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 a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo
//@version=5
indicator("Session Levels Predictor [LuxAlgo]", shorttitle="LuxAlgo - Session Levels Predictor", max_lines_count=500, max_labels_count=500, overlay=true)
//Raise Error
if barstate.isfirst and not timeframe.isintraday
runtime.error('Only intraday timeframes are supported')
//------------------------------------------------------------------------------
// Settings
//-----------------------------------------------------------------------------{
st = ' '
i_sess = input.session("0800-1000", 'Session' )
ePer1 = input.bool ( false , '' , inline='p1')
perc1 = input.int ( 50 , 'percentile 1' , inline='p1')
ePer2 = input.bool ( true , '' , inline='p2')
perc2 = input.int ( 75 , 'percentile 2' , inline='p2')
ePer3 = input.bool ( true , '' , inline='p3')
perc3 = input.int ( 90 , 'percentile 3' , inline='p3')
maxS = input.int ( 500 , 'Max population' )
//Style
colD = input.color (#089981 , 'Upper' , inline='c ', group = 'Style')
colU = input.color (#f23645 , 'Lower' , inline='c ', group = 'Style')
size = input.string (size.small , 'Label Size'
, options = [size.tiny , size.small, size.normal] , group = 'Style')
extMid = input.bool ( false , 'Extend Middle Line' , group = 'Style')
//-----------------------------------------------------------------------------}
//UDT's
//-----------------------------------------------------------------------------{
type bin
float sessO
float sessH
float sessL
float multH
float multL
type sess
float sessO
float predH1
float predL1
float predH2
float predL2
float predH3
float predL3
array<float> aH
array<float> aL
array<line> ln_midLin
array<line> ln_predH1
array<line> ln_predL1
array<line> ln_predH2
array<line> ln_predL2
array<line> ln_predH3
array<line> ln_predL3
bool hitH1
bool hitL1
bool hitH2
bool hitL2
bool hitH3
bool hitL3
array<int> aCounter
array<int> aCntH1
array<int> aCntL1
array<int> aCntH2
array<int> aCntL2
array<int> aCntH3
array<int> aCntL3
//-----------------------------------------------------------------------------}
//Variables
//-----------------------------------------------------------------------------{
n = bar_index
var sess oSess = sess.new(
na, na, na, na, na, na, na
, array.new<float>(1, na)
, array.new<float>(1, na)
, array.new<line >(1, na)
, array.new<line >(1, na)
, array.new<line >(1, na)
, array.new<line >(1, na)
, array.new<line >(1, na)
, array.new<line >(1, na)
, array.new<line >(1, na)
, na, na, na, na, na, na
, array.new< int >(1, na)
, array.new< int >(1, na)
, array.new< int >(1, na)
, array.new< int >(1, na)
, array.new< int >(1, na)
, array.new< int >(1, na)
, array.new< int >(1, na)
)
var array<bin>aBin = array.new<bin>(1, bin.new())
//-----------------------------------------------------------------------------}
//Methods
//-----------------------------------------------------------------------------{
method p(array<float>a, int perc) => a.percentile_nearest_rank(perc)
method hitH(sess s, int n, bool b) =>
bool hit = na, array<line>lin = na, array<int>cnt = na
if b
switch n
1 => hit := s.hitH1, lin := s.ln_predH1, cnt := s.aCntH1
2 => hit := s.hitH2, lin := s.ln_predH2, cnt := s.aCntH2
3 => hit := s.hitH3, lin := s.ln_predH3, cnt := s.aCntH3
if not hit
if high > lin.first().get_y2()
cnt.set(0, 1), hit := true
method hitL(sess s, int n, bool b) =>
bool hit = na, array<line>lin = na, array<int>cnt = na
if b
switch n
1 => hit := s.hitL1, lin := s.ln_predL1, cnt := s.aCntL1
2 => hit := s.hitL2, lin := s.ln_predL2, cnt := s.aCntL2
3 => hit := s.hitL3, lin := s.ln_predL3, cnt := s.aCntL3
if not hit
if low < lin.first().get_y2()
cnt.set(0, 1), hit := true
method clean(array<float>a) =>
if a.size() > maxS
a.pop()
method cleanLines(array<line>a) =>
if a.size() > 70
a.pop().delete()
method lb(float f, int d, int c, color col) =>
label.new(n, f
, text = str.format("{0}%", math.round(c / oSess.aCounter.sum() * 100, 1))
, size = size
, style = d == -1
? label.style_label_up
: label.style_label_down
, color=color.new(na, na)
, textcolor=col)
//-----------------------------------------------------------------------------}
//Execution
//-----------------------------------------------------------------------------{
t = not na(time(timeframe.period, i_sess))
switch
t => // session
if not t[1] // first bar of session
oSess.sessO := open
oSess.hitH1 := false, oSess.hitH2 := false, oSess.hitH3 := false
oSess.hitL1 := false, oSess.hitL2 := false, oSess.hitL3 := false
if extMid
oSess.ln_midLin.unshift(line.new(n, oSess.sessO, n, oSess.sessO, style=line.style_dotted))
if ePer1
oSess.predH1 := oSess.sessO + oSess.aH.p(perc1), oSess.predL1 := oSess.sessO - oSess.aL.p(perc1)
oSess.ln_predH1.unshift(line.new(n, oSess.predH1, n, oSess.predH1, color=colU))
oSess.ln_predL1.unshift(line.new(n, oSess.predL1, n, oSess.predL1, color=colD))
oSess.predH1.lb( 1, oSess.aCntH1.sum(), colU)
oSess.predL1.lb(-1, oSess.aCntL1.sum(), colD)
oSess.aCntH1.unshift(0), oSess.aCntH1.clean()
oSess.aCntL1.unshift(0), oSess.aCntL1.clean()
if ePer2
oSess.predH2 := oSess.sessO + oSess.aH.p(perc2), oSess.predL2 := oSess.sessO - oSess.aL.p(perc2)
oSess.ln_predH2.unshift(line.new(n, oSess.predH2, n, oSess.predH2, color=colU))
oSess.ln_predL2.unshift(line.new(n, oSess.predL2, n, oSess.predL2, color=colD))
oSess.predH2.lb( 1, oSess.aCntH2.sum(), colU)
oSess.predL2.lb(-1, oSess.aCntL2.sum(), colD)
oSess.aCntH2.unshift(0), oSess.aCntH2.clean()
oSess.aCntL2.unshift(0), oSess.aCntL2.clean()
if ePer3
oSess.predH3 := oSess.sessO + oSess.aH.p(perc3), oSess.predL3 := oSess.sessO - oSess.aL.p(perc3)
oSess.ln_predH3.unshift(line.new(n, oSess.predH3, n, oSess.predH3, color=colU))
oSess.ln_predL3.unshift(line.new(n, oSess.predL3, n, oSess.predL3, color=colD))
oSess.predH3.lb( 1, oSess.aCntH3.sum(), colU)
oSess.predL3.lb(-1, oSess.aCntL3.sum(), colD)
oSess.aCntH3.unshift(0), oSess.aCntH3.clean()
oSess.aCntL3.unshift(0), oSess.aCntL3.clean()
aBin.unshift(bin.new(open, high, low))
oSess.aCounter.unshift(1), oSess.aCounter.clean()
else
get = aBin.get(0)
get.sessH := math.max(high, get.sessH)
get.sessL := math.min(low , get.sessL)
get.multH := (get.sessH - get.sessO)
get.multL := (get.sessO - get.sessL)
=> // not in session
if t[1] // if previous bar was in session
oSess.aH.unshift(aBin.first().multH), oSess.aH.clean()
oSess.aL.unshift(aBin.first().multL), oSess.aL.clean()
oSess.sessO := na
if ePer1
oSess.ln_predH1.unshift(line.new(n -1, oSess.predH1, n, oSess.predH1, color=colU, style=line.style_dotted))
oSess.ln_predL1.unshift(line.new(n -1, oSess.predL1, n, oSess.predL1, color=colD, style=line.style_dotted))
if ePer2
oSess.ln_predH2.unshift(line.new(n -1, oSess.predH2, n, oSess.predH2, color=colU, style=line.style_dashed))
oSess.ln_predL2.unshift(line.new(n -1, oSess.predL2, n, oSess.predL2, color=colD, style=line.style_dashed))
if ePer3
oSess.ln_predH3.unshift(line.new(n -1, oSess.predH3, n, oSess.predH3, color=colU, style=line.style_solid ))
oSess.ln_predL3.unshift(line.new(n -1, oSess.predL3, n, oSess.predL3, color=colD, style=line.style_solid ))
oSess.ln_midLin.cleanLines()
oSess.ln_predH1.cleanLines(), oSess.ln_predL1.cleanLines()
oSess.ln_predH2.cleanLines(), oSess.ln_predL2.cleanLines()
oSess.ln_predH3.cleanLines(), oSess.ln_predL3.cleanLines()
oSess.ln_midLin.first().set_x2(n), oSess.ln_midLin.first().set_x2(n)
oSess.ln_predH1.first().set_x2(n), oSess.ln_predL1.first().set_x2(n)
oSess.ln_predH2.first().set_x2(n), oSess.ln_predL2.first().set_x2(n)
oSess.ln_predH3.first().set_x2(n), oSess.ln_predL3.first().set_x2(n)
oSess.hitH(1, ePer1), oSess.hitL(1, ePer1)
oSess.hitH(2, ePer2), oSess.hitL(2, ePer2)
oSess.hitH(3, ePer3), oSess.hitL(3, ePer3)
//-----------------------------------------------------------------------------}
//Plot - bgcolor - barcolor
//-----------------------------------------------------------------------------{
plot(oSess.sessO , style = plot.style_linebr , title='Session Open' )
barcolor(t and not t[1] ? color.new( na , na) : na)
bgcolor (t ? color.new(color.blue, 90) : na)
//-----------------------------------------------------------------------------}
//Table
//-----------------------------------------------------------------------------{
var table tb = table.new(position = position.top_right, columns = 2, rows = 4, bgcolor = chart.bg_color, border_width = 1)
if barstate.islast
tb.cell(column = 0, row = 0, text_color= chart.fg_color, text = 'Counted Sessions', text_halign = text.align_left)
tb.cell(column = 1, row = 0, text_color= chart.fg_color, text = str.tostring(oSess.aCounter.sum()))
row_idx = 1
if ePer1
tb.cell(column = 0, row = row_idx, text_color= chart.fg_color, text = 'P1 Hit Rate', text_halign = text.align_left)
tb.cell(column = 1, row = row_idx, text_color= chart.fg_color
, text = str.tostring((oSess.aCntH1.sum() + oSess.aCntL1.sum()) / 2 / oSess.aCounter.sum() * 100, format.percent))
row_idx += 1
if ePer2
tb.cell(column = 0, row = row_idx, text_color= chart.fg_color, text = 'P2 Hit Rate', text_halign = text.align_left)
tb.cell(column = 1, row = row_idx, text_color= chart.fg_color
, text = str.tostring((oSess.aCntH2.sum() + oSess.aCntL2.sum()) / 2 / oSess.aCounter.sum() * 100, format.percent))
row_idx += 1
if ePer3
tb.cell(column = 0, row = row_idx, text_color= chart.fg_color, text = 'P3 Hit Rate', text_halign = text.align_left)
tb.cell(column = 1, row = row_idx, text_color= chart.fg_color
, text = str.tostring((oSess.aCntH3.sum() + oSess.aCntL3.sum()) / 2 / oSess.aCounter.sum() * 100, format.percent))
row_idx += 1
//-----------------------------------------------------------------------------}