예스스탁
예스스탁 답변
2020-04-20 13:31:11
안녕하세요
예스스탁입니다.
input : nATRPeriod(22),nATRMultip(8.1);
var : xATR(0),nLoss(0),xATRTrailingStop(0),color(0),pos(0);
xATR = atr(nATRPeriod);
nLoss = nATRMultip * xATR;
xATRTrailingStop =
iff(close > xATRTrailingStop[1] and close[1] > xATRTrailingStop[1], max(xATRTrailingStop[1], close - nLoss),
iff(close < xATRTrailingStop[1] and close[1] < xATRTrailingStop[1], min(xATRTrailingStop[1], close + nLoss),
iff(close > xATRTrailingStop[1], close - nLoss, close + nLoss))) ;
pos =
iff(close[1] < xATRTrailingStop[1] and close > xATRTrailingStop[1], 1,
iff(close[1] > xATRTrailingStop[1] and close < xATRTrailingStop[1], -1, pos[1]));
color = iff(pos == -1 , red,iff( pos == 1 , GREEN , blue));
input : len2(100);
var : src(0),out(0),avg1(0);
src = c;
out = AccumN( src * v , len2 ) / AccumN( v, len2 ) ;
avg1 = avg(out, xATRTrailingStop);
plot1(avg1,"atr",cyan);
즐거운 하루되세요
> as8282 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> 하기 수식을 예스로 부탁드립니다.
study(title="ATR Trainling Stop Smoothed", shorttitle="ATR_SM", overlay = true)
nATRPeriod = input(22, "Period")
nATRMultip = input(8.1, "Multiplier",type=float, minval=0.5, maxval=1000, step=0.1)
xATR = atr(nATRPeriod)
nLoss = nATRMultip * xATR
xATRTrailingStop = na
xATRTrailingStop :=
iff(close > nz(xATRTrailingStop[1], 0) and close[1] > nz(xATRTrailingStop[1], 0), max(nz(xATRTrailingStop[1]), close - nLoss),
iff(close < nz(xATRTrailingStop[1], 0) and close[1] < nz(xATRTrailingStop[1], 0), min(nz(xATRTrailingStop[1]), close + nLoss),
iff(close > nz(xATRTrailingStop[1], 0), close - nLoss, close + nLoss)))
pos = na
pos :=
iff(close[1] < nz(xATRTrailingStop[1], 0) and close > nz(xATRTrailingStop[1], 0), 1,
iff(close[1] > nz(xATRTrailingStop[1], 0) and close < nz(xATRTrailingStop[1], 0), -1, nz(pos[1], 0)))
color = pos == -1 ? red: pos == 1 ? lime : blue
len2 = input(100, minval=1, title="Smooth")
src = input(close, title="Source")
out = vwma(src, len2)
avg1=avg(out, xATRTrailingStop)
plot(avg1, color=aqua, transp=0, title="ATR")