//------------------------------------------------------------------------
// 简称: PPSuperTrend
// 名称: 枢轴点超级趋势
// 类别: 公式应用
// 类型: 用户应用
//------------------------------------------------------------------------

Params
    Numeric PivotPeriod(2);        // 枢轴点周期
    Numeric ATRFactor(3);          // ATR因子
    Numeric ATRPeriod(10);         // ATR周期
    Bool ShowPivotPoints(False);   // 显示枢轴点
    Bool ShowLabels(True);         // 显示买卖标签
    Bool ShowCenterLine(False);    // 显示中心线
    Bool ShowSupportResistance(False); // 显示支撑阻力

Vars
    Series<Numeric> ph;              // 枢轴高点
    Series<Numeric> pl;              // 枢轴低点
    Series<Numeric> center;          // 中心线
    Series<Numeric> lastPP;          // 最后枢轴点
    Series<Numeric> upLine;          // 上轨
    Series<Numeric> dnLine;          // 下轨
    Series<Numeric> tUp;             // 趋势上轨
    Series<Numeric> tDown;           // 趋势下轨
    Series<Numeric> trend;           // 趋势方向
    Series<Numeric> trailingSL;      // 跟踪止损线
    Series<Numeric> support;         // 支撑位
    Series<Numeric> resistance;      // 阻力位
    Series<Bool> buySignal;          // 买入信号
    Series<Bool> sellSignal;         // 卖出信号
    Numeric atrVal;                // ATR值

Events
OnBar(ArrayRef<Integer> indexs)
{
    // 计算枢轴点
    ph = Highest(High,  PivotPeriod);
    pl = Lowest(Low, PivotPeriod);
    
    // 确定最后枢轴点
    If (ph != InvalidNumeric)
    {
        lastPP = ph;
    }
    Else If (pl != InvalidNumeric)
    {
        lastPP = pl;
    }
    Else
    {
        lastPP = InvalidNumeric;
    }
    
    // 计算动态中心线
    If (lastPP != InvalidNumeric)
    {
        If (center == InvalidNumeric)
        {
            center = lastPP;
        }
        Else
        {
            center = (center * 2 + lastPP) / 3;
        }
    }
    
    // 计算ATR
    atrVal = AvgTrueRange(ATRPeriod);
    
    // 计算上下轨道
    If (center != InvalidNumeric)
    {
        upLine = center - (ATRFactor * atrVal);
        dnLine = center + (ATRFactor * atrVal);
    }
    
    // 计算超级趋势
    If (CurrentBar == 0)
    {
        tUp = upLine;
        tDown = dnLine;
        trend = 1;
    }
    Else
    {
        // 更新趋势上轨
        If (Close[1] > tUp[1])
        {
            tUp = Max(upLine, tUp[1]);
        }
        Else
        {
            tUp = upLine;
        }
        
        // 更新趋势下轨
        If (Close[1] < tDown[1])
        {
            tDown = Min(dnLine, tDown[1]);
        }
        Else
        {
            tDown = dnLine;
        }
        
        // 确定趋势方向
        If (Close > tDown[1])
        {
            trend = 1;
        }
        Else If (Close < tUp[1])
        {
            trend = -1;
        }
        Else
        {
            trend = trend[1];
        }
    }
    
    // 计算跟踪止损线
    trailingSL = IIF(trend == 1, tUp, tDown);
    
    // 生成买卖信号
    buySignal = (trend == 1) And (trend[1] == -1);
    sellSignal = (trend == -1) And (trend[1] == 1);
    
    // 更新支撑阻力位
    If (pl != InvalidNumeric)
    {
        support = pl;
    }
    Else
    {
        support = support[1];
    }
    
    If (ph != InvalidNumeric)
    {
        resistance = ph;
    }
    Else
    {
        resistance = resistance[1];
    }
    
    // 绘制超级趋势线
    If (trend == 1 And trend[1] == 1)
    {
        PlotNumeric("SuperTrend", trailingSL, Green);
    }
    Else If (trend == -1 And trend[1] == -1)
    {
        PlotNumeric("SuperTrend", trailingSL, Red);
    }
    Else
    {
        PlotNumeric("SuperTrend", trailingSL);
    }
    
    // 绘制中心线
    If (ShowCenterLine And center != InvalidNumeric)
    {
        If (center < (High + Low) / 2)
        {
            PlotNumeric("CenterLine", center, Blue);
        }
        Else
        {
            PlotNumeric("CenterLine", center, Red);
        }
    }
    
    // 绘制枢轴点
    If (ShowPivotPoints)
    {
        If (ph != InvalidNumeric)
        {
            PlotNumeric("PivotHigh", ph, Red);
        }
        If (pl != InvalidNumeric)
        {
            PlotNumeric("PivotLow", pl, Green);
        }
    }
    
    // 绘制买卖标签
    If (ShowLabels)
    {
        If (buySignal)
        {
            PlotString("BuyLabel", "Buy", Low, Green);
        }
        If (sellSignal)
        {
            PlotString("SellLabel", "Sell", High, Red);
        }
    }
    
    // 绘制支撑阻力线
    If (ShowSupportResistance)
    {
        If (support != InvalidNumeric)
        {
            PlotNumeric("Support", support, Green);
        }
        If (resistance != InvalidNumeric)
        {
            PlotNumeric("Resistance", resistance, Red);
        }
    }
}

//------------------------------------------------------------------------
// 编译版本    TBQuant
// 版权所有    TradeBlazer Software 2003-2025
// 更改声明    TradeBlazer Software保留对TradeBlazer平台每一版本的TradeBlazer公式修改和重写的权利
//------------------------------------------------------------------------