예스스탁
예스스탁 답변
2023-05-03 10:54:46
안녕하세요
예스스탁입니다.
//@version=4
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © KivancOzbilgic
//created by: @Anil_Ozeksi
//developer: ANIL ÖZEKŞİ
//author: @kivancozbilgic
var : src(0);
src = close;
input : length(2),percent(1.4);
input : mav(5);//"1:SMA", "2:EMA", "3:WMA", "4:TMA", "5:VAR", "6:WWMA", "7:ZLEMA", "8:TSF"]);
var : valpha(0),vud1(0),vdd1(0),vUD(0),vdd(0),vCMO(0),varv(0);
var : wwalpha(0),WWMA(0);
var : zxLag(0),zxEMAData(0),ZLEMA(0);
var : lrc(0),LRs(0),TSF(0),MAvg(0);
valpha=2/(length+1);
vud1=iff(src>src[1] , src-src[1] , 0);
vdd1=iff(src<src[1] , src[1]-src , 0);
vUD=AccumN(vud1,9);
vDD=AccumN(vdd1,9);
vCMO= iff(isnan((vUD-vDD)/(vUD+vDD)) == true,0,(vUD-vDD)/(vUD+vDD));
varv =0.0;
varv = iff(isnan(valpha*abs(vCMO)*src) ==true,0,valpha*abs(vCMO)*src)+(1-valpha*abs(vCMO))*iff(isnan(varv[1])==true,0,varv[1]);
wwalpha = 1/ length;
WWMA = 0.0;
WWMA = wwalpha*src + (1-wwalpha)*iff(isnan(WWMA[1])==true,0,WWMA[1]);
zxLag = iff(length/2==round(length/2,0) , length/2 , (length - 1) / 2);
zxEMAData = (src + (src - src[zxLag]));
ZLEMA = ema(zxEMAData, length);
TSF = LRL(src, length)+LRS(src, length);
if mav== 1 Then #SMA
{
MAvg = ma(src,Length) ;
}
if mav== 2 Then #Ema
{
Mavg = ema(src, Length);
}
if mav== 3 Then #Ema
{
Mavg = wma(src, Length);
}
if mav== 4 Then #Tma
{
Mavg = ma(ma(src, Ceiling(length / 2)), floor(length / 2) + 1);
}
if mav== 5 Then #VAR
{
Mavg = varv;
}
if mav== 6 Then #WWMA
{
Mavg = WWMA;
}
if mav== 7 Then #ZLEMA
{
Mavg = ZLEMA;
}
if mav== 8 Then #TSF
{
Mavg = TSF;
}
var : fark(0),longStop(0),longStopPrev(0),shortStop(0),shortStopPrev(0);
var : dir(0),MT(0),OTT(0),OTTC(0);
fark=MAvg*percent*0.01;
longStop = MAvg - fark;
longStopPrev = iff(isnan(longStop[1]) == true, longStop,longStop[1]);
longStop = iff(MAvg > longStopPrev , max(longStop, longStopPrev) , longStop);
shortStop = MAvg + fark;
shortStopPrev = iff(isnan(shortStop[1]) == true, shortStop,shortStop[1]);
shortStop = iff(MAvg < shortStopPrev , min(shortStop, shortStopPrev) , shortStop);
dir = 1;
dir = iff(isnan(dir[1])==true,dir,dir[1]);
dir = iff(dir == -1 and MAvg > shortStopPrev , 1 , IFf(dir == 1 and MAvg < longStopPrev , -1 , dir));
MT = iff(dir==1 , longStop , shortStop);
OTT= iff(MAvg>MT , MT*(200+percent)/200 , MT*(200-percent)/200 );
OTTC = IFf(OTT[2] > OTT[3] , green ,red);
plot1(MAvg,"Support Line",Blue);
plot2(IFf(isnan(OTT[2]) == true,0,OTT[1]), "OTT",OTTC);
즐거운 하루되세요
> 흑수돌 님이 쓴 글입니다.
> 제목 : 수식 문의
> 아래는 트레이딩뷰에서 가장 인기있는 지표 중 하나라고 해서
찾아본 지표 수식입니다.
아래수식을 예트 수식으로 변환하고 싶습니다.
감사합니다.
//@version=4
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © KivancOzbilgic
//created by: @Anil_Ozeksi
//developer: ANIL ÖZEKŞİ
//author: @kivancozbilgic
study("Optimized Trend Tracker","OTT", overlay=true)
src = input(close, title="Source")
length=input(2, "OTT Period", minval=1)
percent=input(1.4, "OTT Percent", type=input.float, step=0.1, minval=0)
showsupport = input(title="Show Support Line?", type=input.bool, defval=true)
showsignalsk = input(title="Show Support Line Crossing Signals?", type=input.bool, defval=true)
showsignalsc = input(title="Show Price/OTT Crossing Signals?", type=input.bool, defval=false)
highlight = input(title="Show OTT Color Changes?", type=input.bool, defval=false)
showsignalsr = input(title="Show OTT Color Change Signals?", type=input.bool, defval=false)
highlighting = input(title="Highlighter On/Off ?", type=input.bool, defval=true)
mav = input(title="Moving Average Type", defval="VAR", options=["SMA", "EMA", "WMA", "TMA", "VAR", "WWMA", "ZLEMA", "TSF"])
Var_Func(src,length)=>
valpha=2/(length+1)
vud1=src>src[1] ? src-src[1] : 0
vdd1=src<src[1] ? src[1]-src : 0
vUD=sum(vud1,9)
vDD=sum(vdd1,9)
vCMO=nz((vUD-vDD)/(vUD+vDD))
VAR=0.0
VAR:=nz(valpha*abs(vCMO)*src)+(1-valpha*abs(vCMO))*nz(VAR[1])
VAR=Var_Func(src,length)
Wwma_Func(src,length)=>
wwalpha = 1/ length
WWMA = 0.0
WWMA := wwalpha*src + (1-wwalpha)*nz(WWMA[1])
WWMA=Wwma_Func(src,length)
Zlema_Func(src,length)=>
zxLag = length/2==round(length/2) ? length/2 : (length - 1) / 2
zxEMAData = (src + (src - src[zxLag]))
ZLEMA = ema(zxEMAData, length)
ZLEMA=Zlema_Func(src,length)
Tsf_Func(src,length)=>
lrc = linreg(src, length, 0)
lrc1 = linreg(src,length,1)
lrs = (lrc-lrc1)
TSF = linreg(src, length, 0)+lrs
TSF=Tsf_Func(src,length)
getMA(src, length) =>
ma = 0.0
if mav == "SMA"
ma := sma(src, length)
ma
if mav == "EMA"
ma := ema(src, length)
ma
if mav == "WMA"
ma := wma(src, length)
ma
if mav == "TMA"
ma := sma(sma(src, ceil(length / 2)), floor(length / 2) + 1)
ma
if mav == "VAR"
ma := VAR
ma
if mav == "WWMA"
ma := WWMA
ma
if mav == "ZLEMA"
ma := ZLEMA
ma
if mav == "TSF"
ma := TSF
ma
ma
MAvg=getMA(src, length)
fark=MAvg*percent*0.01
longStop = MAvg - fark
longStopPrev = nz(longStop[1], longStop)
longStop := MAvg > longStopPrev ? max(longStop, longStopPrev) : longStop
shortStop = MAvg + fark
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := MAvg < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop
dir = 1
dir := nz(dir[1], dir)
dir := dir == -1 and MAvg > shortStopPrev ? 1 : dir == 1 and MAvg < longStopPrev ? -1 : dir
MT = dir==1 ? longStop: shortStop
OTT=MAvg>MT ? MT*(200+percent)/200 : MT*(200-percent)/200
plot(showsupport ? MAvg : na, color=#0585E1, linewidth=2, title="Support Line")
OTTC = highlight ? OTT[2] > OTT[3] ? color.green : color.red : #B800D9
pALL=plot(nz(OTT[2]), color=OTTC, linewidth=2, title="OTT", transp=0)
alertcondition(cross(OTT[2], OTT[3]), title="Color ALARM", message="OTT Has Changed Color!")
alertcondition(crossover(OTT[2], OTT[3]), title="GREEN ALERT", message="OTT GREEN BUY SIGNAL!")
alertcondition(crossunder(OTT[2], OTT[3]), title="RED ALERT", message="OTT RED SELL SIGNAL!")
alertcondition(cross(MAvg, OTT[2]), title="Cross Alert", message="OTT - Support Line Crossing!")
alertcondition(crossover(MAvg, OTT[2]), title="Crossover Alarm", message="Support Line BUY SIGNAL!")
alertcondition(crossunder(MAvg, OTT[2]), title="Crossunder Alarm", message="Support Line SELL SIGNAL!")
alertcondition(cross(src, OTT[2]), title="Price Cross Alert", message="OTT - Price Crossing!")
alertcondition(crossover(src, OTT[2]), title="Price Crossover Alarm", message="PRICE OVER OTT - BUY SIGNAL!")
alertcondition(crossunder(src, OTT[2]), title="Price Crossunder Alarm", message="PRICE UNDER OTT - SELL SIGNAL!")
buySignalk = crossover(MAvg, OTT[2])
plotshape(buySignalk and showsignalsk ? OTT*0.995 : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)
sellSignallk = crossunder(MAvg, OTT[2])
plotshape(sellSignallk and showsignalsk ? OTT*1.005 : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)
buySignalc = crossover(src, OTT[2])
plotshape(buySignalc and showsignalsc ? OTT*0.995 : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)
sellSignallc = crossunder(src, OTT[2])
plotshape(sellSignallc and showsignalsc ? OTT*1.005 : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)
mPlot = plot(ohlc4, title="", style=plot.style_circles, linewidth=0,display=display.none)
longFillColor = highlighting ? (MAvg>OTT ? color.green : na) : na
shortFillColor = highlighting ? (MAvg<OTT ? color.red : na) : na
fill(mPlot, pALL, title="UpTrend Highligter", color=longFillColor)
fill(mPlot, pALL, title="DownTrend Highligter", color=shortFillColor)
buySignalr = crossover(OTT[2], OTT[3])
plotshape(buySignalr and showsignalsr ? OTT*0.995 : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)
sellSignallr = crossunder(OTT[2], OTT[3])
plotshape(sellSignallr and showsignalsr ? OTT*1.005 : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)