안녕하세요 예스스탁입니다. // 입력값 input : nATRPeriod(5); input : nATRMultip(1.5); vaR : alpha(0),atrValue(0),nLoss(0),xATRTrailingStop(Nan); var : longCondition(False),shortCondition(False); var : longSignal(False),shortSignal(False),tx(0); // ATR 계산 alpha = 1 / nATRPeriod ; atrValue = IFf(IsNan(atrValue[1]) == true, ma(TrueRange,nATRPeriod) , alpha * TrueRange + (1 - alpha) * IFf(isnan(atrValue[1])==true,0,atrValue[1])); nLoss = nATRMultip * atrValue; // Trailing Stop 변수 선언 var1 = iff(IsNan(xATRTrailingStop[1])==true, 0,xATRTrailingStop[1]); // 로직 if (close > var1 and close[1] > var1) Then xATRTrailingStop = max(var1, close - nLoss); else if (close < var1 and close[1] < var1) Then xATRTrailingStop = min(var1, close + nLoss); else if (close > var1) Then xATRTrailingStop = close - nLoss; else xATRTrailingStop = close + nLoss; // 현재 방향 longCondition = close > xATRTrailingStop; shortCondition = close < xATRTrailingStop; // 시그널 longSignal = longCondition and longCondition[1] == False; // 롱 전환 shortSignal = shortCondition and shortCondition[1] == False; // 숏 전환 // 차트 표시 plot1(xATRTrailingStop[1],"ATR Trailing Stop",blue); // 시그널 마커 if longSignal == true Then { tx = text_new(sDate,sTime,L,"▲"); Text_SetColor(tx,Green); Text_SetStyle(tx,2,0); } if shortSignal == true Then { tx = text_new(sDate,sTime,H,"▼"); Text_SetColor(tx,Red); Text_SetStyle(tx,2,1); } 즐거운 하루되세요 > 해암 님이 쓴 글입니다. > 제목 : 문의드립니다. > 아래의 트레이딩뷰 수식을 변환부탁드립니다. 입력값은 수정가능하게 부탁드립니다. 항상 감사드립니다. 수고하세요!!! =============================== //@version=5 indicator("ATR Trailing Stop Strategy (Sylvain Vervoort)", overlay = true) // 입력값 nATRPeriod = input.int(5, "ATR Period") nATRMultip = input.float(1.5, "ATR Multiplier") // ATR 계산 atrValue = ta.atr(nATRPeriod) nLoss = nATRMultip * atrValue // Trailing Stop 변수 선언 var float xATRTrailingStop = na // 로직 if (close > nz(xATRTrailingStop[1], 0) and close[1] > nz(xATRTrailingStop[1], 0)) xATRTrailingStop := math.max(nz(xATRTrailingStop[1]), close - nLoss) else if (close < nz(xATRTrailingStop[1], 0) and close[1] < nz(xATRTrailingStop[1], 0)) xATRTrailingStop := math.min(nz(xATRTrailingStop[1]), close + nLoss) else if (close > nz(xATRTrailingStop[1], 0)) xATRTrailingStop := close - nLoss else xATRTrailingStop := close + nLoss // 현재 방향 longCondition = close > xATRTrailingStop shortCondition = close < xATRTrailingStop // 시그널 longSignal = longCondition and not longCondition[1] // 롱 전환 shortSignal = shortCondition and not shortCondition[1] // 숏 전환 // 차트 표시 plot(xATRTrailingStop[1], color=color.blue, title="ATR Trailing Stop", linewidth=2) // 시그널 마커 plotshape(longSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.triangleup, size=size.large, text="BUY") plotshape(shortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.triangledown, size=size.large, text="SELL") =======================================================