Params
    Numeric RetracePct(0.5);
Vars    
    Series<Numeric> SwingPrice;
    Series<Numeric> Swingindex1;//第二近高低点的索引
    Series<Numeric> Swingindex2;//第三近高低点的索引
    Series<Numeric> Swingindex0;//第一近高低点的索引
    Series<Numeric> highpoint;
    Series<Numeric> highpointbar;
    Series<Numeric> lowpoint;
    Series<Numeric> lowpointbar;
    Series<Numeric> cb;
    Numeric SwingHighPrice;
    Numeric SwingLowPrice;
    Series<Numeric> PreBar(0);
    Series<Numeric> UpDn(0);
    Bool SaveSwing(False);
    Bool NewTL(False);
    Bool UpdateTL(False);
    array<Numeric> price_array;
    array<Integer> pos_array;
    array<numeric> vol_array;
    plot pen;
Events
    OnInit()
    {
        PrintClear;
        pen.figure(1);
    }
    OnBar(ArrayRef<Integer> indexs)
    {
        If(CurrentBar == 0)
        {
            swingindex1 =  0;
            swingindex2 =  0;
            swingindex0 =  0;
            SwingPrice = Close;
        }
        Commentary("cb"+text(currentbar));
        cb = CurrentBar;
        SwingHighPrice = SwingHigh( 1, Close, 1,2);
        SwingLowPrice = SwingLow( 1, Close, 1, 2 );
        If (SwingHighPrice <> -1)//转折高点有效
        {
            If(UpDn <=0 && SwingHighPrice >= SwingPrice * (1+RetracePct*0.01))//之前是低点，然后转折高点突破阈值
            {
                UpDn = 1;//状态设置为多头
                NewTL = True;//出现转折点，处理新转折点业务
                SaveSwing = True;//保存转折点
                swingindex0 = swingindex1;
                swingindex1 = swingindex2;
                swingindex2 = cb[1];
            }Else If(UpDn == 1 && SwingHighPrice >= SwingPrice)//之前是高点，现在刷新新高
            {
                UpdateTL = True;//处理更新转折点业务
                SaveSwing = True;//保存转折点
                swingindex2 = cb[1];
            }
            If(SaveSwing)//保存转折点数据
            {
                SwingPrice = SwingHighPrice;
                PreBar = CurrentBar;
                
            }
        }Else If(SwingLowPrice <> -1)
        {
            If(UpDn >=0 && SwingLowPrice <= SwingPrice * (1-RetracePct*0.01))
            {
                UpDn = -1;
                NewTL = True;
                SaveSwing = True;
                swingindex0 = swingindex1;
                swingindex1 = swingindex2;
                swingindex2 = cb[1];
            }Else If(UpDn == -1 && SwingLowPrice <= SwingPrice)
            {
                UpdateTL = True;
                SaveSwing = True;
                swingindex2 = cb[1];
            }
            If(SaveSwing )
            {
                SwingPrice = SwingLowPrice;
                PreBar = CurrentBar;
            }        
        }
        Commentary("updn:"+text(updn));
        If( NewTL)
        {
            PlotAuto("ZigZag",SwingPrice,0,Color2(),-1,-1,Enum_3Pix,1);
            PlotBool("mark",true);//close+5*MinMove*pricescale);
            //Commentary("updn:"+text(updn));
            //If()
            If(updn == 1)
            {
                lowpoint = SwingPrice[1];
                lowpointbar = prebar;
            }
            If(updn == -1)
            {
                highpoint = SwingPrice[1];
                highpointbar = prebar;
            }
        }Else If(UpdateTL)
        {
            PlotBool("mark",false,close-5*MinMove*pricescale);
            If (UpDn == UpDn[1])
            {
                Unplot("ZigZag",PreBar - PreBar[1]+1);
                PlotAuto("ZigZag",SwingPrice,0,Color2(),-1,-1,Enum_3Pix,1);
            }Else
            {
                PlotAuto("ZigZag",SwingPrice,0,Color2(),-1,-1,Enum_3Pix,1);
            }
        }    
        Commentary("highpoint:"+text(highpoint));        
        Commentary("highpointbar:"+text(highpointbar));        
        Commentary("lowpoint:"+text(lowpoint));        
        Commentary("swingindex0:"+text(swingindex0));        
        Commentary("swingindex1:"+text(swingindex1));        
        Commentary("swingindex2:"+text(swingindex2));    
        //swingindex2,swingindex1
        
        If(BarStatus==2)
        {
            print("开始数据统计");
            numeric i;
            for i = currentbar - swingindex0 downto currentbar - Swingindex1
            {
                //循环处理每个tick数据的vol和Close
                //初始化
                If(i == currentbar - swingindex0)
                {
                    price_array[0] = close[i];
                    vol_array[0] = vol[i];
                    print("初始化数组");
                    print(textArray(price_array));
                    print(textArray(vol_array));
                    print("-----");
                }
                Else
                {
                    print("---check---");
                    print(textarray(price_array));
                    print(text(close[i]));
                    If(ArrayFind(price_array, close[i], pos_array)) print("找到数据");
                    If(ArrayFind(price_array, close[i], pos_array)) //价格数组里找到了这个价格
                    {
                        //只需要更新该价格的成交量数据即可
                        
                        Numeric k = pos_array[0];
                        print("--刷新数据--");
                        print(text(i));
                        print(text(k));
                        vol_array[k] = vol_array[k] + vol[i];
                        print(TextArray(price_array));
                        print(TextArray(vol_array));
                    }
                    else //如果是没找到
                    {
                        print("----新增数据----");
                        print(text(i));
                        Numeric j;
                        for j = 0 to GetArraySize(price_array) - 1
                        {
                            If(close[i] > price_array[j])
                            {
                                If(j == GetArraySize(price_array) - 1)
                                {
                                    print("---尾部插入---");
                                    ArrayPushBack(price_array, close[i]);
                                    ArrayPushBack(vol_array, vol[i]);
                                }
                                Continue;
                            }
                            Else
                            {
                                print("---中间插入----");
                                print(text(j));
                                ArrayInsert(price_array, j, close[i]);
                                ArrayInsert(vol_array, j, vol[i]);
                                print(TextArray(price_array));
                                print(TextArray(vol_array));
                                break;
                            }
                        } 
                    }
                }
            }
            print("最终结果");
            print(TextArray(price_array));
            print(TextArray(vol_array));
            
            pen.line("mark",price_array,vol_array);
        }
        
    }