pivothigh() 和 pivotlow() 函数如何在 Tradingview Pinescript 上工作？

Question

我正在尝试将脚本重写为 Python，但我无法弄清楚 pivothigh() 和 pivotlow() 函数是如何工作的，而且我找不到源代码，我知道如何计算枢轴点，但是leftbars 和 rightbars 在这两个函数中是什么意思？请帮忙。

Answer 1

在搜索了这种实现之后，我找到了这个线程。 这是我为那些一直在使用 Binance API 的人提供的实现。 （用java编写）

根据我自己的测试，它与 pine 脚本的结果相同。

private boolean checkHighOrLow(Candlestick candlestick , int lengthForCheck, int currentCandleIndex, boolean checkForHigh) {
    double currentCandleStickClosePrice = Double.parseDouble(candlestick.getClose());
    for (int i = 0; i < lengthForCheck; i++) {
        double afterCandleStick  = Double.parseDouble(candlestickList.get(currentCandleIndex + i + 1).getClose());
        double beforeCandleStick = Double.parseDouble(candlestickList.get(currentCandleIndex - i - 1).getClose());
        if(checkForHigh) {
            if (afterCandleStick > currentCandleStickClosePrice)
                return false;
            if (beforeCandleStick > currentCandleStickClosePrice)
                return false;
        }else{
            if(afterCandleStick < currentCandleStickClosePrice)
                return false;
            if(beforeCandleStick < currentCandleStickClosePrice)
                return false;
        }
    }
    return true;
}

public void findHighsAndLows(){
    int lengthForCheck = 1;
    int numOfCandles   = candlestickList.size();
    for(int i = lengthForCheck; i < numOfCandles - lengthForCheck; i ++)
    {
         Candlestick currentCandle = candlestickList.get(i);
         if(checkHighOrLow(currentCandle,numOfCandles,lengthForCheck,i,true))
             highs.add(currentCandle);
         if(checkHighOrLow(currentCandle,numOfCandles,lengthForCheck,i,false))
             lows.add(currentCandle);
    }
}

逻辑仍然适用。 享受

结果：

FOUND LOW | Wed Aug 25 04:20:00 IDT 2021
FOUND HIGH | Wed Aug 25 05:05:00 IDT 2021
FOUND LOW | Wed Aug 25 05:20:00 IDT 2021
FOUND HIGH | Wed Aug 25 05:30:00 IDT 2021
FOUND LOW | Wed Aug 25 05:35:00 IDT 2021
FOUND HIGH | Wed Aug 25 05:45:00 IDT 2021
FOUND LOW | Wed Aug 25 06:15:00 IDT 2021
FOUND HIGH | Wed Aug 25 06:25:00 IDT 2021
FOUND LOW | Wed Aug 25 06:35:00 IDT 2021
FOUND HIGH | Wed Aug 25 06:40:00 IDT 2021
FOUND LOW | Wed Aug 25 06:55:00 IDT 2021
FOUND HIGH | Wed Aug 25 07:05:00 IDT 2021
FOUND LOW | Wed Aug 25 07:25:00 IDT 2021
FOUND HIGH | Wed Aug 25 07:45:00 IDT 2021
FOUND LOW | Wed Aug 25 07:50:00 IDT 2021
FOUND HIGH | Wed Aug 25 08:20:00 IDT 2021
FOUND LOW | Wed Aug 25 08:25:00 IDT 2021
FOUND HIGH | Wed Aug 25 08:35:00 IDT 2021
FOUND LOW | Wed Aug 25 08:45:00 IDT 2021
FOUND HIGH | Wed Aug 25 08:50:00 IDT 2021
FOUND LOW | Wed Aug 25 09:15:00 IDT 2021
FOUND HIGH | Wed Aug 25 09:30:00 IDT 2021
FOUND LOW | Wed Aug 25 09:35:00 IDT 2021
FOUND HIGH | Wed Aug 25 09:40:00 IDT 2021
FOUND LOW | Wed Aug 25 09:55:00 IDT 2021
FOUND HIGH | Wed Aug 25 10:00:00 IDT 2021
FOUND LOW | Wed Aug 25 10:05:00 IDT 2021
FOUND HIGH | Wed Aug 25 10:15:00 IDT 2021
FOUND LOW | Wed Aug 25 10:45:00 IDT 2021
FOUND HIGH | Wed Aug 25 10:50:00 IDT 2021
FOUND LOW | Wed Aug 25 11:15:00 IDT 2021
FOUND HIGH | Wed Aug 25 11:20:00 IDT 2021
FOUND LOW | Wed Aug 25 11:35:00 IDT 2021
FOUND HIGH | Wed Aug 25 11:45:00 IDT 2021
FOUND LOW | Wed Aug 25 11:55:00 IDT 2021
FOUND HIGH | Wed Aug 25 12:15:00 IDT 2021

Answer 2

我尝试在 pine 脚本中创建它的简单版本，它不使用 pivothigh/pivotlow - 而是使用烛台比较。

https://www.tradingview.com/script/BYHsrYPG-Broken-Fractal-Someone-s-broken-dream-is-your-profit

我还能够将其转换为 Ruby 代码（Python 代码应该很简单）

            if (candles[i-1][:h] > candles[i-2][:h]) and (candles[i-1][:h] > candles[i][:h])
                puts "DownFractal"
            end

            if (candles[i-1][:l] < candles[i-2][:l]) and (candles[i-1][:l] < candles[i][:l])
                puts "UpFractal"
            end

Answer 3

Leftbars 和 rightbars 是 pivot 函数在搜索枢轴时查看的条数。 例如： pivothigh(10,10) 将搜索左侧 10 个柱（过去数据）和右侧 10 个柱（未来数据）期间未超过的最高价。请注意，如果右侧的柱线少于 10 个，该函数将无法确定枢轴。