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 source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © sbtnc
//@version=5
indicator("HTF Liquidity Levels", "HTF Liquidity", overlay=true, max_lines_count=500)
//--------------------------------------------------------------------
// Constants
//--------------------------------------------------------------------
var START_OFFSET = 0
var END_OFFSET = 25
var PURGED_COLOR = color.gray
var PURGED_STYLE = line.style_dotted
//--------------------------------------------------------------------
// Inputs
//--------------------------------------------------------------------
var g_indicator = "Liquidity"
i_isDailyEnabled = input (true, "Daily", inline="Daily", group=g_indicator)
i_dailyAboveLiquidityColor = input (color.new(color.green, 30), "", inline="Daily", group=g_indicator)
i_dailyBelowLiquidityColor = input (color.new(#f23645, 30), "", inline="Daily", group=g_indicator)
i_dailyWidth = input (1, "Width", inline="Daily", group=g_indicator)
i_isWeeklyEnabled = input (true, "Weekly", inline="Weekly", group=g_indicator)
i_weelyAboveLiquidityColor = input (color.new(color.lime, 70), "", inline="Weekly", group=g_indicator)
i_weelyBelowLiquidityColor = input (color.new(color.red, 70), "", inline="Weekly", group=g_indicator)
i_weeklyWidth = input (5, "Width", inline="Weekly", group=g_indicator)
i_isMonthlyEnabled = input (true, "Monthly", inline="Monthly", group=g_indicator)
i_monthlyAboveLiquidityColor = input (color.new(#87fe07, 90), "", inline="Monthly", group=g_indicator)
i_monthlyBelowLiquidityColor = input (color.new(color.orange, 90), "", inline="Monthly", group=g_indicator)
i_monthlyWidth = input (10, "Width", inline="Monthly", group=g_indicator)
//--------------------------------------------------------------------
// Variables declarations
//--------------------------------------------------------------------
var highsArray = array.new_float()
var lowsArray = array.new_float()
var highLinesArray = array.new_line()
var lowLinesArray = array.new_line()
var float dayHigh = na
var float dayLow = na
[prevDayHigh, prevDayLow] = request.security(syminfo.tickerid, "D", [high[1], low[1]], lookahead=barmerge.lookahead_on)
[prevWeekHigh, prevWeekLow] = request.security(syminfo.tickerid, "W", [high[1], low[1]], lookahead=barmerge.lookahead_on)
[prevMonthHigh, prevMonthLow] = request.security(syminfo.tickerid, "M", [high[1], low[1]], lookahead=barmerge.lookahead_on)
//--------------------------------------------------------------------
// Functions
//--------------------------------------------------------------------
f_drawLine(float _y, color _c, int _w=1) => line.new(bar_index, _y, bar_index, _y, color=_c, width=_w)
f_create(float _high, float _low, color _upperColor, color _lowerColor, int _linewidth) =>
array.push(highsArray, _high)
array.push(lowsArray, _low)
array.push(highLinesArray, f_drawLine(_high, _upperColor, _linewidth))
array.push(lowLinesArray, f_drawLine(_low, _lowerColor, _linewidth))
f_update(array<line> _levels) =>
for _line in _levels
line.set_x1(_line, bar_index + START_OFFSET)
line.set_x2(_line, bar_index + END_OFFSET)
f_cleanUpperLevels(float _high, array<float> _highs, array<line> _levels) =>
while array.min(_highs) < _high
for [_index, _value] in _highs
if _high > _value
line.delete(array.remove(_levels, _index))
array.remove(_highs, _index)
f_cleanLowerLevels(float _low, array<float> _lows, array<line> _levels) =>
while array.max(_lows) > _low
for [_index, _value] in _lows
if _low < _value
line.delete(array.remove(_levels, _index))
array.remove(_lows, _index)
f_highlightUpperLevels(float _high, array<float> _highs, array<line> _levels) =>
for [_index, _value] in _highs
if _high > _value
_line = array.get(_levels, _index)
line.set_color(_line, PURGED_COLOR)
line.set_style(_line, PURGED_STYLE)
f_highlightLowerLevels(float _low, array<float> _lows, array<line> _levels) =>
for [_index, _value] in _lows
if _low < _value
_line = array.get(_levels, _index)
line.set_color(_line, PURGED_COLOR)
line.set_style(_line, PURGED_STYLE)
//--------------------------------------------------------------------
// Logic
//--------------------------------------------------------------------
// Create levels on historical bars
if i_isDailyEnabled and ta.change(time("D"))
f_create(prevDayHigh, prevDayLow, i_dailyAboveLiquidityColor, i_dailyBelowLiquidityColor, i_dailyWidth)
if i_isWeeklyEnabled and ta.change(time("W"))
f_create(prevWeekHigh, prevWeekLow, i_weelyAboveLiquidityColor, i_weelyBelowLiquidityColor, i_weeklyWidth)
if i_isMonthlyEnabled and ta.change(time("M"))
f_create(prevMonthHigh, prevMonthLow, i_monthlyAboveLiquidityColor, i_monthlyBelowLiquidityColor, i_monthlyWidth)
// Update levels on the last bar
if barstate.islast
f_update(highLinesArray)
f_update(lowLinesArray)
// Highlight immediately levels that have their liquidity taken
if ta.change(time("D"))
dayHigh := high
dayLow := low
if high > dayHigh
dayHigh := high
if low < dayLow
dayLow := low
if barstate.islast
f_highlightUpperLevels(dayHigh, highsArray, highLinesArray)
f_highlightLowerLevels(dayLow, lowsArray, lowLinesArray)
// Clean up levels that have their liquidity taken at the end of each day
if ta.change(time("D"))
f_cleanUpperLevels(prevDayHigh, highsArray, highLinesArray)
f_cleanLowerLevels(prevDayLow, lowsArray, lowLinesArray)