아래 수식은 종가가 슈퍼트렌드값  이상인 강세종목을 검색키 위한 수식입니다.

Period가 14이고 factor가 3인데도 가끔은 강세가 아닌 종목이 나오는데 무슨 문제가 있나요?

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input : AtrPeriod(14),factor(3);

var : src(0), AtrV(0),upperBand(0),lowerBand(0), prevLowerBand(0), prevUpperBand(0);

var : prevSuperTrend(0), superTrend(C), direction(0),alpha(0),source(0);

if CurrentBar > 1 Then

{

src = (H+L)/2;

alpha = 1 / AtrPeriod ;

source = max(high - low, abs(high - close[1]), abs(low - close[1]));

ATrV = alpha * source + (1 - alpha) * ATrV[1]; //지수가중이평방식

//ATrV = ma(source,AtrPeriod); //단순이평방식

upperBand = src + factor * AtrV;

lowerBand = src - factor * AtrV;

prevLowerBand = lowerBand[1];

prevUpperBand = upperBand[1];

if lowerBand > prevLowerBand or close[1] < prevLowerBand Then

lowerBand = lowerBand;

Else

lowerBand = prevLowerBand;

if upperBand < prevUpperBand or close[1] > prevUpperBand Then

upperBand = upperBand;

Else

upperBand = prevUpperBand;

if C > UpperBand Then

direction = 1;

if C < LowerBand Then

direction = -1;

if direction == 1 Then

supertrend = lowerband;

Else

supertrend = upperband;

if CROSSUP(c,supertrend) Then

Find(1);

}