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고생이 많으세요 트레이딩뷰 식 변환 부탁드립니다.
2021-03-12 15:31:36
740
글번호 147048
감사합니다.
//@version=2
strategy("Forex Master v4.0", overlay=true)
Price = close
Length = input(20)
Mult = input(1.5)
Basis = sma(Price, Length)
StdDev = Mult * stdev(Price, Length)
Upper = Basis + StdDev
Lower = Basis - StdDev
ADX_Length = input(50)
TrueRange = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0
SmoothedTrueRange = nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1])/ADX_Length) + TrueRange
SmoothedDirectionalMovementPlus = nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1])/ADX_Length) + DirectionalMovementPlus
SmoothedDirectionalMovementMinus = nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1])/ADX_Length) + DirectionalMovementMinus
DIPlus = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIMinus = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = abs(DIPlus - DIMinus) / (DIPlus + DIMinus)*100
SmoothedADX1 = ema(DX, input(6))
SmoothedADX2 = ema(DX, input(12))
Condition1 = crossover(Price, Lower) and SmoothedADX1 < SmoothedADX2
Condition2 = crossunder(Price, Upper) and SmoothedADX1 < SmoothedADX2
Take_Profit = input(500)
Stop_Loss = input(500)
strategy.entry("LongEntry", true, when = Condition1)
strategy.exit("LongExit", "LongEntry", profit = Take_Profit, loss = Stop_Loss)
strategy.entry("ShortEntry", false, when = Condition2)
strategy.exit("ShortExit", "ShortEntry", profit = Take_Profit, loss = Stop_Loss)
답변 1
예스스탁 예스스탁 답변
2021-03-12 15:59:16
안녕하세요
예스스탁입니다.
input : Length(20),Mult(1.5);
input : ADX_Length(50),P1(6),P2(12);
input : Take_Profit(500),Stop_Loss(500);
var : Price(0),Basis(0),StdDev(0),upper(0),lower(0);
var : TR(0),DirectionalMovementPlus(0),DirectionalMovementMinus(0);
var : SmoothedTrueRange(0),SmoothedDirectionalMovementPlus(0),SmoothedDirectionalMovementMinus(0);
var : DIP(0),DIM(0),DX(0),SmoothedADX1(0),SmoothedADX2(0);
Price = close;
Basis = ma(Price, Length);
StdDev = Mult * std(Price, Length);
Upper = Basis + StdDev;
Lower = Basis - StdDev;
TR = max(max(high-low, abs(high-close[1])), abs(low-close[1]));
DirectionalMovementPlus = iff(high-high[1] > low[1]-low , max(high-high[1], 0) , 0);
DirectionalMovementMinus = iff(low[1]-low > high-high[1] , max(low[1]-low, 0) , 0);
SmoothedTrueRange = SmoothedTrueRange - (SmoothedTrueRange/ADX_Length) + TR;
SmoothedDirectionalMovementPlus = SmoothedDirectionalMovementPlus - (SmoothedDirectionalMovementPlus/ADX_Length) + DirectionalMovementPlus;
SmoothedDirectionalMovementMinus = SmoothedDirectionalMovementMinus - (SmoothedDirectionalMovementMinus/ADX_Length) + DirectionalMovementMinus;
DIP = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100;
DIM = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100;
DX = abs(DIP - DIM) / (DIP + DIM)*100;
SmoothedADX1 = ema(DX, P1);
SmoothedADX2 = ema(DX, P2);
Condition1 = CrossUp(Price, Lower) and SmoothedADX1 < SmoothedADX2;
Condition2 = CrossDown(Price, Upper) and SmoothedADX1 < SmoothedADX2;
if Condition1 == true Then
Buy();
if Condition2 == true Then
Sell();
SetStopProfittarget(Take_Profit,PointStop);
SetStopLoss(Stop_Loss,PointStop);
즐거운 하루되세요
> midasys 님이 쓴 글입니다.
> 제목 : 고생이 많으세요 트레이딩뷰 식 변환 부탁드립니다.
> 감사합니다.
//@version=2
strategy("Forex Master v4.0", overlay=true)
Price = close
Length = input(20)
Mult = input(1.5)
Basis = sma(Price, Length)
StdDev = Mult * stdev(Price, Length)
Upper = Basis + StdDev
Lower = Basis - StdDev
ADX_Length = input(50)
TrueRange = max(max(high-low, abs(high-nz(close[1]))), abs(low-nz(close[1])))
DirectionalMovementPlus = high-nz(high[1]) > nz(low[1])-low ? max(high-nz(high[1]), 0): 0
DirectionalMovementMinus = nz(low[1])-low > high-nz(high[1]) ? max(nz(low[1])-low, 0): 0
SmoothedTrueRange = nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1])/ADX_Length) + TrueRange
SmoothedDirectionalMovementPlus = nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1])/ADX_Length) + DirectionalMovementPlus
SmoothedDirectionalMovementMinus = nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1])/ADX_Length) + DirectionalMovementMinus
DIPlus = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIMinus = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = abs(DIPlus - DIMinus) / (DIPlus + DIMinus)*100
SmoothedADX1 = ema(DX, input(6))
SmoothedADX2 = ema(DX, input(12))
Condition1 = crossover(Price, Lower) and SmoothedADX1 < SmoothedADX2
Condition2 = crossunder(Price, Upper) and SmoothedADX1 < SmoothedADX2
Take_Profit = input(500)
Stop_Loss = input(500)
strategy.entry("LongEntry", true, when = Condition1)
strategy.exit("LongExit", "LongEntry", profit = Take_Profit, loss = Stop_Loss)
strategy.entry("ShortEntry", false, when = Condition2)
strategy.exit("ShortExit", "ShortEntry", profit = Take_Profit, loss = Stop_Loss)