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=5
indicator("Liquidity Zones [BigBeluga]", overlay = true, max_lines_count = 500)
// ---------------------------------------------------------------------------------------------------------------------}
// INPUTS --------------------------------------------------------------------------------------------------------------{
int leftBars = input.int(10, "Length")
int rightBars = leftBars -2
int qty_pivots = input.int(10, "Zones Amount", minval = 1, maxval = 50)
string flt = input.string("Mid", "Volume Strength Filter", options = ["Low", "Mid", "High"],
tooltip = "Filtering Pivots By Volume Strength")
bool dynamic = input.bool(false, "Dynamic Distance", group = "Mode",
tooltip = "Dynamic Distance from Pivots based on Volume Strength")
bool hidePivot = input.bool(true, "Filtered Pivots")
// Color definitions
color upper_col = input.color(#2370a3, "Upper", group = "Liquidity Color", inline = "L") // Blue
color lower_col = input.color(#23a372, "Lower", group = "Liquidity Color", inline = "L") // Green
// Arrays to store lines and boxes
var line[] lines = array.new<line>()
var box [] boxes = array.new<box>()
// ---------------------------------------------------------------------------------------------------------------------}
// CALCULATIONS --------------------------------------------------------------------------------------------------------{
// Volume Filter
filter = (flt == "Low" ? 1 : flt == "Mid" ? 2 : flt == "High" ? 3 : 0)
// Calculate pivot high and low
series float ph = ta.pivothigh(leftBars, rightBars)
series float pl = ta.pivotlow(leftBars, rightBars)
// Calculate average volume and normalize it
float avg_vol = ta.sma(volume, rightBars) // avg volume on 5 bars
float normalized_vol = (avg_vol-0) / ta.stdev(avg_vol, 500)
// Calculate color intensity based on normalized volume
int color_intense = math.round(normalized_vol)*15
color_intense := color_intense > 100 ? 100 : color_intense
// Calculate Average True Range
float aTR = ta.atr(200)
// Function to extend lines and update boxes
extend_line(lineArray, boxes) =>
if lineArray.size() > 0 and last_bar_index-bar_index < 1500
for i = lineArray.size() - 1 to 0 by 1
x2 = line.get_x2(array.get(lineArray, i))
yValue = line.get_y1(array.get(lineArray, i))
if bar_index == x2 and not(high > yValue and low < yValue)
line.set_x2(lineArray.get(i), bar_index+1)
if (high > yValue and low < yValue)
line.set_style(lineArray.get(i), line.style_dashed)
line.set_width(lineArray.get(i), 1)
box.set_text(boxes.get(i), "Liquidity\nGrabbed")
box.set_border_width(boxes.get(i), 1)
box.set_bgcolor(boxes.get(i), na)
lineArray.set(i, line(na))
label.new(
bar_index, yValue,
"〇",
color = color(na),
style = label.style_label_center,
textcolor = #df1c1c, tooltip = "Claim Liquidity Point"
)
// Main logic for creating boxes and lines
if normalized_vol[rightBars] > filter
switch
not na(ph) =>
distance = dynamic ? (normalized_vol[rightBars] * aTR[rightBars])/2 : aTR
color = color.from_gradient(color_intense[rightBars], 0, 100,
color.new(upper_col, 60), color.new(upper_col, 0))
// Create and push new box for pivot high
boxes.push(box.new(
left = bar_index - rightBars,
top = high[rightBars] + distance,
right = bar_index - rightBars + 8,
bottom = high[rightBars],
border_width = 2,
border_color = color,
bgcolor = color,
text = "Volume:\n" + str.tostring(math.round(avg_vol[rightBars], 2)),
text_color = chart.fg_color, text_size = size.small
)
)
// Create and push new line for pivot high
lines.push(line.new(
x1 = bar_index - rightBars,
y1 = high[rightBars] + distance,
x2 = bar_index,
y2 = high[rightBars] + distance,
color = color,
width = 2)
)
not na(pl) =>
distance = dynamic ? (normalized_vol[rightBars] * aTR[rightBars])/2 : aTR
color = color.from_gradient(color_intense[rightBars], 0, 100,
color.new(lower_col, 80), color.new(lower_col, 0))
// Create and push new box for pivot low
boxes.push(box.new(
left = bar_index - rightBars, top = low[rightBars] - distance,
right = bar_index - rightBars + 8,
bottom = low[rightBars],
border_width = 2,
border_color = color,
bgcolor = color,
text = "Volume:\n" + str.tostring(math.round(avg_vol[rightBars], 2)),
text_color = chart.fg_color, text_size = size.small
)
)
// Create and push new line for pivot low
lines.push(line.new(
x1 = bar_index - rightBars,
y1 = low[rightBars]- distance,
x2 = bar_index,
y2 = low[rightBars]- distance,
color = color,
width = 2)
)
// Extend lines and update boxes
extend_line(lines, boxes)
// Manage the number of boxes and lines
a_allBoxes = box.all
if array.size(a_allBoxes) > qty_pivots
box.delete(array.shift(a_allBoxes))
a_allLines = line.all
if array.size(a_allLines) > qty_pivots
line.delete(array.shift(a_allLines))
// Create dashboard
var tbl = table.new(position.top_right, 10, 10,
frame_color = color.gray,
frame_width = 1,
border_color = color.black,
border_width = 1
)
tbl.cell(0, 0, "Qty", text_color = chart.fg_color)
tbl.cell(1, 0, str.tostring(qty_pivots),
text_color = chart.fg_color,
bgcolor = color.from_gradient(qty_pivots, 1, 50, na, color.new(lower_col, 50))
)
tbl.cell(0, 1, "Mode:", text_color = chart.fg_color)
tbl.cell(1, 1, dynamic ? "Dynamic Mode" : "Simple Mode",
text_color = chart.fg_color,
bgcolor = dynamic ? color.new(upper_col, 50) : na
)
// Filtered Pivots
plotshape(not na(ph) and normalized_vol[rightBars] > filter and hidePivot ? high[rightBars] : na,
"",
shape.circle,
location.absolute,
color = color.new(upper_col,60), size = size.small, offset = -rightBars, editable = false)
plotshape(not na(ph) and normalized_vol[rightBars] > filter and hidePivot ? high[rightBars] : na,
"",
shape.circle,
location.absolute,
color = upper_col, size = size.tiny, offset = -rightBars, editable = false)
plotshape(not na(pl) and normalized_vol[rightBars] > filter and hidePivot ? low[rightBars] : na,
"",
shape.circle,
location.absolute,
color = color.new(lower_col,60), size = size.small, offset = -rightBars, editable = false)
plotshape(not na(pl) and normalized_vol[rightBars] > filter and hidePivot ? low[rightBars] : na,
"",
shape.circle,
location.absolute,
color = lower_col, size = size.tiny, offset = -rightBars, editable = false)
// ---------------------------------------------------------------------------------------------------------------------}