Автоматическое определение рыночной структуры (BOS и CHoCH) в Pine Script v5

//@version=5
indicator("Market Structure (BOS & CHoCH) with Zigzag", overlay=true, max_labels_count=500, max_lines_count=500)

// --- Inputs ---
pivotLookback = input.int(10, "Pivot Lookback (Bars)", minval=5, maxval=50)
showBOS = input.bool(true, "Show Break of Structure (BOS)")
bosColor = input.color(color.new(color.green, 0), "BOS Color")
showCHoCH = input.bool(true, "Show Change of Character (CHoCH)")
chochColor = input.color(color.new(color.red, 0), "CHoCH Color")
showSwingLines = input.bool(true, "Show Swing Lines")
swingLineColor = input.color(color.new(color.gray, 70), "Swing Line Color")
labelOffset = input.float(0.005, "Label Offset (Price %)", minval=0.001, maxval=0.05) // Unified offset

// --- Global Variables for Market Structure ---
// Store confirmed swing points and their bar indices
var float lastConfirmedHigh = na
var int lastConfirmedHighBarIndex = na
var float lastConfirmedLow = na
var int lastConfirmedLowBarIndex = na

var float previousConfirmedHigh = na
var int previousConfirmedHighBarIndex = na
var float previousConfirmedLow = na
var int previousConfirmedLowBarIndex = na

// --- Helper Functions ---
// Function to identify a pivot high
f_isPivotHigh(src, lookback) =>
    src[lookback] == ta.highest(src, lookback + 1) and src[lookback] == ta.highest(src[lookback], lookback)

// Function to identify a pivot low
f_isPivotLow(src, lookback) =>
    src[lookback] == ta.lowest(src, lookback + 1) and src[lookback] == ta.lowest(src[lookback], lookback)

// --- Main Logic ---
isHighPivot = f_isPivotHigh(high, pivotLookback)
isLowPivot = f_isPivotLow(low, pivotLookback)

// Update confirmed swing points
if isHighPivot
    previousConfirmedHigh := lastConfirmedHigh
    previousConfirmedHighBarIndex := lastConfirmedHighBarIndex
    lastConfirmedHigh := high[pivotLookback]
    lastConfirmedHighBarIndex := bar_index[pivotLookback]

if isLowPivot
    previousConfirmedLow := lastConfirmedLow
    previousConfirmedLowBarIndex := lastConfirmedLowBarIndex
    lastConfirmedLow := low[pivotLookback]
    lastConfirmedLowBarIndex := bar_index[pivotLookback]

// Determine current market trend based on confirmed swings
var string currentMarketTrend = "neutral" // "bullish", "bearish", "ranging"

// Only determine trend if we have at least two confirmed highs and lows
if not na(lastConfirmedHigh) and not na(lastConfirmedLow) and not na(previousConfirmedHigh) and not na(previousConfirmedLow)
    bool isHigherHigh = lastConfirmedHigh > previousConfirmedHigh
    bool isLowerHigh = lastConfirmedHigh < previousConfirmedHigh
    bool isHigherLow = lastConfirmedLow > previousConfirmedLow
    bool isLowerLow = lastConfirmedLow < previousConfirmedLow

    if isHigherHigh and isHigherLow
        currentMarketTrend := "bullish"
    else if isLowerHigh and isLowerLow
        currentMarketTrend := "bearish"
    else
        currentMarketTrend := "ranging" // Price is consolidating or unclear trend

// --- BOS and CHoCH Detection ---
// Use arrays to store lines and labels for persistence
var line[] bosLines = array.new_line()
var label[] bosLabels = array.new_label()
var line[] chochLines = array.new_line()
var label[] chochLabels = array.new_label()

// Clear old lines/labels to manage memory and avoid clutter
// For simplicity, we'll keep a limited number.
maxObjects = 100 // Max lines/labels to keep on chart
if array.size(bosLines) > maxObjects
    line.delete(array.shift(bosLines))
if array.size(bosLabels) > maxObjects
    label.delete(array.shift(bosLabels))
if array.size(chochLines) > maxObjects
    line.delete(array.shift(chochLines))
if array.size(chochLabels) > maxObjects
    label.delete(array.shift(chochLabels))


// Ensure we have enough confirmed swings to determine structure
if not na(lastConfirmedHigh) and not na(lastConfirmedLow) and not na(previousConfirmedHigh) and not na(previousConfirmedLow)
    // Break of Structure (BOS)
    if showBOS
        // Bullish BOS: Price breaks above lastConfirmedHigh in a bullish trend
        if currentMarketTrend == "bullish" and close > lastConfirmedHigh and bar_index > lastConfirmedHighBarIndex
            array.push(bosLines, line.new(lastConfirmedHighBarIndex, lastConfirmedHigh, bar_index, lastConfirmedHigh, xloc=xloc.bar_index, extend=extend.right, color=bosColor, style=line.style_dashed, width=1))
            array.push(bosLabels, label.new(bar_index, lastConfirmedHigh * (1 + labelOffset), "BOS", xloc=xloc.bar_index, yloc=yloc.abovebar, color=bosColor, textcolor=color.white, style=label.style_label_down))

        // Bearish BOS: Price breaks below lastConfirmedLow in a bearish trend
        else if currentMarketTrend == "bearish" and close < lastConfirmedLow and bar_index > lastConfirmedLowBarIndex
            array.push(bosLines, line.new(lastConfirmedLowBarIndex, lastConfirmedLow, bar_index, lastConfirmedLow, xloc=xloc.bar_index, extend=extend.right, color=bosColor, style=line.style_dashed, width=1))
            array.push(bosLabels, label.new(bar_index, lastConfirmedLow * (1 - labelOffset), "BOS", xloc=xloc.bar_index, yloc=yloc.belowbar, color=bosColor, textcolor=color.white, style=label.style_label_up))

    // Change of Character (CHoCH)
    if showCHoCH
        // Bullish CHoCH: Price breaks above lastConfirmedHigh in a bearish trend (potential reversal)
        if currentMarketTrend == "bearish" and close > lastConfirmedHigh and bar_index > lastConfirmedHighBarIndex
            array.push(chochLines, line.new(lastConfirmedHighBarIndex, lastConfirmedHigh, bar_index, lastConfirmedHigh, xloc=xloc.bar_index, extend=extend.right, color=chochColor, style=line.style_dashed, width=1))
            array.push(chochLabels, label.new(bar_index, lastConfirmedHigh * (1 + labelOffset), "CHoCH", xloc=xloc.bar_index, yloc=yloc.abovebar, color=chochColor, textcolor=color.white, style=label.style_label_down))

        // Bearish CHoCH: Price breaks below lastConfirmedLow in a bullish trend (potential reversal)
        else if currentMarketTrend == "bullish" and close < lastConfirmedLow and bar_index > lastConfirmedLowBarIndex
            array.push(chochLines, line.new(lastConfirmedLowBarIndex, lastConfirmedLow, bar_index, lastConfirmedLow, xloc=xloc.bar_index, extend=extend.right, color=chochColor, style=line.style_dashed, width=1))
            array.push(chochLabels, label.new(bar_index, lastConfirmedLow * (1 - labelOffset), "CHoCH", xloc=xloc.bar_index, yloc=yloc.belowbar, color=chochColor, textcolor=color.white, style=label.style_label_up))

// --- Plotting Swing Lines ---
// Use arrays for swing lines to persist them
var line[] swingLines = array.new_line()
if array.size(swingLines) > maxObjects
    line.delete(array.shift(swingLines))

if showSwingLines and not na(lastConfirmedHigh) and not na(lastConfirmedLow) and not na(previousConfirmedHigh) and not na(previousConfirmedLow)
    // Plot lines connecting previous confirmed high to last confirmed high
    if not na(previousConfirmedHighBarIndex) and not na(lastConfirmedHighBarIndex) and previousConfirmedHighBarIndex < lastConfirmedHighBarIndex
        array.push(swingLines, line.new(previousConfirmedHighBarIndex, previousConfirmedHigh, lastConfirmedHighBarIndex, lastConfirmedHigh, xloc=xloc.bar_index, color=swingLineColor, width=1))
    // Plot lines connecting previous confirmed low to last confirmed low
    if not na(previousConfirmedLowBarIndex) and not na(lastConfirmedLowBarIndex) and previousConfirmedLowBarIndex < lastConfirmedLowBarIndex
        array.push(swingLines, line.new(previousConfirmedLowBarIndex, previousConfirmedLow, lastConfirmedLowBarIndex, lastConfirmedLow, xloc=xloc.bar_index, color=swingLineColor, width=1))

// Plot current swing points for debugging/visualization
plot(lastConfirmedHigh, "Last Confirmed High", color.blue, style=plot.style_circles, linewidth=2)
plot(lastConfirmedLow, "Last Confirmed Low", color.fuchsia, style=plot.style_circles, linewidth=2)

// Optional: Plot current trend for visualization
plotshape(currentMarketTrend == "bullish" ? low : na, "Bullish Trend", shape.triangleup, location.belowbar, color.green, size=size.tiny)
plotshape(currentMarketTrend == "bearish" ? high : na, "Bearish Trend", shape.triangledown, location.abovebar, color.red, size=size.tiny)