Volume Profile / Fixed Range

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。

Pine Script

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © LonesomeTheBlue
 
//@version=4
study("Volume Profile / Fixed Range", overlay = true, max_boxes_count = 100, max_bars_back = 501)
bbars = input(title="Number of Bars", defval = 150, minval = 1, maxval = 500)
cnum = input(title="Row Size", defval = 24, minval = 5, maxval = 100)
percent = input(70., title="Value Area Volume %", minval = 0, maxval = 100)
poc_color = input(defval = #ff0000, title = "POC", inline = "poc")
poc_width = input(defval = 2, title = "", minval = 1, maxval = 5, inline = "poc")
vup_color = input(defval = color.new(color.blue, 30), title = "Value Area Up")
vdown_color = input(defval = color.new(color.orange, 30), title = "Value Area Down")
up_color = input(defval = color.new(color.blue, 75), title = "UP Volume")
down_color = input(defval = color.new(color.orange, 75), title = "Down Volume")
 
top = highest(bbars)
bot = lowest(bbars)
dist = (top - bot) / 500
step = (top - bot) / cnum
 
// calculate/keep channel levels
levels = array.new_float(cnum + 1)
for x = 0 to cnum
    array.set(levels, x, bot + step * x)
 
// get the volume if there is intersection
get_vol(y11, y12, y21, y22, height, vol)=> nz(max(min(max(y11, y12), max(y21, y22)) - max(min(y11, y12), min(y21, y22)), 0) * vol / height)
    
if barstate.islast
    // calculate/get volume for each channel and candle
    volumes = array.new_float(cnum * 2, 0.)
    for bars = 0 to bbars - 1
        body_top = max(close[bars], open[bars])
        body_bot = min(close[bars], open[bars])
        itsgreen = close[bars] >= open[bars]
        
        topwick = high[bars] - body_top
        bottomwick = body_bot - low[bars]
        body = body_top - body_bot
        
        bodyvol = body * volume[bars] / (2 * topwick + 2 * bottomwick + body)
        topwickvol = 2 * topwick * volume[bars] / (2 * topwick + 2 * bottomwick + body)
        bottomwickvol = 2 * bottomwick * volume[bars] / (2 * topwick + 2 * bottomwick + body)
        for x = 0 to cnum - 1
            array.set(volumes, x, array.get(volumes, x) + 
                                  (itsgreen ? get_vol(array.get(levels, x), array.get(levels, x + 1), body_bot, body_top, body, bodyvol) : 0) + 
                                  get_vol(array.get(levels, x), array.get(levels, x + 1), body_top, high[bars], topwick, topwickvol) / 2 + 
                                  get_vol(array.get(levels, x), array.get(levels, x + 1), body_bot, low[bars], bottomwick, bottomwickvol) / 2)
            array.set(volumes, x + cnum, array.get(volumes, x + cnum) + 
                                  (itsgreen ? 0 : get_vol(array.get(levels, x), array.get(levels, x + 1), body_bot, body_top, body, bodyvol)) + 
                                  get_vol(array.get(levels, x), array.get(levels, x + 1), body_top, high[bars], topwick, topwickvol) / 2 + 
                                  get_vol(array.get(levels, x), array.get(levels, x + 1), body_bot, low[bars], bottomwick, bottomwickvol) / 2)
 
    totalvols = array.new_float(cnum, 0.)
    for x = 0 to cnum - 1
        array.set(totalvols, x, array.get(volumes, x) + array.get(volumes, x + cnum))
    
    int poc = array.indexof(totalvols, array.max(totalvols))
    
    // calculate value area
    totalmax = array.sum(totalvols) * percent / 100.
    va_total = array.get(totalvols, poc)
    int up = poc
    int down = poc
    for x = 0 to cnum - 1
        if va_total >= totalmax
            break
        uppervol = up < cnum - 1 ? array.get(totalvols, up + 1) : 0.
        lowervol = down > 0 ? array.get(totalvols, down - 1) : 0.
        if uppervol == 0 and lowervol == 0
            break
        if uppervol >= lowervol
            va_total += uppervol
            up += 1
        else
            va_total += lowervol
            down -= 1
        
    maxvol = array.max(totalvols)
    for x = 0 to cnum * 2 - 1
        array.set(volumes, x, array.get(volumes, x) * bbars / (3 * maxvol))
    
    
    // Draw VP rows
    var vol_bars = array.new_box(cnum * 2, na)
    for x = 0 to cnum - 1
        box.delete(array.get(vol_bars, x))
        box.delete(array.get(vol_bars, x + cnum))
        array.set(vol_bars, x, box.new(bar_index - bbars + 1, array.get(levels, x + 1) - dist, 
                                       bar_index - bbars + 1 + round(array.get(volumes, x)), array.get(levels, x) + dist, 
                                       border_width = 0, 
                                       bgcolor = x >= down and x <= up ? vup_color : up_color))
        array.set(vol_bars, x + cnum, box.new(bar_index - bbars + 1 + round(array.get(volumes, x)), array.get(levels, x + 1) - dist, 
                                       bar_index - bbars + 1 + round(array.get(volumes, x)) + round(array.get(volumes, x + cnum)), array.get(levels, x) + dist, 
                                       border_width = 0, 
                                       bgcolor = x >= down and x <= up ? vdown_color : down_color))
    
    // Draw POC line
    var line poc_line = na
    line.delete(poc_line)
    poc_line := line.new(bar_index - bbars + 1, (array.get(levels, poc) + array.get(levels, poc + 1)) / 2, 
                         bar_index - bbars + 2, (array.get(levels, poc) + array.get(levels, poc + 1)) / 2, 
                         extend = extend.right, 
                         color = poc_color, 
                         width = poc_width)

← 返回列表