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 Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International
// https://creativecommons.org/licenses/by-nc-sa/4.0/
// © BigBeluga
//@version=6
indicator("Volume-Weighted Order Block Zones [BigBeluga]", overlay=true, max_boxes_count=500, max_lines_count=500, max_labels_count=500, calc_bars_count = 3000)
// ＩＮＰＵＴＳ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
// Order Block Detection Parameters
swLen = input.int(10, title="Swing Detection Length", group="Order Block Settings", tooltip="Number of bars before and after a pivot high/low required to confirm a swing structure.")
maxOB = input.int(10, title="Max Active Order Blocks", group="Order Block Settings", tooltip="Maximum number of active order block zones allowed on the chart simultaneously.")
displacement = input.float(4.0, title="Displacement Multiplier", step=0.1, group="Order Block Settings", tooltip="ATR multiplier added to or subtracted from the pivot to establish the displacement trigger level.")
minVolStrength = input.int(0, title="Min Volume Strength (%)", minval=0, maxval=100, group="Order Block Settings", tooltip="Filters out pivot points and order blocks with volume strength lower than this percentage.")
// Label Size & Typography Settings
lblSize = input.string("small", title="Label Size", options=["tiny", "small", "normal", "large"], group="Display Settings", tooltip="Controls the font size for PL, PH, B, and S labels.")
// Map label size selection to secondary sizes for retest signals
lblSize1 = switch lblSize
"tiny" => "small"
"small" => "normal"
"normal" => "large"
"large" => "huge"
// Color Scheme Definitions
c_bullOb = input.color(#4bffa5, title="Bullish/Bearish OB Colors", group="Color Settings", tooltip="", inline="ob1")
c_bearOb = input.color(#ff784f, title="", group="Color Settings", tooltip="Base color used for Bullish Order Block background zones.\nBase color used for Bearish Order Block background zones.", inline="ob1")
c_bullLine = input.color(#4bffa5, title="Bullish/Bearish Trigger Line", group="Color Settings", tooltip="", inline="ob2")
c_bearLine = input.color(#ff784f, title="", group="Color Settings", tooltip="Color of the Bullish Displacement Trigger Line.\nColor of the Bearish Displacement Trigger Line.", inline="ob2")
c_plText = input.color(#4bffa5, title="Pivot Low/High Text Color", group="Color Settings", tooltip="", inline="ob3")
c_phText = input.color(#ff784f, title="", group="Color Settings", tooltip="Base color of the Pivot Low (PL) label text.\nBase color of the Pivot High (PH) label text.", inline="ob3")
// }
// ＣＡＬＣＵＬＡＴＩＯＮＳ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
// Custom User Defined Type to store Order Block elements
type OB
box body
line triggerLEVEL
bool isBullish
// Dynamic Array storing active Order Block instances
var OB[] obBoxes = array.new<OB>()
// Structure Pivot Detection
pHigh = ta.pivothigh(high, swLen, swLen)
pLow = ta.pivotlow(low, swLen, swLen)
// Volume and Volatility Metrics
volMA = ta.sma(volume, 20)
atr = ta.atr(100)
// Maximum high / minimum low lookbacks since pivot to detect retroactive breakouts
highestSincePivot = ta.highest(high, swLen)
lowestSincePivot = ta.lowest(low, swLen)
// Bullish Order Block Tracking Variables
var float bullObHigh = na
var float bullObLow = na
var int bullObBar = na
var float bullObVol = na
var float bullLevel = na
var bool bullTriggered = true
// Bearish Order Block Tracking Variables
var float bearObHigh = na
var float bearObLow = na
var int bearObBar = na
var float bearObVol = na
var float bearLevel = na
var bool bearTriggered = true
// Cooldown tracking for retest signal labels
var lastBullRetest = 0
var lastBearRetest = 0
// Pending Un-triggered Breakout Trigger Lines
var line liveBullLine = na
var line liveBearLine = na
// Custom function calculating volume strength percentage and mapping dynamic alpha transparency
f_getVolumeColor(vol, sma, baseColor) =>
float volRatio = sma > 0 ? (vol / sma) : 1.0
int rawAlpha = int(96 - (volRatio * 12))
int alpha = math.min(math.max(rawAlpha, 40), 92)
int strength = 100 - alpha
[color.new(baseColor, alpha), strength]
// }
// ＰＬＯＴ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
// 1. SWING LOW & BULLISH ORDER BLOCK LOGIC
if not na(pLow)
float tempObVol = volume[swLen]
[_, plStrength] = f_getVolumeColor(tempObVol, volMA[swLen], c_plText)
if plStrength >= minVolStrength
// Store Pivot Low metrics
bullObHigh := high[swLen]
bullObLow := low[swLen]
bullObBar := bar_index[swLen]
bullObVol := tempObVol
bullLevel := bullObLow + atr * displacement
// Check if price already displaced above trigger level during confirmation lookback
bool alreadyCrossed = highestSincePivot >= bullLevel
bullTriggered := alreadyCrossed
color plTextColor = color.new(c_plText, 80 - plStrength)
// Clear previous live pending trigger line
line.delete(liveBullLine)
if not bullTriggered
// Draw active dashed trigger line awaiting displacement
liveBullLine := line.new(bullObBar, bullLevel, bar_index, bullLevel, style=line.style_dashed, color=c_bullLine)
else
// Retroactive OB creation if breakout occurred prior to pivot confirmation
liveBullLine := na
// Find exact historical bar offset where displacement trigger was crossed
int crossOffset = 0
for offset = swLen - 1 to 0
if close[offset] >= bullLevel or high[offset] >= bullLevel
crossOffset := offset
break
int crossBar = bar_index - crossOffset
// Ensure zone was not invalidated/mitigated before confirmation
bool isMitigated = false
for offset = crossOffset to 0
if low[offset] < bullObLow
isMitigated := true
break
if not isMitigated
[bullColor, bullStrength] = f_getVolumeColor(bullObVol, volMA[swLen], c_bullOb)
// Remove overlapping active bullish OBs
if array.size(obBoxes) > 0
for i = array.size(obBoxes) - 1 to 0
OB currentOB = array.get(obBoxes, i)
if currentOB.isBullish
float oldHigh = box.get_top(currentOB.body)
float oldLow = box.get_bottom(currentOB.body)
if bullObHigh >= oldLow and bullObLow <= oldHigh
box.delete(currentOB.body)
line.delete(currentOB.triggerLEVEL)
array.remove(obBoxes, i)
// Plot displacement trigger line and OB zone box
l = line.new(bullObBar, bullLevel, crossBar, bullLevel, style=line.style_solid, color=c_bullLine)
b = box.new(bullObBar, bullObHigh, bar_index, bullObLow, bgcolor=bullColor, border_color=color.new(c_bullOb, 100), text=str.tostring(bullStrength) + "%", text_color=chart.fg_color, text_size=size.small, text_halign=text.align_center, text_valign=text.align_center)
// Store new OB and enforce maximum allowed count
obBoxes.push(OB.new(b, l, true))
if array.size(obBoxes) > maxOB
oldOB = array.shift(obBoxes)
box.delete(oldOB.body)
line.delete(oldOB.triggerLEVEL)
// Plot Pivot Low label with volume-weighted text intensity
label.new(bar_index[swLen], pLow, "PL", color=color.new(color.black, 100), textcolor=plTextColor, style=label.style_label_up, size=lblSize, tooltip="Pivot Low: " + str.tostring(pLow, format.mintick) + "\nVolume Strength: " + str.tostring(plStrength) + "%")
// 2. SWING HIGH & BEARISH ORDER BLOCK LOGIC
if not na(pHigh)
float tempObVol = volume[swLen]
[_, phStrength] = f_getVolumeColor(tempObVol, volMA[swLen], c_phText)
if phStrength >= minVolStrength
// Store Pivot High metrics
bearObHigh := high[swLen]
bearObLow := low[swLen]
bearObBar := bar_index[swLen]
bearObVol := tempObVol
bearLevel := bearObHigh - atr * displacement
// Check if price already displaced below trigger level during confirmation lookback
bool alreadyCrossed = lowestSincePivot <= bearLevel
bearTriggered := alreadyCrossed
color phTextColor = color.new(c_phText, 80 - phStrength)
// Clear previous live pending trigger line
line.delete(liveBearLine)
if not bearTriggered
// Draw active dashed trigger line awaiting displacement
liveBearLine := line.new(bearObBar, bearLevel, bar_index, bearLevel, style=line.style_dashed, color=c_bearLine)
else
// Retroactive OB creation if breakout occurred prior to pivot confirmation
liveBearLine := na
// Find exact historical bar offset where displacement trigger was crossed
int crossOffset = 0
for offset = swLen - 1 to 0
if close[offset] <= bearLevel or low[offset] <= bearLevel
crossOffset := offset
break
int crossBar = bar_index - crossOffset
// Ensure zone was not invalidated/mitigated before confirmation
bool isMitigated = false
for offset = crossOffset to 0
if high[offset] > bearObHigh
isMitigated := true
break
if not isMitigated
[bearColor, bearStrength] = f_getVolumeColor(bearObVol, volMA[swLen], c_bearOb)
// Remove overlapping active bearish OBs
if array.size(obBoxes) > 0
for i = array.size(obBoxes) - 1 to 0
OB currentOB = array.get(obBoxes, i)
if not currentOB.isBullish
float oldHigh = box.get_top(currentOB.body)
float oldLow = box.get_bottom(currentOB.body)
if bearObHigh >= oldLow and bearObLow <= oldHigh
box.delete(currentOB.body)
line.delete(currentOB.triggerLEVEL)
array.remove(obBoxes, i)
// Plot displacement trigger line and OB zone box
l = line.new(bearObBar, bearLevel, crossBar, bearLevel, style=line.style_solid, color=c_bearLine)
b = box.new(bearObBar, bearObHigh, bar_index, bearObLow, bgcolor=bearColor, border_color=color.new(c_bearOb, 100), text=str.tostring(bearStrength) + "%", text_color=chart.fg_color, text_size=size.small, text_halign=text.align_center, text_valign=text.align_center)
// Store new OB and enforce maximum allowed count
obBoxes.push(OB.new(b, l, false))
if array.size(obBoxes) > maxOB
oldOB = array.shift(obBoxes)
box.delete(oldOB.body)
line.delete(oldOB.triggerLEVEL)
// Plot Pivot High label with volume-weighted text intensity
label.new(bar_index[swLen], pHigh, "PH", color=color.new(color.black, 100), textcolor=phTextColor, style=label.style_label_down, size=lblSize, tooltip="Pivot High: " + str.tostring(pHigh, format.mintick) + "\nVolume Strength: " + str.tostring(phStrength) + "%")
// 3. DYNAMICALLY EXTEND PENDING TRIGGER LINES
if not bullTriggered and not na(liveBullLine)
line.set_x2(liveBullLine, bar_index)
if not bearTriggered and not na(liveBearLine)
line.set_x2(liveBearLine, bar_index)
// 4. ACTIVE ZONE MANAGEMENT, MITIGATION & RETEST SIGNALS
if array.size(obBoxes) > 0
for i = array.size(obBoxes) - 1 to 0
OB currentOB = array.get(obBoxes, i)
// Dynamically extend active OB box right boundary to current bar
box.set_right(currentOB.body, bar_index)
float obTop = box.get_top(currentOB.body)
float obBottom = box.get_bottom(currentOB.body)
// Invalidation check (Price breaches opposite side of the Order Block)
bool isInvalidated = false
if currentOB.isBullish and low < obBottom
isInvalidated := true
else if not currentOB.isBullish and high > obTop
isInvalidated := true
// Delete invalidated zones
if isInvalidated
box.delete(currentOB.body)
line.delete(currentOB.triggerLEVEL)
array.remove(obBoxes, i)
else
// Check for Bullish OB retest/bounce
if currentOB.isBullish
bool bullCrossUp = (low[1] <= obTop and low > obTop) or (close[1] <= obTop and close > obTop)
if bullCrossUp and barstate.isconfirmed and bar_index - lastBullRetest > 5
label.new(bar_index, low, "B", color=color.new(c_bullLine, 80), textcolor=chart.fg_color, style=label.style_label_up, size=lblSize1, tooltip="Bullish OB Retest")
lastBullRetest := bar_index
else
// Check for Bearish OB retest/rejection
bool bearCrossDown = (high[1] >= obBottom and high < obBottom) or (close[1] >= obBottom and close < obBottom)
if bearCrossDown and barstate.isconfirmed and bar_index - lastBearRetest > 5
label.new(bar_index, high, "S", color=color.new(c_bearLine, 80), textcolor=chart.fg_color, style=label.style_label_down, size=lblSize1, tooltip="Bearish OB Retest")
lastBearRetest := bar_index
// 5. REAL-TIME BREAKOUT TRIGGER DETECTION
// Real-time Bullish Displacement Breakout Trigger
if ta.crossover(close, bullLevel) and not na(bullObBar) and not bullTriggered and barstate.isconfirmed
bullTriggered := true
[bullColor, bullStrength] = f_getVolumeColor(bullObVol, volMA[bar_index - bullObBar], c_bullOb)
line.delete(liveBullLine)
liveBullLine := na
// Clear overlapping bullish OBs
if array.size(obBoxes) > 0
for i = array.size(obBoxes) - 1 to 0
OB currentOB = array.get(obBoxes, i)
if currentOB.isBullish
float oldHigh = box.get_top(currentOB.body)
float oldLow = box.get_bottom(currentOB.body)
if bullObHigh >= oldLow and bullObLow <= oldHigh
box.delete(currentOB.body)
line.delete(currentOB.triggerLEVEL)
array.remove(obBoxes, i)
b = box.new(bullObBar, bullObHigh, bar_index, bullObLow, bgcolor=bullColor, border_color=color.new(c_bullOb, 100), text=str.tostring(bullStrength) + "%", text_color=chart.fg_color, text_size=size.small, text_halign=text.align_center, text_valign=text.align_center)
l = line.new(bullObBar, bullLevel, bar_index, bullLevel, style=line.style_solid, color=c_bullLine)
obBoxes.push(OB.new(b, l, true))
if array.size(obBoxes) > maxOB
oldOB = array.shift(obBoxes)
box.delete(oldOB.body)
line.delete(oldOB.triggerLEVEL)
// Real-time Bearish Displacement Breakout Trigger
if ta.crossunder(close, bearLevel) and not na(bearObBar) and not bearTriggered and barstate.isconfirmed
bearTriggered := true
[bearColor, bearStrength] = f_getVolumeColor(bearObVol, volMA[bar_index - bearObBar], c_bearOb)
line.delete(liveBearLine)
liveBearLine := na
// Clear overlapping bearish OBs
if array.size(obBoxes) > 0
for i = array.size(obBoxes) - 1 to 0
OB currentOB = array.get(obBoxes, i)
if not currentOB.isBullish
float oldHigh = box.get_top(currentOB.body)
float oldLow = box.get_bottom(currentOB.body)
if bearObHigh >= oldLow and bearObLow <= oldHigh
box.delete(currentOB.body)
line.delete(currentOB.triggerLEVEL)
array.remove(obBoxes, i)
b = box.new(bearObBar, bearObHigh, bar_index, bearObLow, bgcolor=bearColor, border_color=color.new(c_bearOb, 100), text=str.tostring(bearStrength) + "%", text_color=chart.fg_color, text_size=size.small, text_halign=text.align_center, text_valign=text.align_center)
l = line.new(bearObBar, bearLevel, bar_index, bearLevel, style=line.style_solid, color=c_bearLine)
obBoxes.push(OB.new(b, l, false))
if array.size(obBoxes) > maxOB
oldOB = array.shift(obBoxes)
box.delete(oldOB.body)
line.delete(oldOB.triggerLEVEL)
// }