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/
// © Zeiierman {
//@version=6
indicator("Volume Gaps & Imbalances (Zeiierman)", overlay = true, max_boxes_count = 500)
// ~~ Tooltips {
var string t1 = "Number of historical bars used to build the volume profile and zero-volume gaps.\nHigher = smoother, more stable profile but heavier on performance."
var string t2 = "Number of price rows (bins) between the highest and lowest price in the lookback range.\nHigher = more detailed profile, lower = more compact."
var string t3 = "Price source used when assigning each bar to a price row in the profile (e.g. HLC3, Close)."
var string t4 = "Horizontal width in bars for the main volume profile drawn to the right of price."
var string t5 = "Fill color for the bullish portion of each price row (bars where Close > Open)."
var string t6 = "Fill color for the bearish portion of each price row (bars where Close <= Open)."
var string t7 = "Background color used to highlight zero-volume price gaps (no traded volume in that row)."
var string t8 = "Number of stacked sections in the delta panel.\nEach section aggregates Buy/Sell delta for a vertical slice of the full profile."
var string t9 = "Horizontal width in bars of the delta summary panel."
var string t10 = "Horizontal gap, in bars, between the main volume profile and the delta panel."
var string t11 = "Show or hide the Δ (delta) percentage text inside each delta bar."
var string t12 = "Color used when delta is positive in a section (Buy volume > Sell volume)."
var string t13 = "Color used when delta is negative in a section (Sell volume > Buy volume)."
var string t14 = "Background color of the delta panel and neutral areas when there is little or no delta."
var string t15 = "Text color for the Δ percentage labels inside the delta bars."
var string t16 = "Minimum visual size of any non-zero delta bar as a fraction of the panel width.\nUse a larger value to keep small deltas visible."
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~}
// ~~ Settings {
// ~~ Settings {
prd = input.int(200, "Lookback", minval = 50, maxval = 2000, tooltip = t1, group = "Profile Settings")
rows = input.int(50, "Rows", minval = 10, maxval = 100, inline = "a", tooltip = t2, group = "Profile Settings")
src = input.source(hlc3, "", inline = "a", tooltip = t1 + "\n\n" + t2 + "\n\n" + t3, group = "Profile Settings")
width = input.int(100, "Profile Placement", minval = 1, maxval = 500, tooltip = t4, group = "Profile Styling")
bull_color = input.color(color.new(color.blue, 30), "Bull Color", inline = "prof_set", tooltip = t5, group = "Profile Styling")
bear_color = input.color(color.new(color.orange, 30), "Bear Color", inline = "prof_set", tooltip = t6, group = "Profile Styling")
zone_color = input.color(color.new(color.navy, 50), "Zero-Volume Zone", inline = "prof_set", tooltip = t5 + "\n\n" + t6 + "\n\n" + t7, group = "Profile Styling")
sum_sections = input.int(20, "Summary Sections", minval = 1, maxval = 100, tooltip = t8, group = "Delta Summary")
sum_panel_w = input.int(40, "Summary Width", minval = 10, maxval = 200, tooltip = t9, group = "Delta Summary")
sum_gap_x = input.int(4, "Gap From Profile", minval = 1, maxval = 50, tooltip = t10, group = "Delta Summary")
sum_show_label = input.bool(true, "Show Delta Text", tooltip = t11, group = "Delta Summary")
delta_pos_color = input.color(color.new(color.lime, 20), "Delta Buy Color", tooltip = t12, group = "Delta Styling")
delta_neg_color = input.color(color.new(color.red, 20), "Delta Sell Color", tooltip = t13, group = "Delta Styling")
delta_neutral_bg = input.color(color.new(color.gray, 90), "Delta Neutral BG", tooltip = t14, group = "Delta Styling")
delta_text_color = input.color(color.white, "Delta Text Color", tooltip = t15, group = "Delta Styling")
delta_min_frac = input.float(0.2, "Delta Min Size (fraction of width)", minval = 0.0, maxval = 1.0, step = 0.1, tooltip = t16, group = "Delta Styling")
//~~}
// ~~ Variables {
b = bar_index
lvls = array.new<float>()
bull_vols = array.new<float>()
bear_vols = array.new<float>()
zone = array.new<box>()
//~~}
// ~~ Main {
hi = ta.highest(high, prd)
lo = ta.lowest(low, prd)
if barstate.islast
// Clear old boxes & labels
for e in box.all
e.delete()
for l in label.all
label.delete(l)
//Profile Range Box
box.new(
chart.point.from_index(b-prd,hi),
chart.point.from_index(b+width,lo),
color.new(chart.fg_color,50),
2,
line.style_dotted,
bgcolor = color(na)
)
// Build levels
step = (hi - lo) / rows
for i = lo to hi by step
lvls.push(i)
bull_vols.push(0.0)
bear_vols.push(0.0)
// Volume assignment
for i = prd to 0
price = src[i]
is_bull = close[i] > open[i]
for j = 0 to lvls.size() - 2
levelLow = lvls.get(j)
levelHigh = lvls.get(j + 1)
if price > levelLow and price <= levelHigh
if is_bull
bull_vols.set(j, bull_vols.get(j) + volume[i])
else
bear_vols.set(j, bear_vols.get(j) + volume[i])
break
// Calculate maxVol based on total volumes
maxVol = 0.0
for i = 0 to lvls.size() - 2
vol_i = bull_vols.get(i) + bear_vols.get(i)
if vol_i > maxVol
maxVol := vol_i
// Create profile
for i = 0 to lvls.size() - 2
bull_i = bull_vols.get(i)
bear_i = bear_vols.get(i)
vol_i = bull_i + bear_i
norm_v = maxVol > 0 ? math.round((vol_i / maxVol) * width) : 0
if norm_v > 0
norm_bull = bull_i > 0 ? math.round((bull_i / vol_i) * norm_v) : 0
norm_bear = norm_v - norm_bull
left_start = b + width - norm_v
// Draw bull box
if norm_bull > 0
box.new(
left = left_start,
top = lvls.get(i + 1),
right = left_start + norm_bull,
bottom = lvls.get(i),
border_color = color.new(chart.fg_color,90),
bgcolor = bull_color
)
// Draw bear box
if norm_bear > 0
box.new(
left = left_start + norm_bull,
top = lvls.get(i + 1),
right = b + width,
bottom = lvls.get(i),
border_color = color.new(chart.fg_color,90),
bgcolor = bear_color
)
// Zero-volume zone
if vol_i == 0
zeroBox = box.new(
left = b - prd,
top = lvls.get(i + 1),
right = b,
bottom = lvls.get(i),
border_color = na,
bgcolor = zone_color
)
zone.push(zeroBox)
//Zone merge
if zone.size() > 1
i = 0
while i < zone.size()
currentBox = zone.get(i)
currentTop = currentBox.get_top()
// Look ahead to find the end of consecutive touching zones
j = i + 1
while j < zone.size()
nextBox = zone.get(j)
if math.abs(nextBox.get_bottom() - currentTop) > 1e-10
break
currentTop := nextBox.get_top()
j += 1
chainLength = j - i
if chainLength > 1
// Merge all boxes into one big box
firstBox = zone.get(i)
lastBox = zone.get(j - 1)
mergedBox = box.new(
left = b - prd,
top = lastBox.get_top(),
right = b,
bottom = firstBox.get_bottom(),
border_color = na,
bgcolor = zone_color
)
// Delete old boxes (from last to first to preserve indices while removing)
for k = j - 1 to i by 1
boxToDelete = zone.get(k)
boxToDelete.delete()
zone.remove(k)
// Insert the merged box
zone.insert(i, mergedBox)
// Next iteration starts right after the newly inserted merged box
i += 1
else
// No merge needed, move to next
i += 1
// Adjust left edges of final zones
if zone.size()>0
float epsilon = 1e-10
for ii = 0 to zone.size() - 1
currentBox = zone.get(ii)
ztop = currentBox.get_top()
zbot = currentBox.get_bottom()
left_idx = b - prd
for off = prd to 0 by 1
if low[off] <= ztop + epsilon and high[off] >= zbot - epsilon or
high[off] >= zbot - epsilon and low[off] <= zbot + epsilon or
low[off] <= zbot + epsilon and high[off] >= ztop - epsilon
left_idx := b - off
break
currentBox.set_left(left_idx)
// Delta
lvlCount = lvls.size()
rowsUsed = lvlCount > 0 ? lvlCount - 1 : 0
if rowsUsed > 0 and sum_sections > 0
// rows per section
secRows = math.max(1, math.floor(rowsUsed / sum_sections))
baseLeft = b + width + sum_gap_x
baseRight = baseLeft + sum_panel_w
for s = 0 to sum_sections - 1
startIdx = s * secRows
endIdx = s == sum_sections - 1 ? rowsUsed - 1 : math.min(rowsUsed - 1, (s + 1) * secRows - 1)
if startIdx > endIdx
continue
segBull = 0.0
segBear = 0.0
for j = startIdx to endIdx
segBull += bull_vols.get(j)
segBear += bear_vols.get(j)
segTot = segBull + segBear
if segTot <= 0
continue
// vertical range of this section
segTop = lvls.get(endIdx + 1)
segBottom = lvls.get(startIdx)
box.new(
left = baseLeft,
top = segTop,
right = baseRight,
bottom = segBottom,
border_color = color.new(chart.fg_color, 70),
bgcolor = delta_neutral_bg
)
// Delta: (Bull - Bear) as % of total => [-100, +100]
deltaPct = (segBull - segBear) / segTot * 100.0
// bar length: abs(delta), with minimum visual size
float barLenFrac = 0.0
float barLen = 0.0
if deltaPct != 0
norm = math.abs(deltaPct) / 100.0
barLenFrac := math.max(delta_min_frac, math.min(1.0, norm))
barLen := sum_panel_w * barLenFrac
else
barLenFrac := 0.0
barLen := 0.0
// coordinates for the delta bar (always from the left)
float dLeft = baseLeft
float dRight = baseLeft + barLen
// choose color by sign
colDelta = delta_neutral_bg
if deltaPct > 0
colDelta := delta_pos_color
else if deltaPct < 0
colDelta := delta_neg_color
// if delta is exactly 0, still draw a very small neutral bar
if deltaPct == 0
dRight := baseLeft + 1
// Delta bar (cast x-coordinates to int for box.new)
deltaBox = box.new(
left = int(math.round(dLeft)),
top = segTop,
right = int(math.round(dRight)),
bottom = segBottom,
border_color = color.new(chart.fg_color, 20),
bgcolor = colDelta
)
// Text inside the delta bar
if sum_show_label
txt = "Δ " + str.tostring(deltaPct, "#.0") + "%"
box.set_text(deltaBox, txt)
box.set_text_color(deltaBox, delta_text_color)
box.set_text_halign(deltaBox, text.align_center)
box.set_text_valign(deltaBox, text.align_center)
//~~}