等级: 免费版
- 注册:
- 2024-1-11
- 曾用名:
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//@version=5
indicator('Renko', max_bars_back=5000)
get_renko(box_size) =>
var float base_price = input(title='Base price', defval=close)
var float r_open = base_price - box_size
var float r_close = close
var int up_list = 0
var int down_list = 0
var int up_move = 0
var int down_move = 0
var int built_bricks_up = 0
var int built_bricks_down = 0
var int counter_up_series = 0
var int counter_down_series = 0
var int required_series_up = 0
var int required_series_down = 0
var int required_bricks_up = 0
var int required_bricks_down = 0
var bool b_up_list = false
var bool b_down_list = false
var bool b_up_move = false
var bool b_down_move = false
var bool in_the_range_up = false
var bool in_the_range_down = false
var int up_stop_index = 0
var int down_stop_index = 0
var int up_temporary_index = 0
var int down_temporary_index = 0
// creating lists
if bar_index > 0
if close > open
down_move := 0
if b_up_list
up_move := int((close - base_price) / box_size)
if up_move > up_list
up_list := up_move
down_list := na
else if b_down_list
up_move := int((close - (base_price - down_list * box_size)) / box_size)
else
down_list := na
else if close < open
up_move := 0
if b_down_list
down_move := int((base_price - close) / box_size)
if down_move > down_list
down_list := down_move
up_list := na
else if b_up_list
down_move := int((base_price + up_list * box_size - close) / box_size)
else
down_list := na
up_list := na
if b_up_list and down_move >= 2
base_price += (up_list - 1) * box_size
b_up_list := false
up_list := na
b_down_list := true
down_list := down_move - 1
else if b_down_list and up_move >= 2
base_price -= (down_list - 1) * box_size
b_down_list := false
down_list := na
b_up_list := true
up_list := up_move - 1
if not b_up_list and not b_down_list
up_move := int((close - base_price) / box_size)
down_move := int((base_price - close) / box_size)
if up_move > 0
down_move := 0
b_up_list := true
b_up_move := true
up_list := up_move
down_list := na
else if down_move > 0
up_move := 0
b_down_list := true
b_down_move := true
down_list := down_move
up_list := na
else
up_list := na
down_list := na
r_close := na
// creating open and close series
if b_up_move
for i = 0 to bar_index - up_stop_index - 1 by 1
if not na(up_list) and na(up_list[i + 1])
counter_up_series += 1
required_bricks_up := up_list
required_bricks_up
if i == bar_index - up_stop_index - 1
for j = i to 0 by 1
up_temporary_index := bar_index[j]
required_bricks_up := up_list[j]
if j == 0
break
if not na(up_list[j]) and na(up_list[j - 1])
up_temporary_index := bar_index[j - 1]
break
break
if counter_up_series == 1 and not na(up_list[0])
in_the_range_up := true
counter_up_series := 0
if built_bricks_up < required_bricks_up
r_open += box_size
r_close := r_open + box_size
built_bricks_up += 1
else if in_the_range_up and built_bricks_up == required_bricks_up
r_close := na
else
up_stop_index := up_temporary_index
built_bricks_up := 0
built_bricks_down := 1
b_up_move := false
b_down_move := true
r_close := r_open - box_size
in_the_range_up := false
else if b_down_move
for i = 0 to bar_index - down_stop_index - 1 by 1
if not na(down_list) and na(down_list[i + 1])
counter_down_series += 1
required_bricks_down := down_list
if i == bar_index - down_stop_index - 1
for j = i to 0 by 1
down_temporary_index := bar_index[j]
required_bricks_down := down_list[j]
if j == 0
break
if not na(down_list[j]) and na(down_list[j - 1])
down_temporary_index := bar_index[j - 1]
break
break
if counter_down_series == 1 and not na(down_list[0])
in_the_range_down := true
counter_down_series := 0
if built_bricks_down < required_bricks_down
if up_stop_index == 0 and down_stop_index == 0 and built_bricks_down == 0
r_open += box_size
r_close := r_open - box_size
built_bricks_down += 1
else
r_open -= box_size
r_close := r_open - box_size
built_bricks_down += 1
else if in_the_range_down and built_bricks_down == required_bricks_down
r_close := na
else
down_stop_index := down_temporary_index
built_bricks_down := 0
built_bricks_up := 1
b_down_move := false
b_up_move := true
r_close := r_open + box_size
in_the_range_down := false
else
r_close := na
[r_open, r_open > r_close ? r_open : r_close, r_open < r_close ? r_open : r_close, r_close]
[r_open, r_high, r_low, r_close] = get_renko(input.float(defval=200.0, title='Box size', minval=0.00000001))
plotcandle(r_open, r_high, r_low, r_close, color=r_close > r_open ? color.green : color.red)
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发表于 2024-6-1 13:19
发表于 2024-6-3 08:51
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