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ALMA 수식 변환 다시 한번 검토 부탁드립니다.

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jhs0713
2026-03-03 16:07:08
11
글번호 230867

작동되지 않아서 작동 되는 것을 확인 부탁드립니다.


//ALMA Smoothing

input : smooth(1),length1(25);

var : src(0),offset(0),sigma1(0),pchange(0),avpchange(0);

var : mm(0),s(0),norm(0),sum(0),i(0),weight(0);

var : r(0),rsiL(False),rsiS(False);


src = close;

offset = 0.85;

sigma1 = 7;

pchange = (src-src[smooth]) / src * 100;


mm = offset * (length1 - 1);

s = length1 / sigma1;

norm = 0.0;

sum = 0.0;

for i = 0 to length1 - 1

{

weight = exp(-1 * pow(i - mm, 2) / (2 * pow(s, 2)));

norm = norm + weight;

sum = sum + pchange[length1 - i - 1] * weight;

}

avpchange = sum / norm;



//RSI

r = rsi(14);

rsiL = r > r[1];

rsiS = r < r[1];


var : length11(0),src1(0),momm(0),sm1(0),sm2(0),chandeMO(0);

var : m1(0),m2(0),cL(False),cS(False);


length11 = 9;

src1 = close;

momm = src1-src1[1];


m1 = IFF(momm>=0,momm,0);

m2 = IFF(momm>=0,0,-momm);

sm1 = AccumN(m1, length11);

sm2 = AccumN(m2, length11);

chandeMO = 100 * (sm1-sm2)/(sm1+sm2);

cL = chandeMO > chandeMO[1];

cS = chandeMO < chandeMO[1];



input : length(14);

input : adaptive(true);

input : volatilityPeriod(20);

var : gma(0),sumOfWeights(0),sigma(0),value(0),gmaColor(0),Emav(0);

var : tx(0);


gma = 0.0;

sumOfWeights = 0.0;

sigma = iff(adaptive , std(close, volatilityPeriod) , 1.0);


for i = 0 to length - 1

{

weight = exp(-pow(((i - (length - 1)) / (2 * sigma)), 2) / 2);

value = highest(avpchange, i + 1) + lowest(avpchange, i + 1);

gma = gma + (value * weight);

sumOfWeights = sumOfWeights + weight;

}

gma = (gma / sumOfWeights) / 2;

gma = ema(gma, 7);

gmaColor = iff(avpchange >= gma , Green , Red);


emav = ema(close, 7);


//plot1(emav, "Gaussian Moving Average",gmaColor);



if CrossUp(avpchange,gma) Then

{

Buy("UP",OnClose,Def,1);

}



if CrossDown(avpchange,gma) Then

{

Sell("DW02",OnClose,Def,2);

}

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