커뮤니티
부탁드립니다.
2023-07-19 10:25:05
1351
글번호 170748
변환 부탁 드립니다.(트레이딩뷰 RVI)
indicator(title="Relative Volatility Index", shorttitle="RVI", format=format.price, precision=2, timeframe="", timeframe_gaps=true)
length = input.int(10, minval=1)
offset = input.int(0, "Offset", minval = -500, maxval = 500)
maTypeInput = input.string("SMA", title="MA Type", options=["SMA", "Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="MA Settings")
maLengthInput = input.int(14, title="MA Length", group="MA Settings")
bbMultInput = input.float(2.0, minval=0.001, maxval=50, title="BB StdDev", group="MA Settings")
src = close
len = 14
stddev = ta.stdev(src, length)
upper = ta.ema(ta.change(src) <= 0 ? 0 : stddev, len)
lower = ta.ema(ta.change(src) > 0 ? 0 : stddev, len)
rvi = upper / (upper + lower) * 100
ma(source, length, type) =>
switch type
"SMA" => [ta.sma(source, length), na, na]
"Bollinger Bands" =>
[middleValue, highValue, lowValue] = ta.bb(source, length, bbMultInput)
[middleValue, highValue, lowValue]
"EMA" => [ta.ema(source, length), na, na]
"SMMA (RMA)" => [ta.rma(source, length), na, na]
"WMA" => [ta.wma(source, length), na, na]
"VWMA" => [ta.vwma(source, length), na, na]
[rviMA,highValue,lowValue] = ma(rvi, maLengthInput, maTypeInput)
h0 = hline(80, "Upper Band", color=#787B86)
hline(50, "Middle Band", color=color.new(#787B86, 50))
h1 = hline(20, "Lower Band", color=#787B86)
fill(h0, h1, color=color.rgb(126, 87, 194, 90), title="Background")
plot(rvi, title="RVI", color=#7E57C2, offset = offset)
plot(rviMA, "RVI-based MA", color=color.yellow, offset = offset)
bbUpper = plot(highValue, title="Upper Bollinger Band", color=color.green)
bbLower = plot(lowValue, title="Lower Bollinger Band", color=color.green)
fill(bbUpper, bbLower, color = color.new(color.green, 90), title="Bollinger Bands Background Fill")
답변 1
예스스탁 예스스탁 답변
2023-07-20 10:03:02
안녕하세요
예스스탁입니다.
input : length(10),offset(0);
input : maTypeInput(1);//1:SMA, 2: Bollinger Bands, 3:EMA, 4:SMMA(RMA), 5:WMA, 6:VWMA;
input : maLengthInput(14);
input : bbMultInput(2.0);
input : src(close),len(14);
var : stddev(0),upper(0),lower(0),rvi(0);
var : rviMA(0),highValue(0),lowValue(0);
var : alpha(0),rmav(0);
stddev = std(src, length);
upper = ema(iff(src <= src[1], 0 ,stddev), len);
lower = ema(iff(src > src[1], 0 ,stddev), len);
rvi = upper / (upper + lower) * 100;
if maTypeInput == 1 Then
{
rviMA = ma(rvi,maLengthInput);
highValue = Nan;
lowValue = nan;
}
if maTypeInput == 2 Then
{
rviMA = ma(rvi,maLengthInput);
var1 = std(rvi,maLengthInput);
highValue = rviMA+var1+bbMultInput;
lowValue = rviMA+var1+bbMultInput;
}
if maTypeInput == 3 Then
{
rviMA = ema(rvi,maLengthInput);
highValue = Nan;
lowValue = nan;
}
if maTypeInput == 4 Then
{
alpha = 1/maLengthInput;
rmav = 0.0;
rmav = iff(IsNaN(rmav[1]) == true, ma(rvi, maLengthInput) , alpha * rvi + (1 - alpha) * IFf(IsNan(rmav[1])==true,0,rmav[1]));
rviMA = rmav;
highValue = Nan;
lowValue = nan;
}
if maTypeInput == 5 Then
{
rviMA = wma(rvi,maLengthInput);
highValue = Nan;
lowValue = nan;
}
if maTypeInput == 6 Then
{
rviMA = ma(rvi * volume, maLengthInput) / ma(volume, maLengthInput);
highValue = Nan;
lowValue = nan;
}
PlotBaseLine1(80, "Upper Band");
PlotBaseLine2(50, "Middle Band");
PlotBaseLine3(20, "Lower Band");
plot1(rvi, "RVI");
plot2(rviMA, "RVI-based MA");
plot3(highValue, "Upper Bollinger Band");
plot4(lowValue, "Lower Bollinger Band");
즐거운 하루되세요
> 다올 님이 쓴 글입니다.
> 제목 : 부탁드립니다.
> 변환 부탁 드립니다.(트레이딩뷰 RVI)
indicator(title="Relative Volatility Index", shorttitle="RVI", format=format.price, precision=2, timeframe="", timeframe_gaps=true)
length = input.int(10, minval=1)
offset = input.int(0, "Offset", minval = -500, maxval = 500)
maTypeInput = input.string("SMA", title="MA Type", options=["SMA", "Bollinger Bands", "EMA", "SMMA (RMA)", "WMA", "VWMA"], group="MA Settings")
maLengthInput = input.int(14, title="MA Length", group="MA Settings")
bbMultInput = input.float(2.0, minval=0.001, maxval=50, title="BB StdDev", group="MA Settings")
src = close
len = 14
stddev = ta.stdev(src, length)
upper = ta.ema(ta.change(src) <= 0 ? 0 : stddev, len)
lower = ta.ema(ta.change(src) > 0 ? 0 : stddev, len)
rvi = upper / (upper + lower) * 100
ma(source, length, type) =>
switch type
"SMA" => [ta.sma(source, length), na, na]
"Bollinger Bands" =>
[middleValue, highValue, lowValue] = ta.bb(source, length, bbMultInput)
[middleValue, highValue, lowValue]
"EMA" => [ta.ema(source, length), na, na]
"SMMA (RMA)" => [ta.rma(source, length), na, na]
"WMA" => [ta.wma(source, length), na, na]
"VWMA" => [ta.vwma(source, length), na, na]
[rviMA,highValue,lowValue] = ma(rvi, maLengthInput, maTypeInput)
h0 = hline(80, "Upper Band", color=#787B86)
hline(50, "Middle Band", color=color.new(#787B86, 50))
h1 = hline(20, "Lower Band", color=#787B86)
fill(h0, h1, color=color.rgb(126, 87, 194, 90), title="Background")
plot(rvi, title="RVI", color=#7E57C2, offset = offset)
plot(rviMA, "RVI-based MA", color=color.yellow, offset = offset)
bbUpper = plot(highValue, title="Upper Bollinger Band", color=color.green)
bbLower = plot(lowValue, title="Lower Bollinger Band", color=color.green)
fill(bbUpper, bbLower, color = color.new(color.green, 90), title="Bollinger Bands Background Fill")