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=6
indicator("Breakaway Fair Value Gaps [LuxAlgo]", "LuxAlgo - Breakaway FVG", overlay = true, max_boxes_count = 500, max_lines_count = 500)
//---------------------------------------------------------------------------------------------------------------------}
//Settings
//---------------------------------------------------------------------------------------------------------------------{
length = input.int(20, 'Trend Length', minval = 1)
//Mitigation Levels
showMitigation = input(true, 'Show Mitigation Levels', group = 'Mitigation Levels')
maxDuration = input(60, 'Maximum Duration', group = 'Mitigation Levels')
//Style
// showBreakaway = input(false, 'Only Show Breakaway FVGs', group = 'Style')
bullBCss = input(color.new(#089981, 40), 'Bullish BFVG', inline = 'bull', group = 'Style')
bullCss = input(color.new(#9598a1, 40), 'FVG' , inline = 'bull', group = 'Style')
bearBCss = input(color.new(#f23645, 40), 'Bearish BFVG', inline = 'bear', group = 'Style')
bearCss = input(color.new(#434651, 40), 'FVG' , inline = 'bear', group = 'Style')
//Dashboard
showDash = input.bool(true, 'Show Dashboard', group = 'Dashboard')
use_med = input.bool(false, title = "Use Median Duration", group = "Dashboard")
dashLoc = input.string('Bottom Right' , 'Location' , options = ['Top Right', 'Bottom Right', 'Bottom Left'] , group = 'Dashboard')
textSize = input.int(14,'Size', group = 'Dashboard')
//---------------------------------------------------------------------------------------------------------------------}
//Detection
//---------------------------------------------------------------------------------------------------------------------{
var bull_bfvg_mt = array.new<line>(0)
var bear_bfvg_mt = array.new<line>(0)
var bull_bfvg_la = array.new<label>(0)
var bear_bfvg_la = array.new<label>(0)
var bull_fvg_count = 0, var bull_bfvg_count = 0
var bear_fvg_count = 0, var bear_bfvg_count = 0
upper = ta.highest(length)
lower = ta.lowest(length)
mid = math.avg(upper,lower)
n = bar_index
bull_fvg = low > high[2] and close[1] > high[2]
bear_fvg = high < low[2] and close[1] < low[2]
var bool bull_break = false
var bool bear_break = false
var float bull_lvl = 0
var float bear_lvl = 0
var bull_bars = array.new_int(na)
var bear_bars = array.new_int(na)
//Bullish BFVG
if low > upper[2] and bull_fvg
box.new(n-2, high[2], n, low, na, bgcolor = bullBCss)
bull_bfvg_count += 1
bull_break := false
bull_lvl := high[2]
//Add fvg mitigation level to array
if showMitigation
bull_bfvg_mt.unshift(line.new(n-2, high[2], n, high[2], color = bullBCss))
bull_bfvg_la.unshift(label.new(bar_index,high[2], color = color.rgb(0,0,0,100), text = "2", textcolor = bullBCss, style = label.style_label_left))
// //Regular FVG
// else if bull_fvg and not showBreakaway
// box.new(n-2, high[2], n, low, na, bgcolor = bullCss)
//Bearish BFVG
if high < lower[2] and bear_fvg
box.new(n-2, low[2], n, high, na, bgcolor = bearBCss)
bear_bfvg_count += 1
bear_break := false
bear_lvl := low[2]
//Add fvg mitigation level to array
if showMitigation
bear_bfvg_mt.unshift(line.new(n-2, low[2], n, low[2], color = bearBCss))
bear_bfvg_la.unshift(label.new(bar_index,low[2], color = color.rgb(0,0,0,100), text = "2", textcolor = bearBCss, style = label.style_label_left))
// //Regular FVG
// else if bear_fvg and not showBreakaway
// box.new(n-2, low[2], n, high, na, bgcolor = bearCss)
bull_lvl := math.max(bull_lvl,mid)
bear_lvl := math.min(bear_lvl,mid)
if high > bear_lvl
bear_break := true
if low < bull_lvl
bull_break := true
// plot(bull_break?na:bull_lvl, style = plot.style_linebr, color = bullBCss)
// plot(bear_break?na:bear_lvl, style = plot.style_linebr, color = bearBCss)
bull_fvg_count += bull_fvg ? 1 : 0
bear_fvg_count += bear_fvg ? 1 : 0
var bear_mit_count = 0
var bull_mit_count = 0
//---------------------------------------------------------------------------------------------------------------------}
//Mitigation Levels
//---------------------------------------------------------------------------------------------------------------------{
//Test for mitigation on bullish bfvg's
if bull_bfvg_mt.size() > 0
for i = bull_bfvg_mt.size()-1 to 0
get_fvg = bull_bfvg_mt.get(i)
get_fvg.set_x2(n)
bull_bfvg_la.get(i).set_x(n)
bull_bfvg_la.get(i).set_text(str.tostring(bar_index - get_fvg.get_x1()))
//Test for mitigation
if close < get_fvg.get_y1()
bull_bfvg_mt.remove(i)
bull_bfvg_la.remove(i).delete()
bull_mit_count += 1
bull_bars.push(bar_index - get_fvg.get_x1())
//Test for max duration
else if n - get_fvg.get_x1() == maxDuration
bull_bfvg_mt.remove(i).delete()
bull_bfvg_la.remove(i).delete()
//Test for mitigation on bullish bfvg's
if bear_bfvg_mt.size() > 0
for i = bear_bfvg_mt.size()-1 to 0
get_fvg = bear_bfvg_mt.get(i)
get_fvg.set_x2(n)
bear_bfvg_la.get(i).set_x(n)
bear_bfvg_la.get(i).set_text(str.tostring(bar_index - get_fvg.get_x1()))
//Test for mitigation
if close > get_fvg.get_y1()
bear_bfvg_mt.remove(i)
bear_bfvg_la.remove(i).delete()
bear_mit_count += 1
bear_bars.push(bar_index - get_fvg.get_x1())
//Test for max duration
else if n - get_fvg.get_x1() == maxDuration
bear_bfvg_mt.remove(i).delete()
bear_bfvg_la.remove(i).delete()
//---------------------------------------------------------------------------------------------------------------------}
//Dashboard
//---------------------------------------------------------------------------------------------------------------------{
var table_position = dashLoc == 'Bottom Left' ? position.bottom_left
: dashLoc == 'Top Right' ? position.top_right
: position.bottom_right
var tb = table.new(table_position, 4, 3
, bgcolor = #1e222d
, border_color = #373a46
, border_width = 1
, frame_color = #373a46
, frame_width = 1)
if barstate.isfirst and showDash
tb.cell(0, 0, 'Max ' + str.tostring(maxDuration) + " \nBars", text_color = color.white, text_size = textSize, text_formatting = text.format_bold)
tb.cell(1, 0, 'Mitigation %', text_color = color.white, text_size = textSize)
tb.cell(2, 0, (use_med?"Med.":"Avg.") + ' Bars', text_color = color.white, text_size = textSize)
tb.cell(3, 0, 'Total', text_color = color.white, text_size = textSize)
tb.cell(0, 1, 'Bullish', text_color = color.white, text_size = textSize)
tb.cell(0, 2, 'Bearish', text_color = color.white, text_size = textSize)
if barstate.islast and showDash
tb.cell(1, 1, str.tostring(bull_mit_count / bull_bfvg_count * 100, format.percent), text_color = color.white, text_size = textSize)
tb.cell(2, 1, str.tostring(int((use_med?bull_bars.median():bull_bars.avg()))), text_color = color.white, text_size = textSize)
tb.cell(3, 1, str.tostring(bull_bfvg_count), text_color = color.white, text_size = textSize)
tb.cell(1, 2, str.tostring(bear_mit_count / bear_bfvg_count * 100, format.percent), text_color = color.white, text_size = textSize)
tb.cell(2, 2, str.tostring(int((use_med?bear_bars.median():bear_bars.avg()))), text_color = color.white, text_size = textSize)
tb.cell(3, 2, str.tostring(bear_bfvg_count), text_color = color.white, text_size = textSize)
//---------------------------------------------------------------------------------------------------------------------}