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("Liquidity Pools [LuxAlgo]", shorttitle = "LuxAlgo - Liquidity Pools", overlay = true, max_lines_count = 500, max_boxes_count = 500, max_labels_count = 500)
//---------------------------------------------------------------------------------------------------------------------}
//Inputs
//---------------------------------------------------------------------------------------------------------------------{
cNum = input.int(2, minval = 2, title = "Zone Contact Amount", group = "Liquidity Identification", tooltip = "The number of times price must bounce from this zone before considering it as a liquidity pool. \n\nHigher == Less Zones that are 'More Precise'\nLower == More Zones that are 'Less precise'")
gapCount = input.int(5, minval = 0, title = "Bars Required Between Each Contact", group = "Liquidity Identification", tooltip = "The number of bars to wait before checking for another zone contact.")
wait = input.int(10, title = "Confirmation Bars", tooltip = "Used to Confirm Zones for Validity. \n Waits [X] Bars before drawing Zone.", group = "Liquidity Identification")
volTog = input.bool(true, title = "Display Volume Labels")
volSize = str.lower(input.string("Small", title = "Volume Label Size", options = ["Tiny","Small","Normal","Large","Huge"]))
bullColor = input.color(color.new(#089981,80), title = "Bull Zone Color ", group = "Style")
bearColor = input.color(color.new(#f23645,80), title = "Bear Zone Color", group = "Style")
canTog = input.bool(false, title = "Fill Candles Inside Zones", group = "Style", tooltip = "Fills Candles that are inside the last liquidity zone.\n\nNOTE: The candles will only be filled AFTER the Zone is generated. Candles fills will not overlap the zone it is referencing.")
bullCanColor = input.color(#089981, title = "Bull Candle Fill ", group = "Style")
bearCanColor = input.color(#f23645, title = "Bear Candle Fill", group = "Style")
invis = color.rgb(0,0,0,100)
//---------------------------------------------------------------------------------------------------------------------}
//UDTs (User-Defined Types)
//---------------------------------------------------------------------------------------------------------------------{
type data
float h
float t
float b
float l
int bi
type zn
box bx
int state
line ln
float vol
label lab
//---------------------------------------------------------------------------------------------------------------------}
//Variables
//---------------------------------------------------------------------------------------------------------------------{
//Candle (Body) Top/Bottom
c_top = math.max(open,close)
c_bot = math.min(open,close)
//Current Candle Data
cur = data.new(high,c_top,c_bot,low,bar_index)
//Highest and Lowest Candle Data
var data hst = data.new(high,c_top,c_bot,low,bar_index)
var data lst = data.new(high,c_top,c_bot,low,bar_index)
//High/Low Contact Counts
var int h_count = 0
var int l_count = 0
//Last Wick Bar Indexes
var int last_h_wick = bar_index
var int last_l_wick = bar_index
//Historical Zone Array (Un-Mitigated)
var bull_zones = array.new<zn>(na)
var bear_zones = array.new<zn>(na)
//Running Zones
var zn h_zn = zn.new(na,na,na,na,na)
var zn l_zn = zn.new(na,na,na,na,na)
//Plot Candle Fill Points
float g_o = na
float g_h = na
float g_l = na
float g_c = na
float r_o = na
float r_h = na
float r_l = na
float r_c = na
//Running Volume Totals
var float hi_vol = 0
var float lo_vol = 0
//---------------------------------------------------------------------------------------------------------------------}
//Functions
//---------------------------------------------------------------------------------------------------------------------{
//Get Candle Fill Points
get_cfp(_bx) =>
top = _bx.get_top()
bot = _bx.get_bottom()
_o = c_top < bot ? bot : c_top > top ? top : c_top
_h = high < bot ? bot : high > top ? top : high
_l = low < bot ? bot : low > top ? top : low
_c = c_bot < bot ? bot : c_bot > top ? top : c_bot
[_o,_h,_l,_c]
//Get Candle Inside Volume
get_civ(_bx) =>
top = _bx.get_top()
bot = _bx.get_bottom()
_r = high - low
_h = high > top ? top : high
_l = low < bot ? bot : low
_vol = nz((_h - _l) / _r, 1) * volume
_vol
//---------------------------------------------------------------------------------------------------------------------}
//Calculations
//---------------------------------------------------------------------------------------------------------------------{
//Adjusting High and Low Check Boundaries
if (high > hst.h) and ((c_top > hst.h) or (c_top < hst.t))
if h_count > 1
lst := cur
lo_vol := 0
l_count := 0
hst := cur
hi_vol := 0
h_count := 1
last_h_wick := bar_index
if (low < lst.l) and ((c_bot < lst.l) or (c_bot > lst.b))
if l_count > 1
hst := cur
hi_vol := 0
h_count := 0
lst := cur
lo_vol := 0
l_count := 1
last_l_wick := bar_index
//Counting Contacts
var int bs_hw = 0
var int bs_lw = 0
h_wick = high > hst.t and c_top <= hst.t
l_wick = low < lst.b and c_bot >= lst.b
if (h_wick[1] and (hst.t[1] == hst.t[2]) and (bs_hw > gapCount))
h_count += 1
last_h_wick := bar_index[1]
if (l_wick[1] and (lst.b[1] == lst.b[2]) and (bs_lw > gapCount))
l_count += 1
last_l_wick := bar_index[1]
bs_hw := math.abs(last_h_wick - bar_index)
bs_lw := math.abs(last_l_wick - bar_index)
//High/Low Tracking for Zone Outer Extremes
if (high > hst.h)
hst.h := high
if (low < lst.l)
lst.l := low
//---------------------------------------------------------------------------------------------------------------------}
//Volume Tracking
//---------------------------------------------------------------------------------------------------------------------{
hst_vol = (math.max((high - hst.t),0) / (high-low)) * volume
lst_vol = (math.max((lst.b - low),0)/ (high-low)) * volume
hi_vol += nz(hst_vol)
lo_vol += nz(lst_vol)
//---------------------------------------------------------------------------------------------------------------------}
//Zone Management (Creation & Merging)
//---------------------------------------------------------------------------------------------------------------------{
if (h_count >= cNum) and ta.crossover(bs_hw,wait) and (close < hst.t)
top = h_zn.bx.get_top()
bot = h_zn.bx.get_bottom()
if hst.bi == h_zn.bx.get_left()
h_zn.bx.set_top(math.max(hst.h,top))
h_zn.bx.set_bottom(math.min(hst.t,top))
else if (hst.h <= top) and (hst.t >= top)
h_zn.bx.set_right(bar_index)
h_zn.vol += hi_vol
bear_zones.push(h_zn)
else if ((hst.h > top) and (hst.t < top)) or ((hst.h > top) and (hst.t < top)) or ((hst.h > top) and (hst.t < top))
h_zn.bx.set_top(math.max(hst.t,top))
h_zn.bx.set_bottom(math.min(hst.h,top))
h_zn.bx.set_right(bar_index)
h_zn.vol += hi_vol
bear_zones.push(h_zn)
else
h_zn := zn.new(box.new(hst.bi, hst.h, bar_index, hst.t, bgcolor = bearColor, border_color = na),
0,
line.new(hst.bi, hst.t, bar_index, na, color = color.new(bearColor,0)),
hi_vol,
label.new(bar_index,na, color = invis, text = str.tostring(hi_vol,format.volume) + "\n", textcolor = color.new(bearColor,0), style = label.style_label_right, size = volSize, textalign = text.align_right))
bear_zones.push(h_zn)
if (l_count >= cNum) and ta.crossover(bs_lw,wait) and (close > lst.b)
top = l_zn.bx.get_top()
bot = l_zn.bx.get_bottom()
if lst.bi == l_zn.bx.get_left()
l_zn.bx.set_top(math.max(lst.b,top))
l_zn.bx.set_bottom(math.min(lst.l,bot))
else if (lst.b <= top) and (lst.l >= bot)
l_zn.bx.set_right(bar_index)
l_zn.vol += lo_vol
bull_zones.push(l_zn)
else if ((lst.b > top) and (lst.l < top)) or ((lst.b > bot) and (lst.l < bot)) or ((lst.b > top) and (lst.l < bot))
l_zn.bx.set_top(math.max(lst.b,top))
l_zn.bx.set_bottom(math.min(lst.l,bot))
l_zn.bx.set_right(bar_index)
l_zn.vol += lo_vol
bull_zones.push(l_zn)
else
l_zn := zn.new(box.new(lst.bi, lst.b, bar_index, lst.l, bgcolor = bullColor, border_color = na),
0,
line.new(lst.bi, lst.b, bar_index, na, color = color.new(bullColor,0)),
lo_vol,
label.new(bar_index,na, color = invis, text = "\n" + str.tostring(lo_vol,format.volume), textcolor = color.new(bullColor,0), style = label.style_label_right, size = volSize, textalign = text.align_right))
bull_zones.push(l_zn)
//---------------------------------------------------------------------------------------------------------------------}
//Zone Management (Extention & Deletion)
//---------------------------------------------------------------------------------------------------------------------{
//Bull Zones
if bull_zones.size() > 0
for i = bull_zones.size()-1 to 0
//Values
z = bull_zones.get(i)
bot = z.bx.get_bottom()
top = z.bx.get_top()
//Zone Management
if (i == bull_zones.size()-1)
//Line Extentions
if (close > top)
z.ln.set_y1(top)
z.ln.set_xy2(bar_index,top)
if volTog
z.lab.set_xy(bar_index,top)
//Determining Candle Fill Points
if ((high < top and high > bot) or (low < top and low > bot) or (high >= top and low <= bot))
z.vol += get_civ(z.bx)
if (z.bx.get_left() == l_zn.bx.get_left())
[_o,_h,_l,_c] = get_cfp(l_zn.bx)
g_o := _o
g_h := _h
g_l := _l
g_c := _c
z.lab.set_text("\n" + str.tostring(z.vol,format.volume))
//Hiding Lines
else if (l_zn.bx.get_bottom() > bot)
z.ln.set_y2(na)
z.lab.set_y(na)
//Zone Deletion
if (close < bot)
if (z.state < 0)
bull_zones.remove(i)
z.state -= 1
else
z.state := 0
//Bear Zones
if bear_zones.size() > 0
for i = bear_zones.size()-1 to 0
//Values
z = bear_zones.get(i)
bot = z.bx.get_bottom()
top = z.bx.get_top()
//Zone Management
if (i == bear_zones.size()-1)
//Line Extentions
if (close < bot)
z.ln.set_y1(bot)
z.ln.set_xy2(bar_index,bot)
if volTog
z.lab.set_xy(bar_index,bot)
//Determining Candle Fill Points
if ((high < top and high > bot) or (low < top and low > bot) or (high >= top and low <= bot))
z.vol += get_civ(z.bx)
if (h_zn.bx.get_left() == z.bx.get_left())
[_o,_h,_l,_c] = get_cfp(h_zn.bx)
r_o := _o
r_h := _h
r_l := _l
r_c := _c
z.lab.set_text(str.tostring(z.vol,format.volume) + "\n")
//Hiding Lines
else if (h_zn.bx.get_top() < bot)
z.ln.set_y2(na)
z.lab.set_y(na)
//Zone Deletion
if (close > top)
if (z.state < 0)
bear_zones.remove(i)
z.state -= 1
else
z.state := 0
//---------------------------------------------------------------------------------------------------------------------}
//Colored Candles
//---------------------------------------------------------------------------------------------------------------------{
plotcandle((canTog?g_o:na),g_h,g_l,g_c,
wickcolor = bullCanColor,
color = bullCanColor,
bordercolor = (g_o == g_c ? invis : bullCanColor),
display = display.pane,
editable = false)
plotcandle((canTog?r_o:na),r_h,r_l,r_c,
wickcolor = bearCanColor,
color = bearCanColor,
bordercolor = (r_o == r_c ? invis : bearCanColor),
display = display.pane,
editable = false)
//---------------------------------------------------------------------------------------------------------------------}