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 Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © AlgoAlpha
//@version=6
// ========================= Inputs =========================
indicator("Volume Sentiment Breakout Channels [AlgoAlpha]", shorttitle = "AlgoAlpha - Sentiment Breakout", max_boxes_count = 500, overlay = true, max_bars_back = 5000, behind_chart = false)
length_ = input.int(100, title="Normalization Length", minval=1, group = "Main Settings", tooltip="The number of bars used to calculate the highest high and lowest low for price normalization. Higher values create more stable normalization but may be less responsive to recent price changes.")
length = input.int(14, "Box Detection Length", minval=1, group = "Main Settings", tooltip="The number of bars used to detect channel formation patterns. Lower values create more frequent channels but may be more sensitive to noise. Higher values create fewer but potentially more significant channels.")
overlap = false
strong = input.bool(true, "Strong Closes Only", group = "Main Settings", tooltip = "When enabled, breakouts only trigger when more than 50% of the candle body is outside the channel. This reduces false signals from wicks. When disabled, any price movement outside the channel triggers a breakout.")
green = input.color(#00ffbb, title = "Bullish Colour", group = "Appearance", tooltip = "Color used for bullish visuals and positive sentiment texts.")
red = input.color(#ff1100, title = "Bearish Colour", group = "Appearance", tooltip = "Color used for bearish visuals and negative sentiment texts.")
res = 20
scale = 30
// ========================= Calculations =========================
lowestLow = ta.lowest(low, length_)
highestHigh = ta.highest(high, length_)
normalizedPrice = (close - lowestLow) / (highestHigh - lowestLow)
vol = ta.stdev(normalizedPrice, 14)
// Persistent containers for channel visuals
var boxes = array.new_box()
var boxes_u = array.new_box()
var boxes_l = array.new_box()
var line[] centerLines = array.new<line>()
var sentiments = array.new_box()
// Additional line arrays for upper/lower shaded region boundaries
var line[] upperTopLines = array.new<line>()
var line[] upperBottomLines = array.new<line>()
var line[] lowerTopLines = array.new<line>()
var line[] lowerBottomLines = array.new<line>()
// Helper to prevent overlapping channels when overlap is disabled
f_can_create(float tNew, float bNew) =>
ok = true
if boxes.size() > 0
for j = 0 to boxes.size() - 1
if (tNew > boxes.get(j).get_bottom()) and (bNew < boxes.get(j).get_top())
ok := false
break
ok
profileCalculation(start_index, end_index, res, scale, top_truncation, bottom_truncation) =>
top_boundaries = array.new_float(res)
bottom_boundaries = array.new_float(res)
binlen = array.new_float(res)
bintype = array.new_float(res)
highs = array.new_float()
lows = array.new_float()
volumes = array.new_float()
dirs = array.new_int()
for i = bar_index-start_index to bar_index-end_index
highs.push(high[i])
lows.push(low[i])
volumes.push(volume[i])
dirs.push(close[i] > open[i] ? 1 : -1)
maxx = array.max(highs)
minn = array.min(lows)
size = array.size(highs)
poc = 0.0
if not na(top_truncation)
maxx := math.min(maxx, top_truncation)
if not na(bottom_truncation)
minn := math.max(minn, bottom_truncation)
if size > 0 and maxx > minn
step = (maxx - minn) / res
granularity = res
for i = 0 to granularity - 1
bin_size = 0.0
bin_signed = 0.0
bottom = minn + (i * step)
top = minn + ((i + 1) * step)
bottom_boundaries.insert(i, bottom)
top_boundaries.insert(i, top)
for j = 0 to array.size(highs) - 1
candle_above_hbar = lows.get(j) > top
candle_below_hbar = highs.get(j) < bottom
is_candle_in_bucket = not (candle_above_hbar or candle_below_hbar)
if is_candle_in_bucket
v = volumes.get(j)
bin_size += v
bin_signed += v * dirs.get(j)
array.insert(binlen, i, bin_size)
array.insert(bintype, i, bin_signed)
boc = binlen.max()
boci = binlen.indexof(boc) > 0 ? binlen.indexof(boc) : 0
poc := math.avg(top_boundaries.get(boci), bottom_boundaries.get(boci))
[top_boundaries, bottom_boundaries, binlen, bintype, poc]
upper = vol
lower = ta.wma(vol, length)
duration = math.max(nz(ta.barssince(ta.crossover(lower,upper))), 1)
h = ta.highest(duration)
l = ta.lowest(duration)
vola = ta.atr(length) / 2
newChannel = false
// ========================= Visuals & Channel Rendering =========================
if ta.crossover(upper, lower) and duration > 10
if overlap or f_can_create(h, l)
boxes.unshift(box.new(bar_index - duration, h, bar_index, l, bgcolor = color.new(chart.fg_color, 90), border_color = na))
boxes_u.unshift(box.new(bar_index - duration, h, bar_index, h - vola, bgcolor = color.new(red, 70), border_color = na))
boxes_l.unshift(box.new(bar_index - duration, l + vola, bar_index, l, bgcolor = color.new(green, 70), border_color = na))
start_index = boxes.first().get_left()
end_index = bar_index
[top_boundaries, bottom_boundaries, binlen, bintype, poc] = profileCalculation(start_index, end_index, res, scale, boxes.first().get_top(), boxes.first().get_bottom())
for i_ = 0 to res - 1
box_right = boxes.first().get_left()
box_left = int(box_right-(boxes.first().get_right()-box_right)*0.15)
box_top = array.get(top_boundaries, i_)
box_bottom = array.get(bottom_boundaries, i_)
gradient_color = bintype.get(i_) > 0 ? color.from_gradient(binlen.get(i_), 0, binlen.max(), color.new(green, 90), green) : color.from_gradient(binlen.get(i_), 0, binlen.max(), color.new(red, 90), red)
array.push(sentiments, box.new(box_left, box_top, box_right, box_bottom, border_style = line.style_solid, border_color = gradient_color, border_width = 1, bgcolor = gradient_color, text_size = size.auto))
float centerY = (h + l) / 2
centerLines.unshift(line.new(bar_index - duration, centerY, bar_index, centerY, color = color.new(chart.fg_color, 50), width = 1, style = line.style_dashed))
upperTopLines.unshift(line.new(bar_index - duration, h, bar_index, h, color = color.new(red, 0), width = 2))
upperBottomLines.unshift(line.new(bar_index - duration, h - vola, bar_index, h - vola, color = color.new(red, 20), width = 1, style = line.style_dotted))
lowerTopLines.unshift(line.new(bar_index - duration, l + vola, bar_index, l + vola, color = color.new(green, 20), width = 1, style = line.style_dotted))
lowerBottomLines.unshift(line.new(bar_index - duration, l, bar_index, l, color = color.new(green, 0), width = 2))
curIdx = int(na)
if array.size(top_boundaries) > 0 and array.size(bottom_boundaries) > 0 and array.size(bintype) > 0
for ii = 0 to res - 1
bb = array.get(bottom_boundaries, ii)
tb = array.get(top_boundaries, ii)
if close >= bb and close <= tb
curIdx := ii
break
if not na(curIdx)
maxAbsBt = math.max(math.abs(bintype.max()), math.abs(bintype.min()))
curBt = bintype.get(curIdx)
sentimentText = "Current Sentiment: " + str.tostring(curBt/maxAbsBt*100) + "%"
channelSum = 0.0
if array.size(bintype) > 0
for jj = 0 to res - 1
channelSum += bintype.get(jj)
channelText = "Overall Sentiment: " + (channelSum > 0 ? "Bullish" : "Bearish")
if close > centerY
boxes_l.first().set_text(sentimentText)
boxes_l.first().set_text_color(curBt >= 0 ? green : red)
boxes_u.first().set_text(channelText)
boxes_u.first().set_text_color(chart.fg_color)
else
boxes_u.first().set_text(sentimentText)
boxes_u.first().set_text_color(curBt >= 0 ? green : red)
boxes_l.first().set_text(channelText)
boxes_l.first().set_text_color(chart.fg_color)
newChannel := true
var boxes_ = array.new_box()
while boxes_.size() > 0
boxes_.shift().delete()
channelBreak = false
channelBreak_ = false
if boxes.size() > 0
for i = 0 to boxes.size() - 1
float priceToCompare = strong ? math.avg(close, open) : close
if priceToCompare > boxes.get(i).get_top()
boxes.remove(i)
boxes_u.remove(i)
boxes_l.remove(i)
centerLines.remove(i)
upperTopLines.remove(i)
upperBottomLines.remove(i)
lowerTopLines.remove(i)
lowerBottomLines.remove(i)
sentiments.clear()
channelBreak:=true
else if priceToCompare < boxes.get(i).get_bottom()
boxes.remove(i)
boxes_u.remove(i)
boxes_l.remove(i)
centerLines.remove(i)
upperTopLines.remove(i)
upperBottomLines.remove(i)
lowerTopLines.remove(i)
lowerBottomLines.remove(i)
sentiments.clear()
channelBreak_:=true
else
boxes.get(i).set_right(bar_index)
boxes_u.get(i).set_right(bar_index)
boxes_l.get(i).set_right(bar_index)
centerLines.get(i).set_x2(bar_index)
upperTopLines.get(i).set_x2(bar_index)
upperBottomLines.get(i).set_x2(bar_index)
lowerTopLines.get(i).set_x2(bar_index)
lowerBottomLines.get(i).set_x2(bar_index)
start_index = boxes.get(i).get_left()
end_index = bar_index
[top_boundaries, bottom_boundaries, binlen, bintype, poc] = profileCalculation(start_index, end_index, res, scale, boxes.get(i).get_top(), boxes.get(i).get_bottom())
max_abs_bt = math.max(math.abs(bintype.max()), math.abs(bintype.min()))
for i_ = 0 to res - 1
box_right = bar_index + 7 + scale
box_left = box_right - math.round(binlen.get(i_)) / math.round(binlen.max()) * scale
box_top = array.get(top_boundaries, i_)
box_bottom = array.get(bottom_boundaries, i_)
gradient_color = bintype.get(i_) > 0 ? color.from_gradient(binlen.get(i_), 0, binlen.max(), color.new(green, 90), green) : color.from_gradient(binlen.get(i_), 0, binlen.max(), color.new(red, 90), red)
array.push(boxes_, box.new(box_left, box_top, box_right, box_bottom, border_style = line.style_solid, border_color = gradient_color, border_width = 1, bgcolor = gradient_color))
cLeft = boxes.get(i).get_left()
cRight = boxes.get(i).get_right()
sentiments.get(i_).set_left(int(cLeft-(cRight-cLeft)*0.15))
signed_v = bintype.get(i_)
mag = math.abs(signed_v)
ratio = max_abs_bt > 0 ? mag / max_abs_bt : 0.0
tr = int(100 - math.round(ratio * 100))
colBase = signed_v > 0 ? green : red
col = color.from_gradient(tr, 0, 100, colBase, chart.bg_color)//color.new(colBase, tr)
sentiments.get(i_).set_bgcolor(col)
sentiments.get(i_).set_border_color(col)
sentiments.get(i_).set_text(str.tostring(100*math.abs(signed_v)/math.abs(bintype.max()), format.percent))
if i_ == res - 1
centerLines.get(i).set_x1(int(cLeft-(cRight-cLeft)*0.15))
upperTopLines.get(i).set_x1(int(cLeft-(cRight-cLeft)*0.15))
upperBottomLines.get(i).set_x1(int(cLeft-(cRight-cLeft)*0.15))
lowerTopLines.get(i).set_x1(int(cLeft-(cRight-cLeft)*0.15))
lowerBottomLines.get(i).set_x1(int(cLeft-(cRight-cLeft)*0.15))
curIdx_ = int(na)
if array.size(top_boundaries) > 0 and array.size(bottom_boundaries) > 0 and array.size(bintype) > 0
for kk = 0 to res - 1
bb_ = array.get(bottom_boundaries, kk)
tb_ = array.get(top_boundaries, kk)
if close >= bb_ and close <= tb_
curIdx_ := kk
break
if not na(curIdx_)
maxAbsBt_ = math.max(math.abs(bintype.max()), math.abs(bintype.min()))
curBt_ = bintype.get(curIdx_)
sentimentText_ = "Current Sentiment: " + str.tostring(curBt_/maxAbsBt_*100, format.percent) + "%"
channelSum_ = 0.0
if array.size(bintype) > 0
for mm = 0 to res - 1
channelSum_ += bintype.get(mm)
channelText_ = "Overall Sentiment: " + (channelSum_ > 0 ? "Bullish" : "Bearish")
centerY_ = (boxes.get(i).get_top() + boxes.get(i).get_bottom()) / 2.0
if close > centerY_
boxes_l.get(i).set_text(sentimentText_)
boxes_l.get(i).set_text_color(curBt_ >= 0 ? green : red)
boxes_u.get(i).set_text(channelText_)
boxes_u.get(i).set_text_color(chart.fg_color)
else
boxes_u.get(i).set_text(sentimentText_)
boxes_u.get(i).set_text_color(curBt_ >= 0 ? green : red)
boxes_l.get(i).set_text(channelText_)
boxes_l.get(i).set_text_color(chart.fg_color)
midp = math.avg(close, open)
mid = plot(midp, display = display.none)
trnd_up = ta.sma(low, math.max(nz(ta.barssince(channelBreak),0), 1))
var activeUp = false
if channelBreak
activeUp := true
if activeUp and ta.crossunder(close, trnd_up)
activeUp := false
b1 = plot(activeUp ? trnd_up : na, "Bullish Trend", color = green, style = plot.style_linebr)
trnd_dn = ta.sma(high, math.max(nz(ta.barssince(channelBreak_),0), 1))
var activeDn = false
if channelBreak_
activeDn := true
if activeDn and ta.crossover(close, trnd_dn)
activeDn := false
b2 = plot(activeDn ? trnd_dn : na, "Bearish Trend", color = red, style = plot.style_linebr)
fill(mid, b1, midp, trnd_up, color.new(chart.bg_color, 70), color.new(green, 70), "Bullish Fill")
fill(mid, b2, trnd_dn, midp, color.new(red, 70), color.new(chart.bg_color, 70), "Bearish Fill")
plotchar(channelBreak ? math.min(low, low[1], low[2]) : na, "Bullish Breakout", "▲", location.absolute, green, size = size.tiny)
plotchar(channelBreak_ ? math.max(high, high[1], high[2]) : na, "Bearish Breakout", "▼", location.absolute, red, size = size.tiny)
// ========================= Alerts =========================
alertcondition(newChannel, "Channel Formed", "A new channel has formed.")
alertcondition(channelBreak, "Bullish Channel Break", "Price broke above the channel.")
alertcondition(channelBreak_, "Bearish Channel Break", "Price broke below the channel.")