OPEN-SOURCE SCRIPT
Money Inflows & Outflows [xiaofashi]
// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo
//version=5
indicator("Open Interest Inflows & Outflows [LuxAlgo]", 'LuxAlgo - Open Interest Inflows & Outflows', format = format.volume)
//------------------------------------------------------------------------------
// Settings
//-----------------------------------------------------------------------------{
crO1 = "Price Sentiment"
crO2 = "Price"
crO3 = "Volume"
crO4 = "On Balance Volume"
crSH = input.bool(true, "OI Sentiment Correlation", inline = 'CRR')
crOP = input.string(crO1, '', options = [crO1, crO2, crO3, crO4], inline = 'CRR')
mimo = input.bool(true, 'Money Flow Estimates')
//Style
oiFS = input.bool(true, "OI Flow Sentiment", inline = 'style_oiflow', group = 'Style')
clUP = input.color(#00897B, '', inline = 'style_oiflow', group = 'Style')
clDW = input.color(#FF5252, '', inline = 'style_oiflow', group = 'Style')
prSS = input.bool(true, "Price Sentiment", inline = 'style_price', group = 'Style')
prSSCss = input.color(color.new(#9598a1, 50), ""
, inline = 'style_price'
, group = 'Style')
rUP = input.color(color.new(color.aqua, 50), 'Correlation Colors', inline = 'style_correlation', group = 'Style')
rDN = input.color(color.new(color.orange, 50), '', inline = 'style_correlation', group = 'Style')
smth = input.int(3, 'Smoothing', minval = 1
, display = display.all - display.status_line
, tooltip = 'Smoothing applicable for options\n -Open Interest Flow Sentiment\n -Price Sentiment'
, group = 'Others')
//-----------------------------------------------------------------------------}
// User Defined Types
//-----------------------------------------------------------------------------{
type bar
float h = high
float l = low
float c = close
float v = volume
//-----------------------------------------------------------------------------}
// Variables
//-----------------------------------------------------------------------------{
bar b = bar.new()
futures = syminfo.type == "futures"
//-----------------------------------------------------------------------------}
// Calculations
//-----------------------------------------------------------------------------{
oTF = futures and timeframe.isintraday ? "1D" : timeframe.period
// 第一步：先去掉当前代码中可能自带的 .P 或 .PERP 后缀，提取出基础币种名称
baseTicker = str.replace(syminfo.ticker, ".P", "")
baseTicker := str.replace(baseTicker, ".PERP", "")
// 第二步：根据是否为期货或加密货币，重新拼接 OI 后缀
sym = futures ? baseTicker + "_OI" : baseTicker + ".P_OI"
[oiH, oiL, oiC, cOI] = request.security(sym, oTF, [b.h, b.l, b.c, b.c > b.c[1]], ignore_invalid_symbol = true)
if barstate.islast and na(oiC)
var table oiT = table.new(position.middle_center, 1, 1)
table.cell(oiT, 0, 0, 'No Open Interest data found for the ' + syminfo.ticker + ' symbol.', text_size = size.normal, text_color = #ff9800, text_halign = text.align_left)
//-----------------------------------------------------------------------------}
// Calculations - Open Interest Flow Sentiment / Price Sentiment
//-----------------------------------------------------------------------------{
oiF = ta.ema(oiH + oiL - 2 * ta.ema(oiC, 13), smth)
prF = ta.ema(b.h + b.l - 2 * ta.ema(b.c, 13), smth)
pHST = ta.highest(prF, 89), pLST = ta.lowest (prF, 89)
oHST = ta.highest(oiF, 89), oLST = ta.lowest (oiF, 89)
plot(not futures and oiFS ? oiF : na, 'Open Interest Flow Sentiment'
, oiF > 0 ? oiF[1] > oiF ? color.new(clUP, 50) : clUP : oiF[1] > oiF ? clDW : color.new(clDW, 50)
, style = plot.style_columns
, display = display.all - display.status_line)
plot(not futures and prSS ? prF * (oHST - oLST) / (pHST - pLST) : na, 'Price Sentiment'
, prSSCss
, 2
, display = display.all - display.status_line)
//-----------------------------------------------------------------------------}
// Calculations - Correlation
//-----------------------------------------------------------------------------{
var float crX = na, var float crY = na
switch crOP
crO1 => crX := prF, crY := oiF
crO2 => crX := b.c, crY := oiC
crO3 => crX := b.v, crY := oiF
crO4 => crX := ta.obv, crY := oiC
crr = ta.correlation(crX, crY, 13)
pHST := ta.highest(crr, 89), pLST := ta.lowest (crr, 89)
a1 = plot(not futures and crSH ? crr * (oHST - oLST) / (pHST - pLST) : na, 'Correlation Line', color(na), editable = false, display = display.all - display.status_line)
a2 = plot(not futures and crSH ? 0 : na, 'Base Line', color(na), editable = false, display = display.all - display.status_line)
fill(a1, a2, pHST * (oHST - oLST) / (pHST - pLST), pLST * (oHST - oLST) / (pHST - pLST)
, top_color = crr > 0 ? rUP : color.new(color.orange, 100)
, bottom_color = crr > 0 ? color.new(color.aqua, 100) : rDN
, title = 'Correlation Band')
//-----------------------------------------------------------------------------}
// Calculations - Money Flow Estimates
//-----------------------------------------------------------------------------{
B = (oiC - oiL) / (oiH - oiL)
S = (oiH - oiC) / (oiH - oiL)
if mimo and not na(B)
var oiTbl = table.new(position.top_right, 5, 1, bgcolor = color(na), border_width = 3, border_color=color(na))
table.cell(oiTbl, 0, 0, text = 'Money Inflow %' + str.tostring(B / (B + S) * 100, '#.##'), text_color = clUP, text_halign = text.align_left, text_size = size.small)
table.cell(oiTbl, 1, 0, text = 'Money Outflow %' + str.tostring(S / (B + S) * 100, '#.##'), text_color = clDW, text_halign = text.align_left, text_size = size.small)
//-----------------------------------------------------------------------------}
// Calculations - Open Interest for Futures Markets
//-----------------------------------------------------------------------------{
plot(futures ? oiC : na, 'Futures Open Interest', cOI ? clUP : clDW, 3, plot.style_stepline, display = display.all - display.status_line)
//-----------------------------------------------------------------------------}
// © LuxAlgo
//version=5
indicator("Open Interest Inflows & Outflows [LuxAlgo]", 'LuxAlgo - Open Interest Inflows & Outflows', format = format.volume)
//------------------------------------------------------------------------------
// Settings
//-----------------------------------------------------------------------------{
crO1 = "Price Sentiment"
crO2 = "Price"
crO3 = "Volume"
crO4 = "On Balance Volume"
crSH = input.bool(true, "OI Sentiment Correlation", inline = 'CRR')
crOP = input.string(crO1, '', options = [crO1, crO2, crO3, crO4], inline = 'CRR')
mimo = input.bool(true, 'Money Flow Estimates')
//Style
oiFS = input.bool(true, "OI Flow Sentiment", inline = 'style_oiflow', group = 'Style')
clUP = input.color(#00897B, '', inline = 'style_oiflow', group = 'Style')
clDW = input.color(#FF5252, '', inline = 'style_oiflow', group = 'Style')
prSS = input.bool(true, "Price Sentiment", inline = 'style_price', group = 'Style')
prSSCss = input.color(color.new(#9598a1, 50), ""
, inline = 'style_price'
, group = 'Style')
rUP = input.color(color.new(color.aqua, 50), 'Correlation Colors', inline = 'style_correlation', group = 'Style')
rDN = input.color(color.new(color.orange, 50), '', inline = 'style_correlation', group = 'Style')
smth = input.int(3, 'Smoothing', minval = 1
, display = display.all - display.status_line
, tooltip = 'Smoothing applicable for options\n -Open Interest Flow Sentiment\n -Price Sentiment'
, group = 'Others')
//-----------------------------------------------------------------------------}
// User Defined Types
//-----------------------------------------------------------------------------{
type bar
float h = high
float l = low
float c = close
float v = volume
//-----------------------------------------------------------------------------}
// Variables
//-----------------------------------------------------------------------------{
bar b = bar.new()
futures = syminfo.type == "futures"
//-----------------------------------------------------------------------------}
// Calculations
//-----------------------------------------------------------------------------{
oTF = futures and timeframe.isintraday ? "1D" : timeframe.period
// 第一步：先去掉当前代码中可能自带的 .P 或 .PERP 后缀，提取出基础币种名称
baseTicker = str.replace(syminfo.ticker, ".P", "")
baseTicker := str.replace(baseTicker, ".PERP", "")
// 第二步：根据是否为期货或加密货币，重新拼接 OI 后缀
sym = futures ? baseTicker + "_OI" : baseTicker + ".P_OI"
[oiH, oiL, oiC, cOI] = request.security(sym, oTF, [b.h, b.l, b.c, b.c > b.c[1]], ignore_invalid_symbol = true)
if barstate.islast and na(oiC)
var table oiT = table.new(position.middle_center, 1, 1)
table.cell(oiT, 0, 0, 'No Open Interest data found for the ' + syminfo.ticker + ' symbol.', text_size = size.normal, text_color = #ff9800, text_halign = text.align_left)
//-----------------------------------------------------------------------------}
// Calculations - Open Interest Flow Sentiment / Price Sentiment
//-----------------------------------------------------------------------------{
oiF = ta.ema(oiH + oiL - 2 * ta.ema(oiC, 13), smth)
prF = ta.ema(b.h + b.l - 2 * ta.ema(b.c, 13), smth)
pHST = ta.highest(prF, 89), pLST = ta.lowest (prF, 89)
oHST = ta.highest(oiF, 89), oLST = ta.lowest (oiF, 89)
plot(not futures and oiFS ? oiF : na, 'Open Interest Flow Sentiment'
, oiF > 0 ? oiF[1] > oiF ? color.new(clUP, 50) : clUP : oiF[1] > oiF ? clDW : color.new(clDW, 50)
, style = plot.style_columns
, display = display.all - display.status_line)
plot(not futures and prSS ? prF * (oHST - oLST) / (pHST - pLST) : na, 'Price Sentiment'
, prSSCss
, 2
, display = display.all - display.status_line)
//-----------------------------------------------------------------------------}
// Calculations - Correlation
//-----------------------------------------------------------------------------{
var float crX = na, var float crY = na
switch crOP
crO1 => crX := prF, crY := oiF
crO2 => crX := b.c, crY := oiC
crO3 => crX := b.v, crY := oiF
crO4 => crX := ta.obv, crY := oiC
crr = ta.correlation(crX, crY, 13)
pHST := ta.highest(crr, 89), pLST := ta.lowest (crr, 89)
a1 = plot(not futures and crSH ? crr * (oHST - oLST) / (pHST - pLST) : na, 'Correlation Line', color(na), editable = false, display = display.all - display.status_line)
a2 = plot(not futures and crSH ? 0 : na, 'Base Line', color(na), editable = false, display = display.all - display.status_line)
fill(a1, a2, pHST * (oHST - oLST) / (pHST - pLST), pLST * (oHST - oLST) / (pHST - pLST)
, top_color = crr > 0 ? rUP : color.new(color.orange, 100)
, bottom_color = crr > 0 ? color.new(color.aqua, 100) : rDN
, title = 'Correlation Band')
//-----------------------------------------------------------------------------}
// Calculations - Money Flow Estimates
//-----------------------------------------------------------------------------{
B = (oiC - oiL) / (oiH - oiL)
S = (oiH - oiC) / (oiH - oiL)
if mimo and not na(B)
var oiTbl = table.new(position.top_right, 5, 1, bgcolor = color(na), border_width = 3, border_color=color(na))
table.cell(oiTbl, 0, 0, text = 'Money Inflow %' + str.tostring(B / (B + S) * 100, '#.##'), text_color = clUP, text_halign = text.align_left, text_size = size.small)
table.cell(oiTbl, 1, 0, text = 'Money Outflow %' + str.tostring(S / (B + S) * 100, '#.##'), text_color = clDW, text_halign = text.align_left, text_size = size.small)
//-----------------------------------------------------------------------------}
// Calculations - Open Interest for Futures Markets
//-----------------------------------------------------------------------------{
plot(futures ? oiC : na, 'Futures Open Interest', cOI ? clUP : clDW, 3, plot.style_stepline, display = display.all - display.status_line)
//-----------------------------------------------------------------------------}
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Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.