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/
// © AlgoAlpha
//@version=6
indicator("Breakout and Retest Signals [AlgoAlpha]", "AlgoAlpha - Breakout & Retest", overlay=true, max_boxes_count=100, max_bars_back = 5000)
import TradingView/ta/9
x = input.int(title="Period", defval=7, minval=1, tooltip="Number of bars to look back for identifying pivot points", group="Pivot Settings")
Y = input.int(title="Swing Points Memory", defval=3, minval=1, tooltip="Number of recent swing points to keep in memory for analysis", group="Pivot Settings")
atrLength = input.int(title="ATR Length", defval=40, minval=1, tooltip="Length of the Average True Range calculation used for tolerance", group="Pivot Settings")
atrMultiplier = input.float(title="ATR Multiplier", defval=2.0, minval=0.1, tooltip="Multiplier applied to ATR to determine tolerance level", group="Pivot Settings")
bullColor = input.color(#00ffbb, "Bullish Color", tooltip="Color used for bullish trends and indicators. This color appears when price action or indicators suggest upward momentum", group="Appearance Settings")
bearColor = input.color(#ff1100, "Bearish Color", tooltip="Color used for bearish trends and indicators. This color appears when price action or indicators suggest downward momentum", group="Appearance Settings")
atr_val = ta.atr(atrLength)
tolerance = atr_val * atrMultiplier
x_ = int(x/2)
type PivotPoint
int idx
float price
var PivotPoint[] swingHighs = array.new<PivotPoint>()
var PivotPoint[] swingLows = array.new<PivotPoint>()
ph = ta.pivothigh(high, x, x_)
pl = ta.pivotlow(low, x, x_)
if not na(ph)
phBar = bar_index - x_
array.unshift(swingHighs, PivotPoint.new(phBar, ph))
if array.size(swingHighs) > Y
array.pop(swingHighs)
if not na(pl)
plBar = bar_index - x_
array.unshift(swingLows, PivotPoint.new(plBar, pl))
if array.size(swingLows) > Y
array.pop(swingLows)
dynamic_ltf = string(na)
if timeframe.ismonthly
dynamic_ltf := "W"
if timeframe.isweekly
dynamic_ltf := "D"
if timeframe.isdaily
dynamic_ltf := "60"
if timeframe.isminutes and timeframe.multiplier > 120
dynamic_ltf := "15"
else if timeframe.isminutes and timeframe.multiplier > 60
dynamic_ltf := "10"
else if timeframe.isminutes and timeframe.multiplier > 30
dynamic_ltf := "5"
else
dynamic_ltf := "1"
[upv, downv, deltav] = ta.requestUpAndDownVolume(dynamic_ltf)
if not na(ph) and swingLows.size() > 0
minIndex = 0
minDist = math.abs(swingLows.get(0).price - ph)
for i = 0 to swingLows.size() - 1
currentDist = math.abs(swingLows.get(i).price - ph)
if currentDist < minDist
minDist := currentDist
minIndex := i
if minDist < tolerance and low[x_] < swingLows.get(minIndex).price
box.new(swingLows.get(minIndex).idx,math.max(ph, swingLows.get(minIndex).price),bar_index-x_,math.min(ph, swingLows.get(minIndex).price), color.new(color.gray, 100), bgcolor = color.new(chart.fg_color, 85))
ratio = math.abs(upv[x_]/downv[x_])
ratio_ = math.abs(downv[x_]/upv[x_])
midpoint = int(math.avg(swingLows.get(minIndex).idx, bar_index-x_))
distance = math.abs(midpoint-swingLows.get(minIndex).idx)
box.new(swingLows.get(minIndex).idx,math.max(ph, swingLows.get(minIndex).price), ratio > 1 ? midpoint : int(swingLows.get(minIndex).idx + distance*ratio), math.avg(ph, swingLows.get(minIndex).price), color.new(color.gray, 100), bgcolor = color.new(bearColor, 50))
box.new(swingLows.get(minIndex).idx,math.avg(ph, swingLows.get(minIndex).price), ratio < 1 ? midpoint : int(swingLows.get(minIndex).idx + distance*ratio_), math.min(ph, swingLows.get(minIndex).price), color.new(color.gray, 100), bgcolor = color.new(bullColor, 50))
line.new(swingLows.get(minIndex).idx, math.avg(ph, swingLows.get(minIndex).price), bar_index-x_, math.avg(ph, swingLows.get(minIndex).price), color = chart.fg_color, style = line.style_dashed)
label.new(bar_index-x_, math.max(ph, swingLows.get(minIndex).price), "▼" + "\nDelta: " + str.tostring(deltav[x_], format.volume), xloc.bar_index, yloc.price, color.new(bearColor, 70), label.style_label_down, size = size.tiny)
swingLows.remove(minIndex)
if not na(pl) and swingHighs.size() > 0
minIndex = 0
minDist = math.abs(swingHighs.get(0).price - pl)
for i = 0 to swingHighs.size() - 1
currentDist = math.abs(swingHighs.get(i).price - pl)
if currentDist < minDist
minDist := currentDist
minIndex := i
if minDist < tolerance and high[x_] > swingHighs.get(minIndex).price
box.new(swingHighs.get(minIndex).idx,math.max(pl, swingHighs.get(minIndex).price),bar_index-x_,math.min(pl, swingHighs.get(minIndex).price), color.new(color.gray, 100), bgcolor = color.new(chart.fg_color, 85))
ratio = math.abs(upv[x_]/downv[x_])
ratio_ = math.abs(downv[x_]/upv[x_])
midpoint = int(math.avg(swingHighs.get(minIndex).idx, bar_index-x_))
distance = math.abs(midpoint-swingHighs.get(minIndex).idx)
box.new(swingHighs.get(minIndex).idx,math.max(pl, swingHighs.get(minIndex).price), ratio > 1 ? midpoint : int(swingHighs.get(minIndex).idx + distance*ratio), math.avg(pl, swingHighs.get(minIndex).price), color.new(color.gray, 100), bgcolor = color.new(bullColor, 50))
box.new(swingHighs.get(minIndex).idx,math.avg(pl, swingHighs.get(minIndex).price), ratio < 1 ? midpoint : int(swingHighs.get(minIndex).idx + distance*ratio_), math.min(pl, swingHighs.get(minIndex).price), color.new(color.gray, 100), bgcolor = color.new(bearColor, 50))
line.new(swingHighs.get(minIndex).idx, math.avg(pl, swingHighs.get(minIndex).price), bar_index-x_, math.avg(pl, swingHighs.get(minIndex).price), color = chart.fg_color, style = line.style_dashed)
label.new(bar_index-x_, math.min(pl, swingHighs.get(minIndex).price), "▲" + "\nDelta: " + str.tostring(deltav[x_], format.volume), xloc.bar_index, yloc.price, color.new(bullColor, 70), label.style_label_up, size = size.tiny)
swingHighs.remove(minIndex)
////Alerts
alertcondition(not na(ph) and swingLows.size() > 0, title="Bearish Breakout and Retest")
alertcondition(not na(pl) and swingHighs.size() > 0, title="Bullish Breakout and Retest")