커뮤니티
시스탬
2018-08-23 21:59:42
159
글번호 121534
1]아래수식으로" Plot13(var7,"이평",iff(var7 > var7[1],RED,blue "<=요넘
이평이 빨강이면 매수 파랑이면 매도
2]당일중심값을 추가해서 주가가 중심값 위로가면 매수 아래면 매도
매도중에 Plot13 이 빨강으로 바뀌면 정리 매수는 반대
3]시가 위로가면 매수 아래면 매도 1차저항 또는 1차지지에 다으면 정리
미리 감사드립니다.
Input:n(60);
Var:j(0),고가기울기(0),고가절편(0),고가예상치(0),고가표준오차(0),
저가기울기(0),저가절편(0),저가예상치(0),저가표준오차(0),trend(0),
sumOH(0),sumOL(0),sumO(0),sumH(0),sumL(0),sumO²(0),sumH²(0),sumL²(0);
if bDate[1] < bDate then {
sumOH = 0; sumOL = 0; sumO = 0; sumH = 0; sumL = 0; sumO² = 0; sumH² = 0; sumL² = 0;
for j = 1 to n {
sumOH = sumOH + DayOpen(j)*DayHigh(j);
sumOL = sumOL + DayOpen(j)*DayLow(j);
sumO = sumO + DayOpen(j);
sumH = sumH + DayHigh(j);
sumL = sumL + DayLow(j);
sumO² = sumO² + DayOpen(j)^2;
sumH² = sumH² + DayHigh(j)^2;
sumL² = sumL² + DayLow(j)^2;
}
#==========================================================================#
# 선형회귀방정식 #
#==========================================================================#
# nΣxy - (Σx)(Σy) #
# 기울기 a = --------------------- #
# nΣx²- (Σx)² #
# #
# = (n*sum(xy) - sum(x)*sum(y)) / (n*sum(x^2) - sum(x)^2) #
# #
# (Σy)(Σx²)-(Σx)(Σxy) #
# 절편 b = --------------------------- #
# nΣx²- (Σx)² #
# #
# = (sum(y)*sum(x^2) - sum(x)*sum(xy)) / (n*sum(x^2) - sum(x)^2) #
#==========================================================================#
고가기울기 = (n*sumOH - sumO*sumH) / (n*sumO²- sumO^2);
고가절편 = (sumH*sumO² - sumO*sumOH) / (n*sumO² - sumO^2);
저가기울기 = (n*sumOL - sumO*sumL) / (n*sumO² - sumO^2);
저가절편 = (sumL*sumO² - sumO*sumOL) / (n*sumO² - sumO^2);
고가예상치 = 고가기울기 * DayOpen() + 고가절편;
저가예상치 = 저가기울기 * DayOpen() + 저가절편;
#==========================================================================#
# 표준오차 공식 #
#==========================================================================#
# _______________________________________________________ #
# / 1 [nΣxy - (Σx)(Σy)]² #
# Sxy = / [ ------- ][nΣy²- (Σy)²- ----------------------- ] #
# √ n(n-2) nΣx²- (Σx)² #
# #
# = sqrt((1/(n*(n-2))) * (n*sum(y^2) - sum(y)^2 - #
# ((n*sum(x*y) - sum(x)*sum(y))^2 / (n*sum(x^2) - sum(x)^2)))) #
#==========================================================================#
고가표준오차 = sqrt((1/(n*(n-2))) * (n*sumH² - sumH^2 -
((n*sumOH - sumO*sumH)^2 / (n*sumO² - sumO^2))));
저가표준오차 = sqrt((1/(n*(n-2))) * (n*sumL² - sumL^2 -
((n*sumOL - sumO*sumL)^2 / (n*sumO² - sumO^2))));
}
var1 = ema(h,5);
var2= ema(l,5);
var7=var1+(var1-ema(var1,5));
var8=var2+(var2-ema(var2,5));
if var7[2] > var7[1] and var7[1] < var7 then trend=1;
if var7[2] < var7[1] and var7[1] > var7 then trend=0;
plot2(round(고가예상치 + 0.5 * 고가표준오차,1),"2차 저항선");
plot3(round(고가예상치 - 0.5 * 고가표준오차,1),"1차 저항선");
plot6(round(저가예상치 + 0.5 * 저가표준오차,1),"1차 지지선");
plot7(round(저가예상치 - 0.5 * 저가표준오차,1),"2차 지지선");
plot8(dayopen,"시가");
Plot13(var7,"이평",iff(var7 > var7[1],RED,blue));
Plot14(var8,"이평",iff(var8 > var8[1],RED,blue));
답변 1
예스스탁 예스스탁 답변
2018-08-24 10:55:05
안녕하세요
예스스탁입니다.
1
Input:n(60);
Var:j(0),고가기울기(0),고가절편(0),고가예상치(0),고가표준오차(0),
저가기울기(0),저가절편(0),저가예상치(0),저가표준오차(0),trend(0),
sumOH(0),sumOL(0),sumO(0),sumH(0),sumL(0),sumO²(0),sumH²(0),sumL²(0);
if bDate[1] < bDate then {
sumOH = 0; sumOL = 0; sumO = 0; sumH = 0; sumL = 0; sumO² = 0; sumH² = 0; sumL² = 0;
for j = 1 to n {
sumOH = sumOH + DayOpen(j)*DayHigh(j);
sumOL = sumOL + DayOpen(j)*DayLow(j);
sumO = sumO + DayOpen(j);
sumH = sumH + DayHigh(j);
sumL = sumL + DayLow(j);
sumO² = sumO² + DayOpen(j)^2;
sumH² = sumH² + DayHigh(j)^2;
sumL² = sumL² + DayLow(j)^2;
}
#==========================================================================#
# 선형회귀방정식 #
#==========================================================================#
# nΣxy - (Σx)(Σy) #
# 기울기 a = --------------------- #
# nΣx²- (Σx)² #
# #
# = (n*sum(xy) - sum(x)*sum(y)) / (n*sum(x^2) - sum(x)^2) #
# #
# (Σy)(Σx²)-(Σx)(Σxy) #
# 절편 b = --------------------------- #
# nΣx²- (Σx)² #
# #
# = (sum(y)*sum(x^2) - sum(x)*sum(xy)) / (n*sum(x^2) - sum(x)^2) #
#==========================================================================#
고가기울기 = (n*sumOH - sumO*sumH) / (n*sumO²- sumO^2);
고가절편 = (sumH*sumO² - sumO*sumOH) / (n*sumO² - sumO^2);
저가기울기 = (n*sumOL - sumO*sumL) / (n*sumO² - sumO^2);
저가절편 = (sumL*sumO² - sumO*sumOL) / (n*sumO² - sumO^2);
고가예상치 = 고가기울기 * DayOpen() + 고가절편;
저가예상치 = 저가기울기 * DayOpen() + 저가절편;
#==========================================================================#
# 표준오차 공식 #
#==========================================================================#
# _______________________________________________________ #
# / 1 [nΣxy - (Σx)(Σy)]² #
# Sxy = / [ ------- ][nΣy²- (Σy)²- ----------------------- ] #
# √ n(n-2) nΣx²- (Σx)² #
# #
# = sqrt((1/(n*(n-2))) * (n*sum(y^2) - sum(y)^2 - #
# ((n*sum(x*y) - sum(x)*sum(y))^2 / (n*sum(x^2) - sum(x)^2)))) #
#==========================================================================#
고가표준오차 = sqrt((1/(n*(n-2))) * (n*sumH² - sumH^2 -
((n*sumOH - sumO*sumH)^2 / (n*sumO² - sumO^2))));
저가표준오차 = sqrt((1/(n*(n-2))) * (n*sumL² - sumL^2 -
((n*sumOL - sumO*sumL)^2 / (n*sumO² - sumO^2))));
}
var1 = ema(h,5);
var2= ema(l,5);
var7=var1+(var1-ema(var1,5));
var8=var2+(var2-ema(var2,5));
if var7[2] > var7[1] and var7[1] < var7 then trend=1;
if var7[2] < var7[1] and var7[1] > var7 then trend=0;
if var7 > var7[1] Then
buy();
Else
sell();
2
Input:n(60);
Var:j(0),고가기울기(0),고가절편(0),고가예상치(0),고가표준오차(0),
저가기울기(0),저가절편(0),저가예상치(0),저가표준오차(0),trend(0),
sumOH(0),sumOL(0),sumO(0),sumH(0),sumL(0),sumO²(0),sumH²(0),sumL²(0);
if bDate[1] < bDate then {
sumOH = 0; sumOL = 0; sumO = 0; sumH = 0; sumL = 0; sumO² = 0; sumH² = 0; sumL² = 0;
for j = 1 to n {
sumOH = sumOH + DayOpen(j)*DayHigh(j);
sumOL = sumOL + DayOpen(j)*DayLow(j);
sumO = sumO + DayOpen(j);
sumH = sumH + DayHigh(j);
sumL = sumL + DayLow(j);
sumO² = sumO² + DayOpen(j)^2;
sumH² = sumH² + DayHigh(j)^2;
sumL² = sumL² + DayLow(j)^2;
}
#==========================================================================#
# 선형회귀방정식 #
#==========================================================================#
# nΣxy - (Σx)(Σy) #
# 기울기 a = --------------------- #
# nΣx²- (Σx)² #
# #
# = (n*sum(xy) - sum(x)*sum(y)) / (n*sum(x^2) - sum(x)^2) #
# #
# (Σy)(Σx²)-(Σx)(Σxy) #
# 절편 b = --------------------------- #
# nΣx²- (Σx)² #
# #
# = (sum(y)*sum(x^2) - sum(x)*sum(xy)) / (n*sum(x^2) - sum(x)^2) #
#==========================================================================#
고가기울기 = (n*sumOH - sumO*sumH) / (n*sumO²- sumO^2);
고가절편 = (sumH*sumO² - sumO*sumOH) / (n*sumO² - sumO^2);
저가기울기 = (n*sumOL - sumO*sumL) / (n*sumO² - sumO^2);
저가절편 = (sumL*sumO² - sumO*sumOL) / (n*sumO² - sumO^2);
고가예상치 = 고가기울기 * DayOpen() + 고가절편;
저가예상치 = 저가기울기 * DayOpen() + 저가절편;
#==========================================================================#
# 표준오차 공식 #
#==========================================================================#
# _______________________________________________________ #
# / 1 [nΣxy - (Σx)(Σy)]² #
# Sxy = / [ ------- ][nΣy²- (Σy)²- ----------------------- ] #
# √ n(n-2) nΣx²- (Σx)² #
# #
# = sqrt((1/(n*(n-2))) * (n*sum(y^2) - sum(y)^2 - #
# ((n*sum(x*y) - sum(x)*sum(y))^2 / (n*sum(x^2) - sum(x)^2)))) #
#==========================================================================#
고가표준오차 = sqrt((1/(n*(n-2))) * (n*sumH² - sumH^2 -
((n*sumOH - sumO*sumH)^2 / (n*sumO² - sumO^2))));
저가표준오차 = sqrt((1/(n*(n-2))) * (n*sumL² - sumL^2 -
((n*sumOL - sumO*sumL)^2 / (n*sumO² - sumO^2))));
}
var1 = ema(h,5);
var2= ema(l,5);
var7=var1+(var1-ema(var1,5));
var8=var2+(var2-ema(var2,5));
if var7[2] > var7[1] and var7[1] < var7 then trend=1;
if var7[2] < var7[1] and var7[1] > var7 then trend=0;
if C > (dayhigh(0)+daylow(0))/2 and var7 > var7[1] Then
buy();
if C < (dayhigh(0)+daylow(0))/2 and var7 < var7[1] Then
sell();
if MarketPosition == 1 and var7 < var7[1] Then
ExitLong();
if MarketPosition == -1 and var7 > var7[1] Then
ExitShort();
3
Input:n(60);
Var:j(0),고가기울기(0),고가절편(0),고가예상치(0),고가표준오차(0),
저가기울기(0),저가절편(0),저가예상치(0),저가표준오차(0),trend(0),
sumOH(0),sumOL(0),sumO(0),sumH(0),sumL(0),sumO²(0),sumH²(0),sumL²(0);
if bDate[1] < bDate then {
sumOH = 0; sumOL = 0; sumO = 0; sumH = 0; sumL = 0; sumO² = 0; sumH² = 0; sumL² = 0;
for j = 1 to n {
sumOH = sumOH + DayOpen(j)*DayHigh(j);
sumOL = sumOL + DayOpen(j)*DayLow(j);
sumO = sumO + DayOpen(j);
sumH = sumH + DayHigh(j);
sumL = sumL + DayLow(j);
sumO² = sumO² + DayOpen(j)^2;
sumH² = sumH² + DayHigh(j)^2;
sumL² = sumL² + DayLow(j)^2;
}
#==========================================================================#
# 선형회귀방정식 #
#==========================================================================#
# nΣxy - (Σx)(Σy) #
# 기울기 a = --------------------- #
# nΣx²- (Σx)² #
# #
# = (n*sum(xy) - sum(x)*sum(y)) / (n*sum(x^2) - sum(x)^2) #
# #
# (Σy)(Σx²)-(Σx)(Σxy) #
# 절편 b = --------------------------- #
# nΣx²- (Σx)² #
# #
# = (sum(y)*sum(x^2) - sum(x)*sum(xy)) / (n*sum(x^2) - sum(x)^2) #
#==========================================================================#
고가기울기 = (n*sumOH - sumO*sumH) / (n*sumO²- sumO^2);
고가절편 = (sumH*sumO² - sumO*sumOH) / (n*sumO² - sumO^2);
저가기울기 = (n*sumOL - sumO*sumL) / (n*sumO² - sumO^2);
저가절편 = (sumL*sumO² - sumO*sumOL) / (n*sumO² - sumO^2);
고가예상치 = 고가기울기 * DayOpen() + 고가절편;
저가예상치 = 저가기울기 * DayOpen() + 저가절편;
#==========================================================================#
# 표준오차 공식 #
#==========================================================================#
# _______________________________________________________ #
# / 1 [nΣxy - (Σx)(Σy)]² #
# Sxy = / [ ------- ][nΣy²- (Σy)²- ----------------------- ] #
# √ n(n-2) nΣx²- (Σx)² #
# #
# = sqrt((1/(n*(n-2))) * (n*sum(y^2) - sum(y)^2 - #
# ((n*sum(x*y) - sum(x)*sum(y))^2 / (n*sum(x^2) - sum(x)^2)))) #
#==========================================================================#
고가표준오차 = sqrt((1/(n*(n-2))) * (n*sumH² - sumH^2 -
((n*sumOH - sumO*sumH)^2 / (n*sumO² - sumO^2))));
저가표준오차 = sqrt((1/(n*(n-2))) * (n*sumL² - sumL^2 -
((n*sumOL - sumO*sumL)^2 / (n*sumO² - sumO^2))));
}
var1 = ema(h,5);
var2= ema(l,5);
var7=var1+(var1-ema(var1,5));
var8=var2+(var2-ema(var2,5));
if var7[2] > var7[1] and var7[1] < var7 then trend=1;
if var7[2] < var7[1] and var7[1] > var7 then trend=0;
if C > dayopen(0) and var7 > var7[1] Then
buy();
if C < dayopen(0) and var7 < var7[1] Then
sell();
if MarketPosition == 1 and var7 < var7[1] Then
ExitLong();
if MarketPosition == -1 and var7 > var7[1] Then
ExitShort();
3
Input:n(60);
Var:j(0),고가기울기(0),고가절편(0),고가예상치(0),고가표준오차(0),
저가기울기(0),저가절편(0),저가예상치(0),저가표준오차(0),trend(0),
sumOH(0),sumOL(0),sumO(0),sumH(0),sumL(0),sumO²(0),sumH²(0),sumL²(0);
var : r1(0),s1(0);
if bDate[1] < bDate then {
sumOH = 0; sumOL = 0; sumO = 0; sumH = 0; sumL = 0; sumO² = 0; sumH² = 0; sumL² = 0;
for j = 1 to n {
sumOH = sumOH + DayOpen(j)*DayHigh(j);
sumOL = sumOL + DayOpen(j)*DayLow(j);
sumO = sumO + DayOpen(j);
sumH = sumH + DayHigh(j);
sumL = sumL + DayLow(j);
sumO² = sumO² + DayOpen(j)^2;
sumH² = sumH² + DayHigh(j)^2;
sumL² = sumL² + DayLow(j)^2;
}
#==========================================================================#
# 선형회귀방정식 #
#==========================================================================#
# nΣxy - (Σx)(Σy) #
# 기울기 a = --------------------- #
# nΣx²- (Σx)² #
# #
# = (n*sum(xy) - sum(x)*sum(y)) / (n*sum(x^2) - sum(x)^2) #
# #
# (Σy)(Σx²)-(Σx)(Σxy) #
# 절편 b = --------------------------- #
# nΣx²- (Σx)² #
# #
# = (sum(y)*sum(x^2) - sum(x)*sum(xy)) / (n*sum(x^2) - sum(x)^2) #
#==========================================================================#
고가기울기 = (n*sumOH - sumO*sumH) / (n*sumO²- sumO^2);
고가절편 = (sumH*sumO² - sumO*sumOH) / (n*sumO² - sumO^2);
저가기울기 = (n*sumOL - sumO*sumL) / (n*sumO² - sumO^2);
저가절편 = (sumL*sumO² - sumO*sumOL) / (n*sumO² - sumO^2);
고가예상치 = 고가기울기 * DayOpen() + 고가절편;
저가예상치 = 저가기울기 * DayOpen() + 저가절편;
#==========================================================================#
# 표준오차 공식 #
#==========================================================================#
# _______________________________________________________ #
# / 1 [nΣxy - (Σx)(Σy)]² #
# Sxy = / [ ------- ][nΣy²- (Σy)²- ----------------------- ] #
# √ n(n-2) nΣx²- (Σx)² #
# #
# = sqrt((1/(n*(n-2))) * (n*sum(y^2) - sum(y)^2 - #
# ((n*sum(x*y) - sum(x)*sum(y))^2 / (n*sum(x^2) - sum(x)^2)))) #
#==========================================================================#
고가표준오차 = sqrt((1/(n*(n-2))) * (n*sumH² - sumH^2 -
((n*sumOH - sumO*sumH)^2 / (n*sumO² - sumO^2))));
저가표준오차 = sqrt((1/(n*(n-2))) * (n*sumL² - sumL^2 -
((n*sumOL - sumO*sumL)^2 / (n*sumO² - sumO^2))));
}
var1 = ema(h,5);
var2= ema(l,5);
var7=var1+(var1-ema(var1,5));
var8=var2+(var2-ema(var2,5));
if var7[2] > var7[1] and var7[1] < var7 then trend=1;
if var7[2] < var7[1] and var7[1] > var7 then trend=0;
R1 = round(고가예상치 - 0.5 * 고가표준오차,1);
S1 = round(저가예상치 + 0.5 * 저가표준오차,1);
if C > (dayhigh(0)+daylow(0))/2 and var7 > var7[1] Then
buy();
if C < (dayhigh(0)+daylow(0))/2 and var7 < var7[1] Then
sell();
if MarketPosition == 1 and crossup(c,r1) Then
ExitLong();
if MarketPosition == -1 and CrossDown(c,s1) Then
ExitShort();
즐거운 하루되세요
> 야크 님이 쓴 글입니다.
> 제목 : 시스탬
> 1]아래수식으로" Plot13(var7,"이평",iff(var7 > var7[1],RED,blue "<=요넘
이평이 빨강이면 매수 파랑이면 매도
2]당일중심값을 추가해서 주가가 중심값 위로가면 매수 아래면 매도
매도중에 Plot13 이 빨강으로 바뀌면 정리 매수는 반대
3]시가 위로가면 매수 아래면 매도 1차저항 또는 1차지지에 다으면 정리
미리 감사드립니다.
Input:n(60);
Var:j(0),고가기울기(0),고가절편(0),고가예상치(0),고가표준오차(0),
저가기울기(0),저가절편(0),저가예상치(0),저가표준오차(0),trend(0),
sumOH(0),sumOL(0),sumO(0),sumH(0),sumL(0),sumO²(0),sumH²(0),sumL²(0);
if bDate[1] < bDate then {
sumOH = 0; sumOL = 0; sumO = 0; sumH = 0; sumL = 0; sumO² = 0; sumH² = 0; sumL² = 0;
for j = 1 to n {
sumOH = sumOH + DayOpen(j)*DayHigh(j);
sumOL = sumOL + DayOpen(j)*DayLow(j);
sumO = sumO + DayOpen(j);
sumH = sumH + DayHigh(j);
sumL = sumL + DayLow(j);
sumO² = sumO² + DayOpen(j)^2;
sumH² = sumH² + DayHigh(j)^2;
sumL² = sumL² + DayLow(j)^2;
}
#==========================================================================#
# 선형회귀방정식 #
#==========================================================================#
# nΣxy - (Σx)(Σy) #
# 기울기 a = --------------------- #
# nΣx²- (Σx)² #
# #
# = (n*sum(xy) - sum(x)*sum(y)) / (n*sum(x^2) - sum(x)^2) #
# #
# (Σy)(Σx²)-(Σx)(Σxy) #
# 절편 b = --------------------------- #
# nΣx²- (Σx)² #
# #
# = (sum(y)*sum(x^2) - sum(x)*sum(xy)) / (n*sum(x^2) - sum(x)^2) #
#==========================================================================#
고가기울기 = (n*sumOH - sumO*sumH) / (n*sumO²- sumO^2);
고가절편 = (sumH*sumO² - sumO*sumOH) / (n*sumO² - sumO^2);
저가기울기 = (n*sumOL - sumO*sumL) / (n*sumO² - sumO^2);
저가절편 = (sumL*sumO² - sumO*sumOL) / (n*sumO² - sumO^2);
고가예상치 = 고가기울기 * DayOpen() + 고가절편;
저가예상치 = 저가기울기 * DayOpen() + 저가절편;
#==========================================================================#
# 표준오차 공식 #
#==========================================================================#
# _______________________________________________________ #
# / 1 [nΣxy - (Σx)(Σy)]² #
# Sxy = / [ ------- ][nΣy²- (Σy)²- ----------------------- ] #
# √ n(n-2) nΣx²- (Σx)² #
# #
# = sqrt((1/(n*(n-2))) * (n*sum(y^2) - sum(y)^2 - #
# ((n*sum(x*y) - sum(x)*sum(y))^2 / (n*sum(x^2) - sum(x)^2)))) #
#==========================================================================#
고가표준오차 = sqrt((1/(n*(n-2))) * (n*sumH² - sumH^2 -
((n*sumOH - sumO*sumH)^2 / (n*sumO² - sumO^2))));
저가표준오차 = sqrt((1/(n*(n-2))) * (n*sumL² - sumL^2 -
((n*sumOL - sumO*sumL)^2 / (n*sumO² - sumO^2))));
}
var1 = ema(h,5);
var2= ema(l,5);
var7=var1+(var1-ema(var1,5));
var8=var2+(var2-ema(var2,5));
if var7[2] > var7[1] and var7[1] < var7 then trend=1;
if var7[2] < var7[1] and var7[1] > var7 then trend=0;
plot2(round(고가예상치 + 0.5 * 고가표준오차,1),"2차 저항선");
plot3(round(고가예상치 - 0.5 * 고가표준오차,1),"1차 저항선");
plot6(round(저가예상치 + 0.5 * 저가표준오차,1),"1차 지지선");
plot7(round(저가예상치 - 0.5 * 저가표준오차,1),"2차 지지선");
plot8(dayopen,"시가");
Plot13(var7,"이평",iff(var7 > var7[1],RED,blue));
Plot14(var8,"이평",iff(var8 > var8[1],RED,blue));
이전글