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타분봉 VPCI
2022-12-26 20:26:22
1114
글번호 164879
감사합니다.
아래 VPCI 지표를 타분봉 VPCI지표로 사용하고 싶습니다. (예, 10분봉 VPCI지표를 1분봉에서 사용하고 싶습니다)
inputs : P1(5), P2(20), Signal(20);
var : Sum1(0), Sum2(0), VWMA1(0), VWMA2(0), VP(0), VPR(0), VM(0), VPCI(0), AvgVPCI(0) ;
Sum1 = AccumN(v,P1);
if Sum1 > 0 then VWMA1 = AccumN(C*v,P1)/Sum1 ;
Sum2 = AccumN(v,P2);
if Sum2 > 0 then VWMA2 = AccumN(C*v,P2)/Sum2;
VP = VWMA2 - Ma(C,P2) ;
VPR = VWMA1 / Ma(Low, P1) ;
VM = Ma(v, P1) / ma(v, P2) ;
VPCI = VP * VPR * VM ; AvgVPCI = Ma( VPCI, Signal ) ;
Plot1(VPCI, "VPCI" ) ;
Plot2(AvgVPCI, "VPCIsig" ) ;
Plot3( 0, "Zero" ) ;
답변 1
예스스탁 예스스탁 답변
2022-12-27 11:47:31
안녕하세요
예스스탁입니다.
inputs : 분(10),P1(5), P2(20), Signal(20);
var : S1(0),D1(0),TM(0),TF(0),cnt(0);
var : Sum1(0),Sum2(0),sum3(0),cmav(0),lmav(0),vma1(0),vma2(0);
var : VWMA1(0), VWMA2(0), VP(0), VPR(0), VM(0), AvgVPCI(0) ;
Array : CC[100](0),LL[100](0),VV[100](0),VPCI[100](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 = TimeToMinutes(stime)%분;
if Bdate != Bdate[1] or
(Bdate == Bdate[1] and 분 > 1 and TF < TF[1]) or
(Bdate == Bdate[1] and 분 > 1 and TM >= TM[1]+분) or
(Bdate == Bdate[1] and 분 == 1 and TM > TM[1]) Then
{
for cnt = 99 downto 1
{
CC[cnt] = CC[cnt-1];
LL[cnt] = LL[cnt-1];
VV[cnt] = VV[cnt-1];
VPCI[cnt] = VPCI[cnt-1];
}
LL[0] = L;
VV[0] = 0;
}
if LL[0] > 0 and L < LL[0] Then
LL[0] = L;
CC[0] = C;
VV[0] = VV[0] +V;
if VV[P1-1] > 0 Then
{
sum1 = 0;
sum2 = 0;
sum3 = 0;
For cnt = 0 to P1-1
{
sum1 = sum1 + VV[cnt];
sum2 = sum2 + (CC[cnt]*VV[cnt]);
sum3 = sum3 + LL[cnt];
}
vma1 = sum1/p1;
lmav = sum3/P1;
VWMA1 = sum2/sum1;
VPR = VWMA1 / lmav;
}
if VV[P2-1] > 0 Then
{
sum1 = 0;
sum2 = 0;
sum3 = 0;
For cnt = 0 to P2-1
{
sum1 = sum1 + VV[cnt];
sum2 = sum2 + (CC[cnt]*VV[cnt]);
sum3 = sum3 + CC[cnt];
}
VWMA2 = sum2/sum1;
cmav = sum3/P2;
vma2 = sum1/p2;
VP = VWMA2 - cmav;
VM = vma1 / vma2;
VPCI[0] = VP * VPR * VM ;
}
if VV[P2+signal-1] > 0 Then
{
sum1 = 0;
For cnt = 0 to signal-1
{
sum1 = sum1 + VPCI[cnt];
}
AvgVPCI = sum1/signal;
}
}
Plot1(VPCI[0], "VPCI" ) ;
Plot2(AvgVPCI, "VPCIsig" ) ;
Plot3( 0, "Zero" ) ;
즐거운 하루되세요
> jdavid 님이 쓴 글입니다.
> 제목 : 타분봉 VPCI
> 감사합니다.
아래 VPCI 지표를 타분봉 VPCI지표로 사용하고 싶습니다. (예, 10분봉 VPCI지표를 1분봉에서 사용하고 싶습니다)
inputs : P1(5), P2(20), Signal(20);
var : Sum1(0), Sum2(0), VWMA1(0), VWMA2(0), VP(0), VPR(0), VM(0), VPCI(0), AvgVPCI(0) ;
Sum1 = AccumN(v,P1);
if Sum1 > 0 then VWMA1 = AccumN(C*v,P1)/Sum1 ;
Sum2 = AccumN(v,P2);
if Sum2 > 0 then VWMA2 = AccumN(C*v,P2)/Sum2;
VP = VWMA2 - Ma(C,P2) ;
VPR = VWMA1 / Ma(Low, P1) ;
VM = Ma(v, P1) / ma(v, P2) ;
VPCI = VP * VPR * VM ; AvgVPCI = Ma( VPCI, Signal ) ;
Plot1(VPCI, "VPCI" ) ;
Plot2(AvgVPCI, "VPCIsig" ) ;
Plot3( 0, "Zero" ) ;
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