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/
// © Zeiierman {
//@version=6
indicator('Multitimeframe Order Block Finder (Zeiierman)', overlay = true, max_bars_back = 5000, max_boxes_count = 500)
//~~}
//~~ Tooltips {
var string t1 = "Select the timeframe for calculating Order Blocks (OBs).\n\nThis setting controls which candle data is used to identify OBs. For example, selecting '15' uses the 15-minute chart even if you’re viewing a different timeframe.\n\nA higher timeframe (e.g., 1H, 4H) can show more significant institutional zones, while a lower timeframe (e.g., 5min) can detect intraday imbalances."
var string t2 = "Number of bars to look back to identify consecutive bullish or bearish candles.\n\nA longer period results in stronger confirmation but fewer signals."
var string t3 = "Enable enhanced OB sensitivity using rising/falling candle logic.\n\nWhen enabled, Order Blocks require rising/falling price action via a smoothing average.\nWhen disabled, simpler consecutive candle rules are applied."
var string t4 = "Minimum percentage move required between consecutive candles to qualify an Order Block.\n\nHelps filter out weak or non-significant moves."
var string t5 = "Enable this to consider an OB 'mitigated' when price touches its midpoint.\n\nWhen disabled, mitigation requires full fill of the OB zone."
var string t6 = "How far into the future each OB box should be extended.\n\nThis defines the width of the box in bars."
var string t7 = "Toggle the visibility of the OB info table on chart.\n\nOnly visual — disabling does not affect logic."
var string t8 = "Controls the horizontal starting position of the table display, measured in 10-bar steps from current bar."
var string t9 = "Controls the width of the table, measured in 10-bar steps.\n\nIncrease this if you want more room per OB row."
var string t10 = "Set the color for bullish Order Blocks.\n\nUse a strong green with transparency to blend visually."
var string t11 = "Set the color for bearish Order Blocks.\n\nUse a noticeable red to distinguish bearish zones."
var string t12 = "Base color of all OB boxes before price touches or interacts.\n\nNeutral color for background and borders."
var string t13 = "Toggle the OB trendline display on or off.\n\nWhen on, a smoothed trendline is drawn based on OB direction."
var string t14 = "Color used when the OB trendline is rising (bullish)."
var string t15 = "Color used when the OB trendline is falling (bearish)."
var string t16 = "Sets the ripple level (in decibels) for the low-pass filter applied to the trend line.\n\nHigher = more fluctuations.\nLower = smoother trend."
var string t17 = "Cutoff frequency of the trend filter.\n\nHigher = more responsive to price.\nLower = slower and smoother."
//~~ Inputs {
tf = input.timeframe('', title = 'Timeframe', inline = 'tf', tooltip="")
prd = input.int(5, title = 'Lookback', minval = 0, inline = 'tf', tooltip=t1+t2)
sen = input.bool(false, title = 'Enhanced Candle Sensitivity', inline = '', tooltip=t3)
perc = input.float(0.0, 'Minimum Percent move', step = 0.1, tooltip=t4)
mit = input.bool(true, 'Mitigated on mid', tooltip=t5)
extendLength= input.int(100, 'Extend Boxes', tooltip=t6)
showActive = input.bool(false, title = 'Show OB table', tooltip=t7)
TableLeft = input.int(5, title = 'Table Left', minval = 0, maxval = 30, inline = 'Tab', tooltip=t8) * 10
TableRight = input.int(10, title = 'Right', minval = 10, maxval = 50, inline = 'Tab', tooltip=t9) * 10
UpCol = input.color(color.new(#00ffbb, 50), title = '', inline = 'OB', tooltip=t10)
DnCol = input.color(color.new(#ff1100, 50), title = '', inline = 'OB', tooltip=t11)
Col = input.color(color.new(color.gray, 85), title = '', inline = 'OB', tooltip=t12)
showTrend = input.bool(false, title = 'Show OB Trend', inline = 'Trend', tooltip=t13)
TUpCol = input.color(color.lime, title = '', inline = 'Trend', tooltip=t14)
TDnCol = input.color(color.red, title = '', inline = 'Trend', tooltip=t15)
rp = input.float(10.0, 'Passband Ripple (dB)', group='Trend', minval=0.1, step=0.1, tooltip=t16)
fc = input.float(0.005, 'Cutoff Frequency (0 to 0.5)', group='Trend', minval=0.001, maxval=0.5, step=0.001, tooltip=t17)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Arrays {
type Data
array<box> ob
array<box> bv
array<box> sv
array<line>mid
var bv = Data.new(array.new<box>(),array.new<box>(),array.new<box>(),array.new<line>())
var sv = Data.new(array.new<box>(),array.new<box>(),array.new<box>(),array.new<line>())
var save = array.new<float>(0)
var OBs = array.new<box>()
var TLine = array.new<float>(1, 0.0)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Functions {
getMTF() => [close[1], close[prd+1], high[prd+1], low[prd+1], volume]
getCandle() =>
rma = ta.rma(close, 5)
bull = math.sum(close > open ? 1 : 0, prd) == prd
bear = math.sum(close < open ? 1 : 0, prd) == prd
if sen
bull := ta.rising(rma, prd)
bear := ta.falling(rma, prd)
[bull, bear]
getBarTime(t, barsOffset) =>
t + (barsOffset * timeframe.in_seconds(timeframe.period) * 1000)
BarsBack(val, hl) =>
back = time
for i = 0 to 4999 by 1
if val == hl[i]
back := time[i]
break
back
VolumePower(v,c,l,h,ca)=> ca ? math.round(math.round(v * (c - l) / (h - l)) / v * 100) :
math.round(math.round(v * (h - c) / (h - l)) / v * 100)
method Cleaner(Data d, cond) =>
if d.ob.size()>0
for [i,e] in d.ob
top = e.get_top()
bot = e.get_bottom()
mid = math.avg(top,bot)
Cond = mit ? (cond ? low<=mid : high>=mid) : (cond ? low <= bot : high >= top)
if Cond
e.delete()
d.mid.get(i).delete()
d.bv.get(i).delete()
d.sv.get(i).delete()
d.ob.remove(i)
d.mid.remove(i)
d.bv.remove(i)
d.sv.remove(i)
UpdateOB(Box) =>
if Box.size() > 0
for e in Box
date = str.format_time(e.get_left(),"yyyy-MM-dd HH:mm",syminfo.timezone)
b = box.new(bar_index + TableLeft, e.get_top(), bar_index + TableRight, e.get_bottom(),
bgcolor = close<e.get_bottom()?DnCol:UpCol, border_color = color(na),text=date,text_color=chart.fg_color)
OBs.push(b)
OB(c1,cback,HBack,LBack,hback,lback,green,red,buyVol,sellVol) =>
minMove = (((math.abs(cback - c1))/cback) * 100) >= perc
BullOB = green and minMove
BearOB = red and minMove
if BullOB and not BullOB[1]
prev = array.get(TLine, 0)
array.unshift(TLine, math.avg(ohlc4, prev))
future = getBarTime(HBack,extendLength)
b = box.new(HBack, lback, future, hback, bgcolor = Col, border_color = Col, extend = extend.none,xloc = xloc.bar_time)
bv.ob.unshift(b)
mid = math.avg(lback,hback)
m = line.new(HBack,mid,future,mid,xloc=xloc.bar_time,color=color.white,style=line.style_dashed)
bv.mid.unshift(m)
dist = (future-HBack)
bb = box.new(HBack,mid,int(HBack+dist*(buyVol/100)),lback,bgcolor = UpCol, border_color = UpCol, extend = extend.none,xloc = xloc.bar_time)
sb = box.new(HBack,hback,int(HBack+dist*(sellVol/100)),mid,bgcolor = DnCol, border_color = DnCol, extend = extend.none,xloc = xloc.bar_time)
bv.bv.unshift(bb)
bv.sv.unshift(sb)
if BearOB and not BearOB[1]
prev = array.get(TLine, 0)
array.unshift(TLine, math.avg(ohlc4, prev))
future = getBarTime(LBack,extendLength)
b = box.new(LBack, lback, future, hback, bgcolor = Col, border_color = Col, extend = extend.none,xloc = xloc.bar_time)
sv.ob.unshift(b)
mid = math.avg(lback,hback)
m = line.new(LBack,mid,future,mid,xloc=xloc.bar_time,color=color.white,style=line.style_dashed)
sv.mid.unshift(m)
dist = (future-LBack)
bb = box.new(LBack,mid,int(LBack+dist*(buyVol/100)),lback,bgcolor = UpCol, border_color = UpCol, extend = extend.none,xloc = xloc.bar_time)
sb = box.new(LBack,hback,int(LBack+dist*(sellVol/100)),mid,bgcolor = DnCol, border_color = DnCol, extend = extend.none,xloc = xloc.bar_time)
sv.bv.unshift(bb)
sv.sv.unshift(sb)
else
prev = array.get(TLine, 0)
array.unshift(TLine, prev)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Main {
[c1, cback, hback, lback, v] = request.security(syminfo.tickerid, tf, getMTF(), lookahead = barmerge.lookahead_on)
[green, red] = request.security(syminfo.tickerid, tf, getCandle(), lookahead = barmerge.lookahead_on)
HBack = BarsBack(hback, high)
LBack = BarsBack(lback, low)
buyVol = VolumePower(v, cback, lback, hback, true)
sellVol = VolumePower(v, cback, lback, hback, false)
OB(c1,cback,HBack,LBack,hback,lback,green,red,buyVol,sellVol)
bv.Cleaner(true)
sv.Cleaner(false)
if showActive
b = box.new(bar_index + TableLeft, ta.max(high), bar_index + TableRight, ta.min(low), bgcolor = color.new(color.gray, 100), border_color = color.gray, extend = extend.none)
box.delete(b[1])
//Delete Old
for e in OBs
e.delete()
//Insert new
OBs.clear()
UpdateOB(bv.ob)
UpdateOB(sv.ob)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Trend {
var TCol = color.gray
Trend = array.get(TLine, 0)
TCol := Trend > Trend[1] ? TUpCol : Trend < Trend[1] ? TDnCol : TCol[1]
src = (Trend)
epsilon = math.sqrt(math.pow(10, rp/10) - 1)
d = math.sqrt(1 + epsilon*epsilon)
c = 1 / math.tan(math.pi * fc)
norm = 1 / (1 + d*c + c*c)
b0 = norm
b1 = 2 * norm
b2 = norm
a1 = 2 * norm * (1 - c*c)
a2 = norm * (1 - d*c + c*c)
trend = 0.0
trend := (bar_index < 2) ? src : (b0*src + b1*src[1] + b2*src[2] - a1*nz(trend[1]) - a2*nz(trend[2]))
Trend_ = plot(showTrend?trend:na, color=TCol, title="OB Trend Filter")
visualclose = ta.ema(Trend,10)
visualclose_ = plot(visualclose, color=color.new(color.blue,100), title="visualtrend", editable = false)
fill(Trend_, visualclose_, trend, visualclose,color.new(TCol, 70),na, title="Fill")
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}