我有一个基于tradingview指标的策略想写成量化，但是ai写不出效果，手动回测下来效果是不错的，有大佬会写吗？指标源码是这个，免费的
- // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
- // © HeWhoMustNotBeNamed
-
- // __ __ __ __ __ __ __ __ __ __ __ _______ __ __ __
- // / | / | / | _ / |/ | / \ / | / | / \ / | / | / \ / \ / | / |
- // $ | $ | ______ $ | / \ $ |$ |____ ______ [ DISCUZ_CODE_17 ]nbsp; \ /$ | __ __ _______ _$ |_ [ DISCUZ_CODE_17 ]nbsp; \ $ | ______ _$ |_ $ | ______ [ DISCUZ_CODE_17 ]nbsp; \ $ | ______ _____ ____ ______ ____$ |
- // $ |__$ | / \ $ |/[ DISCUZ_CODE_17 ]nbsp; \$ |[ DISCUZ_CODE_17 ]nbsp; \ / \ $ \ /$ |/ | / | / |/ [ DISCUZ_CODE_17 ]nbsp; | $ \$ | / \ / [ DISCUZ_CODE_17 ]nbsp; | $ |__$ | / \ $ \$ | / \ / \/ \ / \ / $ |
- // [ DISCUZ_CODE_17 ]nbsp; $ |/$[ DISCUZ_CODE_17 ]nbsp; |$ /$ $ |$ |/$[ DISCUZ_CODE_17 ]nbsp; |$ /$ |$ | $ |/$/ $/ $ $ |/$[ DISCUZ_CODE_17 ]nbsp; |$/ [ DISCUZ_CODE_17 ]nbsp; [ DISCUZ_CODE_17 ]lt; /$[ DISCUZ_CODE_17 ]nbsp; |$ $ | $[ DISCUZ_CODE_17 ]nbsp; |$ $ |/$[ DISCUZ_CODE_17 ]nbsp; |/$ |
- // $ |[ DISCUZ_CODE_17 ]nbsp; $ |$ $/$ $ |$ | $ |$ | $ |$ $ $/$ |$ | $ |[ DISCUZ_CODE_17 ]nbsp; \ $ | __ $ $ $ |$ | $ | $ | __ $ |[ DISCUZ_CODE_17 ]nbsp; $ |$ $ $ | / $ |$ | $ | $ |[ DISCUZ_CODE_17 ]nbsp; $ |$ | $ |
- // $ | $ |$/ $/ $ |$ | $ |$ \__$ |$ |$/ $ |$ \__$ | $[ DISCUZ_CODE_17 ]nbsp; | $ |/ |$ |$ |$ \__$ | $ |/ |$ |__$ |$/ $ |$ |/$ |$ | $ | $ |$/ $ \__$ |
- // $ | $ |[ DISCUZ_CODE_17 ]nbsp; |$/ $ |$ | $ |[ DISCUZ_CODE_17 ]nbsp; $/ $ | $/ $ |[ DISCUZ_CODE_17 ]nbsp; $/ / $/ [ DISCUZ_CODE_17 ]nbsp; $/ $ | $ |[ DISCUZ_CODE_17 ]nbsp; $/ [ DISCUZ_CODE_17 ]nbsp; $/ [ DISCUZ_CODE_17 ]nbsp; $/ [ DISCUZ_CODE_17 ]nbsp; |$ | $ |[ DISCUZ_CODE_17 ]nbsp; $ |$ | $ | $ |[ DISCUZ_CODE_17 ]nbsp; |[ DISCUZ_CODE_17 ]nbsp; $ |
- // $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/
- //
- //
- //
- //@version=4
- study("Double Top/Bottom - Ultimate (OS)", shorttitle="W/M - Ultimate(OS)", overlay=true, max_lines_count=500, max_labels_count=500, max_bars_back=1000)
- length = input(10, step=5, minval=5)
- showZigzag = input(false)
- showPivots = input(true)
- showStats = input(true)
- bullishColor = input(color.green)
- bullTrapColor = input(color.orange)
- bearishColor = input(color.red)
- bearTrapColor = input(color.lime)
- textColor = input(color.black)
-
- MaxRiskPerReward = input(30, step=5, minval=5, maxval=100)
- DisplayRiskPerReward = input(true)
- var zigzagvalues = array.new_float(0)
- var zigzagindexes = array.new_int(0)
- var zigzagdir = array.new_int(0)
-
- var doubleTopBottomValues = array.new_float(3)
- var doubleTopBottomIndexes = array.new_int(3)
- var doubleTopBottomDir = array.new_int(3)
-
- int max_array_size = 10
- max_bars_back(high, 1000)
- max_bars_back(low, 1000)
-
- var lineArray = array.new_line(0)
- var labelArray = array.new_label(0)
- pivots(length)=>
- float ph = highestbars(high, length) == 0 ? high : na
- float pl = lowestbars(low, length) == 0 ? low : na
- dir = 0
- dir := iff(ph and na(pl), 1, iff(pl and na(ph), -1, dir[1]))
- [dir, ph, pl]
-
- add_to_array(value, index, dir)=>
- mult = array.size(zigzagvalues) < 2? 1 :
- (dir*value > dir*array.get(zigzagvalues,1))? 2 : 1
- array.unshift(zigzagindexes, index)
- array.unshift(zigzagvalues, value)
- array.unshift(zigzagdir, dir*mult)
- if array.size(zigzagindexes) > max_array_size
- array.pop(zigzagindexes)
- array.pop(zigzagvalues)
- array.pop(zigzagdir)
-
- add_to_zigzag(dir, dirchanged, ph, pl, index)=>
- value = (dir == 1? ph : pl)
- if array.size(zigzagvalues) == 0 or dirchanged
- add_to_array(value, index, dir)
- else if(dir == 1 and value > array.get(zigzagvalues, 0)) or (dir == -1 and value < array.get(zigzagvalues, 0))
- array.shift(zigzagvalues)
- array.shift(zigzagindexes)
- array.shift(zigzagdir)
- add_to_array(value, index, dir)
-
- zigzag(length)=>
- [dir, ph, pl] = pivots(length)
- dirchanged = change(dir)
- if(ph or pl)
- add_to_zigzag(dir, dirchanged, ph, pl, bar_index)
-
- calculate_double_pattern()=>
- doubleTop = false
- doubleTopConfirmation = 0
- doubleBottom = false
- doubleBottomConfirmation = 0
- if(array.size(zigzagvalues) >= 4)
- index = array.get(zigzagindexes, 1)
- value = array.get(zigzagvalues, 1)
- highLow = array.get(zigzagdir, 1)
-
- lindex = array.get(zigzagindexes, 2)
- lvalue = array.get(zigzagvalues, 2)
- lhighLow = array.get(zigzagdir, 2)
-
- llindex = array.get(zigzagindexes, 3)
- llvalue = array.get(zigzagvalues, 3)
- llhighLow = array.get(zigzagdir, 3)
- risk = abs(value-llvalue)
- reward = abs(value-lvalue)
- riskPerReward = risk*100/(risk+reward)
-
- if(highLow == 1 and llhighLow == 2 and lhighLow < 0 and riskPerReward < MaxRiskPerReward)
- doubleTop := true
- if(highLow == -1 and llhighLow == -2 and lhighLow > 0 and riskPerReward < MaxRiskPerReward)
- doubleBottom := true
-
- if(doubleTop or doubleBottom)
- array.set(doubleTopBottomValues, 0, value)
- array.set(doubleTopBottomValues, 1, lvalue)
- array.set(doubleTopBottomValues, 2, llvalue)
-
- array.set(doubleTopBottomIndexes, 0, index)
- array.set(doubleTopBottomIndexes, 1, lindex)
- array.set(doubleTopBottomIndexes, 2, llindex)
-
- array.set(doubleTopBottomDir, 0, highLow)
- array.set(doubleTopBottomDir, 1, lhighLow)
- array.set(doubleTopBottomDir, 2, llhighLow)
-
- [doubleTop, doubleBottom]
-
- get_crossover_info(doubleTop, doubleBottom)=>
- index = array.get(doubleTopBottomIndexes, 0)
- value = array.get(doubleTopBottomValues, 0)
- highLow = array.get(doubleTopBottomDir, 0)
-
- lindex = array.get(doubleTopBottomIndexes, 1)
- lvalue = array.get(doubleTopBottomValues, 1)
- lhighLow = array.get(doubleTopBottomDir, 1)
-
- llindex = array.get(doubleTopBottomIndexes, 2)
- llvalue = array.get(doubleTopBottomValues, 2)
- llhighLow = array.get(doubleTopBottomDir, 2)
-
- latestDoubleTop = false
- latestDoubleBottom = false
- latestDoubleTop := doubleTop ? true : doubleBottom? false : latestDoubleTop[1]
- latestDoubleBottom := doubleBottom? true : doubleTop? false : latestDoubleBottom[1]
-
- doubleTopConfirmation = 0
- doubleBottomConfirmation = 0
- doubleTopConfirmation := latestDoubleTop? (crossunder(low, lvalue) ? 1 : crossover(high, llvalue) ? -1 : 0) : 0
- doubleBottomConfirmation := latestDoubleBottom? (crossover(high, lvalue) ? 1 : crossunder(low, llvalue) ? -1 : 0) : 0
- [doubleTopConfirmation, doubleBottomConfirmation]
-
- draw_double_pattern(doubleTop,doubleBottom,doubleTopConfirmation,doubleBottomConfirmation)=>
- index = array.get(doubleTopBottomIndexes, 0)
- value = array.get(doubleTopBottomValues, 0)
- highLow = array.get(doubleTopBottomDir, 0)
-
- lindex = array.get(doubleTopBottomIndexes, 1)
- lvalue = array.get(doubleTopBottomValues, 1)
- lhighLow = array.get(doubleTopBottomDir, 1)
-
- llindex = array.get(doubleTopBottomIndexes, 2)
- llvalue = array.get(doubleTopBottomValues, 2)
- llhighLow = array.get(doubleTopBottomDir, 2)
-
- isBullish = true
- isBullish := (doubleTop or doubleBottom)? doubleTop : isBullish[1]
-
- risk = abs(value-llvalue)
- reward = abs(value-lvalue)
- riskPerReward = risk*100/(risk+reward)
-
- base = line.new(x1=index, y1=value,
- x2 = llindex, y2=llvalue,
- color=doubleTop? bearishColor : bullishColor, width=2, style=line.style_solid)
- l1 = line.new(x1=index, y1=value,
- x2 = lindex, y2=lvalue,
- color=doubleTop? bearishColor : bullishColor, width=2, style=line.style_dotted)
- l2 = line.new(x1=lindex, y1=lvalue,
- x2 = llindex, y2=llvalue,
- color=doubleTop? bearishColor : bullishColor, width=2, style=line.style_dotted)
- labelText = (doubleTop? "Double Top" : "Double Bottom") + (DisplayRiskPerReward ? " RR - "+tostring(riskPerReward) : "")
-
- baseLabel = label.new(x=index, y=value, text=labelText, yloc=doubleTop?yloc.abovebar:yloc.belowbar,
- color=doubleTop?bearishColor:bullishColor,
- style=doubleTop?label.style_label_down:label.style_label_up,
- textcolor=textColor, size=size.normal)
-
- if not (doubleTop or doubleBottom)
- line.delete(base)
- line.delete(l1)
- line.delete(l2)
- label.delete(baseLabel)
-
- var doubleTopCount = 0
- var doubleBottomCount = 0
- doubleTopCount := doubleTop? nz(doubleTopCount[1],0) + 1 : nz(doubleTopCount[1],0)
- doubleBottomCount := doubleBottom? nz(doubleBottomCount[1],0) + 1 : nz(doubleBottomCount[1],0)
-
- if(line.get_x2(base) == line.get_x2(base[1]))
- line.delete(base[1])
- line.delete(l1[1])
- line.delete(l2[1])
- label.delete(baseLabel[1])
- doubleTopCount := doubleTop? doubleTopCount -1 : doubleTopCount
- doubleBottomCount := doubleBottom? doubleBottomCount -1 : doubleBottomCount
-
-
- if(barstate.islast)
- lres = line.new(x1=bar_index, y1=lvalue,
- x2 = lindex, y2=lvalue,
- color=isBullish? bearishColor : bullishColor, width=2, style=line.style_dashed, extend=extend.left)
- lsup = line.new(x1=bar_index, y1=llvalue,
- x2 = llindex, y2=llvalue,
- color=isBullish? bullishColor : bearishColor , width=2, style=line.style_dashed, extend=extend.left)
-
-
- doubleTopConfirmationCount = doubleTopConfirmation>0? 1 : 0
- doubleBottomConfirmationCount = doubleBottomConfirmation>0? 1:0
- doubleTopInvalidationCount = doubleTopConfirmation<0? 1 : 0
- doubleBottomInvalidationCount = doubleBottomConfirmation<0? 1:0
-
- if(doubleTopConfirmation != 0 or doubleBottomConfirmation !=0)
- if(doubleTopConfirmation>0 or doubleBottomConfirmation > 0)
- lresbreak = line.new(x1=lindex, y1=lvalue,
- x2 = bar_index, y2=lvalue,
- color=isBullish? bearishColor : bullishColor, width=2, style=line.style_dashed)
- if(line.get_x1(lresbreak[1]) == line.get_x1(lresbreak))
- doubleTopConfirmationCount := 0
- doubleBottomConfirmationCount := 0
- doubleTopInvalidationCount := 0
- doubleBottomInvalidationCount := 0
- line.delete(lresbreak)
- lresbreak := lresbreak[1]
- else if(doubleTopConfirmation<0 or doubleBottomConfirmation < 0)
- lsupbreak = line.new(x1=llindex, y1=llvalue,
- x2 = bar_index, y2=llvalue,
- color=isBullish? bullishColor : bearishColor , width=2, style=line.style_dashed)
- if(line.get_x1(lsupbreak[1]) == line.get_x1(lsupbreak))
- doubleTopInvalidationCount := 0
- doubleBottomInvalidationCount := 0
- doubleTopConfirmationCount := 0
- doubleBottomConfirmationCount := 0
- line.delete(lsupbreak)
- lsupbreak := lsupbreak[1]
- doubleTopConfirmationCount := nz(doubleTopConfirmationCount[1],0)+doubleTopConfirmationCount
- doubleBottomConfirmationCount := nz(doubleBottomConfirmationCount[1],0)+doubleBottomConfirmationCount
- doubleTopInvalidationCount := nz(doubleTopInvalidationCount[1],0)+doubleTopInvalidationCount
- doubleBottomInvalidationCount := nz(doubleBottomInvalidationCount[1],0)+doubleBottomInvalidationCount
- [doubleTopCount, doubleBottomCount, doubleTopConfirmationCount, doubleBottomConfirmationCount, doubleTopInvalidationCount, doubleBottomInvalidationCount]
-
- zigzag(length)
-
- [doubleTop, doubleBottom] = calculate_double_pattern()
- [doubleTopConfirmation, doubleBottomConfirmation] = get_crossover_info(doubleTop, doubleBottom)
- [doubleTopCount, doubleBottomCount,
- doubleTopConfirmationCount, doubleBottomConfirmationCount,
- doubleTopInvalidationCount, doubleBottomInvalidationCount] = draw_double_pattern(doubleTop,doubleBottom,doubleTopConfirmation,doubleBottomConfirmation)
-
- var stats = table.new(position = position.top_right, columns = 5, rows = 5, border_width = 1)
- if(barstate.islast and showStats)
- colorWorst = color.rgb(255, 153, 51)
- colorBest = color.rgb(51, 204, 51)
- colorBad = color.rgb(255, 204, 153)
- colorGood = color.rgb(204, 255, 204)
- colorNeutral = color.rgb(255, 255, 204)
-
- dtConfirmationPercent = doubleTopConfirmationCount+doubleTopInvalidationCount == 0? 0.5 : doubleTopConfirmationCount/(doubleTopConfirmationCount+doubleTopInvalidationCount)
- dbConfirmationPercent = (doubleBottomConfirmationCount+doubleBottomInvalidationCount) == 0? 0.5 : doubleBottomConfirmationCount/(doubleBottomConfirmationCount+doubleBottomInvalidationCount)
-
- dtColor = dtConfirmationPercent >= 0.8? colorBest :
- dtConfirmationPercent >= 0.6? colorGood :
- dtConfirmationPercent >= 0.4? colorNeutral :
- dtConfirmationPercent >= 0.2? colorBad : colorWorst
- dbColor = dbConfirmationPercent >= 0.8? colorBest :
- dbConfirmationPercent >= 0.6? colorGood :
- dbConfirmationPercent >= 0.4? colorNeutral :
- dbConfirmationPercent >= 0.2? colorBad : colorWorst
- table.cell(table_id = stats, column = 0, row = 0 , text = "", bgcolor=color.black, text_color=color.white)
- table.cell(table_id = stats, column = 0, row = 1 , text = "Double Top", bgcolor=color.black, text_color=color.white)
- table.cell(table_id = stats, column = 0, row = 2 , text = "Double Bottom", bgcolor=color.black, text_color=color.white)
-
- table.cell(table_id = stats, column = 1, row = 0 , text = "Count", bgcolor=color.black, text_color=color.white)
- table.cell(table_id = stats, column = 2, row = 0 , text = "Confirmation", bgcolor=color.black, text_color=color.white)
- table.cell(table_id = stats, column = 3, row = 0 , text = "Invalidation", bgcolor=color.black, text_color=color.white)
-
- table.cell(table_id = stats, column = 1, row = 1, text = tostring(doubleTopCount), bgcolor=dtColor)
- table.cell(table_id = stats, column = 1, row = 2, text = tostring(doubleBottomCount), bgcolor=dbColor)
-
- table.cell(table_id = stats, column = 2, row = 1, text = tostring(doubleTopConfirmationCount), bgcolor=dtColor)
- table.cell(table_id = stats, column = 3, row = 1, text = tostring(doubleTopInvalidationCount), bgcolor=dtColor)
-
- table.cell(table_id = stats, column = 2, row = 2, text = tostring(doubleBottomConfirmationCount), bgcolor=dbColor)
- table.cell(table_id = stats, column = 3, row = 2, text = tostring(doubleBottomInvalidationCount), bgcolor=dbColor)
-
- if(barstate.islast and array.size(zigzagindexes) > 1)
- lastHigh = 0.0
- lastLow = 0.0
- for x = 0 to array.size(zigzagindexes)-1
- i = array.size(zigzagindexes)-1-x
- index = array.get(zigzagindexes, i)
- value = array.get(zigzagvalues, i)
- highLow = array.get(zigzagdir, i)
- index_offset = bar_index-index
-
- labelText = highLow ==2 ? "HH" : highLow == 1? "LH" : highLow == -1? "HL" : "LL"
- labelColor = highLow ==2 ? bullishColor : highLow == 1? bullTrapColor : highLow == -1? bearTrapColor : bearishColor
- labelStyle = highLow > 0? label.style_label_down : label.style_label_up
- // labelLocation = highLow > 0? yloc.abovebar : yloc.belowbar
- labelLocation = yloc.price
- if(showPivots)
- l = label.new(x=index, y = value, text=labelText, xloc=xloc.bar_index, yloc=labelLocation, style=labelStyle, size=size.tiny,
- color=labelColor, textcolor=textColor)
- array.unshift(labelArray, l)
- if(array.size(labelArray) > 100)
- label.delete(array.pop(labelArray))
- if(i < array.size(zigzagindexes)-1 and showZigzag)
- indexLast = array.get(zigzagindexes, i+1)
- valueLast = array.get(zigzagvalues, i+1)
- l = line.new(x1=index, y1=value,
- x2 = indexLast, y2=valueLast,
- color=labelColor, width=2, style=line.style_solid)
-
- array.unshift(lineArray, l)
- if(array.size(lineArray) > 100)
- line.delete(array.pop(lineArray))
- alertcondition(doubleBottom, "Double Bottom", "Probable double bottom observed for {{ticker}} on {{interval}} timeframe")
- alertcondition(doubleBottomConfirmation > 0, "Double Bottom Confirmation", "Double bottom confirmation observed for {{ticker}} on {{interval}} timeframe")
- alertcondition(doubleBottomConfirmation < 0, "Double Bottom Invalidation", "Double bottom invalidation observed for {{ticker}} on {{interval}} timeframe")
- alertcondition(doubleTop, "Double Top", "Probable double top observed for {{ticker}} on {{interval}} timeframe")
- alertcondition(doubleTopConfirmation > 0, "Double Top Confirmation", "Double top confirmation observed for {{ticker}} on {{interval}} timeframe")
- alertcondition(doubleTopConfirmation < 0, "Double Top Invalidation", "Double top invalidation observed for {{ticker}} on {{interval}} timeframe")
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