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 Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International
// https://creativecommons.org/licenses/by-nc-sa/4.0/
// © BigBeluga
//@version=6
indicator("Reversal Trap Probability Bands [BigBeluga]", overlay=true, max_labels_count=100, max_lines_count=500)
// ＩＮＰＵＴＳ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
envelope_len = input.int(55, "Envelope Smoothness", minval=1, group="Envelope Settings", tooltip="Changes the length of the central moving average line. Higher values create a smoother, slower channel.")
multiplier = input.float(4.0, "Envelope Width", minval=0.1, step=0.1, group="Envelope Settings", tooltip="Determines how far the outer bands stretch away from the center baseline based on market volatility.")
trap_window = input.int(10, "Trap Window (Candles)", minval=1, group="Strategy Settings", tooltip="The maximum number of candles allowed to close completely outside the bands before a reversal is disqualified as a fakeout trap.")
signal_gap = input.int(10, "Minimum Bars Between Signals", minval=1, group="Strategy Settings", tooltip="Cooldown period. The minimum number of bars required between signal triggers to avoid cluttering your charts.")
rsi_len = 20
stop_mult = input.float(0.5, "ATR Stop Multiplier", minval=0.1, step=0.1, group="Strategy Settings", tooltip="Multiplies the Average True Range (ATR) value to add safety padding above or below structural key levels.")
target_source = "Basis Line"
max_bars = input.int(5000, "Max Lookback Bars", minval=1, group="Database Limits", tooltip="Limits the script's historical memory. It will only search and record trades from the last X number of bars.")
max_trades = input.int(500, "Max Total Trades", minval=1, group="Database Limits", tooltip="Database limit guardrail. Stops saving new trades to memory once the total historical trade counter hits this number.")
colorDn = input.color(color.rgb(236, 51, 51), "Bearish Theme Color", group="Color Styling", tooltip="Changes the color of the upper envelope boundary, bearish labels, and shading effects.")
colorUp = input.color(color.rgb(18, 175, 159), "Bullish Theme Color", group="Color Styling", tooltip="Changes the color of the lower envelope boundary, bullish labels, and shading effects.")
colormid = input.color(color.rgb(120, 123, 134, 50), "MidLine Color", group="Color Styling", tooltip="Changes the color of the middle envelope boundary")
label_size_setting = input.string("Small", "Label Size", options=["Auto", "Tiny", "Small", "Normal", "Large", "Huge"], group="Color Styling", tooltip="Adjusts the size of the signal labels displayed on the chart.")
// }
// ＣＡＬＣＵＬＡＴＩＯＮＳ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
basis = ta.ema(close, envelope_len)
vola = ta.atr(envelope_len)
rsi = ta.rsi(close, rsi_len)
upper_band = basis + (multiplier * vola)
lower_band = basis - (multiplier * vola)
rsi_bucket = math.max(0, math.min(10, math.round(rsi / 10)))
atr = ta.atr(100) * stop_mult
// Convert label size input to TradingView size type
get_label_size(size_str) =>
switch size_str
"Auto" => size.auto
"Tiny" => size.tiny
"Small" => size.small
"Normal" => size.normal
"Large" => size.large
"Huge" => size.huge
=> size.small
selected_label_size = get_label_size(label_size_setting)
// Historical Database Trackers
var int[] bull_total = array.new_int(11, 0)
var int[] bull_wins = array.new_int(11, 0)
var int[] bear_total = array.new_int(11, 0)
var int[] bear_wins = array.new_int(11, 0)
var int total_trades_count = 0
bars_from_live = last_bar_index - bar_index
allowed_by_limits = (bars_from_live <= max_bars) and (total_trades_count < max_trades)
// Trap Counter States
var int close_above_envelope_count = 0
var int close_below_envelope_count = 0
bool raw_bear_trap = false
if close < upper_band
if high > upper_band and close[1] < upper_band and close_above_envelope_count[1] <= trap_window
raw_bear_trap := true
else if close[1] > upper_band and close_above_envelope_count[1] <= trap_window
raw_bear_trap := true
if high > upper_band
close_above_envelope_count += 1
else
close_above_envelope_count := 0
bool raw_bull_trap = false
if close > lower_band
if low < lower_band and close[1] > lower_band and close_below_envelope_count[1] <= trap_window
raw_bull_trap := true
else if close[1] < lower_band and close_below_envelope_count[1] <= trap_window
raw_bull_trap := true
if low < lower_band
close_below_envelope_count += 1
else
close_below_envelope_count := 0
var int last_signal_bar = -1000
can_fire = (bar_index - last_signal_bar) >= signal_gap
bull_trap = raw_bull_trap and can_fire
bear_trap = raw_bear_trap and can_fire
if bull_trap or bear_trap
last_signal_bar := bar_index
// Tracking Engines
var bool active_bull = false
var line bull_target = na
var line bull_stop = na
var int bull_bucket = na
var line potentialTarget = na
Bull_Stop = ta.lowest(low, 2) - atr
if bull_trap and not active_bull and allowed_by_limits
active_bull := true
bull_bucket := rsi_bucket
total_trades_count += 1
float calculated_target = target_source == "Basis Line" ? basis : upper_band
bull_target := line.new(bar_index, calculated_target, bar_index + 10, calculated_target, color = colorUp, style = line.style_dashed)
bull_stop := line.new(bar_index, Bull_Stop, bar_index + 10, Bull_Stop, color = colorUp, style = line.style_dashed)
potentialTarget := line.new(x1=bar_index, y1=low, x2=bar_index+10, y2=calculated_target, color=colorUp, style=line.style_arrow_right)
total_attempts = array.get(bull_total, rsi_bucket)
total_success = array.get(bull_wins, rsi_bucket)
string prob_text = "Tracking..."
rate = 0.0
if total_attempts > 0
rate := math.round((total_success / total_attempts) * 100)
prob_text := str.tostring(rate) + "% WIN PROB"
label.new(x=bar_index, y=low-atr, text="⬆\nTRAP\n" + prob_text + "\n(RSI: " + str.tostring(math.round(rsi)) + ")", style=label.style_label_up, color=color.new(colorUp, 100), textcolor=colorUp, size=selected_label_size, tooltip = "Win Probability: " + str.tostring(rate) + "%")
if active_bull
bull_stop.set_x2(bar_index+10)
bull_target.set_x2(bar_index+10)
potentialTarget.set_x2(bar_index+10)
if high >= bull_target.get_price(bar_index) and bar_index - last_signal_bar > 1
array.set(bull_total, bull_bucket, array.get(bull_total, bull_bucket) + 1)
array.set(bull_wins, bull_bucket, array.get(bull_wins, bull_bucket) + 1)
active_bull := false
label.new(bar_index, high, "✓", style = label.style_label_down, color = color.new(colorDn, 100), textcolor = colorUp, size=selected_label_size)
bull_stop.set_x2(bar_index)
bull_target.set_x2(bar_index)
potentialTarget.set_x2(bar_index)
else if low < bull_stop.get_price(bar_index) and bar_index - last_signal_bar > 1
array.set(bull_total, bull_bucket, array.get(bull_total, bull_bucket) + 1)
active_bull := false
bull_stop.set_x2(bar_index)
bull_target.set_x2(bar_index)
potentialTarget.set_x2(bar_index)
var bool active_bear = false
var line bear_target = na
var line bear_stop = na
var int bear_bucket = na
var line potentialTargetBear = na
Bear_Stop = ta.highest(high, 2) + atr
if bear_trap and not active_bear and allowed_by_limits
active_bear := true
bear_bucket := rsi_bucket
total_trades_count += 1
float calculated_target = target_source == "Basis Line" ? basis : lower_band
bear_target := line.new(bar_index, calculated_target, bar_index + 10, calculated_target, color = colorDn, style = line.style_dashed)
bear_stop := line.new(bar_index, Bear_Stop, bar_index + 10, Bear_Stop, color = colorDn, style = line.style_dashed)
potentialTargetBear := line.new(x1=bar_index, y1=high, x2=bar_index+10, y2=calculated_target, color=colorDn, style=line.style_arrow_right)
total_attempts = array.get(bear_total, rsi_bucket)
total_success = array.get(bear_wins, rsi_bucket)
string prob_text = "Tracking..."
rate = 0.0
if total_attempts > 0
rate := math.round((total_success / total_attempts) * 100)
prob_text := str.tostring(rate) + "% WIN PROB"
label.new(x=bar_index, y=high+atr, text=prob_text + "\n(RSI: " + str.tostring(math.round(rsi)) + ")" + "\nTRAP\n⬇", style=label.style_label_down, color=color.new(colorUp, 100), textcolor=colorDn, size=selected_label_size, tooltip = "Win Probability: " + str.tostring(rate) + "%")
if active_bear
bear_stop.set_x2(bar_index+10)
potentialTargetBear.set_x2(bar_index+10)
bear_target.set_x2(bar_index+10)
if low <= bear_target.get_price(bar_index) and bar_index - last_signal_bar > 1
array.set(bear_total, bear_bucket, array.get(bear_total, bear_bucket) + 1)
array.set(bear_wins, bear_bucket, array.get(bear_wins, bear_bucket) + 1)
active_bear := false
label.new(bar_index, low, "✓", style = label.style_label_up, color = color.new(colorDn, 100), textcolor = colorDn, size=selected_label_size)
bear_stop.set_x2(bar_index)
bear_target.set_x2(bar_index)
potentialTargetBear.set_x2(bar_index)
else if high > bear_stop.get_price(bar_index) and bar_index - last_signal_bar > 1
array.set(bear_total, bear_bucket, array.get(bear_total, bear_bucket) + 1)
active_bear := false
bear_stop.set_x2(bar_index)
bear_target.set_x2(bar_index)
potentialTargetBear.set_x2(bar_index)
// }
// ＰＬＯＴ ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――{
plot_upper = plot(upper_band, "Envelope Ceiling", color=color.new(colorDn, 50), linewidth=3)
plot_lower = plot(lower_band, "Envelope Floor", color=color.new(colorUp, 50), linewidth=3)
plot_basis = plot(basis, "Envelope Baseline", color=colormid, linestyle = plot.linestyle_dashed)
fill(
plot1 = plot_upper,
plot2 = plot_basis,
top_value = upper_band,
bottom_value = basis,
top_color = color.new(colorDn, 90),
bottom_color = color.new(colorDn, 100),
title = "Upper Band Gradient"
)
fill(
plot1 = plot_basis,
plot2 = plot_lower,
top_value = basis,
bottom_value = lower_band,
top_color = color.new(colorUp, 100),
bottom_color = color.new(colorUp, 90),
title = "Lower Band Gradient"
)
// }