求python大佬翻一个tradingview指标到python - 全球主机交流论坛

// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © LuxAlgo
//@version=5
indicator("QQE Weighted Oscillator [LuxAlgo]", "LuxAlgo - QQE Weighted Oscillator")
//------------------------------------------------------------------------------
//Settings
//-----------------------------------------------------------------------------{
length = input.int(14, minval = 1)
factor = input.float(4.236, minval = 0)
smooth = input.int(5, minval = 1)
weight = input.float(2)
src = input(close)
//Style
rsiCss = input(#3179f5, 'RSI', group = 'Style')
tsBearCss = input(color.red, 'Trailing Stop', group = 'Style', inline = 'inline1')
tsBullCss = input(color.teal, '', group = 'Style', inline = 'inline1')
//-----------------------------------------------------------------------------}
//Weighted QQE
//-----------------------------------------------------------------------------{
var ts = 0.
var rsi = 0.
delta = src - src[1]
w = nz(delta * (rsi - ts) > 0 ? weight : 1, 1)
//Rsi
num = ta.rma(delta * w, length)
den = ta.rma(math.abs(delta * w), length)
rsi := 50 * ta.ema(num / den, smooth) + 50
//Trailing stop
diff = ta.rma(math.abs(rsi - rsi[1]), length)
crossover = ta.crossover(rsi, ts)
crossunder = ta.crossunder(rsi, ts)
ts := nz(crossover ? rsi - diff * factor
: crossunder ? rsi + diff * factor
: rsi > ts ? math.max(rsi - diff * factor, ts)
: math.min(rsi + diff * factor, ts), rsi)
//-----------------------------------------------------------------------------}
//Plots
//-----------------------------------------------------------------------------{
css = rsi > ts ? tsBullCss : tsBearCss
plot_rsi = plot(rsi, 'RSI', rsiCss)
plot_ts = plot(ts, 'Traling Stop', css)
fill(plot_rsi, plot_ts, rsi, ts, color.new(rsiCss, 50), color.new(css, 50))
hline(70)
hline(30)
//-----------------------------------------------------------------------------}

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def crossover(a, b):
"""
检查两个指标是否在给定时间点交叉。
Args:
a: 第一个指标值。
b: 第二个指标值。
Returns:
如果两个指标在给定时间点交叉，则返回 True，否则返回 False。
"""
if a[-1] < b[-1] and a[-2] >= b[-2]:
return True
elif a[-1] >= b[-1] and a[-2] < b[-2]:
return True
else:
return False

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# Settings
length = 14 # RSI 计算长度
factor = 4.236 # 追踪止损因子
smooth = 5 # RSI 平滑周期
weight = 2 # 基于追踪止损对 RSI 应用的权重
src = dataframe['close'] # 输入数据（通常是收盘价）
# 加权 QQE
ts = 0.0 # 追踪止损值
rsi = 0.0 # 相对强弱指数值
# 计算差额
delta = src - src[1]
# 计算权重
w = 1.0 if delta * (rsi - ts) <= 0 else weight
# 计算 RSI
num = pta.rma(delta * w, length) # 分子
den = pta.rma(abs(delta * w), length) # 分母
rsi = 50 * pta.ema(num / den, smooth) + 50
# 计算追踪止损
diff = pta.rma(abs(rsi - rsi[1]), length) # 绝对差额
crossover = crossover(rsi, ts) # RSI 穿越追踪止损上方
crossunder = crossover(rsi, ts) # RSI 穿越追踪止损下方
if crossover:
ts = rsi - diff * factor
elif crossunder:
ts = rsi + diff * factor
else:
ts = max(rsi - diff * factor, ts) if rsi > ts else min(rsi + diff * factor, ts)

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