커뮤니티
지표 문의 입니다^^
2011-03-11 17:48:36
818
글번호 36488
input : Price(Close), Length(20), ATR_F(1.5), STD_F(2);
vars : Avg(0), ATR(0), KLower(0), KUpper(0), SDev(0), BBLower(0), BBUpper(0);
Avg = Average(Price, Length);
ATR = AvgTrueRange(Length); {keltner}
KUpper = Avg + ATR * ATR_F;
KLower = Avg - ATR * ATR_F;
SDev = StdDev(Price, Length); {Bollinger}
BBUpper = Avg + SDev * STD_F;
BBLower = Avg - SDev * STD_F;
if BBUpper <= KUpper and BBLower >= KLower then {BollingerBand fits inside keltner}
plot1(1,"Flat_Market")
else plot1(0,"Flat_Market");
ts수식인데 혹시 이걸 yt로 바꿀수 있나요?
항상 감사합니다^^
답변 1
예스스탁 예스스탁 답변
2011-03-11 18:02:05
안녕하세요
예스스탁입니다.
input : Price(Close), Length(20), ATR_F(1.5), STD_F(2);
vars : Avg(0), ATR(0), KLower(0), KUpper(0), SDev(0), BBLower(0), BBUpper(0);
Avg = Ma(Price, Length);
ATR = ATR(Length); #{keltner}
KUpper = Avg + ATR * ATR_F;
KLower = Avg - ATR * ATR_F;
SDev = Std(Price, Length);# {Bollinger}
BBUpper = Avg + SDev * STD_F;
BBLower = Avg - SDev * STD_F;
if BBUpper <= KUpper and BBLower >= KLower then #{BollingerBand fits inside keltner}
plot1(1,"Flat_Market");
else
plot1(0,"Flat_Market");
즐거운 하루되세요
> 반포동 님이 쓴 글입니다.
> 제목 : 지표 문의 입니다^^
> input : Price(Close), Length(20), ATR_F(1.5), STD_F(2);
vars : Avg(0), ATR(0), KLower(0), KUpper(0), SDev(0), BBLower(0), BBUpper(0);
Avg = Average(Price, Length);
ATR = AvgTrueRange(Length); {keltner}
KUpper = Avg + ATR * ATR_F;
KLower = Avg - ATR * ATR_F;
SDev = StdDev(Price, Length); {Bollinger}
BBUpper = Avg + SDev * STD_F;
BBLower = Avg - SDev * STD_F;
if BBUpper <= KUpper and BBLower >= KLower then {BollingerBand fits inside keltner}
plot1(1,"Flat_Market")
else plot1(0,"Flat_Market");
ts수식인데 혹시 이걸 yt로 바꿀수 있나요?
항상 감사합니다^^
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