用 Pine Script 创建自定义指标和策略

// 简单移动平均线指标
indicator("SMA 移动平均线", overlay=true)

// 定义输入参数
length = input.int(20, title="周期", minval=1)
source = input.source(close, title="数据源")

// 计算简单移动平均线
smaValue = ta.sma(source, length)

// 绘制均线
plot(smaValue, title="SMA", color=color.blue, linewidth=2)

// 添加价格穿越信号
crossUp = ta.crossover(close, smaValue)
crossDown = ta.crossunder(close, smaValue)
plotshape(crossUp, title="上穿信号", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
plotshape(crossDown, title="下穿信号", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)

// RSI 超买超卖策略
strategy("RSI 交易策略", overlay=true, initial_capital=100000)

// 定义参数
rsiLength = input.int(14, title="RSI 周期")
overbought = input.int(70, title="超买线")
oversold = input.int(30, title="超卖线")

// 计算 RSI
rsiValue = ta.rsi(close, rsiLength)

// 定义交易条件
buyCondition = ta.crossover(rsiValue, oversold)
sellCondition = ta.crossunder(rsiValue, overbought)

// 执行交易
if buyCondition
    strategy.entry("买入", strategy.long)

if sellCondition
    strategy.close("买入")

// 在图表上显示 RSI 信息
plotshape(buyCondition, title="买入", style=shape.labelup, location=location.belowbar, color=color.green, text="买入")
plotshape(sellCondition, title="卖出", style=shape.labeldown, location=location.abovebar, color=color.red, text="卖出")

// 自定义价格警报条件
indicator("价格突破警报", overlay=true)

// 定义参数
lookback = input.int(20, title="回看周期")
threshold = input.float(0.02, title="突破阈值", step=0.005)

// 计算近期最高价和最低价
highestHigh = ta.highest(high, lookback)
lowestLow = ta.lowest(low, lookback)

// 定义突破条件
breakoutUp = close > highestHigh[1] * (1 + threshold)
breakoutDown = close < lowestLow[1] * (1 - threshold)

// 绘制通道
plot(highestHigh, title="上轨", color=color.new(color.green, 50))
plot(lowestLow, title="下轨", color=color.new(color.red, 50))

// 设置警报条件
alertcondition(breakoutUp, title="向上突破", message="价格向上突破 {{interval}} 高点！当前价格: {{close}}")
alertcondition(breakoutDown, title="向下突破", message="价格向下突破 {{interval}} 低点！当前价格: {{close}}")
alertcondition(breakoutUp or breakoutDown, title="任意突破", message="价格发生突破！方向: {{plot_0}}")