BMNR_Pine_Script/main.pine at main · AlchemySchool/BMNR_Pine_Script · GitHub

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//@version=5
indicator("BMNR Power Law", overlay=true, shorttitle="BMNR Adv Signal")

// ==========================================
// --- 1. 数据源与基础模型参数 ---
// ==========================================
grp_data = "数据源设置"
eth_ticker = input.symbol("COINBASE:ETHUSD", "ETH 交易对代码", group=grp_data)

grp_model = "基础幂律参数 (Power Law)"
mid_scale = input.float(0.00057, "中轨 Scale (A)", group=grp_model)
mid_exp   = input.float(1.3625, "中轨 Exponent (B)", group=grp_model)

top_scale = input.float(0.00097, "上轨 Scale (A)", group=grp_model)
top_exp   = input.float(1.3144, "上轨 Exponent (B)", group=grp_model)

bot_scale = input.float(0.00148, "下轨 Scale (A)", group=grp_model)
bot_exp   = input.float(1.2291, "下轨 Exponent (B)", group=grp_model)

// ==========================================
// --- 2. 进阶波动率修正 (ATR) ---
// ==========================================
grp_adv = "波动率动态修正 (过滤假突破)"
use_atr_adj = input.bool(true, "开启 ATR 弹性轨道？", group=grp_adv)
atr_period  = input.int(14, "ATR 周期", minval=1, group=grp_adv)
atr_mult    = input.float(1.0, "ATR 修正系数", step=0.1, group=grp_adv)

// ==========================================
// --- 3. 显示设置 ---
// ==========================================
grp_disp = "显示设置"
use_filter = input.bool(true, "仅在特定时间内显示信号？", group=grp_disp)
start_time = input.time(timestamp("2024-01-01 00:00:00"), "显示开始时间", group=grp_disp)
end_time   = input.time(timestamp("2026-12-31 23:59:59"), "显示结束时间", group=grp_disp)

show_signal = not use_filter or (time >= start_time and time <= end_time)

// ==========================================
// --- 4. 核心计算逻辑 ---
// ==========================================
// 获取 ETH 日线关闭价格
eth_price_d = request.security(eth_ticker, "D", close, gaps=barmerge.gaps_off)

// 计算基础幂律轨道
base_top = top_scale * math.pow(eth_price_d, top_exp)
base_mid = mid_scale * math.pow(eth_price_d, mid_exp)
base_bot = bot_scale * math.pow(eth_price_d, bot_exp)

// 计算 ATR 修正值
atr_val = ta.atr(atr_period)
adj_val = use_atr_adj ? atr_val * atr_mult : 0

// 最终动态轨道
val_top = base_top + adj_val
val_mid = base_mid
val_bot = base_bot - adj_val

// ==========================================
// --- 5. 绘图与视觉反馈 ---
// ==========================================
plot_top = plot(val_top, "动态压力位 (红)", color=color.new(color.red, 0), linewidth=2)
plot_mid = plot(val_mid, "价值中枢 (蓝)", color=color.new(color.blue, 50), linewidth=1, style=plot.style_linebr)
plot_bot = plot(val_bot, "动态支撑位 (绿)", color=color.new(color.green, 0), linewidth=2)

// 填充区间
fill(plot_top, plot_bot, color=color.new(color.gray, 95), title="估值合理区")

// 信号判定
is_buy  = ta.crossunder(close, val_bot) and show_signal
is_sell = ta.crossover(close, val_top) and show_signal

// 绘制图标
plotshape(is_buy,  title="抄底", style=shape.arrowup,   location=location.belowbar, color=color.green, size=size.normal, text="BUY")
plotshape(is_sell, title="逃顶", style=shape.arrowdown, location=location.abovebar, color=color.red,   size=size.normal, text="SELL")

// 极端行情背景高亮
bgcolor(show_signal and close <= val_bot ? color.new(color.green, 90) : na)
bgcolor(show_signal and close >= val_top ? color.new(color.red, 90) : na)

// ==========================================
// --- 6. 实时状态面板 (Dashboard) ---
// ==========================================
var table panel = table.new(position.top_right, 2, 4, border_width=1, border_color=color.gray)
if barstate.islast
    premium = (close - val_mid) / val_mid * 100
    status_color = close >= val_top ? color.red : (close <= val_bot ? color.green : color.gray)

    table.cell(panel, 0, 0, "基准 ETH", bgcolor=color.gray, text_color=color.white)
    table.cell(panel, 1, 0, str.tostring(eth_price_d, "#.##"), bgcolor=color.black, text_color=color.white)

    table.cell(panel, 0, 1, "偏离度", bgcolor=color.gray, text_color=color.white)
    table.cell(panel, 1, 1, str.tostring(premium, "#.1") + "%", bgcolor=status_color, text_color=color.white)

    table.cell(panel, 0, 2, "轨道宽度 (ATR)", bgcolor=color.gray, text_color=color.white)
    table.cell(panel, 1, 2, str.tostring(adj_val, "#.##"), bgcolor=color.black, text_color=color.white)

    table.cell(panel, 0, 3, "当前价格", bgcolor=color.gray, text_color=color.white)
    table.cell(panel, 1, 3, str.tostring(close, "#.##"), bgcolor=color.black, text_color=color.white)

// ==========================================
// --- 7. 预设警报逻辑 (用于 Telegram 推送) ---
// ==========================================

// 构造推送文本
string buy_msg = "🟢 **BMNR 抄底预警**\n" +
                 "------------------\n" +
                 "当前价格: " + str.tostring(close, "#.####") + "\n" +
                 "支撑位(下轨): " + str.tostring(val_bot, "#.####") + "\n" +
                 "ETH参考价: " + str.tostring(eth_price_d, "#.##") + "\n" +
                 "偏离度: " + str.tostring((close - val_mid) / val_mid * 100, "#.1") + "%"

string sell_msg = "🔴 **BMNR 逃顶预警**\n" +
                  "------------------\n" +
                  "当前价格: " + str.tostring(close, "#.####") + "\n" +
                  "压力位(上轨): " + str.tostring(val_top, "#.####") + "\n" +
                  "ETH参考价: " + str.tostring(eth_price_d, "#.##") + "\n" +
                  "偏离度: " + str.tostring((close - val_mid) / val_mid * 100, "#.1") + "%"

// 触发逻辑
if is_buy
    alert(buy_msg, alert.freq_once_per_bar_close) // 每次收盘确认破位才发，减少误报

if is_sell
    alert(sell_msg, alert.freq_once_per_bar_close)