예스스탁
예스스탁 답변
2023-05-08 11:20:16
안녕하세요
예스스탁입니다.
1 지표
input : rsiSource(open),rsiLength(8),maLength(34),tradeInvert(false);
input : useStop(false),slPoints(25),useTS(true),tslPoints(120),useTSO(false),tslOffset(20);
var : shunt(0),change(0),alpha(0),rsiUp(0),rsiDown(0),rsiv(0),rsiMa(0),tradeDirection(0);
var : barcolor(0);
shunt = iff(rsiSource == open , 0 , 1);
change = rsiSource-rsiSource[1];
alpha = 1/rsiLength;
rsiUp = 0.0;
rsiUp = iff(IsNan(rsiUp[1]) == true , ma(max(change[shunt], 0), rsiLength), alpha * max(change[shunt], 0) + (1 - alpha) * iff(IsNan(rsiUp[1])==true,0,rsiUp[1]));
rsiDown = 0.0;
rsiDown = iff(IsNan(rsiDown[1]) == true , ma(-min(change[shunt], 0), rsiLength), alpha * -min(change[shunt], 0)+ (1 - alpha) * iff(IsNan(rsiUp[1])==true,0,rsiDown[1]));
rsiv = (iff(rsiDown == 0 , 100 , iff(rsiUp == 0 , 0 , 100 - (100 / (1 + rsiUp / rsiDown))) - 50));
rsiMa = ma(rsiv, maLength);
tradeDirection = iff(tradeInvert , iff(0 <= rsiMa , 1 , 0), IFf(0 >= rsiMa , 1 , 0));
barcolor == IFf(tradeDirection ==1 , green , red);
PlotBaseLine1(0, "Median", Gold);
PlotBaseLine2(25, "Limit Up", silver);
PlotBaseLine31(-25, "Limit Down",silver);
// rsi and ma
plot1(rsiv, "RSI",purple);
plot2(rsiMa, "Area MA",silver);
2 시스템
input : rsiSource(open),rsiLength(8),maLength(34),tradeInvert(0);
input : slPoints(25),tslPoints(120),tslOffset(20);
var : shunt(0),change(0),alpha(0),rsiUp(0),rsiDown(0),rsiv(0),rsiMa(0),tradeDirection(0);
var : barcolor(0),goLong(False),killLong(False),goshort(False),killshort(False);
shunt = iff(rsiSource == open , 0 , 1);
change = rsiSource-rsiSource[1];
alpha = 1/rsiLength;
rsiUp = 0.0;
rsiUp = iff(IsNan(rsiUp[1]) == true , ma(max(change[shunt], 0), rsiLength), alpha * max(change[shunt], 0) + (1 - alpha) * iff(IsNan(rsiUp[1])==true,0,rsiUp[1]));
rsiDown = 0.0;
rsiDown = iff(IsNan(rsiDown[1]) == true , ma(-min(change[shunt], 0), rsiLength), alpha * -min(change[shunt], 0)+ (1 - alpha) * iff(IsNan(rsiUp[1])==true,0,rsiDown[1]));
rsiv = (iff(rsiDown == 0 , 100 , iff(rsiUp == 0 , 0 , 100 - (100 / (1 + rsiUp / rsiDown))) - 50));
rsiMa = ma(rsiv, maLength);
tradeDirection = iff(tradeInvert == 1 , iff(0 <= rsiMa , 1 , 0), IFf(0 >= rsiMa , 1 , 0));
barcolor == IFf(tradeDirection , green , red);
goLong = tradeDirection[1] == 0 and tradeDirection == 1;
killLong = tradeDirection[1] == 1 and tradeDirection == 0;
goShort = tradeDirection[1] == 1 and tradeDirection == 0;
killShort = tradeDirection[1] == 0 and tradeDirection == 1;
if goLong == true Then
buy("b");
if killLong == true Then
ExitLong("bx");
if goShort == true Then
Sell("s");
if killShort == true Then
ExitShort("sx");
SetStopLoss(slPoints,PointStop);
SetStopTrailing(tslOffset,tslPoints,PointStop);
SetStopProfittarget(tslPoints,PointStop);
즐거운 하루되세요
> 고박사122 님이 쓴 글입니다.
> 제목 : 수식작성 부탁드립니다.
> 안녕하세요. 운영자님
아래와 같은 트레이딩뷰 수식을 예스트레이더 수식으로 변환 꼭 좀 부탁드립니다.
감사합니다.
안녕하세요. 운영자님
아래와 같은 트레이딩뷰 수식을 예스트레이더 수식으로 변환 부탁드립니다.
감사합니다.
// === INPUTS ===
// rsi
rsiSource = input(defval = open, title = "RSI Source")
rsiLength = input(defval = 8, title = "RSI Length", minval = 1)
// sma
maLength = input(defval = 34, title = "MA Period", minval = 1)
// invert trade direction
tradeInvert = input(defval = false, title = "Invert Trade Direction?")
// risk management
useStop = input(defval = false, title = "Use Initial Stop Loss?")
slPoints = input(defval = 25, title = "Initial Stop Loss Points", minval = 1)
useTS = input(defval = true, title = "Use Trailing Stop?")
tslPoints = input(defval = 120, title = "Trail Points", minval = 1)
useTSO = input(defval = false, title = "Use Offset For Trailing Stop?")
tslOffset = input(defval = 20, title = "Trail Offset Points", minval = 1)
// === /INPUTS ===
// === BASE FUNCTIONS ===
// delay for direction change actions
switchDelay(exp, len) =>
average = len >= 2 ? sum(exp, len) / len : exp[1]
up = exp > average
down = exp < average
state = up ? true : down ? false : up[1]
// === /BASE FUNCTIONS ===
// === SERIES and VAR ===
// rsi
shunt = rsiSource == open ? 0 : 1
rsiUp = rma(max(change(rsiSource[shunt]), 0), rsiLength)
rsiDown = rma(-min(change(rsiSource[shunt]), 0), rsiLength)
rsi = (rsiDown == 0 ? 100 : rsiUp == 0 ? 0 : 100 - (100 / (1 + rsiUp / rsiDown))) - 50 // shifted 50 points to make 0 median
// sma of rsi
rsiMa = sma(rsi, maLength)
// self explanatory..
tradeDirection = tradeInvert ? 0 <= rsiMa ? true : false : 0 >= rsiMa ? true : false
// === /SERIES ===
// === PLOTTING ===
barcolor(color = tradeDirection ? green : red, title = "Bar Colours")
// hlines
medianLine = hline(0, title = 'Median', color = #996600, linestyle = dotted, linewidth = 1)
limitUp = hline(25, title = 'Limit Up', color = silver, linestyle = dotted, linewidth = 1)
limitDown = hline(-25, title = 'Limit Down', color = silver, linestyle = dotted, linewidth = 1)
// rsi and ma
rsiLine = plot(rsi, title = 'RSI', color = purple, linewidth = 2, style = line, transp = 50)
areaLine = plot(rsiMa, title = 'Area MA', color = silver, linewidth = 1, style = area, transp = 70)
// === /PLOTTING ===
goLong() => not tradeDirection[1] and tradeDirection
killLong() => tradeDirection[1] and not tradeDirection
strategy.entry(id = "Buy", long = true, when = goLong())
strategy.close(id = "Buy", when = killLong())
goShort() => tradeDirection[1] and not tradeDirection
killShort() => not tradeDirection[1] and tradeDirection
strategy.entry(id = "Sell", long = false, when = goShort())
strategy.close(id = "Sell", when = killShort())
if (useStop)
strategy.exit("XSL", from_entry = "Buy", loss = slPoints)
strategy.exit("XSS", from_entry = "Sell", loss = slPoints)
// if we're using the trailing stop
if (useTS and useTSO) // with offset
strategy.exit("XSL", from_entry = "Buy", trail_points = tslPoints, trail_offset = tslOffset)
strategy.exit("XSS", from_entry = "Sell", trail_points = tslPoints, trail_offset = tslOffset)
if (useTS and not useTSO) // without offset
strategy.exit("XSL", from_entry = "Buy", trail_points = tslPoints)
strategy.exit("XSS", from_entry = "Sell", trail_points = tslPoints)