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采用吞没订单块策略。
- //@version=5
- indicator("订单块策略(仅供参考)", overlay=true, max_boxes_count=500, max_labels_count=500, max_lines_count=500)
-
- // ———— SETTINGS ————
- bull_ext_last = input.int(3, "Bullish OB", minval=1, inline="bull")
- bg_bull_css = input.color(color.new(#ff1100, 80), "", inline="bull")
- bull_css = input.color(#ff1100, "", inline="bull")
- bull_avg_css = input.color(color.new(#9598a1, 37), "", inline="bull")
-
- bear_ext_last = input.int(3, "Bearish OB", minval=1, inline="bear")
- bg_bear_css = input.color(color.new(#169400, 80), "", inline="bear")
- bear_css = input.color(#169400, "", inline="bear")
- bear_avg_css = input.color(color.new(#9598a1, 37), "", inline="bear")
-
- line_style = input.string("⎯⎯⎯", "Average Line Style", options=["⎯⎯⎯", "----", "····"])
- line_width = input.int(1, "Average Line Width", minval=1)
- mitigation = input.string("Wick", "Mitigation Methods", options=["Wick", "Close"])
-
- // 吞没允许误差(默认0.2)
- allow_error = input.float(0.2, "Engulfing Allow Error", step=0.1, minval=0.0)
-
- label_bars_right = input.int(10, "Label Bars to the Right", minval=1)
-
- // ———— 获取周期字符串 ————
- get_interval() =>
- mins = timeframe.multiplier
- tf = timeframe.period
- res = ""
- if tf == "D"
- res := "1D"
- else if tf == "4H"
- res := "4H"
- else if tf == "1H"
- res := "1H"
- else if tf == "30"
- res := "30m"
- else if tf == "15"
- res := "15m"
- else if tf == "5"
- res := "5m"
- else if tf == "1"
- res := "1m"
- else
- res := str.tostring(mins) + "m"
- res
-
- tf_label = get_interval()
-
- // ———— FUNCTIONS ————
- get_line_style(style) =>
- switch style
- "⎯⎯⎯" => line.style_solid
- "----" => line.style_dashed
- "····" => line.style_dotted
-
- get_coordinates(condition, top, btm, ob_val)=>
- var ob_top = array.new_float(0)
- var ob_btm = array.new_float(0)
- var ob_avg = array.new_float(0)
- var ob_left = array.new_int(0)
- var ob_mitigated = array.new_bool(0)
- float ob = na
- if condition
- avg = math.avg(top, btm)
- array.unshift(ob_top, top)
- array.unshift(ob_btm, btm)
- array.unshift(ob_avg, avg)
- array.unshift(ob_left, time[1])
- array.unshift(ob_mitigated, false)
- ob := ob_val
- [ob_top, ob_btm, ob_avg, ob_left, ob,ob_mitigated]
-
- remove_mitigated(ob_top, ob_btm, ob_left, ob_avg, target, bull,ob_mitigated)=>
- bool mitigated = false
- len = array.size(ob_top)
- if len > 0
- int i = len - 1
- while i >= 0
- top_val = array.get(ob_top, i)
- btm_val = array.get(ob_btm, i)
- if (bull and target < btm_val) or (not bull and target > top_val)
- mitigated := true
- array.set(ob_mitigated,i, true)
- i := i - 1
- mitigated
-
- set_order_blocks(ob_top, ob_btm, ob_left, ob_avg, ext_last, bg_css, border_css, lvl_css,ob_mitigated)=>
- var ob_box = array.new_box(0)
- var ob_lvl = array.new_line(0)
- var ob_lbl = array.new_label(0)
-
- if barstate.isfirst
- for i = 0 to ext_last-1
- array.unshift(ob_box, box.new(na,na,na,na, xloc=xloc.bar_time, extend=extend.right, bgcolor=bg_css, border_color=color.new(border_css,70)))
- array.unshift(ob_lvl, line.new(na,na,na,na, xloc=xloc.bar_time, extend=extend.right, color=lvl_css, style=get_line_style(line_style), width=line_width))
- array.unshift(ob_lbl, label.new(na, na, "", xloc=xloc.bar_time, color=color.new(color.white, 50), textcolor=color.new(color.black, 50), style=label.style_label_center, size=size.normal))
-
- if barstate.islast
- array.clear(ob_box)
- array.clear(ob_lvl)
- array.clear(ob_lbl)
-
- for i = 0 to ext_last-1
- array.unshift(ob_box, box.new(na,na,na,na, xloc=xloc.bar_time, extend=extend.right, bgcolor=bg_css, border_color=color.new(border_css,70)))
- array.unshift(ob_lvl, line.new(na,na,na,na, xloc=xloc.bar_time, extend=extend.right, color=lvl_css, style=get_line_style(line_style), width=line_width))
- array.unshift(ob_lbl, label.new(na, na, "", xloc=xloc.bar_time, color=color.new(color.white, 50), textcolor=color.new(color.black, 50), style=label.style_label_center, size=size.normal))
-
- if array.size(ob_top) > 0
- max_i = math.min(ext_last-1, array.size(ob_top)-1)
- for i = 0 to max_i
- bx = array.get(ob_box, i)
- ln = array.get(ob_lvl, i)
- lb = array.get(ob_lbl, i)
-
- left_tm = array.get(ob_left, i)
- y_center = array.get(ob_avg, i)
-
- box.set_lefttop(bx, left_tm, array.get(ob_top, i))
- box.set_rightbottom(bx, left_tm, array.get(ob_btm, i))
-
- line.set_xy1(ln, left_tm, y_center)
- line.set_xy2(ln, left_tm+1, y_center)
-
- if(array.get(ob_mitigated, i))
- label.set_xy(lb, time + label_bars_right * timeframe.multiplier * 60 * 1000, y_center)
- label.set_text(lb, "broken")
-
- // ———— KLINE PATTERN ————
- bodyTop = math.max(open, close)
- bodyBot = math.min(open, close)
-
- // 看涨吞没(带允许误差),前一根K线为阴线,后一根K线为阳线,且阳线实体吞没阴线实体
- bullish_pattern1 =
- close[1] < open[1] and close > open and
- bodyTop > bodyTop[1] - allow_error and
- bodyBot < bodyBot[1] + allow_error
-
- //十字星,前一根K线为十字星,后一根K线为阳线,且吞没前一根K线
- bodyK = math.abs(close - open)
- rangK = high - low
- bullish_pattern2 = bodyK[1] < 0.1*rangK[1] and close > open and bodyTop > bodyTop[1] - allow_error and bodyBot < bodyBot[1] + allow_error
- bullish_pattern = bullish_pattern1 or bullish_pattern2
-
-
- // 看跌吞没(带允许误差),前一根K线为阳线,后一根K线为阴线,且阴线实体吞没阳线实体
- bearish_pattern1 =
- close[1] > open[1] and close < open and
- bodyTop >= bodyTop[1] - allow_error and
- bodyBot <= bodyBot[1] + allow_error
-
- bearish_pattern2 = bodyK[1] < 0.1*rangK[1] and close < open and
- bodyTop >= bodyTop[1] - allow_error and
- bodyBot <= bodyBot[1] + allow_error
-
- bearish_pattern = bearish_pattern1 or bearish_pattern2
- target_bull = mitigation == "Close" ? close : low
- target_bear = mitigation == "Close" ? close : high
-
- // ———— ORDER BLOCKS ————
- [bull_top, bull_btm, bull_avg, bull_left, bull_ob, bull_mitigated] = get_coordinates(bullish_pattern, high[1], low[1], low[1])
- [bear_top, bear_btm, bear_avg, bear_left, bear_ob, bear_mitigated] = get_coordinates(bearish_pattern, high[1], low[1], high[1])
-
- mitigated_bull = remove_mitigated(bull_top, bull_btm, bull_left, bull_avg, target_bull, true, bull_mitigated)
- mitigated_bear = remove_mitigated(bear_top, bear_btm, bear_left, bear_avg, target_bear, false, bear_mitigated)
-
- // ———— DRAW ————
- set_order_blocks(bull_top, bull_btm, bull_left, bull_avg, bull_ext_last, bg_bull_css, bull_css, bull_avg_css,bull_mitigated)
- set_order_blocks(bear_top, bear_btm, bear_left, bear_avg, bear_ext_last, bg_bear_css, bear_css, bear_avg_css,bear_mitigated)
-
- // ———— ALERTS ————
- alertcondition(bull_ob, "Bullish OB Formed", "Bullish order block detected")
- alertcondition(bear_ob, "Bearish OB Formed", "Bearish order block detected")
- alertcondition(mitigated_bull, "Bullish OB Mitigated", "Bullish order block mitigated")
- alertcondition(mitigated_bear, "Bearish OB Mitigated", "Bearish order block mitigated")
-
- // // ———— DEBUG 专用:支持回放,显示当前K线实体信息 ————
- // var label debug_lbl = label.new(bar_index, high, "", style=label.style_label_left, size=size.normal)
-
- // label.set_xy(debug_lbl, bar_index, high)
- // label.set_text(debug_lbl, "bodyTop = " + str.tostring(bodyTop) + "\n" + "bodyBot = " + str.tostring(bodyBot) + "\n" + "bodyTop[1] = " + str.tostring(bodyTop[1]) + "\n" + "bodyBot[1] = " + str.tostring(bodyBot[1]) + "\n" + "abs_top_diff = " + str.tostring(math.abs(bodyTop - bodyTop[1])) + "\n" + "abs_bot_diff = " + str.tostring(math.abs(bodyBot - bodyBot[1])))
- // label.set_color(debug_lbl, color.new(#000000, 80))
- // label.set_textcolor(debug_lbl, color.black)
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