예스스탁
예스스탁 답변
2025-09-30 12:58:16.0
안녕하세요
예스스탁입니다.
var : vwapsum(nan);
var : volumesum(nan);
var : v2sum(nan);
var : myvwap(nan);
var : dev(nan);
var : prevwap(nan);
input : showPWAP(false);
input : upr1(1.01);
input : dpr1(1.01);
input : upr2(1.62);
input : dpr2(1.62);
input : upr3(2.62);
input : dpr3(2.62);
input : showPr1(true);
input : showPr2(true);
input : showPr3(true);
var : hl2(0),trendcolor(0);
var : trendcolor2(0),trendcolor3(0),trendcolor4(0);
var : trendcolor5(0),trendcolor6(0),trendcolor7(0);
hl2 = (h+L)/2;
if bdate != Bdate[1] Then
{
vwapsum = 0;
volumesum = 0;
v2sum = 0;
prevwap = myvwap[1];
}
vwapsum = vwapsum + (hl2 * volume);
volumesum = volumesum +volume;
v2sum = v2sum + (volume * hl2 * hl2);
myvwap = vwapsum / volumesum;
dev = sqrt(max(v2sum / volumesum - myvwap * myvwap, 0));
trendcolor = iff(close > myvwap , lime , red);
trendcolor2 = iff(close > (myvwap + upr1 * dev) , lime , red);
trendcolor3 = iff(close > (myvwap - dpr1 * dev) , lime , red);
trendcolor4 = iff(close > (myvwap + upr2 * dev) , lime , red);
trendcolor5 = iff(close > (myvwap - dpr2 * dev) , lime , red);
trendcolor6 = iff(close > (myvwap + upr3 * dev) , lime , red);
trendcolor7 = iff(close > (myvwap - dpr3 * dev) , lime , red);
plot1(myvwap, "VWAP",trendcolor);
if showPr1 == true Then
{
plot2(myvwap + upr1 * dev,"VWAP Upper (1)",trendcolor2);
plot3(myvwap - dpr1 * dev,"VWAP Lower (1)",trendcolor3);
}
Else
{
NoPlot(2);
NoPlot(3);
}
if showPr2 == true Then
{
plot4(myvwap + upr2 * dev,"VWAP Upper (2)",trendcolor4);
plot5(myvwap - dpr2 * dev,"VWAP Lower (2)",trendcolor5);
}
Else
{
NoPlot(4);
NoPlot(5);
}
if showPr3 == true Then
{
plot6(myvwap + upr3 * dev,"VWAP Upper (3)",trendcolor6);
plot7(myvwap - dpr3 * dev,"VWAP Lower (3)",trendcolor7);
}
Else
{
NoPlot(6);
NoPlot(7);
}
if showPWAP == true Then
plot8(prevwap,"Previous VWAP",iff(close > prevwap ,Cyan , Magenta));
즐거운 명절 되시기 바랍니다.
> 고저중 님이 쓴 글입니다.
> 제목 : 변환 부탁드립니다
> //@version=5
indicator("VWAP Bands", overlay=true)
var float vwapsum = na
var float volumesum = na
var float v2sum = na
var float myvwap = na
var float dev = na
var float prevwap = na
showPWAP = input(false, title="Show Previous VWAP Close")
upr1 = input(1.01, title="+1 Projection", group = "Projection One")
dpr1 = input(1.01, title="-1 Projection", group = "Projection One")
upr2 = input(1.62, title="+2 Projection", group = "Projection Two")
dpr2 = input(1.62, title="-2 Projection", group = "Projection Two")
upr3 = input(2.62, title="+3 Projection", group = "Projection Three")
dpr3 = input(2.62, title="-3 Projection", group = "Projection Three")
showPr1 = input(true, title="Show First Projection", group = "Projection One")
showPr2 = input(true, title="Show Second Projection", group = "Projection Two")
showPr3 = input(true, title="Show Third Projection", group = "Projection Three")
start = request.security(syminfo.tickerid, "D", time)
newSession = ta.change(start) ? 1 : 0
vwapsum := newSession ? hl2 * volume : vwapsum[1] + hl2 * volume
volumesum := newSession ? volume : volumesum[1] + volume
v2sum := newSession ? volume * hl2 * hl2 : v2sum[1] + volume * hl2 * hl2
myvwap := vwapsum / volumesum
dev := math.sqrt(math.max(v2sum / volumesum - myvwap * myvwap, 0))
trendcolor = close > myvwap ? color.new(color.lime, 0) : color.new(color.red, 0)
A = plot(myvwap, style=plot.style_line, title="VWAP", color=trendcolor)
trendcolor2 = close > (myvwap + upr1 * dev) ? color.new(color.lime, 75) : color.new(color.red, 75)
U1 = plot(showPr1 ? myvwap + upr1 * dev : na, style=plot.style_line, title="VWAP Upper (1)", color=trendcolor2)
trendcolor3 = close > (myvwap - dpr1 * dev) ? color.new(color.lime, 75) : color.new(color.red, 75)
D1 = plot(showPr1 ? myvwap - dpr1 * dev : na, style=plot.style_line, title="VWAP Lower (1)", color=trendcolor3)
trendcolor4 = close > (myvwap + upr2 * dev) ? color.new(color.lime, 50) : color.new(color.red, 50)
U2 = plot(showPr2 ? myvwap + upr2 * dev : na, style=plot.style_line, title="VWAP Upper (2)", color=trendcolor4)
trendcolor5 = close > (myvwap - dpr2 * dev) ? color.new(color.lime, 50) : color.new(color.red, 50)
D2 = plot(showPr2 ? myvwap - dpr2 * dev : na, style=plot.style_line, title="VWAP Lower (2)", color=trendcolor5)
trendcolor6 = close > (myvwap + upr3 * dev) ? color.new(color.lime, 45) : color.new(color.red, 45)
U3 = plot(showPr3 ? myvwap + upr3 * dev : na, style=plot.style_line, title="VWAP Upper (3)", color=trendcolor6)
trendcolor7 = close > (myvwap - dpr3 * dev) ? color.new(color.lime, 45) : color.new(color.red, 45)
D3 = plot(showPr3 ? myvwap - dpr3 * dev : na, style=plot.style_line, title="VWAP Lower (3)", color=trendcolor7)
prevwap := newSession ? myvwap[1] : prevwap[1]
plot(showPWAP ? prevwap : na, style=plot.style_line, color=close > prevwap ? color.new(color.aqua, 35) : color.new(color.fuchsia, 35), linewidth=1, title="Previous VWAP")