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hisuje
2014-04-14 19:24:57
167
글번호 74437
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Input:Period1(17),Period2(17),Period3(17),n1(0),n2(0),n3(0), multi1(1),multi2(2),multi3(2); Var:기울기1(0),절편1(0),회귀선1(0),회귀선tmp(0), 기울기2(0),절편2(0),회귀선2(0), 기울기3(0),절편3(0),회귀선3(0), 채널폭(0),j(0),표준오차(0),표준편차(0); Var : nn1(0),xx1(0),yy1(0),Intercept1(0); Var : nn2(0),xx2(0),yy2(0),Intercept2(0); Var : nn3(0),xx3(0),yy3(0),Intercept3(0); var: y4(0),x4(0),n4(0),j4(0),∑y(0),∑y²(0),∑x(0),∑x²(0),∑xy(0),StdErr(0); nn1 = Period1; xx1 = Index; yy1 = c; Intercept1 = ma(yy1,nn1) - (ma(xx1*yy1, nn1) - ma(xx1,nn1) * ma(yy1,nn1)) / (ma(xx1^2,nn1) - (ma(xx1,nn1)^2)) * ma(xx1,nn1); nn2 = Period2; xx2 = Index; yy2 = c; Intercept2 = ma(yy2,nn2) - (ma(xx2*yy2, nn2) - ma(xx2,nn2) * ma(yy2,nn2)) / (ma(xx2^2,nn2) - (ma(xx2,nn2)^2)) * ma(xx2,nn2); nn3 = Period2; xx3 = Index; yy3 = c; Intercept3 = ma(yy3,nn3) - (ma(xx3*yy3, nn3) - ma(xx3,nn3) * ma(yy3,nn3)) / (ma(xx3^2,nn3) - (ma(xx3,nn3)^2)) * ma(xx3,nn3); y4 = c; n4 = Period2; ∑y = accumN(y4,n4); ∑y² = accumN(y4^2,n4); ∑x = 0; ∑x² = 0; ∑xy = 0; for j4 = 1 to n4{ ∑x = ∑x + j4; ∑x² = ∑x² + j4^2; ∑xy = ∑xy + (j4 * y4[n4-j4]); } StdErr = sqrt(1/(n4*(n4-2)) * (n4*∑y² - ∑y^2 - (n4*∑xy - ∑x*∑y)^2 / (n4*∑x² - ∑x^2))); 기울기1 = LRS(C, Period1)[n1]; 절편1 = Intercept1[n1]; 회귀선1 = 기울기1 * Index + 절편1; 채널폭 = 0; for j = n1 to Period1 + n1 - 1 { 회귀선tmp = 기울기1 * Index[j] + 절편1; 채널폭 = max(채널폭,max(abs(H[j] - 회귀선tmp),abs(회귀선tmp - L[j]))); } 기울기2 = LRS(C, Period2)[n2]; 절편2 = intercept2[n2]; 회귀선2 = 기울기2 * Index + 절편2; 표준오차 = StdErr[n2]; 기울기3 = LRS(C, Period3)[n3]; 절편3 = intercept3[n3]; 회귀선3 = 기울기3 * Index + 절편3; 표준편차 = STD(C,Period3)[n3]; if C >= 회귀선1 + 채널폭 * multi1 Then plot1(회귀선1 + 채널폭 * multi1,"상단1",RED); Else plot1(회귀선1 + 채널폭 * multi1,"상단1",BLACK); if C <= 회귀선1 - 채널폭 * multi1 Then plot2(회귀선1 - 채널폭 * multi1,"하단1",BLUE); Else plot2(회귀선1 - 채널폭 * multi1,"하단1",BLACK); If C >= 회귀선2 + 표준오차 * multi2 Then plot3(회귀선2 + 표준오차 * multi2 ,"상단2",RED); Else plot3(회귀선2 + 표준오차 * multi2 ,"상단2",BLACK); If C <= 회귀선2 - 표준오차 * multi2 Then plot4(회귀선2 - 표준오차 * multi2 ,"하단2",BLUE); Else plot4(회귀선2 - 표준오차 * multi2 ,"하단2",BLACK); if C > 회귀선3 + 표준편차 * multi3 Then plot5(회귀선3 + 표준편차 * multi3,"상단3",RED); Else plot5(회귀선3 + 표준편차 * multi3,"상단3",BLACK); if C < 회귀선3 - 표준편차 * multi3 Then plot6(회귀선3 - 표준편차 * multi3,"지표",BLUE); Else plot6(회귀선3 - 표준편차 * multi3,"지표",BLACK); if crossup(C,회귀선2 + 표준오차 * multi2) Then Text_New(sdate,stime,H,"★"); if CrossDown(C,회귀선2 - 표준오차 * multi2) Then Text_New(sdate,stime,H,"■"); 위 지표식을 시스템 식으로 바꿔주실수있나 문의드려봅니다 감사합니다
시스템
답변 1
프로필 이미지

예스스탁 예스스탁 답변

2014-04-15 09:14:00

안녕하세요 예스스탁입니다. 별표시에 매수, 네모표시에 매도로 작성했습니다. Input:Period1(17),Period2(17),Period3(17),n1(0),n2(0),n3(0), multi1(1),multi2(2),multi3(2); Var:기울기1(0),절편1(0),회귀선1(0),회귀선tmp(0), 기울기2(0),절편2(0),회귀선2(0), 기울기3(0),절편3(0),회귀선3(0), 채널폭(0),j(0),표준오차(0),표준편차(0); Var : nn1(0),xx1(0),yy1(0),Intercept1(0); Var : nn2(0),xx2(0),yy2(0),Intercept2(0); Var : nn3(0),xx3(0),yy3(0),Intercept3(0); var: y4(0),x4(0),n4(0),j4(0),∑y(0),∑y²(0),∑x(0),∑x²(0),∑xy(0),StdErr(0); nn1 = Period1; xx1 = Index; yy1 = c; Intercept1 = ma(yy1,nn1) - (ma(xx1*yy1, nn1) - ma(xx1,nn1) * ma(yy1,nn1)) / (ma(xx1^2,nn1) - (ma(xx1,nn1)^2)) * ma(xx1,nn1); nn2 = Period2; xx2 = Index; yy2 = c; Intercept2 = ma(yy2,nn2) - (ma(xx2*yy2, nn2) - ma(xx2,nn2) * ma(yy2,nn2)) / (ma(xx2^2,nn2) - (ma(xx2,nn2)^2)) * ma(xx2,nn2); nn3 = Period2; xx3 = Index; yy3 = c; Intercept3 = ma(yy3,nn3) - (ma(xx3*yy3, nn3) - ma(xx3,nn3) * ma(yy3,nn3)) / (ma(xx3^2,nn3) - (ma(xx3,nn3)^2)) * ma(xx3,nn3); y4 = c; n4 = Period2; ∑y = accumN(y4,n4); ∑y² = accumN(y4^2,n4); ∑x = 0; ∑x² = 0; ∑xy = 0; for j4 = 1 to n4{ ∑x = ∑x + j4; ∑x² = ∑x² + j4^2; ∑xy = ∑xy + (j4 * y4[n4-j4]); } StdErr = sqrt(1/(n4*(n4-2)) * (n4*∑y² - ∑y^2 - (n4*∑xy - ∑x*∑y)^2 / (n4*∑x² - ∑x^2))); 기울기1 = LRS(C, Period1)[n1]; 절편1 = Intercept1[n1]; 회귀선1 = 기울기1 * Index + 절편1; 채널폭 = 0; for j = n1 to Period1 + n1 - 1 { 회귀선tmp = 기울기1 * Index[j] + 절편1; 채널폭 = max(채널폭,max(abs(H[j] - 회귀선tmp),abs(회귀선tmp - L[j]))); } 기울기2 = LRS(C, Period2)[n2]; 절편2 = intercept2[n2]; 회귀선2 = 기울기2 * Index + 절편2; 표준오차 = StdErr[n2]; 기울기3 = LRS(C, Period3)[n3]; 절편3 = intercept3[n3]; 회귀선3 = 기울기3 * Index + 절편3; 표준편차 = STD(C,Period3)[n3]; if crossup(C,회귀선2 + 표준오차 * multi2) Then buy(); if CrossDown(C,회귀선2 - 표준오차 * multi2) Then sell(); 즐거운 하루되세요 > hisuje 님이 쓴 글입니다. > 제목 : 감사합니다 > Input:Period1(17),Period2(17),Period3(17),n1(0),n2(0),n3(0), multi1(1),multi2(2),multi3(2); Var:기울기1(0),절편1(0),회귀선1(0),회귀선tmp(0), 기울기2(0),절편2(0),회귀선2(0), 기울기3(0),절편3(0),회귀선3(0), 채널폭(0),j(0),표준오차(0),표준편차(0); Var : nn1(0),xx1(0),yy1(0),Intercept1(0); Var : nn2(0),xx2(0),yy2(0),Intercept2(0); Var : nn3(0),xx3(0),yy3(0),Intercept3(0); var: y4(0),x4(0),n4(0),j4(0),∑y(0),∑y²(0),∑x(0),∑x²(0),∑xy(0),StdErr(0); nn1 = Period1; xx1 = Index; yy1 = c; Intercept1 = ma(yy1,nn1) - (ma(xx1*yy1, nn1) - ma(xx1,nn1) * ma(yy1,nn1)) / (ma(xx1^2,nn1) - (ma(xx1,nn1)^2)) * ma(xx1,nn1); nn2 = Period2; xx2 = Index; yy2 = c; Intercept2 = ma(yy2,nn2) - (ma(xx2*yy2, nn2) - ma(xx2,nn2) * ma(yy2,nn2)) / (ma(xx2^2,nn2) - (ma(xx2,nn2)^2)) * ma(xx2,nn2); nn3 = Period2; xx3 = Index; yy3 = c; Intercept3 = ma(yy3,nn3) - (ma(xx3*yy3, nn3) - ma(xx3,nn3) * ma(yy3,nn3)) / (ma(xx3^2,nn3) - (ma(xx3,nn3)^2)) * ma(xx3,nn3); y4 = c; n4 = Period2; ∑y = accumN(y4,n4); ∑y² = accumN(y4^2,n4); ∑x = 0; ∑x² = 0; ∑xy = 0; for j4 = 1 to n4{ ∑x = ∑x + j4; ∑x² = ∑x² + j4^2; ∑xy = ∑xy + (j4 * y4[n4-j4]); } StdErr = sqrt(1/(n4*(n4-2)) * (n4*∑y² - ∑y^2 - (n4*∑xy - ∑x*∑y)^2 / (n4*∑x² - ∑x^2))); 기울기1 = LRS(C, Period1)[n1]; 절편1 = Intercept1[n1]; 회귀선1 = 기울기1 * Index + 절편1; 채널폭 = 0; for j = n1 to Period1 + n1 - 1 { 회귀선tmp = 기울기1 * Index[j] + 절편1; 채널폭 = max(채널폭,max(abs(H[j] - 회귀선tmp),abs(회귀선tmp - L[j]))); } 기울기2 = LRS(C, Period2)[n2]; 절편2 = intercept2[n2]; 회귀선2 = 기울기2 * Index + 절편2; 표준오차 = StdErr[n2]; 기울기3 = LRS(C, Period3)[n3]; 절편3 = intercept3[n3]; 회귀선3 = 기울기3 * Index + 절편3; 표준편차 = STD(C,Period3)[n3]; if C >= 회귀선1 + 채널폭 * multi1 Then plot1(회귀선1 + 채널폭 * multi1,"상단1",RED); Else plot1(회귀선1 + 채널폭 * multi1,"상단1",BLACK); if C <= 회귀선1 - 채널폭 * multi1 Then plot2(회귀선1 - 채널폭 * multi1,"하단1",BLUE); Else plot2(회귀선1 - 채널폭 * multi1,"하단1",BLACK); If C >= 회귀선2 + 표준오차 * multi2 Then plot3(회귀선2 + 표준오차 * multi2 ,"상단2",RED); Else plot3(회귀선2 + 표준오차 * multi2 ,"상단2",BLACK); If C <= 회귀선2 - 표준오차 * multi2 Then plot4(회귀선2 - 표준오차 * multi2 ,"하단2",BLUE); Else plot4(회귀선2 - 표준오차 * multi2 ,"하단2",BLACK); if C > 회귀선3 + 표준편차 * multi3 Then plot5(회귀선3 + 표준편차 * multi3,"상단3",RED); Else plot5(회귀선3 + 표준편차 * multi3,"상단3",BLACK); if C < 회귀선3 - 표준편차 * multi3 Then plot6(회귀선3 - 표준편차 * multi3,"지표",BLUE); Else plot6(회귀선3 - 표준편차 * multi3,"지표",BLACK); if crossup(C,회귀선2 + 표준오차 * multi2) Then Text_New(sdate,stime,H,"★"); if CrossDown(C,회귀선2 - 표준오차 * multi2) Then Text_New(sdate,stime,H,"■"); 위 지표식을 시스템 식으로 바꿔주실수있나 문의드려봅니다 감사합니다