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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; $ |
// $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/ $/
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//@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", " robable 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", "robable 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")复制代码 |
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发表于 2026-8-26 01:54:00
