커뮤니티
수정해 주세요
2012-03-01 20:50:54
450
글번호 48428
INPUTS: LENGTH(21), SDEG(3);
VARS: LINREGY(0), X(0), STDERR(0), LINREGS(0), SERR(0),VALUE1(0),VALUE2(0),VALUE3(0);
LINREGY = LRL(CLOSE, LENGTH);
X = INDEX();
IF INDEX() > LENGTH THEN BEGIN
VALUE1 = (ACCUMN(CLOSE^2, LENGTH)) - ((CALCA(LENGTH) * ACCUMN(CLOSE, LENGTH))) -
((CALCB(LENGTH) * ACCUMN(X * CLOSE, LENGTH)));
VALUE2 = LENGTH - 2;
VALUE3 = (VALUE1 / VALUE2);
IF VALUE3 > 0 THEN
STDERR = SQRT(VALUE1 / VALUE2);
ELSE
STDERR = STDERR[1];
LINREGS = MA(LINREGY, SDEG);
SERR = 2 * MA(STDERR, SDEG);
PLOT1(LINREGS, "LINREGS");
PLOT2(LINREGS + SERR, "+STDERRS");
PLOT3(LINREGS - SERR, "-STDERRS");
END;
감사합니다.
답변 1
예스스탁 예스스탁 답변
2012-03-02 13:43:01
안녕하세요
예스스타입니다.
INPUTS: LENGTH(21), SDEG(3);
VARS: LINREGY(0), X(0), STDERR(0), LINREGS(0), SERR(0),calcB(0),calcA(0);
LINREGY = LRL(CLOSE, LENGTH);
X = INDEX;
Value11 = AccumN(X * Close, Length) - (Length * Average(X, Length) *Average(Close, Length));
Value12 = AccumN(Square(X), Length) - (Length * Square(Average(X, Length)));
calcB = Value11/Value12;
calcA = ma(Close, Length) - (calcB * ma(X, Length));
IF INDEX > LENGTH THEN BEGIN
VALUE1 = (ACCUMN(CLOSE^2, LENGTH)) - ((CALCA * ACCUMN(CLOSE, LENGTH))) -
((CALCB * ACCUMN(X * CLOSE, LENGTH)));
VALUE2 = LENGTH - 2;
VALUE3 = (VALUE1 / VALUE2);
IF VALUE3 > 0 THEN
STDERR = SQRT(VALUE1 / VALUE2);
ELSE
STDERR = STDERR[1];
LINREGS = MA(LINREGY, SDEG);
SERR = 2 * MA(STDERR, SDEG);
PLOT1(LINREGS, "LINREGS");
PLOT2(LINREGS + SERR, "+STDERRS");
PLOT3(LINREGS - SERR, "-STDERRS");
END;
즐거운 하루되세요
> haha8 님이 쓴 글입니다.
> 제목 : 수정해 주세요
> INPUTS: LENGTH(21), SDEG(3);
VARS: LINREGY(0), X(0), STDERR(0), LINREGS(0), SERR(0),VALUE1(0),VALUE2(0),VALUE3(0);
LINREGY = LRL(CLOSE, LENGTH);
X = INDEX();
IF INDEX() > LENGTH THEN BEGIN
VALUE1 = (ACCUMN(CLOSE^2, LENGTH)) - ((CALCA(LENGTH) * ACCUMN(CLOSE, LENGTH))) -
((CALCB(LENGTH) * ACCUMN(X * CLOSE, LENGTH)));
VALUE2 = LENGTH - 2;
VALUE3 = (VALUE1 / VALUE2);
IF VALUE3 > 0 THEN
STDERR = SQRT(VALUE1 / VALUE2);
ELSE
STDERR = STDERR[1];
LINREGS = MA(LINREGY, SDEG);
SERR = 2 * MA(STDERR, SDEG);
PLOT1(LINREGS, "LINREGS");
PLOT2(LINREGS + SERR, "+STDERRS");
PLOT3(LINREGS - SERR, "-STDERRS");
END;
감사합니다.