안녕하세요 예스스탁입니다. 1 input : length(20),factor(2.0); var : src(0); var :maxv(0),minv(0),uptrend(true),stop(0),value(0),atrM(0); src = close; atrM = iff(IsNan(atr(length) * factor) == False,atr(length) * factor,TrueRange); maxv = max(maxv, src); minv = min(minv, src); value = IFf(uptrend , max(stop, maxv - atrM) , min(stop, minv + atrM)); stop = iff(IsNan(value) ==False,value, src); uptrend = src - stop >= 0.0; if uptrend != uptrend[1] Then { maxv = src; minv = src; stop = iff(uptrend , maxv - atrM , minv + atrM); } plot1(Stop, "Volatility Stop",iff(uptrend , Green,Red)); 2 input : Type(1);#0:sma, 1: Ema, 2:dema, 3:tema, 4:WMA, 5:vwma, 6:smma, 7:rma, 8:hma, 9:LRl, 10:Kijun, 11:McGinley input : Period1(3); input : Period2(7); input : Period3(14); input : PipsMinSepPercent(40); var : ma01(0),ma02(0),ma03(0); var : e1(0),e2(0),e3(0),Dif(0),maxv(0),minv(0),filter(0),BraidColor(0); if type== 0 Then #SMA { ma01 = ma(c, Period1); ma02 = ma(o, Period2); ma03 = ma(c, Period3); } if type== 1 Then #Ema { ma01 = ema(c, Period1); ma02 = ema(o, Period2); ma03 = ema(c, Period3); } if type== 2 Then #DEMA { e1 = ema(c, Period1); ma01 = 2 * e1 - ema(e1, Period1); e2 = ema(o, Period2); ma02 = 2 * e2 - ema(e2, Period2); e3 = ema(c, Period3); ma03 = 2 * e3 - ema(e3, Period3); } if type== 3 Then #"TEMA" // Triple Exponential { e1 = ema(c, Period1); ma01 = 3 * (e1 - ema(e1, Period1)) + ema(ema(e1, Period1), Period1); e2 = ema(o, Period2); ma02 = 3 * (e2 - ema(e2, Period2)) + ema(ema(e2, Period2), Period2); e3 = ema(c, Period3); ma03 = 3 * (e3 - ema(e3, Period3)) + ema(ema(e3, Period3), Period3); } if type== 4 Then #"WMA" // Weighted { ma01 = wma(c, Period1); ma02 = wma(o, Period2); ma03 = wma(c, Period3); } if type== 5 Then #"VWMA" // Volume Weighted { ma01 = ma(c * volume, period1) / ma(volume, Period1); ma02 = ma(o * volume, period2) / ma(volume, Period2); ma03 = ma(c * volume, period3) / ma(volume, Period3); } if type== 6 Then #"SMMA" // Smoothed { e1 = wma(c, period1); e2 = wma(o, period2); e3 = wma(c, period3); ma01 = iff(isnan(e1[1]) == true , ma(c, Period1) , (e1[1] * (Period1 - 1) + c) / Period1); ma02 = iff(isnan(e2[1]) == true , ma(o, Period2) , (e2[1] * (Period2 - 1) + o) / Period2); ma03 = iff(isnan(e3[1]) == true , ma(c, Period3) , (e3[1] * (Period3 - 1) + c) / Period3); } if type == 7 Then # "RMA" { e1 = 1/Period1; e2 = 1/Period2; e3 = 1/Period3; ma01 = iff(isnan(ma01[1]) == true, ma(c, Period1) , e1 * c + (1 - e1) * ma01[1]); ma02 = iff(isnan(ma01[1]) == true, ma(o, Period2) , e2 * o + (1 - e2) * ma02[1]); ma03 = iff(isnan(ma01[1]) == true, ma(c, Period3) , e3 * c + (1 - e3) * ma03[1]); } if type== 8 Then #"HMA" // Hull { ma01 = wma(2 * wma(c, period1 / 2) - wma(c, period1), round(sqrt(Period1),0)); ma02 = wma(2 * wma(o, period2 / 2) - wma(o, period2), round(sqrt(Period2),0)); ma03 = wma(2 * wma(c, period3 / 2) - wma(c, period3), round(sqrt(Period3),0)); } if type== 9 Then #"LRL" { ma01 = LRL(c, Period1); ma02 = LRL(o, Period2); ma03 = LRL(c, Period3); } if type== 10 Then #"Kijun" //Kijun-sen { ma01 = Avg(lowest(L,period1),highest(H,period1)); ma01 = Avg(lowest(L,period2),highest(H,period2)); ma01 = Avg(lowest(L,period3),highest(h,period3)); } if type==11 Then#"McGinley" { ma01 = iff(isnan(ma01[1]) == true , ema(c, period1) , ma01[1] + (c - ma01[1]) / (Period1 * pow(c/ma01[1], 4))); ma02 = iff(isnan(ma02[1]) == true , ema(c, period2) , ma02[1] + (c - ma02[1]) / (Period2 * pow(c/ma02[1], 4))); ma03 = iff(isnan(ma03[1]) == true , ema(c, period3) , ma03[1] + (c - ma03[1]) / (Period3 * pow(c/ma03[1], 4))); } maxv = max(max(ma01, ma02), ma03); minv = min(min(ma01, ma02), ma03); dif = maxv - minv; filter = atr(14) * PipsMinSepPercent / 100; //-- Plots BraidColor = iff(ma01 > ma02 and dif > filter ,green ,IFf(ma02 > ma01 and dif > filter , red , gray)); plot1(dif, "Braid", BraidColor); plot2(filter, "Filter",blue); 즐거운 하루되세요 > seayun1 님이 쓴 글입니다. > 제목 : 수식 전환 부탁드립니다 > 지표 수식 2개 변환부탁드립니다 감사합니다 study("Volatility Stop", "VStop", overlay=true, resolution="") length = input(20, "Length", minval = 2) src = input(close, "Source") factor = input(2.0, "Multiplier", minval = 0.25, step = 0.25) Barcolor=input(true) volStop(src, atrlen, atrfactor) => var max = src var min = src var uptrend = true var stop = 0.0 atrM = nz(atr(atrlen) * atrfactor, tr) max := max(max, src) min := min(min, src) stop := nz(uptrend ? max(stop, max - atrM) : min(stop, min + atrM), src) uptrend := src - stop >= 0.0 if uptrend != nz(uptrend[1], true) max := src min := src stop := uptrend ? max - atrM : min + atrM [stop, uptrend] [vStop, uptrend] = volStop(src, length, factor) plot(vStop, "Volatility Stop", color= uptrend ? #007F0E : #872323,linewidth=2) colors=iff(close>vStop,#008000,iff(close<vStop,#FF0000,color.black)) barcolor(Barcolor ? colors :na) Buy=crossover(close,vStop) Sell=crossunder(close,vStop) plotshape(Buy,"BUY", shape.labelup, location.belowbar, color.green, text="BUY",textcolor=color.black) plotshape(Sell,"SELL", shape.labeldown, location.abovebar, color.red, text="SELL",textcolor=color.black) alertcondition(Buy, "Buy Signal", "Buy ATR Trailing Stop") alertcondition(Sell, "Sell Signal", "Sell ATR Trailing Stop") 2번째 수식입니다 tudy("Braid Filter") //-- Inputs maType = input("EMA", "MA Type", options = ["EMA", "DEMA", "TEMA", "WMA", "VWMA", "SMA", "SMMA", "HMA", "LSMA", "Kijun", "McGinley", "RMA"]) Period1 = input(3, "Period 1") Period2 = input(7, "Period 2") Period3 = input(14, "Period 3") PipsMinSepPercent = input(40) //-- Moving Average ma(type, src, len) => float result = 0 if type=="SMA" // Simple result := sma(src, len) if type=="EMA" // Exponential result := ema(src, len) if type=="DEMA" // Double Exponential e = ema(src, len) result := 2 * e - ema(e, len) if type=="TEMA" // Triple Exponential e = ema(src, len) result := 3 * (e - ema(e, len)) + ema(ema(e, len), len) if type=="WMA" // Weighted result := wma(src, len) if type=="VWMA" // Volume Weighted result := vwma(src, len) if type=="SMMA" // Smoothed w = wma(src, len) result := na(w[1]) ? sma(src, len) : (w[1] * (len - 1) + src) / len if type == "RMA" result := rma(src, len) if type=="HMA" // Hull result := wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len))) if type=="LSMA" // Least Squares result := linreg(src, len, 0) if type=="Kijun" //Kijun-sen kijun = avg(lowest(len), highest(len)) result :=kijun if type=="McGinley" mg = 0.0 mg := na(mg[1]) ? ema(src, len) : mg[1] + (src - mg[1]) / (len * pow(src/mg[1], 4)) result :=mg result //-- Braid Filter ma01 = ma(maType, close, Period1) ma02 = ma(maType, open, Period2) ma03 = ma(maType, close, Period3) max = max(max(ma01, ma02), ma03) min = min(min(ma01, ma02), ma03) dif = max - min filter = atr(14) * PipsMinSepPercent / 100 //-- Plots BraidColor = ma01 > ma02 and dif > filter ? color.green : ma02 > ma01 and dif > filter ? color.red : color.gray plot(dif, "Braid", BraidColor, 5, plot.style_columns) plot(filter, "Filter", color.blue, 2, plot.style_line) bgcolor(BraidColor)