
const int MAX_DISTANCE = 500 // Affects Running Time
const int MAX_ZONES = 100
const int EXTEND_ZONES_BY = 15
const int RETEST_COOLDOWN = 5
const int MIN_ZONE_SIZE = 3
const color LINE_COLOR = color.white
const string LINE_STYLE = "----"
//#endregion
//#region Inputs
pivotLenLiq = input.int(25, "Pivot Length", group = "General Configuration", display = display.none)
WBR = input.float(0.5, "Wick-Body Ratio", step = 0.1, group = "General Configuration", display = display.none)
zoneInvalidation = input.string("Close", "Zone Invalidation", group = "General Configuration", options = ["Wick", "Close"], display = display.none)
retestsEnabled = input.bool(true, "Retests", inline = "rb", group = "General Configuration", display = display.none)
breaksEnabled = input.bool(false, "Breaks", inline = "rb", group = "General Configuration", display = display.none)
inverseZones = input.bool(true, "Inverse Zones After Broken", group = "General Configuration", display = display.none)
sellsideColor = input(#08998180, 'Bullish', inline = 'bsColor', group = 'General Configuration', display = display.none)
buysideColor = input(#f2364680, 'Bearish', inline = 'bsColor', group = 'General Configuration', display = display.none)
combineZones = DEBUG ? input.bool(true, "[DBG] Combine Zones", group = "Debug", display = display.none) : true
showInvalidated = DEBUG ? input.bool(true, "[DBG] Show Historic Zones", group = "Debug", display = display.none) : true
bubbleSize = DEBUG ? input.int(5, "[DBG] Base Bubble Size", group = "Style", display = display.none) : 5
minDist = DEBUG ? input.int(0, "[DBG] Min Distance", group = "Style", display = display.none) : 0
grabsPerZone = DEBUG ? input.int(1, "[DBG] Max Grabs Per Zone", group = "Style", display = display.none) : 1
minATRBetweenPivots = DEBUG ? input.float(1, "[DBG] Min ATR Between Pivots", group = "Style", display = display.none) : 1
bubbleOffset = DEBUG ? input.float(20, "[DBG] Bubble Offset", group = "Style", display = display.none) : 20
textColor = DEBUG ? input.color(#ffffff80, "[DBG] Text Color", group = "Style", inline = "BBcolors") : #ffffff80
renderLiqZones = DEBUG ? input.bool(false, "[DBG] Render Liquidity Zones", group = "Style") : false
renderBubbles = DEBUG ? input.bool(true, "[DBG] Render Bubbles", group = "Style") : false
renderLiqGrabZones = DEBUG ? input.bool(true, "[DBG] Render Liquidity Grab Zones", group = "Style") : true
//#endregion
//#region UDTs
type liqInfo
int startTime
int endTime
float price
string liqType
int grabsFound = 0
type liq
liqInfo info
bool isRendered = false
line liqZone
type liqGrabZone
int startTime = na
int endTime = na
float priceHigh
float priceLow
string liqType
bool disabled = false
bool ephemeral = false
safeDeleteLiq (liq liqF) =>
liqF.isRendered := false
line.delete(liqF.liqZone)
//#endregion
var liq[] allLiqList = array.new<liq>(0)
var liqGrabZone[] allLiqGrabZones = array.new<liqGrabZone>(0)
highestTALiq = ta.pivothigh(pivotLenLiq, pivotLenLiq)
lowestTALiq = ta.pivotlow(pivotLenLiq, pivotLenLiq)
curATR = ta.atr(5)
//#region Functions
renderLiq (liq liqF) =>
if renderLiqZones
liqF.liqZone := line.new(liqF.info.startTime, liqF.info.price, nz(liqF.info.endTime, time + 1), liqF.info.price, xloc = xloc.bar_time, color = liqF.info.liqType == "Buyside" ? buysideColor : sellsideColor)
handleLiqsFinal () =>
if DEBUG
log.info("Liqudities Count " + str.tostring(allLiqList.size()))
if allLiqList.size() > 0
for i = 0 to allLiqList.size() - 1
curLiq = allLiqList.get(i)
safeDeleteLiq(curLiq)
if not curLiq.isRendered and not (not showInvalidated and not na(curLiq.info.endTime))
renderLiq(curLiq)
areaOfZone (liqGrabZone zone) =>
XA1 = zone.startTime
XA2 = na(zone.endTime) ? zone.startTime + EXTEND_ZONES_BY : zone.endTime
YA1 = zone.priceHigh
YA2 = zone.priceLow
edge1 = math.sqrt((XA2 - XA1) * (XA2 - XA1) + (YA2 - YA2) * (YA2 - YA2))
edge2 = math.sqrt((XA2 - XA2) * (XA2 - XA2) + (YA2 - YA1) * (YA2 - YA1))
totalArea = edge1 * edge2
totalArea
doZonesTouch (liqGrabZone zone1, liqGrabZone zone2) =>
XA1 = zone1.startTime
XA2 = na(zone1.endTime) ? zone1.startTime + EXTEND_ZONES_BY : zone1.endTime
YA1 = zone1.priceHigh
YA2 = zone1.priceLow
XB1 = zone2.startTime
XB2 = na(zone2.endTime) ? zone2.startTime + EXTEND_ZONES_BY : zone2.endTime
YB1 = zone2.priceHigh
YB2 = zone2.priceLow
intersectionArea = math.max(0, math.min(XA2, XB2) - math.max(XA1, XB1)) * math.max(0, math.min(YA1, YB1) - math.max(YA2, YB2))
unionArea = areaOfZone(zone1) + areaOfZone(zone2) - intersectionArea
float overlapPercentage = (intersectionArea / unionArea) * 100.0
if intersectionArea > 0.0
//log.info(str.tostring(intersectionArea) + " | " + str.tostring(unionArea))
log.info(str.tostring(overlapPercentage))
if overlapPercentage > 0
true
else
false
combineFunc () =>
if allLiqGrabZones.size() > 0
lastCombinations = 999
while lastCombinations > 0
lastCombinations := 0
for i = 0 to allLiqGrabZones.size() - 1
curZone1 = allLiqGrabZones.get(i)
for j = 0 to allLiqGrabZones.size() - 1
curZone2 = allLiqGrabZones.get(j)
if i == j
continue
if curZone1.liqType != curZone2.liqType
continue
if curZone1.disabled or curZone2.disabled
continue
if doZonesTouch(curZone1, curZone2)
curZone1.disabled := true
curZone2.disabled := true
liqGrabZone newZone = liqGrabZone.new(na, na, math.max(curZone1.priceHigh, curZone2.priceHigh), math.min(curZone1.priceLow, curZone2.priceLow), curZone1.liqType)
// Combine Zone
newZone.startTime := math.min(curZone1.startTime, curZone2.startTime)
newZone.endTime := math.max(nz(curZone1.endTime), nz(curZone2.endTime))
newZone.endTime := newZone.endTime == 0 ? na : newZone.endTime
allLiqGrabZones.unshift(newZone)
lastCombinations += 1
//#endregion
if bar_index > last_bar_index - MAX_DISTANCE
if allLiqList.size() > 0
for i = 0 to allLiqList.size() - 1
curLiq = allLiqList.get(i)
if na(curLiq.info.endTime) and (curLiq.info.liqType == "Buyside" ? close > curLiq.info.price : close < curLiq.info.price)
curLiq.info.endTime := time
if not na(highestTALiq)
newLiqInfo = liqInfo.new(time[pivotLenLiq], na, highestTALiq, "Buyside")
addLiq = true
if allLiqList.size() > 0
for i = 0 to allLiqList.size() - 1
liqInfo curInfo = allLiqList.get(i).info
if na(curInfo.endTime) and curInfo.liqType == "Buyside"
if math.abs(highestTALiq - curInfo.price) < curATR * minATRBetweenPivots
addLiq := false
break
if addLiq
allLiqList.unshift(liq.new(newLiqInfo))
if allLiqList.size () > SHOW_LAST_X
safeDeleteLiq(allLiqList.pop())
if not na(lowestTALiq)
newLiqInfo = liqInfo.new(time[pivotLenLiq], na, lowestTALiq, "Sellside")
addLiq = true
if allLiqList.size() > 0
for i = 0 to allLiqList.size() - 1
liqInfo curInfo = allLiqList.get(i).info
if na(curInfo.endTime) and curInfo.liqType == "Sellside"
if math.abs(lowestTALiq - curInfo.price) < curATR * minATRBetweenPivots
addLiq := false
break
if addLiq
allLiqList.unshift(liq.new(newLiqInfo))
if allLiqList.size () > SHOW_LAST_X
safeDeleteLiq(allLiqList.pop())
var lastHigh = 0
var lastLow = 0
renderHighCircle5 = false
renderHighCircle10 = false
renderHighCircle15 = false
float highCirclePrice = na
renderLowCircle5 = false
renderLowCircle10 = false
renderLowCircle15 = false
float lowCirclePrice = na
if allLiqList.size() > 0
for i = 0 to allLiqList.size() - 1
curLiq = allLiqList.get(i)
if not na(curLiq.info.endTime)
continue
if curLiq.info.grabsFound == grabsPerZone
continue
bodySize = math.abs(close - open)
wickSize = curLiq.info.liqType == "Buyside" ? (high - math.max(close, open)) : (math.min(close, open) - low)
curWBR = wickSize / bodySize
if curLiq.info.liqType == "Buyside"
if high >= curLiq.info.price and (bar_index - lastHigh > minDist)
lastHigh := bar_index
if curWBR >= WBR * 3
renderHighCircle15 := true
else if curWBR >= WBR * 2
renderHighCircle10 := true
else if curWBR >= WBR
renderHighCircle5 := true
highCirclePrice := high + curATR * bubbleOffset / 100.0
curLiq.info.grabsFound += 1
else
if low <= curLiq.info.price and (bar_index - lastLow > minDist)
lastLow := bar_index
if curWBR >= WBR * 3
renderLowCircle15 := true
else if curWBR >= WBR * 2
renderLowCircle10 := true
else if curWBR >= WBR
renderLowCircle5 := true
lowCirclePrice := low - curATR * bubbleOffset / 100.0
curLiq.info.grabsFound += 1
plot(renderHighCircle5 and renderBubbles and barstate.isconfirmed ? highCirclePrice : na, "", buysideColor, bubbleSize, plot.style_circles, false, 0)
plot(renderHighCircle10 and renderBubbles and barstate.isconfirmed ? highCirclePrice : na, "", buysideColor, int(bubbleSize * 1.5), plot.style_circles, false, 0)
plot(renderHighCircle15 and renderBubbles and barstate.isconfirmed ? highCirclePrice : na, "", buysideColor, bubbleSize * 2, plot.style_circles, false, 0)
plot(renderLowCircle5 and renderBubbles and barstate.isconfirmed ? lowCirclePrice : na, "", sellsideColor, bubbleSize, plot.style_circles, false, 0)
plot(renderLowCircle10 and renderBubbles and barstate.isconfirmed ? lowCirclePrice : na, "", sellsideColor, int(bubbleSize * 1.5), plot.style_circles, false, 0)
plot(renderLowCircle15 and renderBubbles and barstate.isconfirmed ? lowCirclePrice : na, "", sellsideColor, bubbleSize * 2, plot.style_circles, false, 0)
if (renderHighCircle5 or renderHighCircle10 or renderHighCircle15) and barstate.isconfirmed
allLiqGrabZones.unshift(liqGrabZone.new(bar_index, na, high, math.max(close, open), "Buyside"))
if allLiqGrabZones.size() > MAX_ZONES
allLiqGrabZones.pop()
else if (renderLowCircle5 or renderLowCircle10 or renderLowCircle15) and barstate.isconfirmed
allLiqGrabZones.unshift(liqGrabZone.new(bar_index, na, math.min(close, open), low, "Sellside"))
if allLiqGrabZones.size() > MAX_ZONES
allLiqGrabZones.pop()
bool renderBreakLabelBuyside = false
bool renderBreakLabelSellside = false
if allLiqGrabZones.size() > 0 and renderLiqGrabZones and barstate.isconfirmed
for i = 0 to allLiqGrabZones.size() - 1
curZone = allLiqGrabZones.get(i)
if na(curZone.endTime) and bar_index > curZone.startTime
if curZone.liqType == "Buyside"
if (zoneInvalidation == "Close" ? close : high) > curZone.priceHigh
curZone.endTime := bar_index
if curZone.endTime - curZone.startTime > MIN_ZONE_SIZE
renderBreakLabelBuyside := true
if inverseZones and not curZone.ephemeral
allLiqGrabZones.unshift(liqGrabZone.new(bar_index, na, curZone.priceHigh, curZone.priceLow, "Sellside", false, true))
else
if (zoneInvalidation == "Close" ? close : low) < curZone.priceLow
curZone.endTime := bar_index
if curZone.endTime - curZone.startTime > MIN_ZONE_SIZE
renderBreakLabelSellside := true
if inverseZones and not curZone.ephemeral
allLiqGrabZones.unshift(liqGrabZone.new(bar_index, na, curZone.priceHigh, curZone.priceLow, "Buyside", false, true))
var lastRetestIndex = 0
float renderRetestLabelBuyside = na
float renderRetestLabelSellside = na
if allLiqGrabZones.size() > 0 and renderLiqGrabZones and bar_index - lastRetestIndex > RETEST_COOLDOWN and barstate.isconfirmed
for i = 0 to allLiqGrabZones.size() - 1
curZone = allLiqGrabZones.get(i)
if bar_index - curZone.startTime < MIN_ZONE_SIZE
continue
if not na(curZone.endTime)
continue
middleLine = (curZone.priceLow + curZone.priceHigh) / 2.0
if curZone.liqType == "Buyside"
if high > middleLine
renderRetestLabelBuyside := high
lastRetestIndex := bar_index
else
if low < middleLine
renderRetestLabelSellside := low
lastRetestIndex := bar_index
plotshape(not na(renderRetestLabelBuyside) and retestsEnabled, "", shape.labeldown, color = buysideColor, text = "R", location = location.abovebar, textcolor = color.white, size = size.small)
plotshape(not na(renderRetestLabelSellside) and retestsEnabled, "", shape.labelup, color = sellsideColor, text = "R", location = location.belowbar, textcolor = color.white, size = size.small)
plotshape(renderBreakLabelBuyside and breaksEnabled, "", shape.labelup, color = color.blue, text = "B", location = location.belowbar, textcolor = color.white, size = size.small)
plotshape(renderBreakLabelSellside and breaksEnabled, "", shape.labeldown, color = color.blue, text = "B", location = location.abovebar, textcolor = color.white, size = size.small)
alertcondition((renderHighCircle5 or renderHighCircle10 or renderHighCircle15) and barstate.isconfirmed, "Buyside Liquidity Grab @ {{ticker}}", "Buyside Liquidity Grab @ {{ticker}}")
alertcondition((renderLowCircle5 or renderLowCircle10 or renderLowCircle15) and barstate.isconfirmed, "Sellside Liquidity Grab @ {{ticker}}", "Sellside Liquidity Grab @ {{ticker}}")
alertcondition(not na(renderRetestLabelBuyside) and barstate.isconfirmed, "Buyside Liq Grab Zone Retest @ {{ticker}}", "Buyside Liq Grab Zone Retest @ {{ticker}}")
alertcondition(not na(renderRetestLabelSellside) and barstate.isconfirmed, "Sellside Liq Grab Zone Retest @ {{ticker}}", "Sellside Liq Grab Zone Retest @ {{ticker}}")
alertcondition(renderBreakLabelBuyside and barstate.isconfirmed, "Buyside Liq Grab Zone Break @ {{ticker}}", "Buyside Liq Grab Zone Break @ {{ticker}}")
alertcondition(renderBreakLabelSellside and barstate.isconfirmed, "Sellside Liq Grab Zone Break @ {{ticker}}", "Sellside Liq Grab Zone Break @ {{ticker}}")
if barstate.islast
handleLiqsFinal()
for i in box.all
box.delete(i)
for i in line.all
line.delete(i)
if combineZones
combineFunc()
if allLiqGrabZones.size() > 0 and renderLiqGrabZones
for i = 0 to allLiqGrabZones.size() - 1
curZone = allLiqGrabZones.get(i)
if curZone.disabled
continue
if not na(curZone.endTime)
if curZone.endTime - curZone.startTime <= MIN_ZONE_SIZE
continue
if na(curZone.endTime) or (not na(curZone.endTime) and showInvalidated)
box.new(curZone.startTime, curZone.priceHigh, nz(curZone.endTime, bar_index + 1) , curZone.priceLow, xloc = xloc.bar_index, extend = na(curZone.endTime) ? extend.right : extend.none, border_width = 0, bgcolor = (curZone.liqType == "Buyside" ? buysideColor : sellsideColor))
middlePrice = (curZone.priceHigh + curZone.priceLow) / 2
line.new(curZone.startTime, middlePrice, nz(curZone.endTime, bar_index + 1), middlePrice, color = LINE_COLOR, style = LINE_STYLE == "...." ? line.style_dotted : LINE_STYLE == "____" ? line.style_solid : line.style_dashed, extend = na(curZone.endTime) ? extend.right : extend.none)