예스스탁
예스스탁 답변
2023-04-18 16:57:38
안녕하세요
예스스탁입니다.
후행스팬은 가능하지 않습니다.
높은 주기의 값을 낮은 주기 차트에서 계산할 때
계산에 필요한 데이타가 부족해서 값을 계산할수 없거나
혹은 과거봉의 갯수차이로 현재값이 실제 높은 주기의 차트에서 볼때와 다를수 있습니다.
이용에 참고하시기 바랍니다.
1-1 RSI 일
Input : Length(14),signal(9);
var : cnt(0),SigSum(0),count2(0),RSIsig(0);
Var : Counter(0), DownAmt(0), UpAmt(0), UpSum(0), DownSum(0), UpAvg(0), DownAvg(0);
var : idx(0), PreUpAvg(0), preDownAvg(0),sum(0),sig(0);
Array : C1[100](0),RSIV[100](-1);
if Bdate != Bdate[1] Then
{
for cnt = 99 DownTo 1
{
C1[cnt] = C1[cnt-1];
RSIV[cnt] = RSIV[cnt-1];
}
PreUpAvg = UpAvg[1];
preDownAvg = DownAvg[1];
idx = idx + 1;
}
C1[0] = C;
If idx == Length+2 Then
{
UpSum = 0;
DownSum = 0;
For Counter = 0 To Length - 1
{
UpAmt = C1[Counter] - C1[Counter+1];
If UpAmt >= 0 Then
DownAmt = 0;
Else
{
DownAmt = -UpAmt;
UpAmt = 0;
}
UpSum = UpSum + UpAmt;
DownSum = DownSum + DownAmt;
}
UpAvg = UpSum / Length;
DownAvg = DownSum / Length;
}
If idx > Length+2 Then
{
UpAmt = C1[0] - C1[1];
If UpAmt >= 0 Then
DownAmt = 0;
Else
{
DownAmt = -UpAmt;
UpAmt = 0;
}
UpAvg = (PreUpAvg * (Length - 1) + UpAmt) / Length;
DownAvg = (preDownAvg * (Length - 1) + DownAmt) / Length;
}
If UpAvg + DownAvg <> 0 Then
RSIv[0] = 100 * UpAvg / (UpAvg + DownAvg);
Else
RSIv[0] = 0;
if RSIV[signal-1] >= 0 Then
{
sum = 0;
For cnt = 0 to signal-1
{
sum = sum + RSIV[cnt];
}
sig = sum/signal;
}
plot1(RSIv[0],"RSI");
plot2(sig,"signal");
PlotBaseLine1(30, "기준선 30");
PlotBaseLine2(70, "기준선 70");
1-2 RSI 주
Input : Length(14),signal(9);
var : cnt(0),S1(0),D1(0),TM(0),TF1(0);
var : SigSum(0),count2(0),RSIsig(0);
Var : Counter(0), DownAmt(0), UpAmt(0), UpSum(0), DownSum(0), UpAvg(0), DownAvg(0);
var : idx(0), PreUpAvg(0), preDownAvg(0),sum(0),sig(0);
Array : C1[100](0),RSIV[100](-1);
if DayOfWeek(Bdate) < DayOfWeek(Bdate[1]) Then
{
for cnt = 99 downto 1
{
C1[cnt] = C1[cnt-1];
RSIV[cnt] = RSIV[cnt-1];
}
PreUpAvg = UpAvg[1];
preDownAvg = DownAvg[1];
idx = idx + 1;
}
C1[0] = C;
If idx == Length+2 Then
{
UpSum = 0;
DownSum = 0;
For Counter = 0 To Length - 1
{
UpAmt = C1[Counter] - C1[Counter+1];
If UpAmt >= 0 Then
DownAmt = 0;
Else
{
DownAmt = -UpAmt;
UpAmt = 0;
}
UpSum = UpSum + UpAmt;
DownSum = DownSum + DownAmt;
}
UpAvg = UpSum / Length;
DownAvg = DownSum / Length;
}
If idx > Length+2 Then
{
UpAmt = C1[0] - C1[1];
If UpAmt >= 0 Then
DownAmt = 0;
Else
{
DownAmt = -UpAmt;
UpAmt = 0;
}
UpAvg = (PreUpAvg * (Length - 1) + UpAmt) / Length;
DownAvg = (preDownAvg * (Length - 1) + DownAmt) / Length;
}
If UpAvg + DownAvg <> 0 Then
RSIv[0] = 100 * UpAvg / (UpAvg + DownAvg);
Else
RSIv[0] = 0;
if RSIV[signal-1] >= 0 Then
{
sum = 0;
For cnt = 0 to signal-1
{
sum = sum + RSIV[cnt];
}
sig = sum/signal;
}
plot1(RSIv[0],"RSI");
plot2(sig,"signal");
PlotBaseLine1(30, "기준선 30");
PlotBaseLine2(70, "기준선 70");
1-3 RSI 월
Input : Length(14),signal(9);
var : cnt(0),S1(0),D1(0),TM(0),TF1(0);
var : SigSum(0),count2(0),RSIsig(0);
Var : Counter(0), DownAmt(0), UpAmt(0), UpSum(0), DownSum(0), UpAvg(0), DownAvg(0);
var : idx(0), PreUpAvg(0), preDownAvg(0),sum(0),sig(0);
Array : C1[100](0),RSIV[100](-1);
if Bdate > Bdate[1]+30 Then
{
for cnt = 99 downto 1
{
C1[cnt] = C1[cnt-1];
RSIV[cnt] = RSIV[cnt-1];
}
PreUpAvg = UpAvg[1];
preDownAvg = DownAvg[1];
idx = idx + 1;
}
C1[0] = C;
If idx == Length+2 Then
{
UpSum = 0;
DownSum = 0;
For Counter = 0 To Length - 1
{
UpAmt = C1[Counter] - C1[Counter+1];
If UpAmt >= 0 Then
DownAmt = 0;
Else
{
DownAmt = -UpAmt;
UpAmt = 0;
}
UpSum = UpSum + UpAmt;
DownSum = DownSum + DownAmt;
}
UpAvg = UpSum / Length;
DownAvg = DownSum / Length;
}
If idx > Length+2 Then
{
UpAmt = C1[0] - C1[1];
If UpAmt >= 0 Then
DownAmt = 0;
Else
{
DownAmt = -UpAmt;
UpAmt = 0;
}
UpAvg = (PreUpAvg * (Length - 1) + UpAmt) / Length;
DownAvg = (preDownAvg * (Length - 1) + DownAmt) / Length;
}
If UpAvg + DownAvg <> 0 Then
RSIv[0] = 100 * UpAvg / (UpAvg + DownAvg);
Else
RSIv[0] = 0;
if RSIV[signal-1] >= 0 Then
{
sum = 0;
For cnt = 0 to signal-1
{
sum = sum + RSIV[cnt];
}
sig = sum/signal;
}
plot1(RSIv[0],"RSI");
plot2(sig,"signal");
PlotBaseLine1(30, "기준선 30");
PlotBaseLine2(70, "기준선 70");
2-1 볼밴 일
input : Period(20),Dv(2);
var : sum(0),cnt(0),mav(0),SumSqrt(0),Stdv(0);
var : BBup(0),BBdn(0),Counter(0);
If DayClose(Period) > 0 Then
{
#일봉 이동평균 계산
sum = 0;
for cnt = 0 to Period-1{
sum = sum + DayClose(cnt);
}
mav = sum/Period;
#표준편차 계산
SumSqrt = 0;
For Counter = 0 To Period - 1 {
SumSqrt = SumSqrt + (DayClose(Counter) - mav)^2;
}
Stdv = SquareRoot(SumSqrt / Period);
# 일봉 볼린져밴드 계산
BBup = mav + (Dv * Stdv);
BBdn = mav - (Dv * Stdv);
plot1(BBup ,"상단");
plot2(mav,"중단");
plot3(BBdn,"하단");
}
2-2 볼밴 주
input : Period(20),Dv(2);
var : cnt(0),sum(0),mav(0),BBup(0),BBdn(0),SumSqrt(0),Counter(0),Stdv(0);
Array : WeekC[100](0);
if dayofweek(bdate) < dayofweek(bdate[1]) Then
{
for cnt = 99 downto 1
{
WeekC[cnt] = WeekC[cnt-1];
}
}
WeekC[0] = C;
If WeekC[Period] != 0 Then
{
sum = 0;
for cnt = 0 to Period-1
{
sum = sum+WeekC[cnt];
}
mav = sum/Period;
SumSqrt = 0;
For cnt = 0 To Period - 1
{
SumSqrt = SumSqrt + (WeekC[cnt] - mav) * (WeekC[cnt] - mav);
}
Stdv = SquareRoot(SumSqrt / Period);
BBup = mav + (Dv * Stdv);
BBdn = mav - (Dv * Stdv);
plot1(BBup);
plot2(mav );
plot3(BBdn);
}
2-3 볼밴 월
input : Period(20),Dv(2);
var : cnt(0),sum(0),mav(0),BBup(0),BBdn(0);
var : SumSqrt(0),Counter(0),Stdv(0);
Array : monthC[100](0);
if bdate > bdate[1]+30 Then
{
for cnt = 99 downto 1
{
monthC[cnt] = monthC[cnt-1];
}
}
monthC[0] = C;
If monthC[Period] != 0 Then
{
sum = 0;
for cnt = 0 to Period-1
{
sum = sum+monthC[cnt];
}
mav = sum/Period;
SumSqrt = 0;
For cnt = 0 To Period - 1
{
SumSqrt = SumSqrt + (monthC[cnt] - mav)^2;
}
Stdv = SquareRoot(SumSqrt / Period);
BBup = mav + (Dv * Stdv);
BBdn = mav - (Dv * Stdv);
plot1(BBup);
plot2(mav );
plot3(BBdn);
}
3-1 dp, dm 일봉
input : Length(14);
var : TL(0),TH(0),cnt(0),Dcnt(0),preTRange(0),prePlusDM14(0),MinusDM14(0),TRange1(0),preMinusDM14(0);
Var : Counter(0), TRange(0), MyRange(Length), PlusDM14(0), PlusDM(0), MinusDM(0),preADX(0);
Var : CummDMI(0), Return(0);
Array : HH[61](0),LL[61](0),CC[61](0),TR[61](0),DMIv[61](0),ADXv[61](0);
Array : DPlus[61](0),DMinus[61](0);
if bdate != bdate[1] Then
{
Dcnt = Dcnt+1;
HH[0] = H;
LL[0] = L;
CC[0] = C;
preTRange = TRange[1];
prePlusDM14 = PlusDM14[1];
preMinusDM14 = MinusDM14[1];
for cnt = 1 to 60{
HH[cnt] = HH[cnt-1][1];
LL[cnt] = LL[cnt-1][1];
CC[cnt] = CC[cnt-1][1];
TR[cnt] = TR[cnt-1][1];
DMIv[cnt] = DMIv[cnt-1][1];
ADXv[cnt] = ADXv[cnt-1][1];
Dplus[cnt] = Dplus[cnt-1][1];
Dminus[cnt] = Dminus[cnt-1][1];
}
}
if H > HH[0] Then
HH[0] = H;
if L < LL[0] Then
LL[0] = L;
CC[0] = C;
if CC[1] > 0 Then{
If CC[1] > HH[0] then
TH = CC[1];
else
TH = HH[0];
If CC[1] < LL[0] then
TL = CC[1];
else
TL = LL[0];
TR[0] = TH-TL;
}
If Dcnt == Length+1 Then {
MyRange = Length;
DPlus[0] = 0;
PlusDM14 = 0;
TRange = 0;
DMinus[0] = 0;
MinusDM14 = 0;
TRange1 = 0;
For Counter = 0 To MyRange - 1 {
If HH[Counter] - HH[Counter+1] < 0 Then
PlusDM = 0 ;
Else
PlusDM = HH[Counter] - HH[Counter+1];
If LL[Counter+1] - LL[Counter] < 0 Then
MinusDM = 0;
Else
MinusDM = LL[Counter+1] - LL[Counter];
var1 = PlusDM;
var2 = MinusDM;
If var1 >= var2 Then
MinusDM = 0;
If var2 >= var1 Then
PlusDM = 0;
TRange = TRange + TR[Counter];
PlusDM14 = PlusDM14 + PlusDM;
MinusDM14 = MinusDM14 + MinusDM;
}
If TRange <> 0 Then
DPlus[0] = 100 * PlusDM14 / TRange;
Else
DPlus[0] = 0 ;
If TRange <> 0 Then
DMinus[0] = 100 * MinusDM14 / TRange;
Else
DMinus[0] = 0;
If Dplus[0] + Dminus[0] == 0 Then
DMIv[0] = 0;
Else
DMIv[0] = 100 * AbsValue(Dplus[0] - Dminus[0]) / (Dplus[0] + Dminus[0]);
}
Else If Dcnt > Length+1 Then {
If HH[0] - HH[1] < 0 Then
PlusDM = 0;
Else
PlusDM = HH[0] - HH[1];
If LL[1] - LL[0] < 0 Then
MinusDM = 0;
Else
MinusDM = LL[1] - LL[0];
var1 = PlusDM;
var2 = MinusDM;
If var1 >= var2 Then
MinusDM = 0;
If var2 >= var1 Then
PlusDM = 0;
If MyRange > 0 Then {
TRange = preTRange - (preTRange / MyRange) + TR[0];
PlusDM14 = prePlusDM14 - (prePlusDM14 / MyRange) + PlusDM;
MinusDM14 = preMinusDM14 - (preMinusDM14 / MyRange) + MinusDM;
}
If TRange <> 0 Then
DPlus[0] = 100 * PlusDM14 / TRange;
Else
DPlus[0] = 0 ;
If TRange <> 0 Then
DMinus[0] = 100 * MinusDM14 / TRange;
Else
DMinus[0] = 0;
}
plot1(DMIv[0]);
plot2(DPlus[0]);
3-2 dp, dm 주봉
input : Length(14);
var : TL(0),TH(0),cnt(0),Dcnt(0),preTRange(0),prePlusDM14(0),MinusDM14(0),TRange1(0),preMinusDM14(0);
Var : Counter(0), TRange(0), MyRange(Length), PlusDM14(0), PlusDM(0), MinusDM(0),preADX(0);
Var : CummDMI(0), Return(0);
Array : HH[61](0),LL[61](0),CC[61](0),TR[61](0),DMIv[61](0),ADXv[61](0);
Array : DPlus[61](0),DMinus[61](0);
if DayOfWeek(bdate) < DayOfWeek(bdate[1]) Then
{
Dcnt = Dcnt+1;
HH[0] = H;
LL[0] = L;
CC[0] = C;
preTRange = TRange[1];
prePlusDM14 = PlusDM14[1];
preMinusDM14 = MinusDM14[1];
for cnt = 1 to 60{
HH[cnt] = HH[cnt-1][1];
LL[cnt] = LL[cnt-1][1];
CC[cnt] = CC[cnt-1][1];
TR[cnt] = TR[cnt-1][1];
DMIv[cnt] = DMIv[cnt-1][1];
ADXv[cnt] = ADXv[cnt-1][1];
Dplus[cnt] = Dplus[cnt-1][1];
Dminus[cnt] = Dminus[cnt-1][1];
}
}
if H > HH[0] Then
HH[0] = H;
if L < LL[0] Then
LL[0] = L;
CC[0] = C;
if CC[1] > 0 Then{
If CC[1] > HH[0] then
TH = CC[1];
else
TH = HH[0];
If CC[1] < LL[0] then
TL = CC[1];
else
TL = LL[0];
TR[0] = TH-TL;
}
If Dcnt == Length+1 Then {
MyRange = Length;
DPlus[0] = 0;
PlusDM14 = 0;
TRange = 0;
DMinus[0] = 0;
MinusDM14 = 0;
TRange1 = 0;
For Counter = 0 To MyRange - 1 {
If HH[Counter] - HH[Counter+1] < 0 Then
PlusDM = 0 ;
Else
PlusDM = HH[Counter] - HH[Counter+1];
If LL[Counter+1] - LL[Counter] < 0 Then
MinusDM = 0;
Else
MinusDM = LL[Counter+1] - LL[Counter];
var1 = PlusDM;
var2 = MinusDM;
If var1 >= var2 Then
MinusDM = 0;
If var2 >= var1 Then
PlusDM = 0;
TRange = TRange + TR[Counter];
PlusDM14 = PlusDM14 + PlusDM;
MinusDM14 = MinusDM14 + MinusDM;
}
If TRange <> 0 Then
DPlus[0] = 100 * PlusDM14 / TRange;
Else
DPlus[0] = 0 ;
If TRange <> 0 Then
DMinus[0] = 100 * MinusDM14 / TRange;
Else
DMinus[0] = 0;
If Dplus[0] + Dminus[0] == 0 Then
DMIv[0] = 0;
Else
DMIv[0] = 100 * AbsValue(Dplus[0] - Dminus[0]) / (Dplus[0] + Dminus[0]);
}
Else If Dcnt > Length+1 Then {
If HH[0] - HH[1] < 0 Then
PlusDM = 0;
Else
PlusDM = HH[0] - HH[1];
If LL[1] - LL[0] < 0 Then
MinusDM = 0;
Else
MinusDM = LL[1] - LL[0];
var1 = PlusDM;
var2 = MinusDM;
If var1 >= var2 Then
MinusDM = 0;
If var2 >= var1 Then
PlusDM = 0;
If MyRange > 0 Then {
TRange = preTRange - (preTRange / MyRange) + TR[0];
PlusDM14 = prePlusDM14 - (prePlusDM14 / MyRange) + PlusDM;
MinusDM14 = preMinusDM14 - (preMinusDM14 / MyRange) + MinusDM;
}
If TRange <> 0 Then
DPlus[0] = 100 * PlusDM14 / TRange;
Else
DPlus[0] = 0 ;
If TRange <> 0 Then
DMinus[0] = 100 * MinusDM14 / TRange;
Else
DMinus[0] = 0;
If Dplus[0] + Dminus[0] == 0 Then
DMIv[0] = 0;
Else
DMIv[0] = 100 * AbsValue(Dplus[0] - Dminus[0]) / (Dplus[0] + Dminus[0]);
}
If DMIV[Length] == 0 Then{
CummDMI = 0;
for Counter = 0 To Length-1 Begin
if DMiV[counter] > 0 Then
CummDMI = CummDMI + DMIV[Counter];
End;
ADXv[0] = CummDMI / CurrentBar;
}
Else
ADXv[0] = (ADXv[1] * (Length - 1) + DMIv[0]) / Length;
plot1(adxv[0]);
plot2(DMIv[0]);
plot3(DPlus[0]);
plot4(DMinus[0] );
3-3 dp,dm 월봉
input : Length(14);
var : TL(0),TH(0),cnt(0),Dcnt(0),preTRange(0),prePlusDM14(0),MinusDM14(0),TRange1(0),preMinusDM14(0);
Var : Counter(0), TRange(0), MyRange(Length), PlusDM14(0), PlusDM(0), MinusDM(0),preADX(0);
Var : CummDMI(0), Return(0);
Array : HH[61](0),LL[61](0),CC[61](0),TR[61](0),DMIv[61](0),ADXv[61](0);
Array : DPlus[61](0),DMinus[61](0);
if bdate > bdate[1]+30 Then
{
Dcnt = Dcnt+1;
HH[0] = H;
LL[0] = L;
CC[0] = C;
preTRange = TRange[1];
prePlusDM14 = PlusDM14[1];
preMinusDM14 = MinusDM14[1];
for cnt = 1 to 60{
HH[cnt] = HH[cnt-1][1];
LL[cnt] = LL[cnt-1][1];
CC[cnt] = CC[cnt-1][1];
TR[cnt] = TR[cnt-1][1];
DMIv[cnt] = DMIv[cnt-1][1];
ADXv[cnt] = ADXv[cnt-1][1];
Dplus[cnt] = Dplus[cnt-1][1];
Dminus[cnt] = Dminus[cnt-1][1];
}
}
if H > HH[0] Then
HH[0] = H;
if L < LL[0] Then
LL[0] = L;
CC[0] = C;
if CC[1] > 0 Then{
If CC[1] > HH[0] then
TH = CC[1];
else
TH = HH[0];
If CC[1] < LL[0] then
TL = CC[1];
else
TL = LL[0];
TR[0] = TH-TL;
}
If Dcnt == Length+1 Then {
MyRange = Length;
DPlus[0] = 0;
PlusDM14 = 0;
TRange = 0;
DMinus[0] = 0;
MinusDM14 = 0;
TRange1 = 0;
For Counter = 0 To MyRange - 1 {
If HH[Counter] - HH[Counter+1] < 0 Then
PlusDM = 0 ;
Else
PlusDM = HH[Counter] - HH[Counter+1];
If LL[Counter+1] - LL[Counter] < 0 Then
MinusDM = 0;
Else
MinusDM = LL[Counter+1] - LL[Counter];
var1 = PlusDM;
var2 = MinusDM;
If var1 >= var2 Then
MinusDM = 0;
If var2 >= var1 Then
PlusDM = 0;
TRange = TRange + TR[Counter];
PlusDM14 = PlusDM14 + PlusDM;
MinusDM14 = MinusDM14 + MinusDM;
}
If TRange <> 0 Then
DPlus[0] = 100 * PlusDM14 / TRange;
Else
DPlus[0] = 0 ;
If TRange <> 0 Then
DMinus[0] = 100 * MinusDM14 / TRange;
Else
DMinus[0] = 0;
If Dplus[0] + Dminus[0] == 0 Then
DMIv[0] = 0;
Else
DMIv[0] = 100 * AbsValue(Dplus[0] - Dminus[0]) / (Dplus[0] + Dminus[0]);
}
Else If Dcnt > Length+1 Then {
If HH[0] - HH[1] < 0 Then
PlusDM = 0;
Else
PlusDM = HH[0] - HH[1];
If LL[1] - LL[0] < 0 Then
MinusDM = 0;
Else
MinusDM = LL[1] - LL[0];
var1 = PlusDM;
var2 = MinusDM;
If var1 >= var2 Then
MinusDM = 0;
If var2 >= var1 Then
PlusDM = 0;
If MyRange > 0 Then {
TRange = preTRange - (preTRange / MyRange) + TR[0];
PlusDM14 = prePlusDM14 - (prePlusDM14 / MyRange) + PlusDM;
MinusDM14 = preMinusDM14 - (preMinusDM14 / MyRange) + MinusDM;
}
If TRange <> 0 Then
DPlus[0] = 100 * PlusDM14 / TRange;
Else
DPlus[0] = 0 ;
If TRange <> 0 Then
DMinus[0] = 100 * MinusDM14 / TRange;
Else
DMinus[0] = 0;
If Dplus[0] + Dminus[0] == 0 Then
DMIv[0] = 0;
Else
DMIv[0] = 100 * AbsValue(Dplus[0] - Dminus[0]) / (Dplus[0] + Dminus[0]);
}
If DMIV[Length] == 0 Then{
CummDMI = 0;
for Counter = 0 To Length-1 Begin
if DMiV[counter] > 0 Then
CummDMI = CummDMI + DMIV[Counter];
End;
ADXv[0] = CummDMI / CurrentBar;
}
Else
ADXv[0] = (ADXv[1] * (Length - 1) + DMIv[0]) / Length;
plot1(adxv[0]);
plot2(DMIv[0]);
plot3(DPlus[0]);
plot4(DMinus[0] );
즐거운 하루되세요
> 당일선물 님이 쓴 글입니다.
> 제목 : 부탁드립니다
> 수고하십니다.
분봉챠트에 일봉,주봉,월봉지표를 출력하고 싶습니다.
1. rsi(14) siganl(9)
2. 후행스팬(9,26,52), 볼린저밴드(20,2)
3. DIPlus(14), DIMinus(14)
감사합니다.