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갭보정 수식
2015-02-04 11:56:15
145
글번호 82959
챠트에서 볼 수 있는 ADX의 갭보정수식을
부탁드립니다 미리 감사드립니다
답변 1
예스스탁 예스스탁 답변
2015-02-04 13:34:14
안녕하세요
예스스탁입니다.
Inputs: Length(14);
var : sumGap(0), gap(0), GO(0), GH(0), GL(0), GC(0),TH(0),TL(0),TR(0);
Var : Counter(0), TRange(0), MyRange(Length), PlusDM14(0), PlusDM(0), MinusDM(0),DPlus(0);
Var : MinusDM14(0), Dminus(0),DMIv(0), ADXCounter(0), ADXCummDMI(0), ADXReturn(0),Return(0),GADX(0),GADXsig(0);
if date!=date[1] then {
gap = Open-Close[1];
sumGap = sumGap+gap;
}
GO = O - sumGap;
GH = H - sumGap;
GL = L - sumGap;
GC = C - sumGap;
If GC[1] > GH then
TH = GC[1];
else
TH = GH;
If GC[1] < GL then
TL = GC[1];
else
TL = GL;
TR = TH - TL;
If CurrentBar == 1 Then {
MyRange = Length;
DPlus = 0;
PlusDM14 = 0;
MinusDM14 = 0;
TRange = 0;
For Counter = 0 To MyRange - 1 {
If GH[Counter] - GH[Counter+1] < 0 Then
PlusDM = 0;
Else
PlusDM = GH[Counter] - GH[Counter+1];
If GL[Counter+1] - GL[Counter] < 0 Then
MinusDM = 0;
Else
MinusDM = GL[Counter+1] - GL[Counter];
If MinusDM >= PlusDM Then
PlusDM = 0;
If PlusDM >= MinusDM Then
MinusDM = 0;
TRange = TRange + TR[Counter];
PlusDM14 = PlusDM14 + PlusDM;
MinusDM14 = MinusDM14 + MinusDM;
}
If TRange <> 0 Then
DPlus = 100 * PlusDM14 / TRange;
Else
DPlus = 0 ;
If TRange <> 0 Then
DMinus = 100 * MinusDM14 / TRange;
Else
DMinus = 0;
}
##dp
Else
If CurrentBar > 1 Then {
If GH[0] - GH[1] < 0 Then
PlusDM = 0;
Else
PlusDM = GH[0] - GH[1];
If GL[1] - GL[0] < 0 Then
MinusDM = 0;
Else
MinusDM = GL[1] - GL[0];
If MinusDM >= PlusDM Then
PlusDM = 0;
If PlusDM >= MinusDM Then
MinusDM = 0 ;
If MyRange > 0 Then Begin
TRange = TRange[1] - (TRange[1] / MyRange) + TR;
PlusDM14 = PlusDM14[1] - (PlusDM14[1] / MyRange) + PlusDM;
MinusDM14 = MinusDM14[1] - (MinusDM14[1] / MyRange) + MinusDM;
End;
If TRange <> 0 Then
DPlus = 100 * PlusDM14 / TRange;
Else
DPlus = 0 ;
If TRange <> 0 Then
DMinus = 100 * MinusDM14 / TRange;
Else
DMinus = 0;
}
If DPlus + DMinus == 0 Then
DMIv = 0;
Else
DMIv = 100 * AbsValue(DPlus - DMinus) / (DPlus + DMinus);
Return = 0;
If CurrentBar >= 1 AND Length > 0 Then Begin
If CurrentBar < Length Then begin
ADXCummDMI = 0;
for Counter = 0 To CurrentBar - 1 Begin
ADXCummDMI = ADxCummDMI + DMIV[Counter];
End;
Return = ADXCummDMI / CurrentBar;
End
Else
Return = (GADX[1] * (Length - 1) + DMIv) / Length;
End;
GADX = Return;
plot1(GADX);
plot2(Dplus);
plot3(Dminus);
즐거운 하루되세요
> 산과바다 님이 쓴 글입니다.
> 제목 : 갭보정 수식
>
챠트에서 볼 수 있는 ADX의 갭보정수식을
부탁드립니다 미리 감사드립니다
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