缠论笔结构简洁版

#property copyright "XAUOF 指标工坊"
#property version   "2.0"
#property strict
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots   3

//--- 笔线：DRAW_SECTION 只占 1 个缓冲区，会把相邻的非空值直接连成折线
#property indicator_type1   DRAW_SECTION
#property indicator_color1  clrCyan
#property indicator_width1  2
#property indicator_label1  "笔"

//--- 顶分型箭头
#property indicator_type2   DRAW_ARROW
#property indicator_color2  clrOrangeRed
#property indicator_width2  2
#property indicator_label2  "顶分型"

//--- 底分型箭头
#property indicator_type3   DRAW_ARROW
#property indicator_color3  clrDeepSkyBlue
#property indicator_width3  2
#property indicator_label3  "底分型"

//============================ 可调参数 ============================
input int  FractalBars    = 5;     // 分型识别宽度：左右各比较几根K线。越大转折越少越干净，日线推荐5，M15推荐3
input int  MinMovePoints  = 300;   // 最小折返点数：小于这个幅度的反向转折直接忽略。黄金推荐300-800，外汇推荐300
input int  CalcBars       = 600;   // 只计算最近多少根K线，0=全部。设小一点图更清爽、速度更快
input bool ShowArrows     = true;  // 是否显示顶底分型箭头
input int  ArrowGapPoints = 0;     // 箭头与K线的间距（点）。0=自动按近期波幅计算
input int  KeyLevelCount  = 3;     // 只给最近几个转折点画水平线。0=完全不画（这是上一版满屏横线的开关）
input int  SegmentBars    = 24;    // 水平线长度（横跨几根K线）。不再用贯穿全图的HLINE
input bool ShowPriceLabel = true;  // 是否在水平线右端标价格数字

//============================ 绘图缓冲区 ============================
double PenBuffer[];   // 笔线（只在转折点有值，其余为 EMPTY_VALUE）
double TopBuffer[];   // 顶分型箭头
double BtmBuffer[];   // 底分型箭头

//============================ 转折点记录 ============================
// 三个平行数组存已确认的转折点：第几根K线、价格、是顶还是底
int    pvBar[];
double pvPrice[];
bool   pvTop[];
int    pvCount = 0;

const string OBJ_PREFIX = "CLN_";  // 本指标创建的图表对象统一前缀，方便一次性清理

//+------------------------------------------------------------------+
//| 初始化                                                            |
//+------------------------------------------------------------------+
int OnInit()
{
   // 参数兜底，防止用户填 0 或负数导致循环越界
   if(FractalBars < 1)
   {
      Print("FractalBars 必须 >= 1");
      return INIT_PARAMETERS_INCORRECT;
   }

   SetIndexBuffer(0, PenBuffer, INDICATOR_DATA);
   SetIndexBuffer(1, TopBuffer, INDICATOR_DATA);
   SetIndexBuffer(2, BtmBuffer, INDICATOR_DATA);

   // 空值一律用 EMPTY_VALUE，绝不能用 0（0 是合法价格，会把线拉到图表底部）
   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
   PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
   PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE);

   PlotIndexSetInteger(1, PLOT_ARROW, 234);  // 顶：向下箭头
   PlotIndexSetInteger(2, PLOT_ARROW, 233);  // 底：向上箭头

   IndicatorSetString(INDICATOR_SHORTNAME, "缠论笔结构");
   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);

   ArrayResize(pvBar, 0);
   ArrayResize(pvPrice, 0);
   ArrayResize(pvTop, 0);
   pvCount = 0;

   return INIT_SUCCEEDED;
}

//+------------------------------------------------------------------+
//| 卸载时清掉自己画的对象，不给用户留垃圾                            |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   ObjectsDeleteAll(0, OBJ_PREFIX);
   ChartRedraw(0);
}

//+------------------------------------------------------------------+
//| 主计算                                                            |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
{
   // 至少要够一个分型的宽度
   if(rates_total < FractalBars * 2 + 2) return 0;

   // 笔结构是"一根新K线可能改写整条笔"的东西，所以每出现一根新K线就在窗口内整体重算一次。
   // 盘中每个tick都重算没有意义，只会拖慢终端。
   static datetime lastBarTime = 0;
   static int      lastRates   = 0;
   bool needRecalc = (prev_calculated == 0)
                  || (rates_total != lastRates)
                  || (time[rates_total - 1] != lastBarTime);
   if(!needRecalc) return rates_total;

   lastBarTime = time[rates_total - 1];
   lastRates   = rates_total;

   // 整体重算前先把缓冲区全部清成空值，避免残留旧箭头
   ArrayInitialize(PenBuffer, EMPTY_VALUE);
   ArrayInitialize(TopBuffer, EMPTY_VALUE);
   ArrayInitialize(BtmBuffer, EMPTY_VALUE);

   // 只处理最近 CalcBars 根，索引 0 是最老的K线，rates_total-1 是当前K线
   int startBar = 0;
   if(CalcBars > 0 && rates_total > CalcBars)
      startBar = rates_total - CalcBars;

   DetectPivots(rates_total, startBar, high, low);

   // 把转折点写进绘图缓冲区：DRAW_SECTION 会自动把它们连成笔线
   double gap = AutoGap(rates_total, high, low);
   for(int p = 0; p < pvCount; p++)
   {
      int b = pvBar[p];
      if(b < 0 || b >= rates_total) continue;   // 索引兜底

      PenBuffer[b] = pvPrice[p];

      if(ShowArrows)
      {
         if(pvTop[p]) TopBuffer[b] = pvPrice[p] + gap;   // 顶箭头画在K线上方
         else         BtmBuffer[b] = pvPrice[p] - gap;   // 底箭头画在K线下方
      }
   }

   DrawKeyLevels(rates_total, time);

   return rates_total;
}

//+------------------------------------------------------------------+
//| 扫描分型并按"顶底交替"整理成笔                                    |
//+------------------------------------------------------------------+
void DetectPivots(const int rates_total, const int startBar,
                  const double &high[], const double &low[])
{
   pvCount = 0;
   ArrayResize(pvBar, 0);
   ArrayResize(pvPrice, 0);
   ArrayResize(pvTop, 0);

   // 分型需要左右各 FractalBars 根K线才能确认，所以两端各留出这么多
   int first = MathMax(startBar, FractalBars);
   int last  = rates_total - 1 - FractalBars;

   for(int i = first; i <= last && !IsStopped(); i++)
   {
      bool isTop = true;   // 顶分型：这根的最高价比左右邻居都高
      bool isBtm = true;   // 底分型：这根的最低价比左右邻居都低

      for(int j = 1; j <= FractalBars; j++)
      {
         // 左边允许相等、右边必须严格超过，这样遇到并列高点取靠前那根，不会重复标
         if(high[i] < high[i - j] || high[i] <= high[i + j]) isTop = false;
         if(low[i]  > low[i - j]  || low[i]  >= low[i + j])  isBtm = false;
         if(!isTop && !isBtm) break;
      }

      if(isTop && isBtm) continue;          // 理论上不会同时成立，保险起见跳过
      if(isTop)      AddPivot(i, high[i], true);
      else if(isBtm) AddPivot(i, low[i],  false);
   }
}

//+------------------------------------------------------------------+
//| 加入一个转折点：同向取更极端的，反向要够幅度才认                  |
//+------------------------------------------------------------------+
void AddPivot(const int bar, const double price, const bool isTop)
{
   if(pvCount == 0)
   {
      PushPivot(bar, price, isTop);
      return;
   }

   int lastIdx = pvCount - 1;

   // 情况一：和上一个转折同方向（连续几个顶或连续几个底）
   // 只保留最极端的那一个，顶取最高、底取最低
   if(pvTop[lastIdx] == isTop)
   {
      if((isTop && price > pvPrice[lastIdx]) || (!isTop && price < pvPrice[lastIdx]))
      {
         pvBar[lastIdx]   = bar;
         pvPrice[lastIdx] = price;
      }
      return;
   }

   // 情况二：反方向转折。幅度不到 MinMovePoints 就当成噪音丢掉，
   // 这是横盘时不再来回画小锯齿的关键
   double minMove = (double)MinMovePoints * _Point;
   if(MathAbs(price - pvPrice[lastIdx]) < minMove) return;

   PushPivot(bar, price, isTop);
}

//+------------------------------------------------------------------+
//| 往转折点数组尾部追加一条记录                                      |
//+------------------------------------------------------------------+
void PushPivot(const int bar, const double price, const bool isTop)
{
   int n = pvCount + 1;
   if(ArrayResize(pvBar, n)   < n) return;
   if(ArrayResize(pvPrice, n) < n) return;
   if(ArrayResize(pvTop, n)   < n) return;

   pvBar[pvCount]   = bar;
   pvPrice[pvCount] = price;
   pvTop[pvCount]   = isTop;
   pvCount = n;
}

//+------------------------------------------------------------------+
//| 箭头离K线的距离：手填就用手填的，填0就按近20根平均振幅算          |
//+------------------------------------------------------------------+
double AutoGap(const int rates_total, const double &high[], const double &low[])
{
   if(ArrowGapPoints > 0) return (double)ArrowGapPoints * _Point;

   int n = MathMin(20, rates_total);
   if(n <= 0) return 10 * _Point;          // 除数为0的保护

   double sum = 0.0;
   for(int i = rates_total - n; i < rates_total; i++)
   {
      if(i < 0) continue;
      sum += (high[i] - low[i]);
   }

   double avg = sum / n;                    // n 已确认 > 0
   if(avg <= 0.0) return 10 * _Point;
   return avg * 0.6;
}

//+------------------------------------------------------------------+
//| 只给最近 KeyLevelCount 个转折点画短水平线段（不是贯穿全图的横线） |
//+------------------------------------------------------------------+
void DrawKeyLevels(const int rates_total, const datetime &time[])
{
   // 每次重画前先全清，对象数量很少（最多 KeyLevelCount*2 个），开销可以忽略
   ObjectsDeleteAll(0, OBJ_PREFIX);

   if(KeyLevelCount <= 0 || pvCount <= 0)
   {
      ChartRedraw(0);
      return;
   }

   int n    = MathMin(KeyLevelCount, pvCount);
   int secs = PeriodSeconds(PERIOD_CURRENT);
   if(secs <= 0) secs = 60;                 // 极端情况兜底

   for(int k = 0; k < n; k++)
   {
      int p = pvCount - 1 - k;              // 从最新的转折点往前取
      if(p < 0) break;

      int b1 = pvBar[p];
      if(b1 < 0 || b1 >= rates_total) continue;

      double price = pvPrice[p];
      datetime t1  = time[b1];

      // 线段右端：转折点往右数 SegmentBars 根。超出已有K线就按周期往未来推时间
      int b2 = b1 + MathMax(1, SegmentBars);
      datetime t2;
      if(b2 < rates_total) t2 = time[b2];
      else                 t2 = time[rates_total - 1] + (datetime)((b2 - (rates_total - 1)) * secs);

      color clr = pvTop[p] ? clrOrangeRed : clrDeepSkyBlue;

      string nm = OBJ_PREFIX + "LV_" + IntegerToString(p);
      if(ObjectCreate(0, nm, OBJ_TREND, 0, t1, price, t2, price))
      {
         ObjectSetInteger(0, nm, OBJPROP_COLOR, clr);
         ObjectSetInteger(0, nm, OBJPROP_STYLE, STYLE_DOT);
         ObjectSetInteger(0, nm, OBJPROP_WIDTH, 1);
         ObjectSetInteger(0, nm, OBJPROP_RAY_LEFT, false);
         ObjectSetInteger(0, nm, OBJPROP_RAY_RIGHT, false);   // 关键：不向右延伸
         ObjectSetInteger(0, nm, OBJPROP_BACK, true);
         ObjectSetInteger(0, nm, OBJPROP_SELECTABLE, false);
         ObjectSetInteger(0, nm, OBJPROP_HIDDEN, true);
      }

      if(ShowPriceLabel)
      {
         string tn = OBJ_PREFIX + "TX_" + IntegerToString(p);
         if(ObjectCreate(0, tn, OBJ_TEXT, 0, t2, price))
         {
            ObjectSetString(0, tn, OBJPROP_TEXT, DoubleToString(price, _Digits));
            ObjectSetInteger(0, tn, OBJPROP_COLOR, clr);
            ObjectSetInteger(0, tn, OBJPROP_FONTSIZE, 8);
            ObjectSetInteger(0, tn, OBJPROP_ANCHOR, ANCHOR_LEFT);
            ObjectSetInteger(0, tn, OBJPROP_SELECTABLE, false);
            ObjectSetInteger(0, tn, OBJPROP_HIDDEN, true);
         }
      }
   }

   ChartRedraw(0);
}