예스스탁
예스스탁 답변
2020-04-14 15:03:05
안녕하세요
예스스탁입니다.
1
input : fl(0.5),sl(0.05),pa(false),fr(false),ebc(false);
var : src(0),sp(0),dt(0),i1(0),ji(0),jq(0),i2_(0),q2_(0),re_(0);
var : im_(0),re(0),im(0),p1(0),p2(0),p3(0),p(0),q1(0),i2(0),q2(0);
var : spp(0),phase(0),dphase_(0),dphase(0),mama(0),fama(0),alpha_(0),alpha(0),pi(0);
src = (H+L)/2;
sp = (4*src + 3*src[1] + 2*src[2] + src[3]) / 10.0;
pi = 3.1415926;
if CurrentBar >= 1 then
{
dt = (.0962*sp + .5769*(sp[2]) - .5769*(sp[4])- .0962*(sp[6]))*(.075*(p[1]) + .54);
q1 = (.0962*dt + .5769*(dt[2]) - .5769*(dt[4])- .0962*(dt[6]))*(.075*(p[1]) + .54);
i1 = (dt[3]);
jI = (.0962*i1 + .5769*(i1[2]) - .5769*(i1[4])- .0962*(i1[6]))*(.075*(p[1]) + .54);
jq = (.0962*q1 + .5769*(q1[2]) - .5769*(q1[4])- .0962*(q1[6]))*(.075*(p[1]) + .54);
i2_ = i1 - jq;
q2_ = q1 + jI;
i2 = .2*i2_ + .8*(i2[1]);
q2 = .2*q2_ + .8*(q2[1]);
re_ = i2*(i2[1]) + q2*(q2[1]);
im_ = i2*(q2[1]) - q2*(i2[1]);
re = .2*re_ + .8*(re[1]);
im = .2*im_ + .8*(im[1]);
p1 = iff(im!=0 and re!=0, 2*pi/atan(im/re),p);
p2 = iff(p1 > 1.5*(p1[1]), 1.5*(p1[1]), iff(p1 < 0.67*(p1[1]), 0.67*(p1[1]), p1));
p3 = iff(p2<6, 6, iff (p2 > 50, 50, p2));
p = .2*p3 + .8*(p3[1]);
spp = .33*p + .67*(spp[1]);
phase = 180/pi*atan(q1 / i1);
dphase_ = (phase[1]) - phase;
dphase = iff(dphase_< 1, 1, dphase_);
alpha_ = fl / dphase;
alpha = iff(alpha_ < sl, sl, iff(alpha_ > fl, fl, alpha_));
mama = alpha*src + (1 - alpha)*(mama[1]);
fama = .5*alpha*mama + (1 - .5*alpha)*(fama[1]);
plot1(iff(fr,iff(mama>fama,mama,fama),NaN),"dum",gray);
plot2(mama,"MAMA",red);
plot3(fama,"FAMA",green);
}
2
input : fl(0.5),sl(0.05),pa(false),fr(false),ebc(false);
var : src(0),sp(0),dt(0),i1(0),ji(0),jq(0),i2_(0),q2_(0),re_(0);
var : im_(0),re(0),im(0),p1(0),p2(0),p3(0),p(0),q1(0),i2(0),q2(0);
var : spp(0),phase(0),dphase_(0),dphase(0),mama(0),fama(0),alpha_(0),alpha(0),pi(0);
src = (H+L)/2;
sp = (4*src + 3*src[1] + 2*src[2] + src[3]) / 10.0;
pi = 3.1415926;
if CurrentBar >= 1 then
{
dt = (.0962*sp + .5769*(sp[2]) - .5769*(sp[4])- .0962*(sp[6]))*(.075*(p[1]) + .54);
q1 = (.0962*dt + .5769*(dt[2]) - .5769*(dt[4])- .0962*(dt[6]))*(.075*(p[1]) + .54);
i1 = (dt[3]);
jI = (.0962*i1 + .5769*(i1[2]) - .5769*(i1[4])- .0962*(i1[6]))*(.075*(p[1]) + .54);
jq = (.0962*q1 + .5769*(q1[2]) - .5769*(q1[4])- .0962*(q1[6]))*(.075*(p[1]) + .54);
i2_ = i1 - jq;
q2_ = q1 + jI;
i2 = .2*i2_ + .8*(i2[1]);
q2 = .2*q2_ + .8*(q2[1]);
re_ = i2*(i2[1]) + q2*(q2[1]);
im_ = i2*(q2[1]) - q2*(i2[1]);
re = .2*re_ + .8*(re[1]);
im = .2*im_ + .8*(im[1]);
p1 = iff(im!=0 and re!=0, 2*pi/atan(im/re),p);
p2 = iff(p1 > 1.5*(p1[1]), 1.5*(p1[1]), iff(p1 < 0.67*(p1[1]), 0.67*(p1[1]), p1));
p3 = iff(p2<6, 6, iff (p2 > 50, 50, p2));
p = .2*p3 + .8*(p3[1]);
spp = .33*p + .67*(spp[1]);
phase = 180/pi*atan(q1 / i1);
dphase_ = (phase[1]) - phase;
dphase = iff(dphase_< 1, 1, dphase_);
alpha_ = fl / dphase;
alpha = iff(alpha_ < sl, sl, iff(alpha_ > fl, fl, alpha_));
mama = alpha*src + (1 - alpha)*(mama[1]);
fama = .5*alpha*mama + (1 - .5*alpha)*(fama[1]);
if crossup(mama,fama) Then
buy();
if CrossDown(mama,fama) Then
sell();
}
즐거운 하루되세요
> 로즈버드 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> 안녕하세요
66434와 동일한 수식에 수정이 첨가된 수식입니다.
---------------------------------------------------
src=input(hl2, title="Source")
fl=input(.5, title="Fast Limit")
sl=input(.05, title="Slow Limit")
pi = 3.1415926
sp = (4*src + 3*src[1] + 2*src[2] + src[3]) / 10.0
dt = (.0962*sp + .5769*nz(sp[2]) - .5769*nz(sp[4])- .0962*nz(sp[6]))*(.075*nz(p[1]) + .54)
q1 = (.0962*dt + .5769*nz(dt[2]) - .5769*nz(dt[4])- .0962*nz(dt[6]))*(.075*nz(p[1]) + .54)
i1 = nz(dt[3])
jI = (.0962*i1 + .5769*nz(i1[2]) - .5769*nz(i1[4])- .0962*nz(i1[6]))*(.075*nz(p[1]) + .54)
jq = (.0962*q1 + .5769*nz(q1[2]) - .5769*nz(q1[4])- .0962*nz(q1[6]))*(.075*nz(p[1]) + .54)
i2_ = i1 - jq
q2_ = q1 + jI
i2 = .2*i2_ + .8*nz(i2[1])
q2 = .2*q2_ + .8*nz(q2[1])
re_ = i2*nz(i2[1]) + q2*nz(q2[1])
im_ = i2*nz(q2[1]) - q2*nz(i2[1])
re = .2*re_ + .8*nz(re[1])
im = .2*im_ + .8*nz(im[1])
p1 = iff(im!=0 and re!=0, 2*pi/atan(im/re), nz(p))
p2 = iff(p1 > 1.5*nz(p1[1]), 1.5*nz(p1[1]), iff(p1 < 0.67*nz(p1[1]), 0.67*nz(p1[1]), p1))
p3 = iff(p2<6, 6, iff (p2 > 50, 50, p2))
p = .2*p3 + .8*nz(p3[1])
spp = .33*p + .67*nz(spp[1])
phase = 180/pi * atan(q1 / i1)
dphase_ = nz(phase[1]) - phase
dphase = iff(dphase_< 1, 1, dphase_)
alpha_ = fl / dphase
alpha = iff(alpha_ < sl, sl, iff(alpha_ > fl, fl, alpha_))
mama = alpha*src + (1 - alpha)*nz(mama[1])
fama = .5*alpha*mama + (1 - .5*alpha)*nz(fama[1])
pa=input(false, title="Mark crossover points")
plotarrow(pa?(cross(mama, fama)?mama<fama?-1:1:na):na, title="Crossover Markers")
fr=input(false, title="Fill MAMA/FAMA Region")
duml=plot(fr?(mama>fama?mama:fama):na, style=circles, color=gray, linewidth=0, title="DummyL")
mamal=plot(mama, title="MAMA", color=red, linewidth=2)
famal=plot(fama, title="FAMA", color=green, linewidth=2)
fill(duml, mamal, red, transp=70, title="NegativeFill")
fill(duml, famal, green, transp=70, title="PositiveFill")
ebc=input(false, title="Enable Bar colors")
bc=mama>fama?lime:red
barcolor(ebc?bc:na)
1) 지표 변환
2) plot2 가 plot3을 골든크로스, 데드크로스 할 경우로 시스템 수식 문의드립니다.
항상 감사드립니다.