OPEN-SOURCE SCRIPT
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Overall Logic of This Indicator
This is an automatic Order Block (OB) plotting indicator based on "structure break + extreme small-bodied candle". It identifies two types of zones: Demand Zone (Bull OB): Blue semi-transparent box (bullish entry zone)
Supply Zone (Bear OB): Red semi-transparent box (bearish entry zone)
Core Idea:
When price breaks the high/low of the candle 2 bars ago, the script scans backward to find the most extreme small-bodied candle (within a filtered range), uses that single candle’s high/low as the Order Block boundaries, draws a box extending infinitely to the right, and keeps it until price mitigates (breaks) it.Detailed Logic Breakdown (in code execution order)Input Settings show_ob: Show Order Blocks (on/off)
ob_showlast: Maximum number of latest unmitigated OBs to display (default 5)
ob_filter: Small-body filter “Atr” → uses ta.atr(200)
“Cumulative Mean Range” → uses cumulative average of (high - low)
Both are multiplied by 2 to define the “small body” threshold.
Trigger Conditions (Structure Break Detection) pinescript
if ta.crossover(close, high[2]) // Close breaks above the high of 2 bars ago
→ Create **Demand Zone (Bull OB)** → call `ob_coord(false, bar_index[2], ...)`
if ta.crossunder(close, low[2]) // Close breaks below the low of 2 bars ago
→ Create **Supply Zone (Bear OB)** → call `ob_coord(true, bar_index[2], ...)`
This actually detects a 3-candle structure break (current candle breaking the extreme of the candle 2 bars prior).
Order Block Coordinate Calculation (Core of ob_coord function)
Example for Demand Zone (use_max = false): Scans backward from the trigger bar (bar_index[2])
Only considers small-bodied candles: (high - low) < threshold * 2
Among those, finds the lowest low → records it as min
Takes the high of that exact same candle as max
Final Order Block = that single candle’s [high, low], timestamp = time of that candle
For Supply Zone (use_max = true): opposite logic — finds the highest high among small-bodied candles and uses that candle’s low as the lower boundary.→ Result: Every Order Block is always a single small-bodied candle (never a merged zone), but it is the most extreme one within the scanned range.
Order Block Lifecycle Management After creation, stores data in 4 arrays: ob_top, ob_btm, ob_left, ob_type (1 = Demand, -1 = Supply)
Real-time mitigation check (every bar): Demand zone (type == 1): if close < ob_btm → immediately delete
Supply zone (type == -1): if close > ob_top → immediately delete
Only unmitigated blocks remain.
Drawing Logic (executed only on the last bar) Uses pre-created box objects (up to ob_showlast boxes)
For the latest N unmitigated blocks: Left side = time of the extreme candle
Top/Bottom = high/low of that candle
Extends infinitely right (extend.right)
Colors: blue for demand, red for supply.
One-Sentence Summary“When price breaks the extreme of the candle 2 bars ago → scan backward for candles smaller than 2× threshold → pick the most extreme single candle as the Order Block → draw box extending right → delete as soon as price closes through it.”This is a classic Institutional Order Block approach: it treats the “last small-bodied candle before a strong move” as the smart-money entry zone, triggers on structure breaks, automatically removes invalidated zones, and keeps only the most recent 5 valid ones. Clean, efficient, and highly practical for trading.
该指标的总体逻辑
这是一个基于“结构突破+极小实体K线”的自动订单块（OB）绘图指标。它识别两种类型的区域：需求区（看涨 OB）：蓝色半透明框（看涨入场区）
供给区（看跌 OB）：红色半透明框（看跌入场区）
核心思想：
当价格突破两根K线前的最高价/最低价时，脚本会向前扫描，找到最极端的小型K线（在过滤范围内），使用该K线的最高价/最低价作为订单块边界，绘制一个向右无限延伸的框，并保持该框，直到价格突破（缓解）该框。详细逻辑分解（按代码执行顺序）输入设置 show_ob：显示订单块（开/关）
ob_showlast：要显示的最新未缓解订单块的最大数量（默认为5）
ob_filter：小型K线过滤器 “Atr” → 使用 ta.atr(200)
“累计均值范围” → 使用（最高价 - 最低价）的累计平均值
两者均乘以2定义“小实体”阈值。
触发条件（结构突破检测）pinescript
如果 ta.crossover(close, high[2]) // 收盘价突破前两根K线的最高价
→ 创建**需求区（牛市突破）** → 调用 `ob_coord(false, bar_index[2], ...)`
如果 ta.crossunder(close, low[2]) // 收盘价跌破前两根K线的最低价
→ 创建**供给区（熊市突破）** → 调用 `ob_coord(true, bar_index[2], ...)`
这实际上检测的是三根K线的结构突破（当前K线突破前两根K线的最高价）。
订单块坐标计算（ob_coord 函数的核心）
需求区示例（use_max = false）：从触发柱（bar_index[2]）向后扫描
仅考虑小实体K线：(high - low) < threshold * 2
在这些小实体K线中，找到最低价 → 将其记录为 min
将该K线的最高价作为 max
最终订单块 = 该K线的 [high, low]，时间戳 = 该K线的时间
供给区示例（use_max = true）：逻辑相反——找到小实体K线中的最高价，并使用该K线的最低价作为下限。→ 结果：每个订单块始终由一根小实体K线组成（绝非合并区域），但它是扫描范围内最极端的K线。
订单块生命周期管理：创建后，数据存储在 4 个数组中：ob_top、ob_btm、ob_left 和 ob_type（1 = 需求，-1 = 供给）。
实时缓解检查（每根K线）：需求区（type == 1）：如果收盘价 < ob_btm → 立即删除。
供给区（type == -1）：如果收盘价 > ob_top → 立即删除。
仅保留未缓解的订单块。
绘制逻辑（仅在最后一根K线执行）：使用预先创建的方框对象（最多 ob_showlast 个方框）。
对于最近的 N 个未缓解的订单块：左侧 = 极端K线的时间。
顶部/底部 = 该K线的最高价/最低价。
向右无限延伸（extend.right）。
颜色：蓝色代表需求，红色代表供给。
一句话总结：“当价格突破两根K线前的极值时 → 向前扫描小于两倍阈值的K线 → 选择最极端的单根K线作为订单块 → 向右绘制延伸的框 → 一旦价格收盘穿过该框，立即删除。”这是一种经典的机构订单块策略：它将“强势行情前的最后一根小实体K线”视为精明资金的入场区域，在结构突破时触发，自动移除无效区域，并仅保留最近的5个有效区域。简洁、高效且极具交易实用性。
This is an automatic Order Block (OB) plotting indicator based on "structure break + extreme small-bodied candle". It identifies two types of zones: Demand Zone (Bull OB): Blue semi-transparent box (bullish entry zone)
Supply Zone (Bear OB): Red semi-transparent box (bearish entry zone)
Core Idea:
When price breaks the high/low of the candle 2 bars ago, the script scans backward to find the most extreme small-bodied candle (within a filtered range), uses that single candle’s high/low as the Order Block boundaries, draws a box extending infinitely to the right, and keeps it until price mitigates (breaks) it.Detailed Logic Breakdown (in code execution order)Input Settings show_ob: Show Order Blocks (on/off)
ob_showlast: Maximum number of latest unmitigated OBs to display (default 5)
ob_filter: Small-body filter “Atr” → uses ta.atr(200)
“Cumulative Mean Range” → uses cumulative average of (high - low)
Both are multiplied by 2 to define the “small body” threshold.
Trigger Conditions (Structure Break Detection) pinescript
if ta.crossover(close, high[2]) // Close breaks above the high of 2 bars ago
→ Create **Demand Zone (Bull OB)** → call `ob_coord(false, bar_index[2], ...)`
if ta.crossunder(close, low[2]) // Close breaks below the low of 2 bars ago
→ Create **Supply Zone (Bear OB)** → call `ob_coord(true, bar_index[2], ...)`
This actually detects a 3-candle structure break (current candle breaking the extreme of the candle 2 bars prior).
Order Block Coordinate Calculation (Core of ob_coord function)
Example for Demand Zone (use_max = false): Scans backward from the trigger bar (bar_index[2])
Only considers small-bodied candles: (high - low) < threshold * 2
Among those, finds the lowest low → records it as min
Takes the high of that exact same candle as max
Final Order Block = that single candle’s [high, low], timestamp = time of that candle
For Supply Zone (use_max = true): opposite logic — finds the highest high among small-bodied candles and uses that candle’s low as the lower boundary.→ Result: Every Order Block is always a single small-bodied candle (never a merged zone), but it is the most extreme one within the scanned range.
Order Block Lifecycle Management After creation, stores data in 4 arrays: ob_top, ob_btm, ob_left, ob_type (1 = Demand, -1 = Supply)
Real-time mitigation check (every bar): Demand zone (type == 1): if close < ob_btm → immediately delete
Supply zone (type == -1): if close > ob_top → immediately delete
Only unmitigated blocks remain.
Drawing Logic (executed only on the last bar) Uses pre-created box objects (up to ob_showlast boxes)
For the latest N unmitigated blocks: Left side = time of the extreme candle
Top/Bottom = high/low of that candle
Extends infinitely right (extend.right)
Colors: blue for demand, red for supply.
One-Sentence Summary“When price breaks the extreme of the candle 2 bars ago → scan backward for candles smaller than 2× threshold → pick the most extreme single candle as the Order Block → draw box extending right → delete as soon as price closes through it.”This is a classic Institutional Order Block approach: it treats the “last small-bodied candle before a strong move” as the smart-money entry zone, triggers on structure breaks, automatically removes invalidated zones, and keeps only the most recent 5 valid ones. Clean, efficient, and highly practical for trading.
该指标的总体逻辑
这是一个基于“结构突破+极小实体K线”的自动订单块（OB）绘图指标。它识别两种类型的区域：需求区（看涨 OB）：蓝色半透明框（看涨入场区）
供给区（看跌 OB）：红色半透明框（看跌入场区）
核心思想：
当价格突破两根K线前的最高价/最低价时，脚本会向前扫描，找到最极端的小型K线（在过滤范围内），使用该K线的最高价/最低价作为订单块边界，绘制一个向右无限延伸的框，并保持该框，直到价格突破（缓解）该框。详细逻辑分解（按代码执行顺序）输入设置 show_ob：显示订单块（开/关）
ob_showlast：要显示的最新未缓解订单块的最大数量（默认为5）
ob_filter：小型K线过滤器 “Atr” → 使用 ta.atr(200)
“累计均值范围” → 使用（最高价 - 最低价）的累计平均值
两者均乘以2定义“小实体”阈值。
触发条件（结构突破检测）pinescript
如果 ta.crossover(close, high[2]) // 收盘价突破前两根K线的最高价
→ 创建**需求区（牛市突破）** → 调用 `ob_coord(false, bar_index[2], ...)`
如果 ta.crossunder(close, low[2]) // 收盘价跌破前两根K线的最低价
→ 创建**供给区（熊市突破）** → 调用 `ob_coord(true, bar_index[2], ...)`
这实际上检测的是三根K线的结构突破（当前K线突破前两根K线的最高价）。
订单块坐标计算（ob_coord 函数的核心）
需求区示例（use_max = false）：从触发柱（bar_index[2]）向后扫描
仅考虑小实体K线：(high - low) < threshold * 2
在这些小实体K线中，找到最低价 → 将其记录为 min
将该K线的最高价作为 max
最终订单块 = 该K线的 [high, low]，时间戳 = 该K线的时间
供给区示例（use_max = true）：逻辑相反——找到小实体K线中的最高价，并使用该K线的最低价作为下限。→ 结果：每个订单块始终由一根小实体K线组成（绝非合并区域），但它是扫描范围内最极端的K线。
订单块生命周期管理：创建后，数据存储在 4 个数组中：ob_top、ob_btm、ob_left 和 ob_type（1 = 需求，-1 = 供给）。
实时缓解检查（每根K线）：需求区（type == 1）：如果收盘价 < ob_btm → 立即删除。
供给区（type == -1）：如果收盘价 > ob_top → 立即删除。
仅保留未缓解的订单块。
绘制逻辑（仅在最后一根K线执行）：使用预先创建的方框对象（最多 ob_showlast 个方框）。
对于最近的 N 个未缓解的订单块：左侧 = 极端K线的时间。
顶部/底部 = 该K线的最高价/最低价。
向右无限延伸（extend.right）。
颜色：蓝色代表需求，红色代表供给。
一句话总结：“当价格突破两根K线前的极值时 → 向前扫描小于两倍阈值的K线 → 选择最极端的单根K线作为订单块 → 向右绘制延伸的框 → 一旦价格收盘穿过该框，立即删除。”这是一种经典的机构订单块策略：它将“强势行情前的最后一根小实体K线”视为精明资金的入场区域，在结构突破时触发，自动移除无效区域，并仅保留最近的5个有效区域。简洁、高效且极具交易实用性。
Mã nguồn mở
Theo đúng tinh thần TradingView, tác giả của tập lệnh này đã công bố nó dưới dạng mã nguồn mở, để các nhà giao dịch có thể xem xét và xác minh chức năng. Chúc mừng tác giả! Mặc dù bạn có thể sử dụng miễn phí, hãy nhớ rằng việc công bố lại mã phải tuân theo Nội quy.
📈 专注市场动态与技术分析
📲 自建神经网络量化系统
🌏 AASFANS （抖音微信同号，添加备注来意，拒闲聊）
X：@AASFANS
📲 自建神经网络量化系统
🌏 AASFANS （抖音微信同号，添加备注来意，拒闲聊）
X：@AASFANS
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.
Mã nguồn mở
Theo đúng tinh thần TradingView, tác giả của tập lệnh này đã công bố nó dưới dạng mã nguồn mở, để các nhà giao dịch có thể xem xét và xác minh chức năng. Chúc mừng tác giả! Mặc dù bạn có thể sử dụng miễn phí, hãy nhớ rằng việc công bố lại mã phải tuân theo Nội quy.
📈 专注市场动态与技术分析
📲 自建神经网络量化系统
🌏 AASFANS （抖音微信同号，添加备注来意，拒闲聊）
X：@AASFANS
📲 自建神经网络量化系统
🌏 AASFANS （抖音微信同号，添加备注来意，拒闲聊）
X：@AASFANS
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.