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수식 변환 문의
2022-11-18 13:53:59
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글번호 163911
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그림2
수고 하십니다.
아래 식 변환 부탁드립니다.
L100, f1,f2,f3의 지표를 구현하고 싶습니다
그 외의 것이 있어서 복잡하거나 시간이 많이 걸린다면 생략하셔도 됩니다..
수고하세요...
########
# Original Code From: TD Ameritrade IP Company, Inc. (c) 2009-2020
# Original StudyName: ATRTrailingStop
# Type: Study
# blackFLAG FTS SwingArms
# Edited by: Jose Azcarate
# blackFLAG Futures Trading - FOR EDUCATIONAL PURPOSES ONLY
# TWITTER: @blackflagfuture
# Settings Vary. My preferred setting is 28 / 5 But also use 30 / 8 and 5 / 3.5 depending on strategy.
input trailType = {default modified, unmodified};
input ATRPeriod = 28;
input ATRFactor = 5;
input firstTrade = {default long, short};
input averageType = AverageType.WILDERS;
input fib1Level = 61.8;
input fib2Level = 78.6;
input fib3Level = 88.6;
Assert(ATRFactor > 0, "'atr factor' must be positive: " + ATRFactor);
def HiLo = Min(high - low, 1.5 * Average(high - low, ATRPeriod));
def HRef = if low <= high[1]
then high - close[1]
else (high - close[1]) - 0.5 * (low - high[1]);
def LRef = if high >= low[1]
then close[1] - low
else (close[1] - low) - 0.5 * (low[1] - high);
def trueRange;
switch (trailType) {
case modified:
trueRange = Max(HiLo, Max(HRef, LRef));
case unmodified:
trueRange = TrueRange(high, close, low);
}
def loss = ATRFactor * MovingAverage(averageType, trueRange, ATRPeriod);
def state = {default init, long, short};
def trail;
switch (state[1]) {
case init:
if (!IsNaN(loss)) {
switch (firstTrade) {
case long:
state = state.long;
trail = close - loss;
case short:
state = state.short;
trail = close + loss;
}
} else {
state = state.init;
trail = Double.NaN;
}
case long:
if (close > trail[1]) {
state = state.long;
trail = Max(trail[1], close - loss);
} else {
state = state.short;
trail = close + loss;
}
case short:
if (close < trail[1]) {
state = state.short;
trail = Min(trail[1], close + loss);
} else {
state = state.long;
trail = close - loss;
}
}
def BuySignal = Crosses(state == state.long, 0, CrossingDirection.ABOVE);
def SellSignal = Crosses(state == state.short, 0, CrossingDirection.ABOVE);
def ex = if BuySignal then high else if SellSignal then low else if state == state.long then Max(ex[1], high) else if state == state.short then Min(ex[1], low) else ex[1];
plot TrailingStop = trail;
TrailingStop.SetPaintingStrategy(PaintingStrategy.POINTS);
TrailingStop.DefineColor("Long", Color.GREEN);
TrailingStop.DefineColor("Short", Color.RED);
TrailingStop.AssignValueColor(if state == state.long
then TrailingStop.Color("Long")
else TrailingStop.Color("Short"));
plot Extremum = ex;
Extremum.SetPaintingStrategy(PaintingStrategy.POINTS);
Extremum.DefineColor("HH", Color.GREEN);
Extremum.DefineColor("LL", Color.RED);
Extremum.AssignValueColor(if state == state.long
then Extremum.Color("HH")
else Extremum.Color("LL"));
Extremum.Hide();
def f1 = ex + (trail - ex) * fib1Level / 100;
def f2 = ex + (trail - ex) * fib2Level / 100;
def f3 = ex + (trail - ex) * fib3Level / 100;
def l100 = trail + 0;
plot Fib1 = f1;
Fib1.SetPaintingStrategy(PaintingStrategy.POINTS);
Fib1.SetDefaultColor(Color.BLACK);
Fib1.Hide();
plot Fib2 = f2;
Fib2.SetPaintingStrategy(PaintingStrategy.POINTS);
Fib2.SetDefaultColor(Color.BLACK);
Fib2.Hide();
plot Fib3 = f3;
Fib3.SetPaintingStrategy(PaintingStrategy.POINTS);
Fib3.SetDefaultColor(Color.BLACK);
Fib3.Hide();
/*
AddCloud(f1, f2, Color.LIGHT_GREEN, Color.LIGHT_RED, no);
AddCloud(f2, f3, Color.GREEN, Color.RED, no);
AddCloud(f3, l100, Color.DARK_GREEN, Color.DARK_RED, no);
- 1. BF.png (0.07 MB)
- 2. blackgFlag.png (0.11 MB)
답변 1
예스스탁 예스스탁 답변
2022-11-18 14:24:15
안녕하세요
예스스탁입니다.
올려주신 내용은 변경해 드리기 어렵습니다.
사용한 경험이 없는 언어라 내용을 정확히 파악하기 어렵습니다.
도움을 드리지 못해 죄송합니다.
즐거운 하루되세요
> 오이도인 님이 쓴 글입니다.
> 제목 : 수식 변환 문의
> 수고 하십니다.
아래 식 변환 부탁드립니다.
L100, f1,f2,f3의 지표를 구현하고 싶습니다
그 외의 것이 있어서 복잡하거나 시간이 많이 걸린다면 생략하셔도 됩니다..
수고하세요...
########
# Original Code From: TD Ameritrade IP Company, Inc. (c) 2009-2020
# Original StudyName: ATRTrailingStop
# Type: Study
# blackFLAG FTS SwingArms
# Edited by: Jose Azcarate
# blackFLAG Futures Trading - FOR EDUCATIONAL PURPOSES ONLY
# TWITTER: @blackflagfuture
# Settings Vary. My preferred setting is 28 / 5 But also use 30 / 8 and 5 / 3.5 depending on strategy.
input trailType = {default modified, unmodified};
input ATRPeriod = 28;
input ATRFactor = 5;
input firstTrade = {default long, short};
input averageType = AverageType.WILDERS;
input fib1Level = 61.8;
input fib2Level = 78.6;
input fib3Level = 88.6;
Assert(ATRFactor > 0, "'atr factor' must be positive: " + ATRFactor);
def HiLo = Min(high - low, 1.5 * Average(high - low, ATRPeriod));
def HRef = if low <= high[1]
then high - close[1]
else (high - close[1]) - 0.5 * (low - high[1]);
def LRef = if high >= low[1]
then close[1] - low
else (close[1] - low) - 0.5 * (low[1] - high);
def trueRange;
switch (trailType) {
case modified:
trueRange = Max(HiLo, Max(HRef, LRef));
case unmodified:
trueRange = TrueRange(high, close, low);
}
def loss = ATRFactor * MovingAverage(averageType, trueRange, ATRPeriod);
def state = {default init, long, short};
def trail;
switch (state[1]) {
case init:
if (!IsNaN(loss)) {
switch (firstTrade) {
case long:
state = state.long;
trail = close - loss;
case short:
state = state.short;
trail = close + loss;
}
} else {
state = state.init;
trail = Double.NaN;
}
case long:
if (close > trail[1]) {
state = state.long;
trail = Max(trail[1], close - loss);
} else {
state = state.short;
trail = close + loss;
}
case short:
if (close < trail[1]) {
state = state.short;
trail = Min(trail[1], close + loss);
} else {
state = state.long;
trail = close - loss;
}
}
def BuySignal = Crosses(state == state.long, 0, CrossingDirection.ABOVE);
def SellSignal = Crosses(state == state.short, 0, CrossingDirection.ABOVE);
def ex = if BuySignal then high else if SellSignal then low else if state == state.long then Max(ex[1], high) else if state == state.short then Min(ex[1], low) else ex[1];
plot TrailingStop = trail;
TrailingStop.SetPaintingStrategy(PaintingStrategy.POINTS);
TrailingStop.DefineColor("Long", Color.GREEN);
TrailingStop.DefineColor("Short", Color.RED);
TrailingStop.AssignValueColor(if state == state.long
then TrailingStop.Color("Long")
else TrailingStop.Color("Short"));
plot Extremum = ex;
Extremum.SetPaintingStrategy(PaintingStrategy.POINTS);
Extremum.DefineColor("HH", Color.GREEN);
Extremum.DefineColor("LL", Color.RED);
Extremum.AssignValueColor(if state == state.long
then Extremum.Color("HH")
else Extremum.Color("LL"));
Extremum.Hide();
def f1 = ex + (trail - ex) * fib1Level / 100;
def f2 = ex + (trail - ex) * fib2Level / 100;
def f3 = ex + (trail - ex) * fib3Level / 100;
def l100 = trail + 0;
plot Fib1 = f1;
Fib1.SetPaintingStrategy(PaintingStrategy.POINTS);
Fib1.SetDefaultColor(Color.BLACK);
Fib1.Hide();
plot Fib2 = f2;
Fib2.SetPaintingStrategy(PaintingStrategy.POINTS);
Fib2.SetDefaultColor(Color.BLACK);
Fib2.Hide();
plot Fib3 = f3;
Fib3.SetPaintingStrategy(PaintingStrategy.POINTS);
Fib3.SetDefaultColor(Color.BLACK);
Fib3.Hide();
/*
AddCloud(f1, f2, Color.LIGHT_GREEN, Color.LIGHT_RED, no);
AddCloud(f2, f3, Color.GREEN, Color.RED, no);
AddCloud(f3, l100, Color.DARK_GREEN, Color.DARK_RED, no);