커뮤니티
RCI에 갭보정 적용, 그리고 기준선 삽입
2011-06-28 01:05:22
648
글번호 40232
아래 수식은 RCI지표 수식입니다.
----------------------------------------
input : P1(9),P2(13),P3(18),P4(26);
Var : cnt(0),Nth(0),tempmax(0), tempindex(0), X1(0),RCI1(0),X2(0),RCI2(0),X3(0),RCI3(0),X4(0),RCI4(0);
Array : VALUE1[50](0),VALUE2[50](0),VALUE3[50](0),VALUE4[50](0),NTHVALUE[50](0);
for cnt = 0 to 49{
VALUE1[cnt] = C[cnt];
VALUE2[cnt] = C[cnt];
VALUE3[cnt] = C[cnt];
VALUE4[cnt] = C[cnt];
}
###############################################
For Nth = 0 to P1-1 {
tempmax = -99999999;
For cnt = 0 to P1-1{
if VALUE1[cnt] > tempmax then{
tempmax = VALUE1[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE1[tempIndex] = -99999999;
}
X1 = 0;
for cnt = 0 to P1-1{
X1 = X1+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI1 = (1-(6*X1)/(P1*(P1^2-1)))*100;
###############################################
For Nth = 0 to P2-1 {
tempmax = -99999999;
For cnt = 0 to P2-1{
if value2[cnt] > tempmax then{
tempmax = value2[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE2[tempIndex] = -99999999;
}
X2 = 0;
for cnt = 0 to P2-1{
X2 = X2+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI2 = (1-(6*X2)/(P2*(P2^2-1)))*100;
###############################################
For Nth = 0 to P3-1 {
tempmax = -99999999;
For cnt = 0 to P3-1{
if value3[cnt] > tempmax then{
tempmax = value3[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE3[tempIndex] = -99999999;
}
X3 = 0;
for cnt = 0 to P3-1{
X3 = X3+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI3 = (1-(6*X3)/(P3*(P3^2-1)))*100;
###############################################
For Nth = 0 to P4-1 {
tempmax = -99999999;
For cnt = 0 to P4-1{
if value4[cnt] > tempmax then{
tempmax = value4[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE4[tempIndex] = -99999999;
}
X4 = 0;
for cnt = 0 to P4-1{
X4 = X4+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI4 = (1-(6*X4)/(P4*(P4^2-1)))*100;
plot1(RCI1);
plot2(RCI2);
plot3(RCI3);
plot4(RCI4);
￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦
위의 지표를
갭보정이 적용된 지표로 바꾸어 사용하고 싶습니다.
아울러 아래위로 기준선도 삽입하고 싶습니다.
수식을 부탁드립니다.
감사합니다.
답변 1
예스스탁 예스스탁 답변
2011-06-28 11:34:50
안녕하세요
예스스탁입니다.
input : P1(9),P2(13),P3(18),P4(26);
Var : cnt(0),Nth(0),tempmax(0), tempindex(0), X1(0),RCI1(0),X2(0),RCI2(0),X3(0),RCI3(0),X4(0),RCI4(0);
Array : VALUE1[50](0),VALUE2[50](0),VALUE3[50](0),VALUE4[50](0),NTHVALUE[50](0);
var : sumGap(0), gap(0), GO(0), GH(0), GL(0), GC(0);
if date!=date[1] then {
gap = Open-Close[1];
sumGap = sumGap+gap;
}
GC = C - sumGap; //
plot1(GO,"갭보정 시가");
plot2(GH,"갭보정 고가");
plot3(GL,"갭보정 저가");
plot4(Gc,"갭보정 종가");
for cnt = 0 to 49{
VALUE1[cnt] = GC[cnt];
VALUE2[cnt] = GC[cnt];
VALUE3[cnt] = GC[cnt];
VALUE4[cnt] = GC[cnt];
}
###############################################
For Nth = 0 to P1-1 {
tempmax = -99999999;
For cnt = 0 to P1-1{
if VALUE1[cnt] > tempmax then{
tempmax = VALUE1[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE1[tempIndex] = -99999999;
}
X1 = 0;
for cnt = 0 to P1-1{
X1 = X1+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI1 = (1-(6*X1)/(P1*(P1^2-1)))*100;
###############################################
For Nth = 0 to P2-1 {
tempmax = -99999999;
For cnt = 0 to P2-1{
if value2[cnt] > tempmax then{
tempmax = value2[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE2[tempIndex] = -99999999;
}
X2 = 0;
for cnt = 0 to P2-1{
X2 = X2+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI2 = (1-(6*X2)/(P2*(P2^2-1)))*100;
###############################################
For Nth = 0 to P3-1 {
tempmax = -99999999;
For cnt = 0 to P3-1{
if value3[cnt] > tempmax then{
tempmax = value3[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE3[tempIndex] = -99999999;
}
X3 = 0;
for cnt = 0 to P3-1{
X3 = X3+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI3 = (1-(6*X3)/(P3*(P3^2-1)))*100;
###############################################
For Nth = 0 to P4-1 {
tempmax = -99999999;
For cnt = 0 to P4-1{
if value4[cnt] > tempmax then{
tempmax = value4[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE4[tempIndex] = -99999999;
}
X4 = 0;
for cnt = 0 to P4-1{
X4 = X4+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI4 = (1-(6*X4)/(P4*(P4^2-1)))*100;
plot1(RCI1);
plot2(RCI2);
plot3(RCI3);
plot4(RCI4);
PlotBaseLine1(80);
PlotBaseLine2(-80);
즐거운 하루되세요
> 까냐스키 님이 쓴 글입니다.
> 제목 : RCI에 갭보정 적용, 그리고 기준선 삽입
> 아래 수식은 RCI지표 수식입니다.
----------------------------------------
input : P1(9),P2(13),P3(18),P4(26);
Var : cnt(0),Nth(0),tempmax(0), tempindex(0), X1(0),RCI1(0),X2(0),RCI2(0),X3(0),RCI3(0),X4(0),RCI4(0);
Array : VALUE1[50](0),VALUE2[50](0),VALUE3[50](0),VALUE4[50](0),NTHVALUE[50](0);
for cnt = 0 to 49{
VALUE1[cnt] = C[cnt];
VALUE2[cnt] = C[cnt];
VALUE3[cnt] = C[cnt];
VALUE4[cnt] = C[cnt];
}
###############################################
For Nth = 0 to P1-1 {
tempmax = -99999999;
For cnt = 0 to P1-1{
if VALUE1[cnt] > tempmax then{
tempmax = VALUE1[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE1[tempIndex] = -99999999;
}
X1 = 0;
for cnt = 0 to P1-1{
X1 = X1+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI1 = (1-(6*X1)/(P1*(P1^2-1)))*100;
###############################################
For Nth = 0 to P2-1 {
tempmax = -99999999;
For cnt = 0 to P2-1{
if value2[cnt] > tempmax then{
tempmax = value2[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE2[tempIndex] = -99999999;
}
X2 = 0;
for cnt = 0 to P2-1{
X2 = X2+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI2 = (1-(6*X2)/(P2*(P2^2-1)))*100;
###############################################
For Nth = 0 to P3-1 {
tempmax = -99999999;
For cnt = 0 to P3-1{
if value3[cnt] > tempmax then{
tempmax = value3[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE3[tempIndex] = -99999999;
}
X3 = 0;
for cnt = 0 to P3-1{
X3 = X3+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI3 = (1-(6*X3)/(P3*(P3^2-1)))*100;
###############################################
For Nth = 0 to P4-1 {
tempmax = -99999999;
For cnt = 0 to P4-1{
if value4[cnt] > tempmax then{
tempmax = value4[cnt];
tempIndex = cnt;
NTHVALUE[cnt] = Nth+1;
}
}
VALUE4[tempIndex] = -99999999;
}
X4 = 0;
for cnt = 0 to P4-1{
X4 = X4+ABS((cnt+1)-NTHVALUE[cnt])^2;
}
RCI4 = (1-(6*X4)/(P4*(P4^2-1)))*100;
plot1(RCI1);
plot2(RCI2);
plot3(RCI3);
plot4(RCI4);
￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦￦
위의 지표를
갭보정이 적용된 지표로 바꾸어 사용하고 싶습니다.
아울러 아래위로 기준선도 삽입하고 싶습니다.
수식을 부탁드립니다.
감사합니다.
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