예스스탁
예스스탁 답변
2022-01-27 10:46:36
안녕하세요
예스스탁입니다.
input : ntime(30),factor(10), AtrPeriod(20);
var : S1(0),D1(0),TM(0),TF(0),HH(0),LL(0),C1(0);
var : src(0), AtrV(0),ATRv1(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);
var : prevSuperTrend(0), superTrend(0), direction(0),alpha(0),source(0);
if Bdate != Bdate[1] Then
{
S1 = TimeToMinutes(stime);
D1 = sdate;
}
if D1 > 0 then
{
if sdate == D1 Then
TM = TimeToMinutes(stime)-S1;
Else
TM = TimeToMinutes(stime)+1440-S1;
TF = TM%ntime;
if Bdate != Bdate[1] or
(Bdate == Bdate[1] and ntime > 1 and TF < TF[1]) or
(Bdate == Bdate[1] and ntime > 1 and TM >= TM[1]+ntime) or
(Bdate == Bdate[1] and ntime == 1 and TM > TM[1]) Then
{
HH = H;
LL = L;
C1 = C[1];
ATRV1 = ATRV[1];
prevSuperTrend = superTrend[1];
prevLowerBand = lowerBand[1];
prevUpperBand = upperBand[1];
}
if H > HH Then
HH = H;
if L < LL Then
LL = L;
src = (HH+LL)/2;
if C1 > 0 Then
{
alpha = 1 / AtrPeriod ;
source = max(HH - LL, abs(HH - C1), abs(LL - C1));
ATrV = alpha * source + (1 - alpha) * ATrV1;
upperBand = src + factor * AtrV;
lowerBand = src - factor * AtrV;
if lowerBand > prevLowerBand or C1 < prevLowerBand Then
lowerBand = lowerBand;
Else
lowerBand = prevLowerBand;
if upperBand < prevUpperBand or C1 > prevUpperBand Then
upperBand = upperBand;
Else
upperBand = prevUpperBand;
if prevSuperTrend == prevUpperBand Then
{
if C > upperBand Then
direction = -1;
Else
direction = 1;
}
Else
{
if C < lowerBand Then
direction = 1;
Else
direction = -1;
}
if direction == -1 Then
superTrend = lowerBand;
Else
superTrend = upperBand;
plot1(superTrend,"superTrend",IFf(C > superTrend,GRAY , GRAY), 0, 1);
}
}
즐거운 하루되세요
> 뎅이요 님이 쓴 글입니다.
> 제목 : 수식 작성 부탁드립니다
>
아래 지표를 5분챠트에서 30분 챠트 지표로 볼수 있도록 작성 부탁 드립니다
(5분챠트에서 타주기 30분지표)
input : factor(10), AtrPeriod(20);
var : src(0), AtrV(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);
var : prevSuperTrend(0), superTrend(0), direction(0),alpha(0),source(0);
if CurrentBar > 1 Then {
src = (H+L)/2;
// ATR계산(ATR 계산시 지수가중이동평균(rma)이용)
alpha = 1 / AtrPeriod ;
source = max(high - low, abs(high - close[1]), abs(low - close[1]));
ATrV = alpha * source + (1 - alpha) * ATrV[1];
upperBand = src + factor * AtrV;
lowerBand = src - factor * AtrV;
prevLowerBand = lowerBand[1];
prevUpperBand = upperBand[1];
if lowerBand > prevLowerBand or close[1] < prevLowerBand Then
lowerBand = lowerBand;
Else
lowerBand = prevLowerBand;
if upperBand < prevUpperBand or close[1] > prevUpperBand Then
upperBand = upperBand;
Else
upperBand = prevUpperBand;
prevSuperTrend = superTrend[1];
if prevSuperTrend == prevUpperBand Then {
if close > upperBand Then
direction = -1;
Else
direction = 1;
}
Else {
if close < lowerBand Then
direction = 1;
Else
direction = -1;
}
if direction == -1 Then
superTrend = lowerBand;
Else
superTrend = upperBand;
}
plot1(superTrend,"superTrend",IFf(C > superTrend,GRAY , GRAY), 0, 1);