안녕하세요 예스스탁입니다. f1,f2,f3가 그려지는 겂만 작성해 드립니다. 이후 확장은 수식내용 습득하셔서 직접 처리하시기 바랍니다. input : trailType(1); //1=modified, 0=unmodified input : ATRPeriod(28); input : ATRFactor(5); input : firstTrade(0); //0= long, 1= short input : showArrows(0); //0=false ; 1=true input : fib1Level(61.8); input : fib2Level(78.6); input : fib3Level(88.6); var : hilo(0),Href(0),Lref(0),tr(0),iloss(0),init(0); var : state(0),trail(0),BuySignal(False),SellSignal(False),ex(0); var : TrailingStop(0),f1(0),f2(0),f3(0); HiLo = Min(high - low, 1.5 * ma(range,ATRPeriod)); if low <= high[1] then Href = high - close[1]; else Href = (high - close[1]) - 0.5 * (low - high[1]); if high >= low[1] then Lref = close[1] - low; else Lref = (close[1] - low) - 0.5 * (low[1] - high); if trailType == 1 then tR = Max(HiLo, Max(HRef, LRef)); else tR = TrueRange; iloss = ATRFactor * ma(tr,ATRPeriod); init = 0; if init==0 then { if firsttrade==0 then { state = 0; trail = close - iloss; } else { state = 1; trail = close + iloss; } init=1; } if state[1] == 0 then { if (close > trail[1]) then { state = 0; trail = Max(trail[1], close - iloss); } else { state = 1; trail = close + iloss; } } if state[1] == 1 then { if (close < trail[1]) then { state = 1; trail = Min(trail[1], close + iloss); } else { state = 0; trail = close - iloss; } } BuySignal = state<>state[1] and state == 0; SellSignal = state<>state[1] and state == 1; if BuySignal then ex = high; else if SellSignal then ex = low; else { if state == 0 then ex = Max(ex[1], high); else if state = 1 then ex = Min(ex[1], low); else ex = ex[1]; } TrailingStop = trail; f1 = ex + (trail - ex) * fib1Level / 100; f2 = ex + (trail - ex) * fib2Level / 100; f3 = ex + (trail - ex) * fib3Level / 100; Plot1(f1); plot2(f2); plot3(f3); 즐거운 하루되세요 > 오이도인 님이 쓴 글입니다. > 제목 : 수식 변환 문의2 > 수고 하십니다. 아래 식 변환 부탁드립니다. 수고하세요... ################### https://www.prorealcode.com/prorealtime-indicators/swingarm-atr-trailing-stop/ //PRC_Swingarm ATR Trailing Stop | indicator //03.08.2020 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //converted from TOS //https://www.prorealcode.com/topic/conversion-of-swingarm-atr-trailing-stop/ // --- settings trailType = 1 //1=modified, 0=unmodified ATRPeriod = 28 ATRFactor = 5 firstTrade = 0 //0= long, 1= short averageType = 3 //0 = SMA 1 = EMA 2 = WMA 3 = Wilder 4 = Triangular 5 = End point 6 = Time series 7 = Hull (PRT v11 only) 8 = ZeroLag (PRT v11 only) showArrows = 0 //0=false ; 1=true //--- end of settings fib1Level = 61.8 fib2Level = 78.6 fib3Level = 88.6 HiLo = Min(high - low, 1.5 * Average[ATRPeriod](range)) if low <= high[1] then Href = high - close[1] else Href = (high - close[1]) - 0.5 * (low - high[1]) endif if high >= low[1] then Lref = close[1] - low else Lref = (close[1] - low) - 0.5 * (low[1] - high) endif //case modified: if trailType = 1 then trueRange = Max(HiLo, Max(HRef, LRef)) else //case unmodified trueRange = tr(close) // TrueRange(high, close, low) endif iloss = ATRFactor * Average[ATRPeriod,averageType](trueRange) once init=0 if init=0 then if firsttrade=0 then state = 0 trail = close - iloss else state = 1 trail = close + iloss endif init=1 endif //case long: if state[1] = 0 then if (close > trail[1]) then state = 0 trail = Max(trail[1], close - iloss) else state = 1 trail = close + iloss endif endif //case short: if state[1] = 1 then if (close < trail[1]) then state = 1 trail = Min(trail[1], close + iloss) else state = 0 trail = close - iloss endif endif BuySignal = state<>state[1] and state = 0 SellSignal = state<>state[1] and state = 1 if BuySignal then ex = high elsif SellSignal then ex = low else if state = 0 then ex = Max(ex[1], high) elsif state = 1 then ex = Min(ex[1], low) else ex = ex[1] endif endif TrailingStop = trail if state = 0 then r=0 g=255 else r=255 g=0 endif f1 = ex + (trail - ex) * fib1Level / 100 f2 = ex + (trail - ex) * fib2Level / 100 f3 = ex + (trail - ex) * fib3Level / 100 if showArrows then l1 = state[1] = 0 and close crosses under f1[1] l2 = state[1] = 0 and close crosses under f2[1] l3 = state[1] = 0 and close crosses under f3[1] s1 = state[1] = 1 and close crosses over f1[1] s2 = state[1] = 1 and close crosses over f2[1] s3 = state[1] = 1 and close crosses over f3[1] atr = AverageTrueRange[14](close) y=0 if l1 or l2 or l3 then y =low - atr endif if s1 or s2 or s3 then y=high + atr endif if y>0 then if y>close then drawarrowdown(barindex,y) coloured(r,g,0) else drawarrowup(barindex,y) coloured(r,g,0) endif endif endif return TrailingStop coloured(r,g,0) style(line,3) as "ATR Trailing Stop" , ex coloured(r,g,0) style(point,4) as "Extremum", f1 coloured(168,168,168), f2 coloured(168,168,168), f3 coloured(168,168,168)