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。
//@version=6
indicator("Smart Money Breakout Signals [AlgoAlpha]", shorttitle="AlgoAlpha - Smart Money Breakout", overlay=true)
swingSize = input.int(25, "Market Structure Time-Horizon", tooltip='Defines the number of candles used to determine market structure. Larger values smooth out market structure changes but may delay signals.', group="Inputs")
bosConfType = input.string('Candle Close', 'BOS Confirmation Type', ['Candle Close', 'Wicks'], tooltip='Specifies whether a candle close or a wick surpassing the previous swing point is used to confirm a Break of Structure (BOS).', group="Inputs")
choch = input.bool(true, 'Show CHoCH', tooltip='Enables or disables the display of Change of Character (CHoCH) labels, highlighting the first structural break against the trend.', group="Inputs")
color BULL = input.color(#00ffbb, "Bullish Color", group="Visualization", tooltip='Sets the color used to represent bullish signals and breakout lines.')
color BEAR = input.color(#ff1100, "Bearish Color", group="Visualization", tooltip='Sets the color used to represent bearish signals and breakout lines.')
MS(int swingSize, int src_BI, string bosConfType, bool enms, float src_close, float src_high, float src_low) =>
pivHi = ta.pivothigh(src_high, swingSize, swingSize)
pivLo = ta.pivotlow(src_low, swingSize, swingSize)
var float prevHigh = na
var float prevLow = na
var int prevHighIndex = na
var int prevLowIndex = na
var bool highActive = false
var bool lowActive = false
bool hh = false
bool lh = false
bool hl = false
bool ll = false
var int prevSwing = 0
if not na(pivHi) and enms
if pivHi >= prevHigh
hh := true
prevSwing := 2
else
lh := true
prevSwing := 1
prevHigh := pivHi
highActive := true
prevHighIndex := src_BI - swingSize
if not na(pivLo) and enms
if pivLo >= prevLow
hl := true
prevSwing := -1
else
ll := true
prevSwing := -2
prevLow := pivLo
lowActive := true
prevLowIndex := src_BI - swingSize
bool highBroken = false
bool lowBroken = false
float highSrc = bosConfType == 'Candle Close' ? src_close : src_high
float lowSrc = bosConfType == 'Candle Close' ? src_close : src_low
if highSrc > prevHigh and highActive and enms
highBroken := true
highActive := false
if lowSrc < prevLow and lowActive and enms
lowBroken := true
lowActive := false
[hh,ll,lh,hl,highBroken,lowBroken,prevHighIndex,prevLowIndex,pivHi,pivLo,prevHigh,prevLow]
[hh, ll, lh, hl, highBroken, lowBroken, prevHighIndex, prevLowIndex, pivHi, pivLo, prevHigh, prevLow] = MS(swingSize, bar_index, bosConfType, true, close, high, low)
var int prevBreakoutDir = 0
length = 0
if highBroken
line.new(prevHighIndex, prevHigh, bar_index, prevHigh, color=BULL, width=1, force_overlay=true)
label.new(math.floor(bar_index - (bar_index - prevHighIndex) / 2), prevHigh, prevBreakoutDir == -1 and choch ? 'CHoCH' : 'BOS', color=color.rgb(0, 0, 0, 100), textcolor=BULL, size=size.tiny, force_overlay=true)
alert("Bullish Breakout Detected", alert.freq_once_per_bar)
prevBreakoutDir := 1
length := bar_index - prevHighIndex
if lowBroken
line.new(prevLowIndex, prevLow, bar_index, prevLow, color=BEAR, width=1, force_overlay=true)
label.new(math.floor(bar_index - (bar_index - prevLowIndex) / 2), prevLow, prevBreakoutDir == 1 and choch ? 'CHoCH' : 'BOS', color=color.rgb(0, 0, 0, 100), textcolor=BEAR, style=label.style_label_up, size=size.tiny, force_overlay=true)
alert("Bearish Breakout Detected", alert.freq_once_per_bar)
prevBreakoutDir := -1
length := bar_index - prevLowIndex
x = math.max(1, nz(length))
v = ta.highest(x) - ta.lowest(x)
dist = v / 3
trigger = 0
RR = 1
var active = 0
var active1 = 0
var active2 = 0
var TP = 0.0
var TP1 = 0.0
var TP2 = 0.0
var SL = 0.0
var TPs = array.new_line()
var TPs1 = array.new_line()
var TPs2 = array.new_line()
var total = 0
var tp1s = 0
var tp2s = 0
var tp3s = 0
if highBroken
active := 1
active1 := 1
active2 := 1
trigger := 1
total += 1
TP := prevHigh + dist
TP1 := prevHigh + dist * 2 / 3
TP2 := prevHigh + dist * 1 / 3
SL := prevHigh - dist / RR
TPs.unshift(line.new(prevHighIndex, TP, bar_index, TP, color=color.new(BULL, 70), width=1, force_overlay=true, style=line.style_dashed))
TPs1.unshift(line.new(prevHighIndex, TP1, bar_index, TP1, color=color.new(BULL, 50), width=1, force_overlay=true, style=line.style_dashed))
TPs2.unshift(line.new(prevHighIndex, TP2, bar_index, TP2, color=color.new(BULL, 30), width=1, force_overlay=true, style=line.style_dashed))
linefill.new(TPs.first(), TPs1.first(), color.new(BULL, 90))
if lowBroken
active := -1
active1 := -1
active2 := -1
trigger := 1
total += 1
TP := prevLow - dist
TP1 := prevLow - dist * 2 / 3
TP2 := prevLow - dist * 1 / 3
SL := prevLow + dist / RR
TPs.unshift(line.new(prevLowIndex, TP, bar_index, TP, color=color.new(BEAR, 70), width=1, force_overlay=true, style=line.style_dashed))
TPs1.unshift(line.new(prevLowIndex, TP1, bar_index, TP1, color=color.new(BEAR, 50), width=1, force_overlay=true, style=line.style_dashed))
TPs2.unshift(line.new(prevLowIndex, TP2, bar_index, TP2, color=color.new(BEAR, 30), width=1, force_overlay=true, style=line.style_dashed))
linefill.new(TPs.first(), TPs1.first(), color.new(BEAR, 90))
if active == 1 and high > TP
tp1s += 1
if active1 == 1 and high > TP1
tp2s += 1
active1 := 0
if active2 == 1 and high > TP2
tp3s += 1
active2 := 0
if active == -1 and low < TP
tp1s += 1
if active1 == -1 and low < TP1
tp2s += 1
active1 := 0
if active2 == -1 and low < TP2
tp3s += 1
active2 := 0
if ((active == 1 and high > TP) or (active == 1 and low < SL) or (active == -1 and low < TP) or (active == -1 and high > SL)) and not (trigger != 0 and trigger[1] == 0)
active := 0
if TPs.size() > 0
if active == 0 or (active != 0 and active[1] != 0 and trigger == 1)
TPs.remove(math.min(1, TPs.size() - 1))
else
TPs.first().set_x2(bar_index)
if TPs1.size() > 0
if active == 0 or (active != 0 and active[1] != 0 and trigger == 1)
TPs1.remove(math.min(1, TPs1.size() - 1))
else
TPs1.first().set_x2(bar_index)
if TPs2.size() > 0
if active == 0 or (active != 0 and active[1] != 0 and trigger == 1)
TPs2.remove(math.min(1, TPs2.size() - 1))
else
TPs2.first().set_x2(bar_index)
barcolor(active[0] == 0 ? color.new(color.gray, 40) : active[0] == 1 ? color.new(BULL[1], 40) : color.new(BEAR[1], 40))
plotshape(highBroken, "Bullish Signal", shape.labelup, location.belowbar, BULL, size=size.small)
plotshape(lowBroken, "Bearish Signal", shape.labeldown, location.abovebar, BEAR, size=size.small)
// plot(total)
// plot(tp1s, color = color.white)
// plot(tp2s, color = color.red)
// plot(tp3s, color = color.yellow)
if barstate.islast
var table data_table = table.new(
position=position.top_right,
columns=2,
rows=5,
bgcolor=chart.bg_color,
border_width=1,
border_color=chart.fg_color,
frame_color=chart.fg_color,
frame_width=1
)
t1_rate = total > 0 ? (tp1s / total) * 100.0 : na
t2_rate = total > 0 ? (tp2s / total) * 100.0 : na
t3_rate = total > 0 ? (tp3s / total) * 100.0 : na
table.cell(
data_table,
column = 0,
row = 0,
text = "Smart Money Breakout Stats",
text_size= size.tiny,
text_color = chart.fg_color,
text_halign= text.align_center
)
table.cell(
data_table,
column = 1,
row = 0,
text = "Value",
text_size= size.tiny,
text_color = chart.fg_color,
text_halign= text.align_center
)
table.cell(
data_table,
column = 0,
row = 1,
text = "Total Signals",
text_size= size.tiny,
text_color = chart.fg_color
)
table.cell(
data_table,
column = 1,
row = 1,
text = str.tostring(total),
text_size= size.tiny,
text_color = chart.fg_color,
text_halign= text.align_center
)
table.cell(
data_table,
column = 0,
row = 2,
text = "TP1 Win Rate",
text_size= size.tiny,
text_color = chart.fg_color
)
table.cell(
data_table,
column = 1,
row = 2,
text = total > 0 ? str.format("{0,number,#.##}%", t3_rate) : "No Trades",
text_size= size.tiny,
text_color = chart.fg_color,
text_halign= text.align_center
)
table.cell(
data_table,
column = 0,
row = 3,
text = "TP2 Win Rate",
text_size= size.tiny,
text_color = chart.fg_color
)
table.cell(
data_table,
column = 1,
row = 3,
text = total > 0 ? str.format("{0,number,#.##}%", t2_rate) : "No Trades",
text_size= size.tiny,
text_color = chart.fg_color,
text_halign= text.align_center
)
table.cell(
data_table,
column = 0,
row = 4,
text = "TP3 Win Rate",
text_size= size.tiny,
text_color = chart.fg_color
)
table.cell(
data_table,
column = 1,
row = 4,
text = total > 0 ? str.format("{0,number,#.##}%", t1_rate) : "No Trades",
text_size= size.tiny,
text_color = chart.fg_color,
text_halign= text.align_center
)
//////Alerts
alertcondition(highBroken, "Bullish Signal")
alertcondition(lowBroken, "Bearish Signal")