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지표식
2014-02-09 13:22:24
171
글번호 72357
안녕하세요
당일분으로수정부탁드립니다.
Input : maPeriod(20), ROCPeriod(12), stoPeriod1(5), stoPeriod2(3), sPeriod(12), IPeriod(26),sigPeriod(9);
var : BinaryWave(0),BWMACD(0),BWMACDsig(0);
BinaryWave = BW(maPeriod,ROCPeriod,stoPeriod1,stoPeriod2);
BWMACD = ema(BinaryWave,sPeriod)-ema(BinaryWave,IPeriod);
BWMACDsig = ema(BWMACD,sigPeriod);
Plot1(BWMACD,"BW MACD");
Plot2(BWMACDsig,"BW MACD_Sig");
PlotBaseLine1(0, "기준선0");
답변 1
예스스탁 예스스탁 답변
2014-02-10 16:07:01
안녕하세요
예스스탁입니다.
Input : maPeriod(20), ROCPeriod(12), stoPeriod1(5), stoPeriod2(3), sPeriod(12), IPeriod(26),sigPeriod(9);
Var : value(0), mav(0),MACDV(0),MACDS(0),BinaryWave(0),value_Lowest(0);
Var : Ep1(0),EP2(0),EP3(0),JISU1(0),JISU2(0),EP4(0),FK(0),Stok(0),EP5(0),EP6(0),BWMACD(0),BWMACDsig(0);
var : Bwave(0),BW1(0),BW2(0),EP7(0);
Ep1 = 2/(12);
Ep2 = 2/(26);
Ep3 = 2/(9);
EP4 = 2/(stoPeriod2+1);
EP5 = 2/(sPeriod+1);
EP6 = 2/(IPeriod+1);
EP7 = 2/(sigPeriod+1);
if dayindex == 0 then{
JISU1 = C;
JISU2 = C;
MACDV = Jisu1-jisu2;
MACDS = MACDV;
}
else{
JISU1 = C * EP1 + JISU1[1] * (1-EP1);
JISU2 = C * EP2 + JISU2[1] * (1-EP2);
MACDV = Jisu1-jisu2;
MACDS = MACDV * EP3 + MACDS[1] * (1-EP3);
}
FK = (C - Lowest(L, stoPeriod1)) / (highest(H, stoPeriod1) - Lowest(L, stoPeriod1)) * 100;
if dayindex == stoPeriod1 Then
Stok = FK;
if dayindex > stoPeriod1 Then
Stok = FK*EP4+stok[1]*(1-EP4);
if dayindex < maPeriod Then
mav = accumn(c,dayindex+1);
Else
mav = ma(c,5);
if dayindex >= max(ROCPeriod,stoPeriod1) Then{
If MACDV > MACDS Then
value = 1;
Else
value = -1;
If C > mav Then
value = value + 1;
Else
value = value - 1;
If (C - C[ROCPeriod]) / C[ROCPeriod] * 100 > 0 Then
value = value + 1;
Else
value = value - 1;
If Stok > 50 Then
value = value + 1;
Else
value = value - 1;
if dayindex == max(ROCPeriod,stoPeriod1) Then{
Bw1 = value;
Bw2 = value;
BWMACD = Bw1-Bw2;
BWMACDsig = BWMACD;
}
if dayindex > max(ROCPeriod,stoPeriod1) Then{
Bw1 = value*EP5+Bw1*(1-EP5);
Bw2 = value*EP6+Bw2*(1-EP6);
BWMACD = Bw1-Bw2;
BWMACDsig = BWMACD*EP7+BWMACDsig*(1-EP7);
}
}
Else
BWMACD = 0;
BWMACDsig = 0;
Plot1(BWMACD,"BW MACD");
Plot2(BWMACDsig,"BW MACD_Sig");
PlotBaseLine1(0, "기준선0");
즐거운 하루되세요
> 외국인 님이 쓴 글입니다.
> 제목 : 지표식
> 안녕하세요
당일분으로수정부탁드립니다.
Input : maPeriod(20), ROCPeriod(12), stoPeriod1(5), stoPeriod2(3), sPeriod(12), IPeriod(26),sigPeriod(9);
var : BinaryWave(0),BWMACD(0),BWMACDsig(0);
BinaryWave = BW(maPeriod,ROCPeriod,stoPeriod1,stoPeriod2);
BWMACD = ema(BinaryWave,sPeriod)-ema(BinaryWave,IPeriod);
BWMACDsig = ema(BWMACD,sigPeriod);
Plot1(BWMACD,"BW MACD");
Plot2(BWMACDsig,"BW MACD_Sig");
PlotBaseLine1(0, "기준선0");