안녕하세요 예스스탁입니다. 올리신 내용은 변환에 시간이 많이 소모가 됩니다. 해당수식에 security함수는 특히 변환에 시간이 많이 걸리는 내용입니다. 업무상 많은 시간이 요구되는 수식은 저희가 답변을 해드리기 어렵습니다. 도움을 드리지 못해 죄송합니다. 즐거운 하루되세요 > dandan 님이 쓴 글입니다. > 제목 : 수식변경 부탁드립니다. > 아래 TradingView 수식(Adaptive ATR-ADX Trend v2) 변경부탁드립니다. 1. 기존과 똑같이 ATR, ATR Multiplier(ADX Rising), ATR Multiplier(ADX Falling), Interval, ADX, BandPip, ADX Threshold 등 모든 변수들의 변경이 가능했으면 좋겠습니다. 2. Interval 옵션은 반드시 변경가능했으면 좋겠습니다. 3. Default옵션인 ADX Above Threshold uses ATR Falling Multiplier Even if Rising?도 항시 체크상태였으면 좋겠습니다. 4. 지표와 전략 두개로 작성 부탁드립니다. 함수로 작성하여 분리해주셔도 감사하겠습니다. //@version=3 // Constructs the trailing ATR stop above or below the price, and switches // directions when the source price breaks the ATR stop. Uses the Average // Directional Index (ADX) to switch between ATR multipliers. The higher // multiplier is used when the ADX is rising, and the lower ATR multiplier // is used with the ADX is falling. This ADX criteria further widens the gap // between the source price and the trailing ATR stop when the price is trending, // and lessens the gap between the ATR and the price when then price is not // trending. // // The ATR-ADX stop is effectively a double adapative stop that trails the price, // by both adapting to the true range of the price, and the average directional // change. When the stop is below the price (long trade) the value never decreases // until the price intersects the stop, and it reverses to being above the price // (short trade). When the stop is above the price it will never increase until // it is intersected by the price. As the true range and ADX change, the stop // will move more quickly or more slowly. // http://www.fxtsp.com/1287-doubly-adaptive-profit-average-true-range-objectives/ study(title = "Adaptive ATR-ADX Trend Multi-Timeframe", shorttitle = "Adaptive ATR Multi", overlay = true) //Mode atrLen = input(title = "ATR", type = integer, defval = 14, minval = 1, maxval = 100) m1 = input(title = "ATR Multiplier - ADX Rising", type = float, defval = 3.5, minval = 1, step = 0.1, maxval = 100) m2 = input(title = "ATR Multiplier - ADX Falling", type = float, defval = 1.75, minval = 1, step = 0.1, maxval = 100) dintval = input(title = "Inverval (i.e. 15, 60, 240, D, W)", defval = '60') useIntval = input(false, title = "Use Chart Interval") bandHalfWidth = input(1, title = "Band Pip/Tick Size Around Stop", minval = 0) showBand = input(false, title = "Use Band Around Stop?") adxLen = input(title = "ADX", type = integer, defval = 14, minval = 1, maxval = 100) adxThresh = input(title = "ADX Threshold", type = integer, defval = 25, minval = 1) aboveThresh = input(true, title = "ADX Above Threshold uses ATR Falling Multiplier Even if Rising?") useHeikin = input(false, title = "Use Heikin-Ashi Bars (Source will be ohlc4)") src = ohlc4 tk = syminfo.mintick blockMult = tk < 0.1 and (tk != 0.01 or syminfo.pointvalue < 10 or syminfo.pointvalue * tk <= 1) and (tk != 0.001 or syminfo.pointvalue <= 1) and tk != 0.005 and tk != 0.0001 and tk != 0.0005 and tk != 0.03125 and tk != 0.015625 ? tk == 0.00005 or tk * 100 == 0.00005 ? 2 : 10 : 1 block = tk * blockMult atrCalc() => // DI-Pos, DI-Neg, ADX hR = change(high) lR = -change(low) dmPos = hR > lR ? max(hR, 0) : 0 dmNeg = lR > hR ? max(lR, 0) : 0 sTR = tr sTR := nz(sTR[1]) - nz(sTR[1]) / adxLen + tr sDMPos = tr sDMPos := nz(sDMPos[1]) - nz(sDMPos[1]) / adxLen + dmPos sDMNeg = tr sDMNeg := nz(sDMNeg[1]) - nz(sDMNeg[1]) / adxLen + dmNeg DIP = sDMPos / sTR * 100 DIN = sDMNeg / sTR * 100 DX = abs(DIP - DIN) / (DIP + DIN) * 100 adx = sma(DX, adxLen) // Heikin-Ashi xClose = ohlc4 xOpen = open xOpen := (nz(xOpen[1]) + nz(xClose[1])) / 2 xHigh = max(high, max(xOpen, xClose)) xLow = min(low, min(xOpen, xClose)) // Trailing ATR v1 = abs(xHigh - xClose[1]) v2 = abs(xLow - xClose[1]) v3 = xHigh - xLow trueRange = max(v1, max(v2, v3)) atr = useHeikin ? rma(trueRange, atrLen) : atr(atrLen) m = m1 m := rising(adx, 1) and (adx < adxThresh or not aboveThresh) ? m1 : falling(adx, 1) or (adx > adxThresh and aboveThresh) ? m2 : nz(m[1]) mUp = DIP >= DIN ? m : m2 mDn = DIN >= DIP ? m : m2 src_ = useHeikin ? (xOpen + xHigh + xLow + xClose) / 4 : src c = useHeikin ? xClose : close t = useHeikin ? (xHigh + xLow) / 2 : hl2 up = t - mUp * atr dn = t + mDn * atr TUp = close TUp := max(src_[1], max(c[1], close[1])) > TUp[1] ? max(up, TUp[1]) : up TDown = close TDown := min(src_[1], min(c[1], close[1])) < TDown[1] ? min(dn, TDown[1]) : dn trend = 1 trend := min(src_, min(c, close)) > TDown[1] ? 1 : max(src_, max(c, close)) < TUp[1]? -1 : nz(trend[1], 1) // ceil positive trend to nearest pip/tick, floor negative trend to nearest pip/tick stop = trend == 1 ? ceil(TUp / block) * block : floor(TDown / block) * block trendChange = change(trend) [adx, trend, stop, trendChange] [adx, _trend, _stop, _trendChange] = atrCalc() start = security(tickerid, dintval, time, lookahead = true) newSession = iff(change(start), 1, 0) sinceNew = barssince(newSession) // Fixes intervals that are uneven, i.e. 120 on normal 6.5 hour NYSE day // This will happen if a 2H interval closes at 4:00 EST but opened at 3:30 // EST. This is a new session candle. The 9:30 open the next day will also // be a new session candle, which shouldn't happen. There should never be // 2 consecutive candles that are new session candles, unless the indicator // interval is less than or equal to the chart interval. If there are 3 // consecutive candles where each candle is a new session, then the chart // interval is <= the declared indicator interval. isChartIntval = sinceNew == 0 and sinceNew[1] == 0 and sinceNew[2] == 0 trend = useIntval or isChartIntval ? _trend : security(tickerid, dintval, _trend[1], lookahead = true) stop = useIntval or isChartIntval ? _stop : security(tickerid, dintval, _stop[1], lookahead = true) trendChange = useIntval or isChartIntval ? _trendChange : security(tickerid, dintval, _trendChange[1], lookahead = true) // Plot upC = #00FF00DD dnC = #FF0000DD upC2 = #00FF0037 dnC2 = #FF000037 trans = #00000000 lineColor = not(trendChange) or trendChange[1] ? trend > 0 ? upC : dnC : trans fillColor = not(trendChange) or trendChange[1] ? trend > 0 ? upC2 : dnC2 : trans // Can't figure out any other way to solve this issue for fixing a problem where // the indicator interval is greater than the chart interval, and the indicator is // not divisible by the chart interval without a remainder. oddIntervalTest = (lineColor[1] == upC and lineColor[0] == dnC) or (lineColor[1] == dnC and lineColor[0] == upC) stopColor = oddIntervalTest ? trans : lineColor trendChangeReal = stopColor == trans shapeColor = trendChangeReal ? trend > 0 ? #00FF00F8 : #FF0000F8 : trans upperBand = stop + bandHalfWidth * block lowerBand = stop - bandHalfWidth * block stopPlot = plot(stop, color = stopColor, title = "ATR-ADX Trend") upper = plot(showBand ? upperBand : na, color = oddIntervalTest ? trans : lineColor, style = circles) lower = plot(showBand ? lowerBand : na, color = oddIntervalTest ? trans : lineColor, style = circles) fill(upper, stopPlot, title = "ATR Band Fill - Upper", color = fillColor) fill(lower, stopPlot, title = "ATR Band Fill - Lower", color = fillColor) plotshape(trendChangeReal ? stop : na, style = shape.circle, size = size.tiny, location = location.absolute, color = shapeColor, title = "Trend Change") // alerts alertcondition(trendChangeReal and trend > 0, "Adaptive ATR-ADX Trend Change Up", "Adaptive ATR-ADX Trend Change Up") alertcondition(trendChangeReal and trend < 0, "Adaptive ATR-ADX Trend Change Down", "Adaptive ATR-ADX Trend Change Down") alertcondition(not trendChangeReal and ((crossunder(low, stop) and trend > 0) or (crossover(high, stop) and trend < 0)), "Adaptive ATR-ADX Trend Retest", "Adaptive ATR-ADX Trend Retest") // end