예스스탁
예스스탁 답변
2023-08-16 18:44:14
안녕하세요
예스스탁입니다.
input : max(20),min(10);
input : overbought(70),oversold(30);
var : src(0), N(0),diff(0),i(0);
var : k(0),overbuy(0),overSell(0),avgv(0);
var : alpha(0),num_rma(0),den_rma(0);
var : rsiv(0),avg_rsi(0),buy_rsi_ma(0),sell_rsi_ma(0);
Array : num[100](0),den[100](0);
src = C;
N = max-min+1;
diff = IFf(IsNan(src - src[1]) == False,src-src[1],0);
k = 0;
overbuy = 0;
oversell = 0;
avgv = 0;
for i = min to max
{
alpha = 1/i;
num_rma = alpha*diff + (1-alpha)*num[k];
den_rma = alpha*abs(diff) + (1-alpha)*den[k];
rsiv = 50*num_rma/den_rma + 50;
avgv = avgv+ rsiv;
overbuy = iff(rsiv > overbought , overbuy + 1 , overbuy);
oversell = iff(rsiv < oversold , oversell + 1 , oversell);
num[k] = num_rma;
den[k] = den_rma;
k = k + 1;
}
//----
avg_rsi = avgv/N;
buy_rsi_ma = 0;
sell_rsi_ma = 0;
buy_rsi_ma = iff(IsNan(buy_rsi_ma[1] + overbuy/N*(avg_rsi - buy_rsi_ma[1])) == False,buy_rsi_ma[1] + overbuy/N*(avg_rsi - buy_rsi_ma[1]),avg_rsi);
sell_rsi_ma = iff(IsNaN(sell_rsi_ma[1] + oversell/N*(avg_rsi - sell_rsi_ma[1])) == False,sell_rsi_ma[1] + oversell/N*(avg_rsi - sell_rsi_ma[1]), avg_rsi);
plot1(avg_rsi,"Average Multi Length RSI");
plot2(buy_rsi_ma,"Upper Channel");
plot3(sell_rsi_ma,"Lower Channel");
plot4(overbuy/N*100,"Overbought Area");
plot5(100 - oversell/N*100,"Oversold Area");
PlotBaseLine1(100,"100");
PlotBaseLine2(0,"0");
PlotBaseLine3(50,"50");
즐거운 하루되세요
> 다올 님이 쓴 글입니다.
> 제목 : 부탁드립니다.
> 변형 부탁 드립니다.
indicator("RSI Multi Length [LuxAlgo]")
max = input(20,'Maximum Length')
min = input(10,'Minimum Length')
overbought = input.float(70,step=10)
oversold = input.float(30,step=10)
src = input(close)
//----
rsi_avg_dn_css = input(#ff5d00,'Average RSI Gradient',group='Style',inline='inline1')
rsi_avg_up_css = input(#2157f3,'',group='Style',inline='inline1')
upper_css = input(#0cb51a,'Upper Level',group='Style')
lower_css = input(#ff1100,'Lower Level',group='Style')
ob_area = input(color.new(#0cb51a,70),'Overbought Area',group='Style')
os_area = input(color.new(#ff1100,70),'Oversold Area',group='Style')
//----
N = max-min+1
diff = nz(src - src[1])
var num = array.new_float(N,0)
var den = array.new_float(N,0)
//----
k = 0
overbuy = 0
oversell = 0
avg = 0.
for i = min to max
alpha = 1/i
num_rma = alpha*diff + (1-alpha)*array.get(num,k)
den_rma = alpha*math.abs(diff) + (1-alpha)*array.get(den,k)
rsi = 50*num_rma/den_rma + 50
avg += rsi
overbuy := rsi > overbought ? overbuy + 1 : overbuy
oversell := rsi < oversold ? oversell + 1 : oversell
array.set(num,k,num_rma)
array.set(den,k,den_rma)
k += 1
//----
avg_rsi = avg/N
buy_rsi_ma = 0.
sell_rsi_ma = 0.
buy_rsi_ma := nz(buy_rsi_ma[1] + overbuy/N*(avg_rsi - buy_rsi_ma[1]),avg_rsi)
sell_rsi_ma := nz(sell_rsi_ma[1] + oversell/N*(avg_rsi - sell_rsi_ma[1]),avg_rsi)
//----
var tb = table.new(position.top_right,2,2)
if barstate.islast
table.cell(tb,0,0,'Overbought',text_color=color.gray,bgcolor=na)
table.cell(tb,1,0,'Oversold',text_color=color.gray,bgcolor=na)
table.cell(tb,0,1,str.tostring(overbuy/N*100,'#.##')+' %',text_color=#26a69a,bgcolor=color.new(#26a69a,80))
table.cell(tb,1,1,str.tostring(oversell/N*100,'#.##')+' %',text_color=#ef5350,bgcolor=color.new(#ef5350,80))
//----
css = color.from_gradient(avg_rsi,sell_rsi_ma,buy_rsi_ma,rsi_avg_dn_css,rsi_avg_up_css)
plot(avg_rsi,'Average Multi Length RSI',color=css)
up = plot(buy_rsi_ma,'Upper Channel',color=upper_css)
dn = plot(sell_rsi_ma,'Lower Channel',color=lower_css)
per_over = plot(overbuy/N*100,'Overbought Area',color=color.new(ob_area,100),editable=false)
per_under = plot(100 - oversell/N*100,'Oversold Area',color=color.new(os_area,100),editable=false)
upper = plot(100,color=na,editable=false,display=display.none)
lower = plot(0,color=na,editable=false,display=display.none)
fill(per_over,lower,ob_area)
fill(upper,per_under,os_area)
fill(up,dn,color.new(css,90))
hline(50,color=color.new(color.gray,50))