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/
// © LonesomeTheBlue
//@version=5
indicator('Trend Reversal System with SR levels', overlay=true, max_bars_back=1100)
showsupres = input(defval=true, title='Show Support/Resistance', inline = "srlevel")
supcolor = input.color(defval=color.lime, title='', inline = "srlevel")
rescolor = input.color(defval=color.red, title='', inline = "srlevel")
showsu = input(defval=true, title='Show Setup', inline = "setup")
showsudet = input(defval=false, title='Show Details', inline = "setup")
showcd = input(defval=true, title='Show Counts', inline = "count")
showcddet = input(defval=false, title='Show Details', inline = "count")
showrl = input(defval=false, title='Show Risk Levels and Targets')
showlab = input(defval=false, title='Show Buy/Sell Labels')
aprch = input.string(defval='Conservative', title='Counts Entry Approach', options=['Conservative', 'Aggressive'])
aprchsetupp = input.string(defval='Conservative', title='Setup Entry Approach', options=['Conservative', 'Aggressive'])
expect = input.float(defval=1.5, title='expectation %', minval=.1, step=.1)
// Setup
setupbuy = 0
setupsell = 0
setupbuy := close < nz(close[4]) ? nz(setupbuy[1]) + 1 : 0
setupsell := close > nz(close[4]) ? nz(setupsell[1]) + 1 : 0
perfbuy = low <= nz(low[2]) and low <= nz(low[3]) or nz(low[1]) <= nz(low[2]) and nz(low[1]) <= nz(low[3])
perfsell = high >= nz(high[2]) and high >= nz(high[3]) or nz(high[1]) >= nz(high[2]) and nz(high[1]) >= nz(high[3])
setupnum = math.max(setupsell, setupbuy)
setupcol = setupsell > 0 ? color.red : color.green
plotchar(setupnum == 1 and showsu and showsudet, char='1', color=setupcol, location=location.abovebar)
plotchar(setupnum == 2 and showsu and showsudet, char='2', color=setupcol, location=location.abovebar)
plotchar(setupnum == 3 and showsu and showsudet, char='3', color=setupcol, location=location.abovebar)
plotchar(setupnum == 4 and showsu and showsudet, char='4', color=setupcol, location=location.abovebar)
plotchar(setupnum == 5 and showsu and showsudet, char='5', color=setupcol, location=location.abovebar)
plotchar(setupnum == 6 and showsu and showsudet, char='6', color=setupcol, location=location.abovebar)
plotchar(setupnum == 7 and showsu and showsudet, char='7', color=setupcol, location=location.abovebar)
plotchar(setupnum == 8 and showsu and showsudet, char='8', color=setupcol, location=location.abovebar)
plotchar(setupnum == 9 and showsu, char='9', color=setupcol, location=location.abovebar)
plotshape(setupbuy == 9 and perfbuy and showsu, text='S', title='Perfected', style=shape.labelup, color=color.new(color.lime, 0), textcolor=color.new(color.black, 0), size=size.normal, location=location.belowbar)
plotshape(setupsell == 9 and perfsell and showsu, text='S', title='Perfected', style=shape.labeldown, color=color.new(color.red, 0), textcolor=color.new(color.white, 0), size=size.normal, location=location.abovebar)
float setupsupport = na
setupsupport := setupsupport[1]
bool showsupport = na
showsupport := nz(showsupport[1], true)
float setupresistance = na
setupresistance := setupresistance[1]
bool showresistance = na
showresistance := nz(showresistance[1], true)
hh = ta.highest(high, 9)
setupresistance := setupbuy == 9 ? hh : setupresistance[1]
showresistance := setupbuy == 9 ? true : showresistance
ll = ta.lowest(low, 9)
setupsupport := setupsell == 9 ? ll : setupsupport[1]
showsupport := setupsell == 9 ? true : showsupport
// Count
setupbuycountexist = false
setupbuycountexist := setupbuy == 9 ? true : nz(setupbuycountexist[1], false)
setupsellcountexist = false
setupsellcountexist := setupsell == 9 ? true : nz(setupsellcountexist[1], false)
// low of the bar 13 must also be less than or equal to the close of bar 8,
// high of the bar 13 must also be greater than or equal to the close of bar 8, so keep it
float bar8 = na
bar8 := nz(bar8[1])
setupbuycount = 0
setupbuycount := nz(setupbuycount[1])
setupsellcount = 0
setupsellcount := nz(setupsellcount[1])
setupbuycount := setupbuycountexist and close <= nz(low[2]) and (setupbuycount < 12 or setupbuycount == 12 and low <= bar8) ? setupbuycount + 1 : setupbuycount
setupsellcount := setupsellcountexist and close >= nz(high[2]) and (setupsellcount < 12 or setupsellcount == 12 and high >= bar8) ? setupsellcount + 1 : setupsellcount
trs13doesntmeet = setupbuycountexist and close <= nz(low[2]) and setupbuycount == 12 and nz(setupbuycount[1]) != 11 and low > bar8 or setupsellcountexist and close >= nz(high[2]) and setupsellcount == 12 and nz(setupsellcount[1]) != 11 and high < bar8
// keep true range for count cancellation
float trbuymain = na
float trsellmain = na
float trbuy = na
float trsell = na
trbuy := setupbuy == 9 ? math.abs(hh - ll) : nz(trbuy[1], 0)
trbuymain := setupbuycount == 1 and ta.change(setupbuycount) ? trbuy : nz(trbuymain[1], 0)
trsell := setupsell == 9 ? math.abs(hh - ll) : nz(trsell[1], 0)
trsellmain := setupsellcount == 1 and ta.change(setupsellcount) ? trsell : nz(trsellmain[1], 0)
// keep highest close and lowest close for count cancellation
float hlastmain = na
float llastmain = na
float hlast = na
float llast = na
hlast := setupbuy == 9 or setupsell == 9 ? hh : nz(hlast[1], 0)
hlastmain := setupbuycount == 1 and ta.change(setupbuycount) ? hlast : nz(hlastmain[1], 0)
llast := setupbuy == 9 or setupsell == 9 ? ll : nz(llast[1], 0)
llastmain := setupsellcount == 1 and ta.change(setupsellcount) ? llast : nz(llastmain[1], 0)
hclose = ta.highest(close, 9)
lclose = ta.lowest(close, 9)
//count cancellation
recycle = false
cancelled = false
if setupbuycountexist
if setupbuycount > 1 and setupbuy == 9 and trbuy >= trbuymain and trbuy < trbuymain * 1.618 // recycle
setupbuycount := 1
recycle := true
trbuymain := trbuy
hlastmain := hlast
llastmain := llast
llastmain
if low > setupresistance or setupsell == 9 or setupbuycount > 1 and setupbuy == 9 and hclose - lclose > hlastmain - llastmain
setupbuycount := 0
setupbuycountexist := false
cancelled := true
cancelled
if setupsellcountexist
if setupsellcount > 1 and setupsell == 9 and trsell >= trsellmain and trsell < trsellmain * 1.618 // recycle
setupsellcount := 1
recycle := true
trsellmain := trsell
hlastmain := hlast
llastmain := llast
llastmain
if high < setupsupport or setupbuy == 9 or setupsellcount > 1 and setupsell == 9 and hclose - lclose > hlastmain - llastmain
setupsellcount := 0
setupsellcountexist := false
cancelled := true
cancelled
// bar8 assing
bar8 := setupbuycount == 8 and ta.change(setupbuycount) > 0 or setupsellcount == 8 and ta.change(setupsellcount) > 0 ? close : nz(bar8[1])
shbuyc = setupbuycount != nz(setupbuycount[1])
shsellc = setupsellcount != nz(setupsellcount[1])
cdcol = setupbuycount > 0 ? color.green : setupsellcount > 0 ? color.red : color.black
mynum = setupbuycount != 0 and shbuyc ? setupbuycount : setupsellcount != 0 and shsellc ? setupsellcount : 0
plotchar(mynum == 1 and not recycle and showcd and showcddet, char='', text='\n1', textcolor=cdcol, location=location.belowbar)
plotchar(mynum == 1 and recycle and showcd and showcddet, char='', text='\n1\nR', textcolor=color.new(color.blue, 0), location=location.belowbar)
plotchar(mynum == 2 and showcd and showcddet, char='', text='\n2', textcolor=cdcol, location=location.belowbar)
plotchar(mynum == 3 and showcd and showcddet, char='', text='\n3', textcolor=cdcol, location=location.belowbar)
plotchar(mynum == 4 and showcd and showcddet, char='', text='\n4', textcolor=cdcol, location=location.belowbar)
plotchar(mynum == 5 and showcd and showcddet, char='', text='\n5', textcolor=cdcol, location=location.belowbar)
plotchar(mynum == 6 and showcd and showcddet, char='', text='\n6', textcolor=cdcol, location=location.belowbar)
plotchar(mynum == 7 and showcd and showcddet, char='', text='\n7', textcolor=cdcol, location=location.belowbar)
plotchar(mynum == 8 and showcd and showcddet, char='', text='\n8', textcolor=cdcol, location=location.belowbar)
plotchar(mynum == 9 and showcd and showcddet, char='', text='\n9', textcolor=cdcol, location=location.belowbar)
plotchar(mynum == 10 and showcd and showcddet, char='', text='\n10', textcolor=cdcol, location=location.belowbar)
plotchar(mynum == 11 and showcd and showcddet, char='', text='\n11', textcolor=cdcol, location=location.belowbar)
plotchar(mynum == 12 and showcd and showcddet, char='', text='\n12', textcolor=cdcol, location=location.belowbar)
plotshape(trs13doesntmeet and showcd and showcddet, title='+', style=shape.cross, color=cdcol, location=location.belowbar)
plotshape(cancelled and showcd and showcddet, title='CD cancelled', style=shape.xcross, color=color.new(color.red, 0), location=location.belowbar)
plotshape(setupbuycount == 13 and shbuyc and showcd, text='C', title='13', style=shape.labelup, color=color.new(color.yellow, 0), textcolor=color.new(color.black, 0), size=size.large, location=location.belowbar)
plotshape(setupsellcount == 13 and shsellc and showcd, text='C', title='13', style=shape.labeldown, color=color.new(color.maroon, 0), textcolor=color.new(color.white, 0), size=size.normal, location=location.abovebar)
// Setup Buy/Sell and risc levels
// buy risc level
float tbuylo1 = na
float tbuylo2 = na
tbuylo1 := setupbuy == 1 and ta.change(setupbuy) ? low : nz(tbuylo1[1])
tbuylo2 := setupbuy == 1 and ta.change(setupbuy) ? low - ta.tr : nz(tbuylo2[1])
if setupbuy >= 1
if low < tbuylo1
tbuylo1 := low
tbuylo2 := low - ta.tr
tbuylo2
// sell risc level
float tsellhi1 = na
float tsellhi2 = na
tsellhi1 := setupsell == 1 and ta.change(setupsell) ? high : nz(tsellhi1[1])
tsellhi2 := setupsell == 1 and ta.change(setupsell) ? high + ta.tr : nz(tsellhi2[1])
if setupsell >= 1
if high > tsellhi1
tsellhi1 := high
tsellhi2 := high + ta.tr
tsellhi2
float tbuyrisclevel = na
float tsellrisclevel = na
tbuyrisclevel := setupbuy == 9 and perfbuy ? tbuylo2 : nz(tbuyrisclevel[1])
tbuyrisclevel := close < tbuyrisclevel or open < tbuyrisclevel or setupsell == 9 ? na : tbuyrisclevel
tsellrisclevel := setupsell == 9 and perfsell ? tsellhi2 : nz(tsellrisclevel[1])
tsellrisclevel := close > tsellrisclevel or open > tsellrisclevel or setupbuy == 9 ? na : tsellrisclevel
float setupbuytarget = na
float setupselltarget = na
setupbuytarget := setupbuy == 9 and perfbuy ? setupresistance : nz(setupbuytarget[1])
setupbuytarget := close > setupbuytarget or na(tbuyrisclevel) ? na : setupbuytarget
tbuyrisclevel := na(setupbuytarget) ? na : tbuyrisclevel
setupselltarget := setupsell == 9 and perfsell ? setupsupport : nz(setupselltarget[1])
setupselltarget := close < setupselltarget or na(tsellrisclevel) ? na : setupselltarget
tsellrisclevel := na(setupselltarget) ? na : tsellrisclevel
plot(showrl ? nz(tbuyrisclevel) != 0 ? tbuyrisclevel : nz(tsellrisclevel) != 0 ? tsellrisclevel : na : na, color=showrl ? color.black : na, style=plot.style_circles, linewidth=1)
plot(showrl ? nz(setupbuytarget) != 0 ? setupbuytarget : nz(setupselltarget) != 0 ? setupselltarget : na : na, color=showrl ? color.blue : na, linewidth=2, style=plot.style_circles)
// much more conservative buy
CamouflageBuy = close < nz(close[1]) and close > open and low < nz(low[2])
ClopBuy = open < nz(open[1]) and open < nz(close[1]) and close > nz(open[1]) and close > nz(close[1])
ClopwinBuy = math.max(open, close) <= math.max(nz(open[1]), nz(close[1])) and math.min(open, close) >= math.min(nz(open[1]), nz(close[1])) and close > nz(close[1])
OpenBuy = open < nz(low[1]) and close > nz(low[1])
TrapBuy = open >= math.min(nz(open[1]), nz(close[1])) and close > nz(high[1])
// much more conservative sell
CamouflageSell = close > nz(close[1]) and close < open and high > nz(high[2])
ClopSell = open > nz(open[1]) and open > nz(close[1]) and close < nz(open[1]) and close < nz(close[1])
ClopwinSell = math.max(open, close) <= math.max(nz(open[1]), nz(close[1])) and math.min(open, close) >= math.min(nz(open[1]), nz(close[1])) and close < nz(close[1])
OpenSell = open > nz(high[1]) and close < nz(high[1])
TrapSell = open >= math.min(nz(open[1]), nz(close[1])) and close < nz(low[1])
conservativebuy = CamouflageBuy or ClopBuy or ClopwinBuy or OpenBuy or TrapBuy
conservativesell = CamouflageSell or ClopSell or ClopwinSell or OpenSell or TrapSell
// check risc and decide to enter buy/sell position // // suggested expectation: expectation should be more than 1.5 * risc
closetoSR = setupbuy == 9 ? math.abs(setupresistance - close) : setupsell == 9 ? math.abs(close - setupsupport) : 0
TRSsetupbuy = (aprchsetupp == 'Aggressive' or conservativebuy) and setupbuy == 9 and closetoSR > 0 and closetoSR > math.abs(close - tbuyrisclevel) * expect
TRSsetupsell = (aprchsetupp == 'Aggressive' or conservativesell) and setupsell == 9 and closetoSR > 0 and closetoSR > math.abs(close - tsellrisclevel) * expect
//count Buy/Sell and risc levels
// buy risc level
float buylo1 = na
float buylo2 = na
float ctbuytarget = na
buylo1 := setupbuycount == 1 and ta.change(setupbuycount) ? low : nz(buylo1[1])
buylo2 := setupbuycount == 1 and ta.change(setupbuycount) ? low - ta.tr : nz(buylo2[1])
ctbuytarget := setupbuycount == 1 and ta.change(setupbuycount) ? high : nz(ctbuytarget[1])
if setupbuycount >= 1
if low < buylo1
buylo1 := low
buylo2 := low - ta.tr
buylo2
if high > ctbuytarget
ctbuytarget := high
ctbuytarget
// sell risc level
float sellhi1 = na
float sellhi2 = na
float ctselltarget = na
sellhi1 := setupsellcount == 1 and ta.change(setupsellcount) ? high : nz(sellhi1[1])
sellhi2 := setupsellcount == 1 and ta.change(setupsellcount) ? high + ta.tr : nz(sellhi2[1])
ctselltarget := setupsellcount == 1 and ta.change(setupsellcount) ? low : nz(ctselltarget[1])
if setupsellcount >= 1
if high > sellhi1
sellhi1 := high
sellhi2 := high + ta.tr
sellhi2
if low < ctselltarget
ctselltarget := low
ctselltarget
float buyrisclevel = na
float sellrisclevel = na
buyrisclevel := setupbuycount == 13 ? buylo2 : nz(buyrisclevel[1])
buyrisclevel := close < buyrisclevel or open < buyrisclevel or setupsellcount == 13 ? na : buyrisclevel
sellrisclevel := setupsellcount == 13 ? sellhi2 : nz(sellrisclevel[1])
sellrisclevel := close > sellrisclevel or open > sellrisclevel or setupbuycount == 13 ? na : sellrisclevel
float cdbuytarget = na
float cdselltarget = na
cdbuytarget := setupbuycount == 13 ? ctbuytarget : nz(cdbuytarget[1])
cdbuytarget := close > cdbuytarget or na(buyrisclevel) ? na : cdbuytarget
buyrisclevel := na(cdbuytarget) ? na : buyrisclevel
cdselltarget := setupsellcount == 13 ? ctselltarget : nz(cdselltarget[1])
cdselltarget := close < cdselltarget or na(sellrisclevel) ? na : cdselltarget
sellrisclevel := na(cdselltarget) ? na : sellrisclevel
plot(showrl ? nz(buyrisclevel) != 0 ? buyrisclevel : nz(sellrisclevel) != 0 ? sellrisclevel : na : na, color=showrl ? color.black : na, style=plot.style_circles, linewidth=1)
plot(showrl ? nz(cdbuytarget) != 0 ? cdbuytarget : nz(cdselltarget) != 0 ? cdselltarget : na : na, color=showrl ? color.blue : na, linewidth=2, style=plot.style_circles)
// according to approach, decide where to buy/sell
waitbuycondition = false
waitbuycondition := nz(buyrisclevel) == 0 ? false : aprch == 'Conservative' and setupbuycount == 13 ? true : nz(waitbuycondition[1], false)
waitsellcondition = false
waitsellcondition := nz(sellrisclevel) == 0 ? false : aprch == 'Conservative' and setupsellcount == 13 ? true : nz(waitsellcondition[1], false)
consbuycond = false
if waitbuycondition and close > nz(close[4])
consbuycond := true
waitbuycondition := false
waitbuycondition
conssellcond = false
if waitsellcondition and close < nz(close[4])
conssellcond := true
waitsellcondition := false
waitsellcondition
// check risc and decide to enter buy/sell position // suggested expectation: expectation should be more than 1.5 * risc
closetoSR := setupbuycount == 13 ? math.abs(ctbuytarget - close) : setupsellcount == 13 ? math.abs(close - ctselltarget) : 0
cbuyexpected = false
cbuyexpected := setupbuycount == 13 ? closetoSR > 0 and closetoSR > math.abs(close - buyrisclevel) * expect : nz(cbuyexpected[1], false)
csellexpected = false
csellexpected := setupsellcount == 13 ? closetoSR > 0 and closetoSR > math.abs(close - sellrisclevel) * expect : nz(csellexpected[1], false)
TRScountbuy = (aprch == 'Aggressive' and setupbuycount == 13 or consbuycond) and cbuyexpected
TRScountsell = (aprch == 'Aggressive' and setupsellcount == 13 or conssellcond) and csellexpected
alertcondition(TRScountbuy or TRSsetupbuy, title='TRS Buy', message='TRS Buy')
alertcondition(TRScountsell or TRSsetupsell, title='TRS Sell', message='TRS Sell')
if showlab and (TRScountbuy or TRSsetupbuy)
ycoor = TRScountbuy ? cdbuytarget : setupresistance
riskline = TRScountbuy ? str.tostring(buyrisclevel) : str.tostring(tbuyrisclevel)
target = TRScountbuy ? str.tostring(cdbuytarget) : str.tostring(setupresistance)
txt = (TRScountbuy ? 'TRSCount Buy' : 'TRSSetup Buy') + '\n Target : ' + target + '\n Stop : ' + riskline
label.new(x=bar_index, y=ycoor, text=txt, color=color.lime, textcolor=color.black, style=label.style_label_down, xloc=xloc.bar_index, yloc=yloc.price)
if showlab and (TRScountsell or TRSsetupsell)
ycoor = TRScountsell ? cdselltarget : setupsupport
riskline = TRScountsell ? str.tostring(sellrisclevel) : str.tostring(tsellrisclevel)
target = TRScountsell ? str.tostring(cdselltarget) : str.tostring(setupsupport)
txt = (TRScountsell ? 'TRSCount Sell' : 'TRSSetup Sell') + '\n Target : ' + target + '\n Stop : ' + riskline
label.new(x=bar_index, y=ycoor, text=txt, color=color.red, textcolor=color.white, style=label.style_label_up, xloc=xloc.bar_index, yloc=yloc.price)
if setupbuycount == 13
setupbuycount := 0
setupbuycountexist := false
setupbuycountexist
if setupsellcount == 13
setupsellcount := 0
setupsellcountexist := false
setupsellcountexist
setupbuy := setupbuy == 9 ? 0 : setupbuy
setupsell := setupsell == 9 ? 0 : setupsell
// support /resistance
showresistance := close > setupresistance ? false : showresistance
showsupport := close < setupsupport ? false : showsupport
plot(showsupres ? setupresistance : na, color=not showresistance ? na : rescolor, style=plot.style_circles, linewidth=2)
plot(showsupres ? setupsupport : na, color=not showsupport ? na : supcolor, style=plot.style_circles, linewidth=2)