2637 字
13 分鐘

反轉檢測 Pro v3.0 指標詳解：非重繪自適應 ZigZag 與三重 EMA 趨勢濾網

2026-01-20
指標拆解
反轉指標
/
非重繪
/
ZigZag
/
ATR
/
EMA
/
日內交易
/
剝頭皮
/
加密貨幣
免責聲明
  1. 本站內容僅供教育與研究分享，不構成任何投資建議。
  2. 加密資產波動極高，請自行評估風險與倉位，損益自負。
  3. 文中提及的指標/案例僅作方法示範，不代表未來結果。
  4. 部分頁面可能包含返傭/贊助連結，若有將於頁內說明。

//@version=6
indicator("反轉檢測 Pro v3.0 - 非重繪",
         shorttitle="反轉檢測 Pro v3.0",
         overlay=true,
         max_boxes_count=50,
         max_lines_count=200,
         max_labels_count=100)


// ============================================================================
// 確認設置
// ============================================================================
confirmationMode = input.string("僅確認", "信號模式",
                                options=["僅確認", "確認+預覽", "僅預覽"],
                                group="信號控制")


confirmationBars = input.int(0, "額外確認K線數",
                             minval=0, maxval=5,
                             group="信號控制")


// ============================================================================
// 靈敏度預設系統
// ============================================================================
input_sensitivity = input.string("中", "靈敏度預設",
                                 options=["極高", "高", "中", "低", "極低", "自訂"],
                                 group="主控制")


float atrMultiplier = switch input_sensitivity
    "極高" => 0.8
    "高" => 1.2
    "中" => 2.0
    "低" => 2.8
    "極低" => 3.5
    => na


float percentThreshold = switch input_sensitivity
    "極高" => 0.005
    "高" => 0.008
    "中" => 0.01
    "低" => 0.015
    "極低" => 0.02
    => na


// ============================================================================
// 手動設置
// ============================================================================
bool isCustom = input_sensitivity == "自訂"


input_method = input.string("平均", "計算方法",
                            options=["平均", "高低"],
                            group="高級設置")


input_percentamount = isCustom ? input.float(0.01, "反轉百分比", group="高級設置") : 0.01
input_revAmount = isCustom ? input.float(0.05, "絕對反轉值", group="高級設置") : 0.05
input_atrreversal = isCustom ? input.float(2.0, "ATR乘數", group="高級設置") : 2.0
input_atrlength = input.int(5, "ATR週期", minval=1, maxval=50, group="高級設置")
input_averagelength = input.int(5, "平均週期", minval=1, maxval=50, group="高級設置")


// ============================================================================
// 區域設置
// ============================================================================
input_showSupplyDemand = input.string("樞軸", "供需區顯示",
                                     options=["樞軸", "箭頭", "不顯示"],
                                     group="區域")


input_numbersuppdemandtoshow = input.int(3, "區域數量",
                                        minval=0, maxval=20,
                                        group="區域")


input_showsupplydemandcloud = input.bool(false, "顯示供需區域",
                                        group="區域")


input_zoneExtension = input.int(20, "區域延伸K線數",
                               minval=5, maxval=100,
                               group="區域")


zoneThickness = input.float(0.02, "區域厚度 (%)",
                           minval=0.01, maxval=0.2, step=0.01,
                           tooltip="矩形區域厚度占價格的百分比",
                           group="區域")


// ============================================================================
// 標籤設置
// ============================================================================
input_lineExtension = input.int(5, "停止線延伸",
                               minval=1, maxval=50,
                               group="標籤")


input_maxLines = input.int(10, "最大顯示線數",
                          minval=3, maxval=50,
                          group="標籤")


labelSizeOption = input.string("中", "標籤大小",
                              options=["小", "中", "大"],
                              group="標籤")


labelSize = switch labelSizeOption
    "小" => size.small
    "中" => size.normal
    "大" => size.large
    => size.normal


// ============================================================================
// 資訊表設置
// ============================================================================
showInfoTable = input.bool(true, "顯示資訊表",
                          group="資訊表")


tablePosition = input.string("右上", "表格位置",
                            options=["右上", "左上", "上中", "右下", "左下", "下中"],
                            group="資訊表")


tableSizeOption = input.string("中", "表格大小",
                              options=["極小", "小", "中", "大", "特大"],
                              group="資訊表")


// ============================================================================
// CALCULATE FINAL REVERSAL THRESHOLD
// ============================================================================
float finalATRMult = isCustom ? input_atrreversal : atrMultiplier
float finalPctThreshold = isCustom ? input_percentamount : percentThreshold


atrValue = ta.atr(input_atrlength)
reversalAmount = math.max(close * finalPctThreshold / 100, math.max(input_revAmount, finalATRMult * atrValue))


// ============================================================================
// MOVING AVERAGE SIGNALS
// ============================================================================
superfast_length = 9
fast_length = 14
slow_length = 21


mov_avg9 = ta.ema(close, superfast_length)
mov_avg14 = ta.ema(close, fast_length)
mov_avg21 = ta.ema(close, slow_length)


buy = mov_avg9 > mov_avg14 and mov_avg14 > mov_avg21 and low > mov_avg9
stopbuy = mov_avg9 <= mov_avg14
buynow = not buy[1] and buy


var int buysignal = 0
buysignal := buynow and not stopbuy ? 1 : buysignal == 1 and stopbuy ? 0 : buysignal


sell = mov_avg9 < mov_avg14 and mov_avg14 < mov_avg21 and high < mov_avg9
stopsell = mov_avg9 >= mov_avg14
sellnow = not sell[1] and sell


var int sellsignal = 0
sellsignal := sellnow and not stopsell ? 1 : sellsignal == 1 and stopsell ? 0 : sellsignal


// ============================================================================
// COLORS
// ============================================================================
GREEN = #00FF00
RED = #FF0000
PURPLE = #ab47bc


// ============================================================================
// ZIGZAG CALCULATION
// ============================================================================
priceh = input_method == "高低" ? high : ta.ema(high, input_averagelength)
pricel = input_method == "高低" ? low : ta.ema(low, input_averagelength)


pricehConfirmed = priceh[confirmationBars]
pricelConfirmed = pricel[confirmationBars]
actualHighConfirmed = high[confirmationBars]
actualLowConfirmed = low[confirmationBars]


var float zhigh = na
var float zlow = na
var float zhighActual = na
var float zlowActual = na
var int zhighbar = 0
var int zlowbar = 0
var int direction = 0


if na(zhigh) or na(zlow)
    zhigh := pricehConfirmed
    zlow := pricelConfirmed
    zhighActual := actualHighConfirmed
    zlowActual := actualLowConfirmed
    zhighbar := bar_index - confirmationBars
    zlowbar := bar_index - confirmationBars
    direction := 1


var float lastConfirmedPivotPrice = na
var float lastConfirmedPivotActual = na
var int lastConfirmedPivotBar = 0
var bool lastConfirmedPivotIsHigh = false
var bool confirmedPivotDetected = false


confirmedPivotDetected := false


if direction == 1
    if pricehConfirmed > zhigh
        zhigh := pricehConfirmed
        zhighActual := actualHighConfirmed
        zhighbar := bar_index - confirmationBars


    if zhigh - pricelConfirmed >= reversalAmount
        lastConfirmedPivotPrice := zhigh
        lastConfirmedPivotActual := zhighActual
        lastConfirmedPivotBar := zhighbar
        lastConfirmedPivotIsHigh := true
        confirmedPivotDetected := true
        direction := -1
        zlow := pricelConfirmed
        zlowActual := actualLowConfirmed
        zlowbar := bar_index - confirmationBars


else if direction == -1
    if pricelConfirmed < zlow
        zlow := pricelConfirmed
        zlowActual := actualLowConfirmed
        zlowbar := bar_index - confirmationBars


    if pricehConfirmed - zlow >= reversalAmount
        lastConfirmedPivotPrice := zlow
        lastConfirmedPivotActual := zlowActual
        lastConfirmedPivotBar := zlowbar
        lastConfirmedPivotIsHigh := false
        confirmedPivotDetected := true
        direction := 1
        zhigh := pricehConfirmed
        zhighActual := actualHighConfirmed
        zhighbar := bar_index - confirmationBars


// ============================================================================
// PREVIEW DETECTION
// ============================================================================
var float previewPivotPrice = na
var int previewPivotBar = 0
var bool previewIsHigh = false
var bool showPreview = false


showPreview := false


if confirmationMode != "僅確認"
    var float zhigh_preview = na
    var float zlow_preview = na
    var int direction_preview = 0


    if na(zhigh_preview)
        zhigh_preview := priceh
        zlow_preview := pricel
        direction_preview := 1


    if direction_preview == 1
        if priceh > zhigh_preview
            zhigh_preview := priceh


        if zhigh_preview - pricel >= reversalAmount
            previewPivotPrice := zhigh_preview
            previewPivotBar := bar_index
            previewIsHigh := true
            showPreview := true
            direction_preview := -1
            zlow_preview := pricel


    else if direction_preview == -1
        if pricel < zlow_preview
            zlow_preview := pricel


        if priceh - zlow_preview >= reversalAmount
            previewPivotPrice := zlow_preview
            previewPivotBar := bar_index
            previewIsHigh := false
            showPreview := true
            direction_preview := 1
            zhigh_preview := priceh


// ============================================================================
// SIGNAL DETECTION
// ============================================================================
var float EIL = na
var float EIH = na
var float EILActual = na
var float EIHActual = na
var int EILBar = 0
var int EIHBar = 0
var int dir = 0
var int signal = 0


if confirmedPivotDetected
    if lastConfirmedPivotIsHigh
        EIH := lastConfirmedPivotPrice
        EIHActual := lastConfirmedPivotActual
        EIHBar := lastConfirmedPivotBar
        dir := -1
    else
        EIL := lastConfirmedPivotPrice
        EILActual := lastConfirmedPivotActual
        EILBar := lastConfirmedPivotBar
        dir := 1


if dir > 0 and pricelConfirmed > EIL
    signal := signal <= 0 ? 1 : signal
else if dir < 0 and pricehConfirmed < EIH
    signal := signal >= 0 ? -1 : signal


U1 = signal > 0 and signal[1] <= 0
D1 = signal < 0 and signal[1] >= 0


// ============================================================================
// HELPER FUNCTION
// ============================================================================
formatPrice(float price) =>
    priceStr = str.tostring(price, format.mintick)
    parts = str.split(priceStr, ".")
    intPart = array.get(parts, 0)
    decPart = array.size(parts) > 1 ? "." + array.get(parts, 1) : ""


    intLen = str.length(intPart)
    result = ""
    for i = 0 to intLen - 1
        if i > 0 and (intLen - i) % 3 == 0
            result := result + ","
        result := result + str.substring(intPart, i, i + 1)


    result + decPart


// ============================================================================
// REVERSAL LABELS
// ============================================================================
var array<line> allLines = array.new<line>()
var array<int> lineStartBars = array.new<int>()
var array<int> lineEndBars = array.new<int>()


if U1 and confirmationMode != "僅預覽"
    pivotBar = EILBar
    exactLow = EILActual


    lbl = label.new(pivotBar, exactLow, "反轉\n" + formatPrice(EIL),
                    style=label.style_label_upper_right,
                    color=color.new(GREEN, 0),
                    textcolor=color.black,
                    size=labelSize,
                    textalign=text.align_left,
                    xloc=xloc.bar_index)


    endBar = pivotBar + input_lineExtension
    horizLine = line.new(pivotBar, exactLow, endBar, exactLow,
                        color=color.new(GREEN, 0),
                        width=2,
                        style=line.style_solid,
                        extend=extend.none)
    array.push(allLines, horizLine)
    array.push(lineStartBars, pivotBar)
    array.push(lineEndBars, endBar)


if D1 and confirmationMode != "僅預覽"
    pivotBar = EIHBar
    exactHigh = EIHActual


    lbl = label.new(pivotBar, exactHigh, "反轉\n" + formatPrice(EIH),
                    style=label.style_label_lower_right,
                    color=color.new(RED, 0),
                    textcolor=color.white,
                    size=labelSize,
                    textalign=text.align_left,
                    xloc=xloc.bar_index)


    endBar = pivotBar + input_lineExtension
    horizLine = line.new(pivotBar, exactHigh, endBar, exactHigh,
                        color=color.new(RED, 0),
                        width=2,
                        style=line.style_solid,
                        extend=extend.none)
    array.push(allLines, horizLine)
    array.push(lineStartBars, pivotBar)
    array.push(lineEndBars, endBar)


// ============================================================================
// LINE MANAGEMENT
// ============================================================================
while array.size(allLines) > input_maxLines
    oldLine = array.shift(allLines)
    line.delete(oldLine)
    array.shift(lineStartBars)
    array.shift(lineEndBars)


// ============================================================================
// PREVIEW LABELS
// ============================================================================
if showPreview and confirmationMode != "僅確認" and barstate.islast
    if previewIsHigh
        label.new(previewPivotBar, high, "反轉\n" + formatPrice(previewPivotPrice),
                  style=label.style_label_lower_right,
                  color=color.new(#FF6B6B, 70),
                  textcolor=color.new(color.white, 40),
                  size=labelSize,
                  textalign=text.align_left)
    else
        label.new(previewPivotBar, low, "反轉\n" + formatPrice(previewPivotPrice),
                  style=label.style_label_upper_right,
                  color=color.new(#6BCF7F, 70),
                  textcolor=color.new(color.black, 40),
                  size=labelSize,
                  textalign=text.align_left)


// ============================================================================
// SUPPLY/DEMAND ZONES - THIN HORIZONTAL RECTANGLES
// ============================================================================
var array<box> allBoxes = array.new<box>()


if confirmedPivotDetected and input_showsupplydemandcloud
    // Pivot LOW = Demand Zone (GREEN), Pivot HIGH = Supply Zone (RED)
    bool isDemandZone = lastConfirmedPivotIsHigh == false


    color zoneColor = isDemandZone ? color.new(GREEN, 85) : color.new(RED, 85)
    color zoneBorder = isDemandZone ? color.new(GREEN, 40) : color.new(RED, 40)


    // Use actual pivot price for zone placement
    float pivotPrice = lastConfirmedPivotActual


    // Create thin rectangle centered on pivot
    float halfThickness = (pivotPrice * zoneThickness / 100) / 2
    float zoneTop = pivotPrice + halfThickness
    float zoneBottom = pivotPrice - halfThickness


    int zoneStart = lastConfirmedPivotBar
    int zoneEnd = zoneStart + input_zoneExtension


    zoneBox = box.new(zoneStart, zoneTop, zoneEnd, zoneBottom,
            border_color=zoneBorder,
            bgcolor=zoneColor,
            border_width=1,
            extend=extend.none,
            text = isDemandZone ? "需求" : "供給",
            text_size = size.tiny,
            text_color = isDemandZone ? color.new(GREEN, 20) : color.new(RED, 20),
            text_halign = text.align_center,
            text_valign = text.align_center)


    array.push(allBoxes, zoneBox)


// Manage box count
while array.size(allBoxes) > input_numbersuppdemandtoshow and input_numbersuppdemandtoshow > 0
    oldBox = array.shift(allBoxes)
    box.delete(oldBox)


// ============================================================================
// INFORMATION TABLE
// ============================================================================
tablePos = switch tablePosition
    "右上" => position.top_right
    "左上" => position.top_left
    "上中" => position.top_center
    "右下" => position.bottom_right
    "左下" => position.bottom_left
    "下中" => position.bottom_center
    => position.top_right


headerSize = switch tableSizeOption
    "極小" => size.tiny
    "小" => size.small
    "中" => size.normal
    "大" => size.large
    "特大" => size.huge
    => size.normal


cellSize = switch tableSizeOption
    "極小" => size.tiny
    "小" => size.small
    "中" => size.small
    "大" => size.normal
    "特大" => size.large
    => size.small


var table infoTable = table.new(tablePos, 2, 7, bgcolor=color.new(#1E1E1E, 5), frame_color=color.new(GREEN, 40), frame_width=2, border_width=1, border_color=color.new(#444444, 60))


if barstate.islast and showInfoTable
    table.cell(infoTable, 0, 0, "反轉檢測 PRO v3.0", text_color=color.new(GREEN, 0), text_size=headerSize, bgcolor=color.new(#0A0A0A, 0))
    table.cell(infoTable, 1, 0, "非重繪", text_color=color.new(GREEN, 0), text_size=headerSize, bgcolor=color.new(#0A0A0A, 0))


    table.cell(infoTable, 0, 1, "模式:", text_color=color.white, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))


    color modeColor = color.new(GREEN, 0)
    if confirmationMode == "確認+預覽"
        modeColor := color.new(#FFA500, 0)
    if confirmationMode == "僅預覽"
        modeColor := color.new(#FF6B6B, 0)


    table.cell(infoTable, 1, 1, confirmationMode, text_color=modeColor, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))


    table.cell(infoTable, 0, 2, "靈敏度:", text_color=color.white, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))
    table.cell(infoTable, 1, 2, input_sensitivity, text_color=color.yellow, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))


    table.cell(infoTable, 0, 3, "ATR 乘數:", text_color=color.white, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))
    table.cell(infoTable, 1, 3, str.tostring(finalATRMult, "#.##"), text_color=color.aqua, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))


    table.cell(infoTable, 0, 4, "目前 ATR:", text_color=color.white, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))
    table.cell(infoTable, 1, 4, str.tostring(atrValue, format.mintick), text_color=color.aqua, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))


    table.cell(infoTable, 0, 5, "閾值:", text_color=color.white, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))
    table.cell(infoTable, 1, 5, str.tostring(reversalAmount, format.mintick), text_color=color.orange, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))


    table.cell(infoTable, 0, 6, "趨勢:", text_color=color.white, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))
    trendText = buysignal == 1 ? "多頭" : sellsignal == 1 ? "空頭" : "中性"
    trendTextColor = buysignal == 1 ? color.green : sellsignal == 1 ? color.red : color.purple
    table.cell(infoTable, 1, 6, trendText, text_color=trendTextColor, text_size=cellSize, bgcolor=color.new(#1E1E1E, 0))


// =================================================================
// ALERTS
// =================================================================


// Trend change detection
trendToBullish = buysignal == 1 and buysignal[1] != 1
trendToBearish = sellsignal == 1 and sellsignal[1] != 1


// Reversal alerts
alertcondition(U1, "看漲反轉",
               "看漲反轉：{{close}}")
alertcondition(D1, "看跌反轉",
               "看跌反轉：{{close}}")
alertcondition(U1 or D1, "任一反轉",
               "反轉：{{close}}")


// EMA trend alerts
alertcondition(buynow, "EMA 多頭訊號", "EMA 多頭訊號")
alertcondition(sellnow, "EMA 空頭訊號", "EMA 空頭訊號")


// Trend change alerts
alertcondition(trendToBullish, "趨勢轉為多頭",
               "趨勢轉為多頭")
alertcondition(trendToBearish, "趨勢轉為空頭",
               "趨勢轉為空頭")


// Strong signal alerts
strongBullish = U1 and buysignal == 1
strongBearish = D1 and sellsignal == 1


alertcondition(strongBullish, "強勢多頭訊號",
               "強勢多頭：{{close}}")
alertcondition(strongBearish, "強勢空頭訊號",
               "強勢空頭：{{close}}")

✨ 核心特點#

  • 僅確認非重繪：訊號鎖定不變，可加 0-5 根額外確認 K 線；預覽僅作早期提示
  • 三重反轉閾值：百分比/絕對值/ATR 取最大值，兼顧幣價與波動
  • 自適應靈敏度：極高→極低 + 自訂（ATR 乘數/反轉百分比/絕對值/計算方法）
  • 三重 EMA 趨勢濾網：9/14/21 週期判斷多空與中性，支援趨勢警報
  • 供需區薄矩形：綠=需求、紅=供給，可調厚度、延伸與數量
  • 資訊表與警報：顯示模式、ATR、閾值與趨勢；支援反轉/趨勢/強弱訊號

🎯 適用場景#

  • 加密貨幣日內/剝頭皮（1-5 分鐘）
  • 高波動時段的反轉捕捉
  • 期貨/外匯/股票等資產亦適用
  • 回測與警報策略（僅確認模式較穩定）

⚙️ 推薦設置#

交易類型靈敏度信號模式區域顯示
剝頭皮（1-2分鐘）極高/高僅確認開啟（3-5個區域）
日內交易（5-15分鐘）中確認+預覽開啟（5-10個區域）
波段交易（30分鐘+）低/極低僅確認可選

加密市場波動較大，建議先用「中」觀察；若噪音多就下調，想抓更早提示可上調但需接受更多假訊號與滑點風險。

🧠 使用建議#

  • ✅ 結合價格行為或成交量確認
  • ✅ 以「僅確認」為主，預覽只作早期提醒
  • ✅ 需要更保守時加入 1-2 根額外確認 K 線
  • ✅ 使用水平線與供需區作為止損/目標參考
  • ❌ 避免在震盪市場使用過高靈敏度
  • ❌ 不要僅依賴預覽信號入場

📊 信號說明#

  • 綠色標籤：看漲反轉（支撐）
  • 紅色標籤：看跌反轉（阻力）
  • 預覽標籤（半透明）：潛在反轉（可能消失）
  • 供需區薄矩形：綠=需求、紅=供給
  • K 線顏色：綠=多頭、紅=空頭、紫=中性
  • 水平線：對應反轉價格，可作止損/目標參考

⚠️ 重要提示#

  • 本指標為教育工具，不構成投資建議
  • 交易需自負風險，務必做好風險管理
  • 預覽可能消失，回測/實盤以「僅確認」為準
  • 建議先在模擬帳戶測試

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反轉檢測 Pro v3.0 指標詳解：非重繪自適應 ZigZag 與三重 EMA 趨勢濾網
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老莫
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2026-01-20
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