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예스트레이더 수식으로 변환 문의드립니다.
2020-02-10 15:16:17
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글번호 135795
//input variables
Length=input(title="Look Back Period", type=integer, defval=22)
ATRPeriod=input(title="ATR Period", type=integer, defval=22)
Mult=input(title="ATR Multiplier", type=integer, defval=3)
//calculate stop value
short_stop = lowest(Length)+Mult*atr(ATRPeriod)
long_stop = highest(Length)-Mult*atr(ATRPeriod)
shortvs=na(shortvs[1]) ? short_stop : iff(close>shortvs[1], short_stop , min(short_stop,shortvs[1]))
longvs=na(longvs[1]) ? long_stop : iff(close<longvs[1], long_stop, max(long_stop,longvs[1]))
longswitch=iff (close>=shortvs[1] and close[1]<shortvs[1] , 1 , 0)
shortswitch=iff (close<=longvs[1] and close[1]>longvs[1] , 1 , 0)
direction= iff(na(direction[1]), 0,
iff (direction[1]<=0 and longswitch, 1,
iff (direction[1]>=0 and shortswitch, -1, direction[1])))
pc=direction>0?longvs:shortvs
plot(pc, color=direction>0?aqua:fuchsia, style=circles, linewidth=2)
plot(pc, color=direction>0?aqua:fuchsia, style=line, linewidth=2)
감사합니다.
답변 1
예스스탁 예스스탁 답변
2020-02-10 16:58:24
안녕하세요
예스스탁입니다.
input : Length(22),ATRPeriod(22),Mult(3);
var : short_stop(0),long_stop(0),shortvs(0),longvs(0),longswitch(0),shortswitch(0),direction(0),pc(0);
short_stop = lowest(l,Length)+Mult*atr(ATRPeriod);
long_stop = highest(h,Length)-Mult*atr(ATRPeriod);
shortvs = iff(IsNaN(shortvs[1]) == true, short_stop, iff(close>shortvs[1], short_stop , min(short_stop,shortvs[1])));
longvs = iff(IsNaN(longvs[1]) == true,long_stop, iff(close<longvs[1], long_stop, max(long_stop,longvs[1])));
longswitch = iff (close>=shortvs[1] and close[1]<shortvs[1] , 1 , 0);
shortswitch = iff (close<=longvs[1] and close[1]>longvs[1] , 1 , 0);
direction= iff(IsNaN(direction[1]) == true, 0,
iff (direction[1]<=0 and longswitch, 1,
iff (direction[1]>=0 and shortswitch, -1, direction[1])));
pc=iff(direction>0,longvs,shortvs);
plot1(pc,"pc1",iff(direction>0,MAGENTA,CYAN));
plot2(pc,"pc2",iff(direction>0,MAGENTA,CYAN));
즐거운 하루되세요
> 로즈버드 님이 쓴 글입니다.
> 제목 : 예스트레이더 수식으로 변환 문의드립니다.
> //input variables
Length=input(title="Look Back Period", type=integer, defval=22)
ATRPeriod=input(title="ATR Period", type=integer, defval=22)
Mult=input(title="ATR Multiplier", type=integer, defval=3)
//calculate stop value
short_stop = lowest(Length)+Mult*atr(ATRPeriod)
long_stop = highest(Length)-Mult*atr(ATRPeriod)
shortvs=na(shortvs[1]) ? short_stop : iff(close>shortvs[1], short_stop , min(short_stop,shortvs[1]))
longvs=na(longvs[1]) ? long_stop : iff(close<longvs[1], long_stop, max(long_stop,longvs[1]))
longswitch=iff (close>=shortvs[1] and close[1]<shortvs[1] , 1 , 0)
shortswitch=iff (close<=longvs[1] and close[1]>longvs[1] , 1 , 0)
direction= iff(na(direction[1]), 0,
iff (direction[1]<=0 and longswitch, 1,
iff (direction[1]>=0 and shortswitch, -1, direction[1])))
pc=direction>0?longvs:shortvs
plot(pc, color=direction>0?aqua:fuchsia, style=circles, linewidth=2)
plot(pc, color=direction>0?aqua:fuchsia, style=line, linewidth=2)
감사합니다.
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