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EL 식인데 YT 로 변환 부탁드립니다.
2010-03-15 20:06:21
605
글번호 28679
{ Type: User Function, Name: calcB }
Inputs: Length(Numeric);
Vars: X(0);
X = BarNumber;
Value1 = Summation(X * Close, Length) - (Length * Average(X, Length) *Average(Close, Length));
Value2 = Summation(Square(X), Length) - (Length * Square(Average(X, Length)));
calcB = Value1/Value2;
{ Type: User Function, Name: calcA }
Inputs: Length(Numeric);
Vars: X(0);
X = BarNumber;
calcA = Average(Close, Length) - (calcB(Length) * Average(X, Length));
{ Type: Indicator, Name: Std Error Bands Smooth }
Inputs: Length(21), SDeg(3);
Vars: LinRegY(0), X(0), StdErr(0), LinRegS(0), SErr(0);
LinRegY = LinearRegValue(Close, Length, 0);
X = CurrentBar;
IF CurrentBar > Length then Begin
Value1 = (Summation(Square(Close), Length)) - ((calcA(Length) *
Summation(Close, Length))) - ((calcB(Length) *
Summation(X * Close, Length)));
Value2 = Length - 2;
StdErr = SquareRoot(Value1 / Value2);
LinRegS = Average(LinRegY, SDeg);
SErr = 2 * Average(StdErr, SDeg);
Plot1(LinRegS, "LinRegS");
Plot2(LinRegS + SErr, "+StdErrS");
Plot3(LinRegS - SErr, "-StdErrS");
End;
답변 1
예스스탁 예스스탁 답변
2010-03-16 12:49:30
안녕하세요
예스스탁입니다.
Inputs: Length(21), SDeg(3);
Vars: LinRegY(0), X(0), StdErr(0), LinRegS(0), SErr(0), inx(0),calcB(0),calcA(0);
inx = inx+1;
Value1 = AccumN(inx * Close, Length) - (Length * ma(inx, Length) *ma(Close, Length));
Value2 = AccumN(Square(inx), Length) - (Length * Square(ma(inx, Length)));
calcB = Value1/Value2;
calcA = Average(Close, Length) - (calcB * ma(inx, Length));
LinRegY = LinearRegValue(Close, Length, 0);
X = CurrentBar;
IF CurrentBar > Length then Begin
Value4 = (AccumN(Square(Close), Length)) - ((calcA * AccumN(Close, Length))) - ((calcB * AccumN(X * Close, Length)));
Value5 = Length - 2;
StdErr = SquareRoot(Value4 / Value5);
LinRegS = Ma(LinRegY, SDeg);
SErr = 2 * ma(StdErr, SDeg);
Plot1(LinRegS, "LinRegS");
Plot2(LinRegS + SErr, "+StdErrS");
Plot3(LinRegS - SErr, "-StdErrS");
End;
즐거운 하루되세요
> ewy 님이 쓴 글입니다.
> 제목 : EL 식인데 YT 로 변환 부탁드립니다.
> { Type: User Function, Name: calcB }
Inputs: Length(Numeric);
Vars: X(0);
X = BarNumber;
Value1 = Summation(X * Close, Length) - (Length * Average(X, Length) *Average(Close, Length));
Value2 = Summation(Square(X), Length) - (Length * Square(Average(X, Length)));
calcB = Value1/Value2;
{ Type: User Function, Name: calcA }
Inputs: Length(Numeric);
Vars: X(0);
X = BarNumber;
calcA = Average(Close, Length) - (calcB(Length) * Average(X, Length));
{ Type: Indicator, Name: Std Error Bands Smooth }
Inputs: Length(21), SDeg(3);
Vars: LinRegY(0), X(0), StdErr(0), LinRegS(0), SErr(0);
LinRegY = LinearRegValue(Close, Length, 0);
X = CurrentBar;
IF CurrentBar > Length then Begin
Value1 = (Summation(Square(Close), Length)) - ((calcA(Length) *
Summation(Close, Length))) - ((calcB(Length) *
Summation(X * Close, Length)));
Value2 = Length - 2;
StdErr = SquareRoot(Value1 / Value2);
LinRegS = Average(LinRegY, SDeg);
SErr = 2 * Average(StdErr, SDeg);
Plot1(LinRegS, "LinRegS");
Plot2(LinRegS + SErr, "+StdErrS");
Plot3(LinRegS - SErr, "-StdErrS");
End;
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