커뮤니티
문의 드립니다
2020-04-10 07:59:33
292
글번호 137781
input :len(10),st_mult(1),st_period(100);;
var : source(0),hilow(0),openclose(0),vol(0),spreadvol(0),VPT(0),window_len(0);
var : v_len(0),price_spread(0),vv(0),smooth(0),v_spread(0),shadow(0),out(0);
var : vpt2(0),up_lev(0),dn_lev(0),up_trend(0),down_trend(0),trend(0),st_line(0);
source = close;
hilow = ((high - low)*100);
openclose = ((close - open)*100);
vol = (volume / hilow);
spreadvol = (openclose * vol);
VPT = spreadvol + Accum(spreadvol);
window_len = 28;
v_len = 14;
price_spread = std(high-low, window_len);
vv = spreadvol + Accum(spreadvol);
smooth = ma(vv, v_len);
v_spread = std(vv - smooth, window_len);
shadow = (vv - smooth) / v_spread * price_spread;
out = iff(shadow > 0, high + shadow, low + shadow);
vpt2 =ema(out,len);
up_lev = vpt2 - (st_mult * atr(st_period));
dn_lev = vpt2 + (st_mult * atr(st_period));
if CurrentBar >= 1 then
{
up_trend = 0.0;
up_trend = iff(close[1] > up_trend[1], max(up_lev, up_trend[1]),up_lev);
down_trend = 0.0;
down_trend = iff(close[1] < down_trend[1], min(dn_lev, down_trend[1]), dn_lev);
trend = 0;
trend = iff(close > down_trend[1], 1 ,iff(close < up_trend[1], -1 , trend[1]));
st_line = iff(trend ==1 , up_trend , down_trend);
// Plotting
plot1(st_line[1],"SuperTrend",iff(trend == 1,MAGENTA,BLACK));
}
...............................................................
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답변 1
예스스탁 예스스탁 답변
2020-04-10 11:33:44
안녕하세요
예스스탁입니다.
input :len(10),st_mult(1),st_period(100);;
var : source(0,data2),hilow(0,data2),openclose(0,data2),vol(0,data2),spreadvol(0,data2);
var : VPT(0,data2),window_len(0,data2),v_len(0,data2),price_spread(0,data2),vv(0,data2);
var : smooth(0,data2),v_spread(0,data2),shadow(0,data2),out(0,data2),vpt2(0,data2),up_lev(0,data2);
var : dn_lev(0,data2),up_trend(0,data2),down_trend(0,data2),trend(0,data2),st_line(0,data2);
source = data2(close);
hilow = data2(((high - low)*100));
openclose = data2(((close - open)*100));
vol = data2((volume / hilow));
spreadvol = data2(openclose * vol);
VPT = data2(spreadvol+Accum(spreadvol));
window_len = 28;
v_len = 14;
price_spread = data2(std(high-low, window_len));
vv = data2(spreadvol + Accum(spreadvol));
smooth = data2(ma(vv, v_len));
v_spread = data2(std(vv - smooth, window_len));
shadow = data2((vv - smooth) / v_spread * price_spread);
out = data2(iff(shadow > 0, high + shadow, low + shadow));
vpt2 = data2(ema(out,len));
up_lev = data2(vpt2 - (st_mult * atr(st_period)));
dn_lev = data2(vpt2 + (st_mult * atr(st_period)));
if data2(CurrentBar >= 1) then
{
up_trend = 0.0;
up_trend = data2(iff(close[1] > up_trend[1], max(up_lev, up_trend[1]),up_lev));
down_trend = 0.0;
down_trend = data2(iff(close[1] < down_trend[1], min(dn_lev, down_trend[1]), dn_lev));
trend = 0;
trend = data2(iff(close > down_trend[1], 1 ,iff(close < up_trend[1], -1 , trend[1])));
st_line = data2(iff(trend ==1 , up_trend , down_trend));
// Plotting
plot1(st_line[1],"SuperTrend",data2(iff(trend == 1,MAGENTA,BLACK)));
}
즐거운 하루되세요
> todrkr 님이 쓴 글입니다.
> 제목 : 문의 드립니다
> input :len(10),st_mult(1),st_period(100);;
var : source(0),hilow(0),openclose(0),vol(0),spreadvol(0),VPT(0),window_len(0);
var : v_len(0),price_spread(0),vv(0),smooth(0),v_spread(0),shadow(0),out(0);
var : vpt2(0),up_lev(0),dn_lev(0),up_trend(0),down_trend(0),trend(0),st_line(0);
source = close;
hilow = ((high - low)*100);
openclose = ((close - open)*100);
vol = (volume / hilow);
spreadvol = (openclose * vol);
VPT = spreadvol + Accum(spreadvol);
window_len = 28;
v_len = 14;
price_spread = std(high-low, window_len);
vv = spreadvol + Accum(spreadvol);
smooth = ma(vv, v_len);
v_spread = std(vv - smooth, window_len);
shadow = (vv - smooth) / v_spread * price_spread;
out = iff(shadow > 0, high + shadow, low + shadow);
vpt2 =ema(out,len);
up_lev = vpt2 - (st_mult * atr(st_period));
dn_lev = vpt2 + (st_mult * atr(st_period));
if CurrentBar >= 1 then
{
up_trend = 0.0;
up_trend = iff(close[1] > up_trend[1], max(up_lev, up_trend[1]),up_lev);
down_trend = 0.0;
down_trend = iff(close[1] < down_trend[1], min(dn_lev, down_trend[1]), dn_lev);
trend = 0;
trend = iff(close > down_trend[1], 1 ,iff(close < up_trend[1], -1 , trend[1]));
st_line = iff(trend ==1 , up_trend , down_trend);
// Plotting
plot1(st_line[1],"SuperTrend",iff(trend == 1,MAGENTA,BLACK));
}
...............................................................
상기지표를 데이타2용으로 가공해 주세요
감사합니다