BL-ESW Pinbar Market Lab Pro

//@version=6
// DEPRECATED: 数学层已落后于 prefix-causal dynamic-horizon canonical 版，仅供历史比较。
// Canonical: bl-esw-pinbar-market-lab.pine. 本文件信号不具执行权限。
indicator(title="BL-ESW Pinbar Market Lab Pro", shorttitle="BLEMBIP", overlay=true, max_labels_count=500)

// ============================================================
// 说明
// 本文件在对齐基线 bl-esw-pinbar-market-lab.pine 之上做信号优化：
//   1. 数学层（成本锚 / 成本带 / GetDelta 带 / 波动率 / z-score）逐行照搬，可信
//   2. 信号分强弱两级、买卖对称（强卖补动量+量能确认，治卖飞）
//   3. 触线独立成层：收盘穿越=强触线，影线触及被拒=弱触线
//   4. 趋势降级为背景参考，不压制任何信号
//   5. 防闪烁冷却 + 全量告警
// ============================================================

// ============================================================
// Inputs
// ============================================================
price_src = input.source(close, "Source")
exponential = input.bool(true, "Exponential MA")

// Pinbar
grp_pin = "Pinbar"
show_pinbar = input.bool(true, "Show Pinbar Black", group=grp_pin)
pin_ratio = input.float(2.0, "Wick Body Ratio", minval=1.0, step=0.1, group=grp_pin)

// Market Lab
grp_lab = "Market Lab"
show_lab = input.bool(true, "Enable Cost Strategy", group=grp_lab)
show_cost_band = input.bool(true, "Show Cost Band", group=grp_lab)
show_delta_band = input.bool(true, "Show GetDelta Band", group=grp_lab)
show_lab_bg = input.bool(true, "Show Discount Premium BG", group=grp_lab)
show_lab_panel = input.bool(true, "Show Status Panel", group=grp_lab)
show_legend = input.bool(true, "Show Legend", group=grp_lab)

cost_len = input.int(60, "Cost Window", minval=10, group=grp_lab)
recent_len = input.int(20, "Recent Window", minval=5, group=grp_lab)
vol_len = input.int(60, "Vol Window", minval=10, group=grp_lab)
holding_days = input.int(30, "Holding Days", minval=1, group=grp_lab)
trading_days = input.int(365, "Year Basis", options=[365, 252, 242, 179], group=grp_lab)
target_return_pct = input.float(30.0, "Target Return %", minval=0.0, step=1.0, group=grp_lab)
iv_override = input.float(0.0, "IV Override (0=use realized vol)", minval=0.0, step=0.01, group=grp_lab)
lp_range_width = input.float(0.10, "LP Range Width", minval=0.001, maxval=0.95, step=0.01, group=grp_lab)
lp_skew = input.float(1.0, "LP Skew", minval=0.01, step=0.05, group=grp_lab)
show_lp_band = input.bool(true, "Show LP Range", group=grp_lab)
show_position_row = input.bool(true, "Show Position Row", group=grp_lab)
show_match_row = input.bool(true, "Show Match Row", group=grp_lab)
profile = input.string("Balanced", "Profile", options=["Conservative", "Balanced", "Aggressive"], group=grp_lab)

// Pro 信号控制
grp_sig = "Pro Signals"
cooldown_bars = input.int(3, "Signal Cooldown (bars)", minval=0, group=grp_sig, tooltip="同类信号在 N 根 K 线内不重复触发，防闪烁。日线建议 3")
vol_ma_len = input.int(20, "Volume MA Length", minval=2, group=grp_sig)
show_touch = input.bool(true, "Show Line Touch Signals", group=grp_sig)
touch_alert_on = input.bool(true, "Enable Line Touch Alerts", group=grp_sig)
show_ma = input.bool(false, "Show MA Cross (legacy, default off)", group=grp_sig)
show_trend_ma = input.bool(true, "Show Trend MA (faint background)", group=grp_sig)
panel_size_opt = input.string("Small", "Panel Font Size", options=["Tiny", "Small", "Normal"], group=grp_sig)
panel_size = panel_size_opt == "Tiny" ? size.tiny : panel_size_opt == "Normal" ? size.normal : size.small

// ============================================================
// MA / BBI（降级为背景参考）
// ============================================================
ema_10 = ta.ema(price_src, 10)
sma_10 = ta.sma(price_src, 10)
ema_20 = ta.ema(price_src, 20)
sma_20 = ta.sma(price_src, 20)
ema_200 = ta.ema(price_src, 200)
sma_200 = ta.sma(price_src, 200)
ema_55 = ta.ema(price_src, 55)
sma_55 = ta.sma(price_src, 55)

ma8 = exponential ? ema_10 : sma_10
ma13 = exponential ? ema_20 : sma_20
ma21 = exponential ? ema_200 : sma_200
ma55 = exponential ? ema_55 : sma_55

M1 = ta.sma(close, 6)
M2 = ta.sma(close, 12)
M3 = ta.sma(close, 24)
BBI = (M1 + M2 + M3) / 3

// MA 金叉死叉：降级为默认关闭的可选项
buy_cond = ta.cross(ma21, ma55) and ma8 > ma13 and ma21 > ma55
sell_cond = ta.cross(ma21, ma55) and ma8 < ma13 and ma21 < ma55

// 趋势环境（仅展示，不压制信号）
regime_long = close > ma21
regime_label = regime_long ? "多头环境" : "空头环境"

// ============================================================
// Cost anchor（照搬：成交量加权 typical price）
// ============================================================
typical_price = (high + low + close) / 3.0
cost_main_vol_sum = math.sum(volume, cost_len)
cost_main_weighted_sum = math.sum(typical_price * volume, cost_len)
cost_main_sma = ta.sma(typical_price, cost_len)
cost_main_has_volume = not na(cost_main_vol_sum) and cost_main_vol_sum > 0
cost_anchor = cost_main_has_volume ? cost_main_weighted_sum / cost_main_vol_sum : cost_main_sma

// ============================================================
// Volatility / band（照搬）
// ============================================================
log_ret = close[1] > 0 ? math.log(close / close[1]) : 0.0
annual_vol_raw = ta.stdev(log_ret, vol_len, false) * math.sqrt(trading_days)
annual_vol = na(annual_vol_raw) or annual_vol_raw <= 0 ? 0.01 : annual_vol_raw

true_range = math.max(high - low, math.max(math.abs(high - close[1]), math.abs(low - close[1])))
atr_14 = ta.sma(true_range, 14)
atr_pct = close > 0 ? atr_14 / close : 0.0

vol_estimate = ta.stdev(log_ret, cost_len, false) * math.sqrt(math.min(recent_len, cost_len))
min_band = math.max(vol_estimate * 0.25, 0.005)
band_width = math.max(vol_estimate, min_band)

cost_low = cost_anchor * (1 - band_width)
cost_high = cost_anchor * (1 + band_width)
lp_lower = cost_anchor * math.max(1 - lp_range_width, 0.001)
lp_upper = cost_anchor * (1 + lp_range_width * lp_skew)
position_label = close > cost_high ? "高于成本带" : close < cost_low ? "低于成本带" : "成本带内"
cost_distance = cost_anchor > 0 ? close / cost_anchor - 1 : 0.0

momentum5 = close[5] > 0 ? close / close[5] - 1 : 0.0
cost_slope5 = not na(cost_anchor[5]) and cost_anchor[5] > 0 ? cost_anchor / cost_anchor[5] - 1 : 0.0

// ============================================================
// GetDelta band（照搬）
// ============================================================
target_return = target_return_pct / 100.0
effective_iv = iv_override > 0 ? iv_override : annual_vol
wave_raw = effective_iv * math.sqrt(holding_days / (trading_days * 2.0 * math.pi))
wave = math.min(wave_raw, 0.99)
delta_ok = show_lab and close > 0 and effective_iv > 0 and wave > 0 and wave < 1

entry_price = cost_anchor
raw_ratio = delta_ok ? math.pow((1 + wave) / (1 - wave), 2) : na
long_ratio = raw_ratio
long_cost = delta_ok ? entry_price * math.pow(target_return * long_ratio - target_return + 1, 2) / long_ratio : na
long_high = delta_ok ? long_cost * long_ratio : na
long_low = delta_ok ? long_cost / long_ratio : na

short_ratio = delta_ok ? 1 / long_ratio : na
short_cost = delta_ok ? entry_price * math.pow(target_return * short_ratio - target_return + 1, 2) / short_ratio : na
short_high = delta_ok ? short_cost / short_ratio : na

// ============================================================
// Profile（照搬 JS 数值）
// ============================================================
edge_sigma = profile == "Conservative" ? 1.15 : profile == "Balanced" ? 1.00 : 0.75
momentum_sigma = profile == "Conservative" ? 0.50 : profile == "Balanced" ? 0.25 : 0.00
cost_slope_sigma = profile == "Conservative" ? 0.75 : profile == "Balanced" ? 0.60 : 0.45

daily_vol = annual_vol / math.sqrt(trading_days)
vol_ratio = daily_vol / 0.02

js_min_edge = math.max(edge_sigma * atr_pct * 0.3, 0.005)
min_edge = math.max(atr_pct * edge_sigma, js_min_edge)
trim_edge = min_edge

momentum_min = momentum_sigma * daily_vol
cost_slope_threshold = math.max(atr_pct * cost_slope_sigma * vol_ratio, math.max(cost_slope_sigma * daily_vol * 0.3, 0.003))

buy_edge = cost_anchor > close ? (cost_anchor - close) / close : 0.0
sell_edge = close > cost_anchor ? (close - cost_anchor) / close : 0.0

// ============================================================
// 新增确认量（量能 / 动量方向）
// ============================================================
vol_ma = ta.sma(volume, vol_ma_len)
vol_expand = not na(vol_ma) and vol_ma > 0 and volume > vol_ma
momentum_falling = momentum5 < 0

// 面板用：布尔转勾叉（顶层声明，Pine 禁止在 if block 内定义函数）
yes_no(b) => b ? "✓" : "·"

// ============================================================
// 信号判定（强弱两级，买卖对称）
// ============================================================
below_cost = show_lab and close < cost_low
above_cost = show_lab and close > cost_high
inside_long_band = not delta_ok or close >= long_low
inside_short_band = not delta_ok or close <= short_high

cost_still_falling = cost_slope5 < -cost_slope_threshold
momentum_rising = momentum5 > momentum_min

// 买入侧
buy_base = below_cost and inside_long_band and not cost_still_falling and momentum_rising and buy_edge >= min_edge
lab_buy_strong = buy_base and vol_expand
lab_buy_weak = below_cost and inside_long_band and not buy_base
lab_deep_discount = below_cost and not inside_long_band

// 卖出侧（强卖补动量转跌 + 放量，治卖飞；确认数与强买对称）
sell_base = above_cost and inside_short_band and sell_edge >= trim_edge
lab_sell_strong = sell_base and momentum_falling and vol_expand
lab_sell_weak = sell_base and not (momentum_falling and vol_expand)
lab_overheat = above_cost and not inside_short_band

// ============================================================
// 冷却：同类信号 N 根内不重复（首根 + 冷却闸）
// ============================================================
cooled(cond, lastBarIdx) =>
    edge = cond and not cond[1]
    edge and (na(lastBarIdx) or (bar_index - lastBarIdx) > cooldown_bars)

var int buy_strong_last = na
var int buy_weak_last = na
var int deep_last = na
var int sell_strong_last = na
var int sell_weak_last = na
var int overheat_last = na

buy_strong_sig = cooled(lab_buy_strong, buy_strong_last)
buy_weak_sig = cooled(lab_buy_weak, buy_weak_last)
deep_sig = cooled(lab_deep_discount, deep_last)
sell_strong_sig = cooled(lab_sell_strong, sell_strong_last)
sell_weak_sig = cooled(lab_sell_weak, sell_weak_last)
overheat_sig = cooled(lab_overheat, overheat_last)

if buy_strong_sig
    buy_strong_last := bar_index
if buy_weak_sig
    buy_weak_last := bar_index
if deep_sig
    deep_last := bar_index
if sell_strong_sig
    sell_strong_last := bar_index
if sell_weak_sig
    sell_weak_last := bar_index
if overheat_sig
    overheat_last := bar_index

// ============================================================
// 触线引擎（强=收盘穿越，弱=影线触及被拒）
// ============================================================
// 弱触线：当根 high-low 跨过该线（触及），但收盘与前收都在线同侧（未穿越，插针被拒）
touched_weak(line) =>
    not na(line) and low <= line and high >= line and ((close - line) * (close[1] - line) > 0)

// 强触线：收盘上穿 / 下穿
cross_up(line) => not na(line) and close > line and close[1] <= line
cross_dn(line) => not na(line) and close < line and close[1] >= line

touch_enabled = show_lab and show_touch

// cost_low
tl_costlow_up = touch_enabled and cross_up(cost_low)
tl_costlow_dn = touch_enabled and cross_dn(cost_low)
tl_costlow_weak = touch_enabled and touched_weak(cost_low)
// cost_high
tl_costhigh_up = touch_enabled and cross_up(cost_high)
tl_costhigh_dn = touch_enabled and cross_dn(cost_high)
tl_costhigh_weak = touch_enabled and touched_weak(cost_high)
// cost_anchor
tl_anchor_up = touch_enabled and cross_up(cost_anchor)
tl_anchor_dn = touch_enabled and cross_dn(cost_anchor)
tl_anchor_weak = touch_enabled and touched_weak(cost_anchor)
// GetDelta long_low
tl_longlow_up = touch_enabled and cross_up(long_low)
tl_longlow_dn = touch_enabled and cross_dn(long_low)
tl_longlow_weak = touch_enabled and touched_weak(long_low)
// GetDelta long_high
tl_longhigh_up = touch_enabled and cross_up(long_high)
tl_longhigh_dn = touch_enabled and cross_dn(long_high)
tl_longhigh_weak = touch_enabled and touched_weak(long_high)
// GetDelta short_high
tl_shorthigh_up = touch_enabled and cross_up(short_high)
tl_shorthigh_dn = touch_enabled and cross_dn(short_high)
tl_shorthigh_weak = touch_enabled and touched_weak(short_high)

// 聚合：任一线强触 / 弱触（用于状态面板和总告警）
any_touch_strong = tl_costlow_up or tl_costlow_dn or tl_costhigh_up or tl_costhigh_dn or tl_anchor_up or tl_anchor_dn or tl_longlow_up or tl_longlow_dn or tl_longhigh_up or tl_longhigh_dn or tl_shorthigh_up or tl_shorthigh_dn
any_touch_weak = tl_costlow_weak or tl_costhigh_weak or tl_anchor_weak or tl_longlow_weak or tl_longhigh_weak or tl_shorthigh_weak

touch_line_name = tl_anchor_up or tl_anchor_dn or tl_anchor_weak ? "Cost Anchor" : tl_costlow_up or tl_costlow_dn or tl_costlow_weak ? "Cost Low" : tl_costhigh_up or tl_costhigh_dn or tl_costhigh_weak ? "Cost High" : tl_longlow_up or tl_longlow_dn or tl_longlow_weak ? "GD Long Low" : tl_longhigh_up or tl_longhigh_dn or tl_longhigh_weak ? "GD Long High" : tl_shorthigh_up or tl_shorthigh_dn or tl_shorthigh_weak ? "GD Short High" : "-"
touch_kind = any_touch_strong ? "强" : any_touch_weak ? "弱" : "-"

// ============================================================
// z-score / match（照搬）
// ============================================================
period_vol = annual_vol > 0 ? annual_vol * math.sqrt(holding_days / trading_days) : 0.01
z_score = period_vol > 0 ? cost_distance / period_vol : 0.0
z_abs = math.abs(z_score)
z_strength = z_abs < 0.5 ? "弱" : z_abs < 1.5 ? "中" : "强"

norm_cdf_abs(x) =>
    a1 =  0.254829592
    a2 = -0.284496736
    a3 =  1.421413741
    a4 = -1.453152027
    a5 =  1.061405429
    p  =  0.3275911
    sign_x = x >= 0 ? 1.0 : -1.0
    abs_x = math.abs(x)
    t = 1.0 / (1.0 + p * abs_x)
    y = 1.0 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * math.exp(-abs_x * abs_x)
    0.5 * (1.0 + sign_x * y)

phi_z = norm_cdf_abs(z_abs / math.sqrt(2.0))
match_pct = z_abs >= 8.0 ? 1.0 : math.max(0.0, math.min(1.0, 2.0 * phi_z - 1.0))

// 状态文字（强弱分级）
lab_state = lab_buy_strong ? "强买" : lab_sell_strong ? "强卖" : lab_deep_discount ? "深度折价" : lab_overheat ? "过热别追" : lab_buy_weak ? "弱买/观察" : lab_sell_weak ? "弱卖/减仓" : z_abs < 0.5 ? "中性" : "等待"

// ============================================================
// Plots：趋势 MA（淡背景参考）
// ============================================================
plot(show_trend_ma ? ma21 : na, color=color.new(#f47608, 70), title="EMA200", linewidth=1)
plot(show_trend_ma ? ma55 : na, color=color.new(#e49b13, 70), title="EMA55", linewidth=1)
plot(show_trend_ma ? BBI : na, color=color.new(#000000, 80), linewidth=1, title="BBI")

// legacy MA 交叉（默认关闭）
plotshape(show_ma and buy_cond, title="MA Buy", style=shape.triangleup, location=location.belowbar, color=color.new(color.lime, 35), text="MA Buy", textcolor=color.new(color.lime, 35), size=size.small)
plotshape(show_ma and sell_cond, title="MA Sell", style=shape.triangledown, location=location.abovebar, color=color.new(color.red, 35), text="MA Sell", textcolor=color.new(color.red, 35), size=size.small)

// ============================================================
// Plots：关键线（加粗，便于看触碰）
// ============================================================
// 第一梯队（核心，加深加粗）：成本锚 + 成本带上下沿，是信号判定与碰线提示的核心
plot(show_lab and show_cost_band ? cost_low : na, title="Cost Low", color=color.new(#059669, 0), linewidth=2)
plot(show_lab and show_cost_band ? cost_high : na, title="Cost High", color=color.new(#dc2626, 0), linewidth=2)
plot(show_lab and show_cost_band ? cost_anchor : na, title="Cost Anchor", color=color.new(#7c3aed, 0), linewidth=3)

// 第二梯队（淡化变细）：GetDelta 三条线，参考用，不抢 K 线
plot(show_lab and show_delta_band ? long_low : na, title="GD Long Low", color=color.new(#0891b2, 72), linewidth=1)
plot(show_lab and show_delta_band ? long_high : na, title="GD Long High", color=color.new(#f97316, 72), linewidth=1)
plot(show_lab and show_delta_band ? short_high : na, title="GD Short High", color=color.new(#dc2626, 72), linewidth=1)
// 第三梯队（最淡）：LP 区间，几乎只作边界提示
plot(show_lab and show_lp_band ? lp_lower : na, title="LP Low", color=color.new(#a855f7, 82), linewidth=1, style=plot.style_circles)
plot(show_lab and show_lp_band ? lp_upper : na, title="LP High", color=color.new(#a855f7, 82), linewidth=1, style=plot.style_circles)

// 折扣 / 溢价背景
bgcolor(show_lab and show_lab_bg and below_cost ? color.new(#10b981, 92) : na, title="Discount BG")
bgcolor(show_lab and show_lab_bg and above_cost ? color.new(#dc2626, 92) : na, title="Premium BG")

// ============================================================
// Plots：信号（强=大实心+文字，弱=小空心）
// ============================================================
plotshape(buy_strong_sig, title="Strong Buy", style=shape.triangleup, location=location.belowbar, color=color.new(#10b981, 0), text="BUY", textcolor=color.new(#10b981, 0), size=size.normal)
plotshape(buy_weak_sig, title="Weak Buy", style=shape.circle, location=location.belowbar, color=color.new(#10b981, 55), size=size.tiny)
plotshape(deep_sig, title="Deep Discount", style=shape.diamond, location=location.belowbar, color=color.new(#7c3aed, 15), size=size.small)

plotshape(sell_strong_sig, title="Strong Sell", style=shape.triangledown, location=location.abovebar, color=color.new(#dc2626, 0), text="SELL", textcolor=color.new(#dc2626, 0), size=size.normal)
plotshape(sell_weak_sig, title="Weak Sell", style=shape.circle, location=location.abovebar, color=color.new(#f97316, 45), size=size.tiny)
plotshape(overheat_sig, title="Overheat", style=shape.xcross, location=location.abovebar, color=color.new(#dc2626, 15), size=size.small)

// ============================================================
// Plots：触线提示（强=箭头，弱=圆点）
// ============================================================
plotshape(tl_costlow_up or tl_costhigh_up or tl_anchor_up or tl_longlow_up or tl_longhigh_up or tl_shorthigh_up, title="Touch Strong Up", style=shape.arrowup, location=location.belowbar, color=color.new(#0284c7, 0), size=size.tiny)
plotshape(tl_costlow_dn or tl_costhigh_dn or tl_anchor_dn or tl_longlow_dn or tl_longhigh_dn or tl_shorthigh_dn, title="Touch Strong Down", style=shape.arrowdown, location=location.abovebar, color=color.new(#ea580c, 0), size=size.tiny)
plotshape(any_touch_weak, title="Touch Weak", style=shape.circle, location=location.belowbar, color=color.new(#64748b, 20), size=size.tiny)

// ============================================================
// Pinbar
// ============================================================
body_size = math.abs(close - open)
upper_wick = high - math.max(close, open)
lower_wick = math.min(close, open) - low

is_bull_pin = lower_wick > body_size * pin_ratio and lower_wick > upper_wick
is_bear_pin = upper_wick > body_size * pin_ratio and upper_wick > lower_wick
is_pinbar = show_pinbar and (is_bull_pin or is_bear_pin)

p_open = is_pinbar ? open : na
pin_high = is_pinbar ? high : na
p_low_candle = is_pinbar ? low : na
p_close = is_pinbar ? close : na

barcolor(is_pinbar ? color.black : na, title="Pinbar Body Color")
plotcandle(p_open, pin_high, p_low_candle, p_close, title="Pinbar Black Overlay", color=color.black, wickcolor=color.black, bordercolor=color.black)

// ============================================================
// Status Panel
// ============================================================
var table lab_table = table.new(position.top_right, 2, 13, border_width=1)

if barstate.islast
    table.clear(lab_table, 0, 0, 1, 12)

if barstate.islast and show_lab and show_lab_panel
    state_color = lab_buy_strong ? color.new(#10b981, 0) : lab_sell_strong ? color.new(#dc2626, 0) : lab_deep_discount ? color.new(#7c3aed, 60) : lab_overheat ? color.new(#dc2626, 60) : lab_buy_weak ? color.new(#10b981, 70) : lab_sell_weak ? color.new(#f97316, 60) : color.new(color.gray, 88)
    table.cell(lab_table, 0, 0, "Market Lab Pro", text_color=color.white, bgcolor=color.black, text_size=panel_size)
    table.cell(lab_table, 1, 0, profile + " · " + regime_label, text_color=color.white, bgcolor=color.black, text_size=panel_size)
    table.cell(lab_table, 0, 1, "State", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 1, 1, lab_state, text_color=color.white, bgcolor=state_color, text_size=panel_size)
    if show_position_row
        table.cell(lab_table, 0, 2, "Position", text_color=color.black, bgcolor=color.white, text_size=panel_size)
        table.cell(lab_table, 1, 2, position_label, text_color=color.black, bgcolor=color.white, text_size=panel_size)
    if show_match_row
        table.cell(lab_table, 0, 3, "Match", text_color=color.black, bgcolor=color.white, text_size=panel_size)
        table.cell(lab_table, 1, 3, str.tostring(match_pct * 100, "#") + "%", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 0, 4, "确认 止跌/动量", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 1, 4, yes_no(not cost_still_falling) + " 止跌  " + yes_no(momentum_rising) + " 动量", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 0, 5, "确认 放量/边际", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 1, 5, yes_no(vol_expand) + " 放量  " + yes_no(buy_edge >= min_edge or sell_edge >= trim_edge) + " 边际", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 0, 6, "Last Touch", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 1, 6, touch_line_name + " (" + touch_kind + ")", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 0, 7, "Cost Dev", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 1, 7, str.tostring(cost_distance * 100, "#.##") + "%", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 0, 8, "Z (T=" + str.tostring(holding_days) + "d)", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 1, 8, str.tostring(z_score, "#.##") + "σ · " + z_strength, text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 0, 9, "Ann Vol", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 1, 9, str.tostring(annual_vol * 100, "#.##") + "%", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 0, 10, "ATR%", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 1, 10, str.tostring(atr_pct * 100, "#.##") + "%", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 0, 11, "Cost", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 1, 11, str.tostring(cost_anchor, "#.##"), text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 0, 12, "Close", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(lab_table, 1, 12, str.tostring(close, "#.##"), text_color=color.black, bgcolor=color.white, text_size=panel_size)

// ============================================================
// Legend
// ============================================================
var table legend_table = table.new(position.bottom_right, 2, 9, border_width=1)
if barstate.islast
    table.clear(legend_table, 0, 0, 1, 8)

if barstate.islast and show_lab and show_legend
    table.cell(legend_table, 0, 0, "Symbol", text_color=color.white, bgcolor=color.black, text_size=panel_size)
    table.cell(legend_table, 1, 0, "Meaning", text_color=color.white, bgcolor=color.black, text_size=panel_size)
    table.cell(legend_table, 0, 1, "▲ BUY", text_color=#10b981, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 1, 1, "强买（折价+止跌+动量+放量）", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 0, 2, "● 绿", text_color=#10b981, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 1, 2, "弱买/观察", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 0, 3, "◆", text_color=#7c3aed, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 1, 3, "深度折价（破 GD 下沿）", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 0, 4, "▼ SELL", text_color=#dc2626, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 1, 4, "强卖（溢价+动量转跌+放量）", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 0, 5, "● 橙", text_color=#f97316, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 1, 5, "弱卖/减仓", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 0, 6, "✕", text_color=#dc2626, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 1, 6, "过热别追（破 GD 上沿）", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 0, 7, "↑↓", text_color=#0284c7, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 1, 7, "强触线（收盘穿越）", text_color=color.black, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 0, 8, "● 灰", text_color=#64748b, bgcolor=color.white, text_size=panel_size)
    table.cell(legend_table, 1, 8, "弱触线（影线触及被拒）", text_color=color.black, bgcolor=color.white, text_size=panel_size)

// ============================================================
// Alerts：信号（强弱分级）
// ============================================================
alertcondition(buy_strong_sig, title="Pro Strong Buy", message="Market Lab Pro 强买：折价+止跌+动量+放量")
alertcondition(buy_weak_sig, title="Pro Weak Buy", message="Market Lab Pro 弱买/观察")
alertcondition(deep_sig, title="Pro Deep Discount", message="Market Lab Pro 深度折价：跌破 GetDelta 多头下沿")
alertcondition(sell_strong_sig, title="Pro Strong Sell", message="Market Lab Pro 强卖：溢价+动量转跌+放量")
alertcondition(sell_weak_sig, title="Pro Weak Sell", message="Market Lab Pro 弱卖/减仓")
alertcondition(overheat_sig, title="Pro Overheat", message="Market Lab Pro 过热别追：突破 GetDelta 空头上沿")

// ============================================================
// Alerts：触线（6 条线全开，强=穿越 弱=触及）
// ============================================================
alertcondition(touch_alert_on and tl_costlow_up, title="Touch Cost Low Up", message="触线：收盘上穿 Cost Low（成本下沿）")
alertcondition(touch_alert_on and tl_costlow_dn, title="Touch Cost Low Down", message="触线：收盘下穿 Cost Low（成本下沿）")
alertcondition(touch_alert_on and tl_costlow_weak, title="Touch Cost Low Weak", message="弱触线：影线测试 Cost Low 后被拒")
alertcondition(touch_alert_on and tl_costhigh_up, title="Touch Cost High Up", message="触线：收盘上穿 Cost High（成本上沿）")
alertcondition(touch_alert_on and tl_costhigh_dn, title="Touch Cost High Down", message="触线：收盘下穿 Cost High（成本上沿）")
alertcondition(touch_alert_on and tl_costhigh_weak, title="Touch Cost High Weak", message="弱触线：影线测试 Cost High 后被拒")
alertcondition(touch_alert_on and tl_anchor_up, title="Touch Anchor Up", message="触线：收盘上穿 Cost Anchor（成本锚）")
alertcondition(touch_alert_on and tl_anchor_dn, title="Touch Anchor Down", message="触线：收盘下穿 Cost Anchor（成本锚）")
alertcondition(touch_alert_on and tl_anchor_weak, title="Touch Anchor Weak", message="弱触线：影线测试 Cost Anchor 后被拒")
alertcondition(touch_alert_on and tl_longlow_up, title="Touch GD Long Low Up", message="触线：收盘上穿 GetDelta Long Low")
alertcondition(touch_alert_on and tl_longlow_dn, title="Touch GD Long Low Down", message="触线：收盘下穿 GetDelta Long Low")
alertcondition(touch_alert_on and tl_longlow_weak, title="Touch GD Long Low Weak", message="弱触线：影线测试 GetDelta Long Low 后被拒")
alertcondition(touch_alert_on and tl_longhigh_up, title="Touch GD Long High Up", message="触线：收盘上穿 GetDelta Long High")
alertcondition(touch_alert_on and tl_longhigh_dn, title="Touch GD Long High Down", message="触线：收盘下穿 GetDelta Long High")
alertcondition(touch_alert_on and tl_longhigh_weak, title="Touch GD Long High Weak", message="弱触线：影线测试 GetDelta Long High 后被拒")
alertcondition(touch_alert_on and tl_shorthigh_up, title="Touch GD Short High Up", message="触线：收盘上穿 GetDelta Short High")
alertcondition(touch_alert_on and tl_shorthigh_dn, title="Touch GD Short High Down", message="触线：收盘下穿 GetDelta Short High")
alertcondition(touch_alert_on and tl_shorthigh_weak, title="Touch GD Short High Weak", message="弱触线：影线测试 GetDelta Short High 后被拒")

// 聚合告警（任一触线，适合只想要一条统配告警的场景）
alertcondition(touch_alert_on and any_touch_strong, title="Any Strong Touch", message="强触线：价格收盘穿越关键线")
alertcondition(touch_alert_on and any_touch_weak, title="Any Weak Touch", message="弱触线：影线测试关键线后被拒")

// ============================================================
// 使用说明（脚本含义 + 所有开关/设置项作用）
// ============================================================
//
// 【脚本是什么】
//   成本带 + GetDelta 价格带 + 触线 的多周期工作台，主用日线、主做美股。
//   核心思路：以"成交量加权成本锚"为中心展开成本带与 GetDelta 带，价格
//   相对这些带的位置 + 动量 + 量能，决定强弱两级、买卖对称的信号；价格
//   触碰每条关键线本身就是独立提示（强=收盘穿越，弱=影线触及被拒）。
//   数学层与配套网站口径一致，信号层在其上做了买卖对称与质量增强。
//
// 【图上元素】
//   关键线（粗）：Cost Anchor 成本锚（紫，最粗）/ Cost Low 成本下沿（绿）
//                / Cost High 成本上沿（红）/ GD Long Low·High 多头带（青/橙）
//                / GD Short High 空头上沿（红）/ LP Low·High 流动性区间（紫点）
//   信号：▲BUY 大绿三角=强买 / ●绿点=弱买观察 / ◆=深度折价
//        ▼SELL 大红三角=强卖 / ●橙点=弱卖减仓 / ✕=过热别追
//   触线：↑↓ 蓝/橙箭头=强触线（收盘穿越）/ ●灰点=弱触线（影线被拒）
//   趋势 MA（EMA200/55/BBI）画得很淡，仅背景参考，不压制任何信号。
//
// 【信号判定（强弱两级，买卖对称）】
//   强买 = 跌破成本下沿 + 在 GD 多头带内 + 成本止跌 + 动量上升 + 折扣达标 + 放量
//   弱买 = 跌破成本下沿、在带内，但上述条件未全满足（观察）
//   深度折价 = 跌破成本下沿且跌穿 GD 多头下沿（超出默认入场带）
//   强卖 = 升破成本上沿 + 在 GD 空头带内 + 溢价达标 + 动量转跌 + 放量（治卖飞）
//   弱卖 = 升破成本上沿、溢价达标，但动量仍在上（减仓提示）
//   过热 = 升破成本上沿且突破 GD 空头上沿（别追高）
//   防闪烁：同类信号在 Signal Cooldown 根 K 线内不重复触发。
//
// 【Inputs 开关与设置项】
//   ── 基础 ──
//   Source            计算用价格源，默认 close
//   Exponential MA    趋势均线用 EMA(开)还是 SMA(关)
//   ── Pinbar ──
//   Show Pinbar Black 是否高亮 Pinbar（针线形态）K 线为黑色
//   Wick Body Ratio   判定 Pinbar 的"影线/实体"最小比值，越大越严格
//   ── Market Lab ──
//   Enable Cost Strategy   成本带策略总开关（关闭则不出 ML 信号与带）
//   Show Cost Band         显示成本锚 / 上沿 / 下沿
//   Show GetDelta Band     显示 GetDelta 多头/空头价格带
//   Show Discount Premium BG 折扣区(绿)/溢价区(红)淡背景
//   Show Status Panel      右上角状态面板
//   Show Legend            右下角图例
//   Cost Window            成本锚回看窗口（默认 60）
//   Recent Window          近端波动估计窗口（默认 20）
//   Vol Window             年化波动率窗口（默认 60）
//   Holding Days           持仓天数 T，影响 GetDelta 带宽与 z 周期化（默认 30）
//   Year Basis             年化基准天数 365/252/242/179
//   Target Return %        GetDelta 目标收益率（默认 30%）
//   IV Override            手填隐含波动率；0=用实际年化波动率
//   LP Range Width         LP 流动性区间宽度
//   LP Skew                LP 区间上沿偏移系数（>1 上沿更宽）
//   Show LP Range          显示 LP 区间
//   Show Position Row      面板显示"价格相对成本带位置"行
//   Show Match Row         面板显示"偏离匹配度 %"行
//   Profile                风险档：Conservative/Balanced/Aggressive，
//                          越保守门槛越高、信号越少越稳
//   ── Pro Signals ──
//   Signal Cooldown        同类信号冷却根数，防闪烁（日线建议 3）
//   Volume MA Length       放量判定的量能均线长度（默认 20）
//   Show Line Touch Signals 显示触线箭头/圆点
//   Enable Line Touch Alerts 触线告警总开关（关掉可消除"太吵"）
//   Show MA Cross          显示旧版均线金叉死叉（默认关）
//   Show Trend MA          显示淡色趋势 MA 背景参考（默认开）
//   Panel Font Size        面板字号 Tiny/Small/Normal（默认 Small）
//
// 【告警】
//   信号类 6 条：强买/弱买/深度折价/强卖/弱卖/过热
//   触线类：6 条关键线 ×（强上穿/强下穿/弱触及），受 Enable Line Touch Alerts 控制
//   聚合 2 条：Any Strong Touch / Any Weak Touch（只想要一条统配告警时用）
//
// 【实测建议】
//   日线挂 AAPL/NVDA/GOOG 核对：箭头位置是否合理、有无满屏乱跳
//   （乱跳就调大 Signal Cooldown）；告警太多就关 Enable Line Touch Alerts
//   或只用 Any Strong/Weak Touch 两条聚合告警。
// ============================================================