{ 第一部分：三重波动率压缩监测 }
{维度一：ATR真实波幅压缩，TR改为TR_VAL规避系统函数重名}
TR_VAL:=MAX(MAX(HIGH-LOW,Abs(REF(CLOSE,1)-HIGH)),ABS(REF(CLOSE,1)-LOW));
ATR14:=MA(TR_VAL,14);
ATR比率:=ATR14/CLOSE*100;
ATR压缩:=ATR比率<LLV(ATR比率,60)*1.1; {ATR处于60日低位}
{维度二：布林带带宽压缩}
MB:=MA(CLOSE,20);
UB:=MB+2*STD(CLOSE,20);
LB:=MB-2*STD(CLOSE,20);
布林带宽:=(UB-LB)/MB*100;
布林收口:=布林带宽<LLV(布林带宽,60)*1.1; {带宽处于60日低位}
{维度三：均线粘合度压缩}
MA5:=MA(CLOSE,5);
MA10:=MA(CLOSE,10);
MA20:=MA(CLOSE,20);
MA60:=MA(CLOSE,60);
均线极差:=(HHV(MA5,5)-LLV(MA60,5))/MA60*100;
均线粘合:=均线极差<3; {四线粘合度小于3%}
{三重压缩共振：三个条件同时满足}
三重压缩:=ATR压缩 AND 布林收口 AND 均线粘合;
{第二部分：突破方向确认 }
{价格突破压缩区间上沿}
压缩区间高点:=HHV(HIGH,20);
价格突破:=CLOSE>压缩区间高点 AND CLOSE>OPEN;
{量能确认：突破日成交量显著放大}
量能突破:=vol>MA(VOL,5)*2 AND VOL>REF(VOL,1)*1.5;
{ATR同步扩张：波动率开始放大，确认突破有效性}
ATR扩张:=ATR14>REF(ATR14,1) AND ATR14>REF(ATR14,2);
{第三部分：分层信号逻辑 }
{买点：三重压缩后首次突破 + 量能确认 + ATR扩张}
压缩突破买点:=三重压缩 AND 价格突破 AND 量能突破 AND ATR扩张;
{通用基础条件：ATR拐头向下、价格跌破短期均线}
ATR高位拐头:=ATR14<REF(ATR14,1) AND REF(ATR14,1)<REF(ATR14,2) AND ATR比率>HHV(ATR比率,20)*0.7;
趋势破坏:=CLOSE<MA(CLOSE,10) AND CLOSE<MA(CLOSE,20);
{新增：60日区间涨跌幅，区分高低位置}
六十日区间:=HHV(H,60)-LLV(L,60);
相对位置:=(C-LLV(L,60))/六十日区间*100;
高位区间:=相对位置>65;{60日区间上沿，上涨高位}
低位区间:=相对位置<30;{60日区间下沿，下跌低位}
{1、高位动能衰竭：上涨良性回踩，小仓低吸做价差}
高位动能衰竭:=ATR高位拐头 AND 趋势破坏 AND 高位区间;
{2、低位动能耗尽：下跌末端抛压出清，阶段底分批布局}
低位动能耗尽:=ATR高位拐头 AND 趋势破坏 AND 低位区间;
{ 第四部分：可视化输出，文字适配你的交易思路 }
{绘制三重压缩背景：灰色区域表示市场处于极度压缩蓄力状态}
STICKLINE(三重压缩,10,90,1,0),COLORGRAY;
{绘制布林带宽度曲线，直观观察收口/开口}
带宽曲线:布林带宽/2,COLORYELLOW,LINETHICK2;
{绘制ATR比率曲线}
ATR曲线:ATR比率,COLORWHITE,LINETHICK1;
{多头突破买点}
DRAWICON(压缩突破买点,80,1);
DRAWTEXT(压缩突破买点,85,'压缩突破'),COLORYELLOW;
{高位回踩信号：修改文字为小仓价差低吸}
DRAWICON(高位动能衰竭,20,2);
DRAWTEXT(高位动能衰竭,15,'高位回踩·小仓低吸价差'),COLORCYAN;
{低位底部信号}
DRAWICON(低位动能耗尽,10,34);
DRAWTEXT(低位动能耗尽,5,'动能耗尽·阶段底布局'),COLORGREEN;
{辅助文字数值显示}
DRAWTEXT_FIX(1,0.01,0.01,0,'ATR比率：'),COLORWHITE;
DRAWNUMBER_FIX(1,0.12,0.01,0,ATR比率),COLORRED;
DRAWTEXT_FIX(1,0.18,0.01,0,'%'),COLORWHITE;
DRAWTEXT_FIX(1,0.01,0.10,0,'布林带宽：'),COLORWHITE;
DRAWNUMBER_FIX(1,0.12,0.10,0,布林带宽),COLORYELLOW;
DRAWTEXT_FIX(1,0.18,0.10,0,'%'),COLORWHITE;
