커뮤니티
예스트레이더 수식으로 전환 문의드립니다.
2020-01-29 11:43:51
240
글번호 135461
study("T3 MTF", overlay=true)
res = input(title="Time Frame", type=resolution, defval="D")
T3FiboLine = input(false, title="Show T3 Fibonacci Ratio Line?")
length1 = input(8, "T3 Length")
a1 = input(0.7, "Volume Factor")
e1=ema((high + low + 2*close)/4, length1)
e2=ema(e1,length1)
e3=ema(e2,length1)
e4=ema(e3,length1)
e5=ema(e4,length1)
e6=ema(e5,length1)
c1=-a1*a1*a1
c2=3*a1*a1+3*a1*a1*a1
c3=-6*a1*a1-3*a1-3*a1*a1*a1
c4=1+3*a1+a1*a1*a1+3*a1*a1
T3=c1*e6+c2*e5+c3*e4+c4*e3
T3k = security(tickerid, res, T3)
plot(T3k, color=red, linewidth=3, title="T3")
length12 = input(5, "T3 Length fibo")
a12 = input(0.618, "Volume Factor fibo")
e12=ema((high + low + 2*close)/4, length12)
e22=ema(e12,length12)
e32=ema(e22,length12)
e42=ema(e32,length12)
e52=ema(e42,length12)
e62=ema(e52,length12)
c12=-a12*a12*a12
c22=3*a12*a12+3*a12*a12*a12
c32=-6*a12*a12-3*a12-3*a12*a12*a12
c42=1+3*a12+a12*a12*a12+3*a12*a12
T32=c12*e62+c22*e52+c32*e42+c42*e32
T32k = security(tickerid, res, T32)
plot(T3FiboLine and T32k ? T32k : na, color=blue, linewidth=2, title="T3fibo")
multi timeframe으로 가능할지 문의드립니다.
좋은 하루되세요
감사합니다.
답변 1
예스스탁 예스스탁 답변
2020-01-29 15:26:30
안녕하세요
예스스탁입니다.
security가 어떤 함수인지 모르겠습니다.
아마 다른주기의 값으로 계산해 주는 함수인것 같습니다.
예스랭귀지에는 별도로 다른주기 계산해 주는 함수는 없습니다.
아래와 같이 풀어서 작성하셔야 하며
분봉에서 다른분봉주기는 기본차트의 주기의 배수로만 가능합니다.
배수로 높은 주기가 아니면 계산할수 없습니다.
1 일봉
Input : length1(8),a1(0.7),T3FiboLine(false),Length12(5),a12(0.618);
var : S1(0),D1(0),TM(0),TF1(0),Ep1(0),Ep2(0),ii(0);
Var : e1(0), Pree1(0);
Var : e2(0), Pree2(0);
Var : e3(0), Pree3(0);
Var : e4(0), Pree4(0);
Var : e5(0), Pree5(0);
Var : e6(0), Pree6(0);
var : C1(0),C2(0),C3(0),C4(0),T3(0);
Var : e12(0), Pree12(0);
Var : e22(0), Pree22(0);
Var : e32(0), Pree32(0);
Var : e42(0), Pree42(0);
Var : e52(0), Pree52(0);
Var : e62(0), Pree62(0);
var : C12(0),C22(0),C32(0),C42(0),T32(0);
Ep1 = 2/(length1+1);
Ep2 = 2/(length12+1);
if bdate != bdate[1] then
{
ii = ii+1;
Pree1 = e1[1];
Pree2 = e2[1];
Pree3 = e3[1];
Pree4 = e4[1];
Pree5 = e5[1];
Pree6 = e6[1];
Pree12 = e12[1];
Pree22 = e22[1];
Pree32 = e32[1];
Pree42 = e42[1];
Pree52 = e52[1];
Pree62 = e62[1];
}
if ii <= 1 then
{
e1 = (high + low + 2*close)/4;
e2 = e1;
e3 = e2;
e4 = e3;
e5 = e4;
e6 = e5;
e12 = (high + low + 2*close)/4;
e22 = e12;
e32 = e22;
e42 = e32;
e52 = e42;
e62 = e52;
}
else
{
e1 = (high + low + 2*close)/4 * EP1 + Pree1 * (1-EP1);
e2 = e1 * EP1 + Pree2 * (1-EP1);
e3 = e2 * EP1 + Pree3 * (1-EP1);
e4 = e3 * EP1 + Pree4 * (1-EP1);
e5 = e4 * EP1 + Pree5 * (1-EP1);
e6 = e5 * EP1 + Pree6 * (1-EP1);
e12 = (high + low + 2*close)/4 * EP2 + Pree12 * (1-EP2);
e22 = e12 * EP2 + Pree22 * (1-EP2);
e32 = e22 * EP2 + Pree32 * (1-EP2);
e42 = e32 * EP2 + Pree42 * (1-EP2);
e52 = e42 * EP2 + Pree52 * (1-EP2);
e62 = e52 * EP2 + Pree62 * (1-EP2);
}
c1=-a1*a1*a1;
c2=3*a1*a1+3*a1*a1*a1;
c3=-6*a1*a1-3*a1-3*a1*a1*a1;
c4=1+3*a1+a1*a1*a1+3*a1*a1;
T3=c1*e6+c2*e5+c3*e4+c4*e3;
c12=-a12*a12*a12;
c22=3*a12*a12+3*a12*a12*a12;
c32=-6*a12*a12-3*a12-3*a12*a12*a12;
c42=1+3*a12+a12*a12*a12+3*a12*a12;
T32=c12*e62+c22*e52+c32*e42+c42*e32;
plot1(T3,"t3",red);
plot2(T32,"t32",blue);
2 다른분봉
Input : ntime(30),length1(8),a1(0.7),T3FiboLine(false),Length12(5),a12(0.618);
var : S1(0),D1(0),TM(0),TF1(0),Ep1(0),Ep2(0),ii(0);
Var : e1(0), Pree1(0);
Var : e2(0), Pree2(0);
Var : e3(0), Pree3(0);
Var : e4(0), Pree4(0);
Var : e5(0), Pree5(0);
Var : e6(0), Pree6(0);
var : C1(0),C2(0),C3(0),C4(0),T3(0);
Var : e12(0), Pree12(0);
Var : e22(0), Pree22(0);
Var : e32(0), Pree32(0);
Var : e42(0), Pree42(0);
Var : e52(0), Pree52(0);
Var : e62(0), Pree62(0);
var : C12(0),C22(0),C32(0),C42(0),T32(0);
Ep1 = 2/(length1+1);
Ep2 = 2/(length12+1);
if Bdate != Bdate[1] Then
{
S1 = TimeToMinutes(stime);
D1 = sdate;
}
if D1 > 0 then
{
if sdate == D1 Then
TM = TimeToMinutes(stime)-S1;
Else
TM = TimeToMinutes(stime)+1440-S1;
TF1 = TM%ntime;
if Bdate != Bdate[1] or
(Bdate == Bdate[1] and ntime > 1 and TF1 < TF1[1]) or
(Bdate == Bdate[1] and ntime > 1 and TM >= TM[1]+ntime)or
(Bdate == Bdate[1] and ntime == 1 and TM > TM[1]) Then
{
ii = ii+1;
Pree1 = e1[1];
Pree2 = e2[1];
Pree3 = e3[1];
Pree4 = e4[1];
Pree5 = e5[1];
Pree6 = e6[1];
Pree12 = e12[1];
Pree22 = e22[1];
Pree32 = e32[1];
Pree42 = e42[1];
Pree52 = e52[1];
Pree62 = e62[1];
}
if ii <= 1 then {
e1 = (high + low + 2*close)/4;
e2 = e1;
e3 = e2;
e4 = e3;
e5 = e4;
e6 = e5;
e12 = (high + low + 2*close)/4;
e22 = e12;
e32 = e22;
e42 = e32;
e52 = e42;
e62 = e52;
}
else{
e1 = (high + low + 2*close)/4 * EP1 + Pree1 * (1-EP1);
e2 = e1 * EP1 + Pree2 * (1-EP1);
e3 = e2 * EP1 + Pree3 * (1-EP1);
e4 = e3 * EP1 + Pree4 * (1-EP1);
e5 = e4 * EP1 + Pree5 * (1-EP1);
e6 = e5 * EP1 + Pree6 * (1-EP1);
e12 = (high + low + 2*close)/4 * EP2 + Pree12 * (1-EP2);
e22 = e12 * EP2 + Pree22 * (1-EP2);
e32 = e22 * EP2 + Pree32 * (1-EP2);
e42 = e32 * EP2 + Pree42 * (1-EP2);
e52 = e42 * EP2 + Pree52 * (1-EP2);
e62 = e52 * EP2 + Pree62 * (1-EP2);
}
c1=-a1*a1*a1;
c2=3*a1*a1+3*a1*a1*a1;
c3=-6*a1*a1-3*a1-3*a1*a1*a1;
c4=1+3*a1+a1*a1*a1+3*a1*a1;
T3=c1*e6+c2*e5+c3*e4+c4*e3;
c12=-a12*a12*a12;
c22=3*a12*a12+3*a12*a12*a12;
c32=-6*a12*a12-3*a12-3*a12*a12*a12;
c42=1+3*a12+a12*a12*a12+3*a12*a12;
T32=c12*e62+c22*e52+c32*e42+c42*e32;
plot1(T3,"t3",red);
plot2(T32,"t32",blue);
}
즐거운 하루되세요
> 로즈버드 님이 쓴 글입니다.
> 제목 : 예스트레이더 수식으로 전환 문의드립니다.
> study("T3 MTF", overlay=true)
res = input(title="Time Frame", type=resolution, defval="D")
T3FiboLine = input(false, title="Show T3 Fibonacci Ratio Line?")
length1 = input(8, "T3 Length")
a1 = input(0.7, "Volume Factor")
e1=ema((high + low + 2*close)/4, length1)
e2=ema(e1,length1)
e3=ema(e2,length1)
e4=ema(e3,length1)
e5=ema(e4,length1)
e6=ema(e5,length1)
c1=-a1*a1*a1
c2=3*a1*a1+3*a1*a1*a1
c3=-6*a1*a1-3*a1-3*a1*a1*a1
c4=1+3*a1+a1*a1*a1+3*a1*a1
T3=c1*e6+c2*e5+c3*e4+c4*e3
T3k = security(tickerid, res, T3)
plot(T3k, color=red, linewidth=3, title="T3")
length12 = input(5, "T3 Length fibo")
a12 = input(0.618, "Volume Factor fibo")
e12=ema((high + low + 2*close)/4, length12)
e22=ema(e12,length12)
e32=ema(e22,length12)
e42=ema(e32,length12)
e52=ema(e42,length12)
e62=ema(e52,length12)
c12=-a12*a12*a12
c22=3*a12*a12+3*a12*a12*a12
c32=-6*a12*a12-3*a12-3*a12*a12*a12
c42=1+3*a12+a12*a12*a12+3*a12*a12
T32=c12*e62+c22*e52+c32*e42+c42*e32
T32k = security(tickerid, res, T32)
plot(T3FiboLine and T32k ? T32k : na, color=blue, linewidth=2, title="T3fibo")
multi timeframe으로 가능할지 문의드립니다.
좋은 하루되세요
감사합니다.
다음글