답변완료
문의 드립니다.
적용가능한 수식으로 변형 부탁 드립니다.
1.=======================================================================
indicator('HIGH AND LOW Optimized Trend Tracker', 'HL OTT', overlay=true)
length = input.int(2, 'OTT Period', minval=1)
percent = input.float(0.6, 'OTT Optimization Coeff', step=0.1, minval=0)
hllength = input.int(10, 'Highest and Lowest Length', minval=1)
src = ta.highest(high, hllength)
srcl = ta.lowest(low, hllength)
highlighting = input(title='Highlighter On/Off ?', defval=true)
mav = input.string(title='Moving Average Type', defval='VAR', options=['SMA', 'EMA', 'WMA', 'DEMA', 'TMA', 'VAR', 'WWMA', 'ZLEMA', 'TSF', 'HULL'])
Var_Func(src, length) =>
valpha = 2 / (length + 1)
vud1 = src > src[1] ? src - src[1] : 0
vdd1 = src < src[1] ? src[1] - src : 0
vUD = math.sum(vud1, 9)
vDD = math.sum(vdd1, 9)
vCMO = nz((vUD - vDD) / (vUD + vDD))
VAR = 0.0
VAR := nz(valpha * math.abs(vCMO) * src) + (1 - valpha * math.abs(vCMO)) * nz(VAR[1])
VAR
VAR = Var_Func(src, length)
DEMA = 2 * ta.ema(src, length) - ta.ema(ta.ema(src, length), length)
Wwma_Func(src, length) =>
wwalpha = 1 / length
WWMA = 0.0
WWMA := wwalpha * src + (1 - wwalpha) * nz(WWMA[1])
WWMA
WWMA = Wwma_Func(src, length)
Zlema_Func(src, length) =>
zxLag = length / 2 == math.round(length / 2) ? length / 2 : (length - 1) / 2
zxEMAData = src + src - src[zxLag]
ZLEMA = ta.ema(zxEMAData, length)
ZLEMA
ZLEMA = Zlema_Func(src, length)
Tsf_Func(src, length) =>
lrc = ta.linreg(src, length, 0)
lrc1 = ta.linreg(src, length, 1)
lrs = lrc - lrc1
TSF = ta.linreg(src, length, 0) + lrs
TSF
TSF = Tsf_Func(src, length)
HMA = ta.wma(2 * ta.wma(src, length / 2) - ta.wma(src, length), math.round(math.sqrt(length)))
Var_Funcl(srcl, length) =>
valphal = 2 / (length + 1)
vud1l = srcl > srcl[1] ? srcl - srcl[1] : 0
vdd1l = srcl < srcl[1] ? srcl[1] - srcl : 0
vUDl = math.sum(vud1l, 9)
vDDl = math.sum(vdd1l, 9)
vCMOl = nz((vUDl - vDDl) / (vUDl + vDDl))
VARl = 0.0
VARl := nz(valphal * math.abs(vCMOl) * srcl) + (1 - valphal * math.abs(vCMOl)) * nz(VARl[1])
VARl
VARl = Var_Funcl(srcl, length)
DEMAl = 2 * ta.ema(srcl, length) - ta.ema(ta.ema(srcl, length), length)
Wwma_Funcl(srcl, length) =>
wwalphal = 1 / length
WWMAl = 0.0
WWMAl := wwalphal * srcl + (1 - wwalphal) * nz(WWMAl[1])
WWMAl
WWMAl = Wwma_Funcl(srcl, length)
Zlema_Funcl(srcl, length) =>
zxLagl = length / 2 == math.round(length / 2) ? length / 2 : (length - 1) / 2
zxEMADatal = srcl + srcl - srcl[zxLagl]
ZLEMAl = ta.ema(zxEMADatal, length)
ZLEMAl
ZLEMAl = Zlema_Funcl(srcl, length)
Tsf_Funcl(srcl, length) =>
lrcl = ta.linreg(srcl, length, 0)
lrc1l = ta.linreg(srcl, length, 1)
lrsl = lrcl - lrc1l
TSFl = ta.linreg(srcl, length, 0) + lrsl
TSFl
TSFl = Tsf_Funcl(srcl, length)
HMAl = ta.wma(2 * ta.wma(srcl, length / 2) - ta.wma(srcl, length), math.round(math.sqrt(length)))
getMA(src, length) =>
ma = 0.0
if mav == 'SMA'
ma := ta.sma(src, length)
ma
if mav == 'EMA'
ma := ta.ema(src, length)
ma
if mav == 'WMA'
ma := ta.wma(src, length)
ma
if mav == 'DEMA'
ma := DEMA
ma
if mav == 'TMA'
ma := ta.sma(ta.sma(src, math.ceil(length / 2)), math.floor(length / 2) + 1)
ma
if mav == 'VAR'
ma := VAR
ma
if mav == 'WWMA'
ma := WWMA
ma
if mav == 'ZLEMA'
ma := ZLEMA
ma
if mav == 'TSF'
ma := TSF
ma
if mav == 'HULL'
ma := HMA
ma
ma
getMAl(srcl, length) =>
mal = 0.0
if mav == 'SMA'
mal := ta.sma(srcl, length)
mal
if mav == 'EMA'
mal := ta.ema(srcl, length)
mal
if mav == 'WMA'
mal := ta.wma(srcl, length)
mal
if mav == 'DEMA'
mal := DEMAl
mal
if mav == 'TMA'
mal := ta.sma(ta.sma(srcl, math.ceil(length / 2)), math.floor(length / 2) + 1)
mal
if mav == 'VAR'
mal := VARl
mal
if mav == 'WWMA'
mal := WWMAl
mal
if mav == 'ZLEMA'
mal := ZLEMAl
mal
if mav == 'TSF'
mal := TSFl
mal
if mav == 'HULL'
mal := HMAl
mal
mal
MAvg = getMA(src, length)
fark = MAvg * percent * 0.01
longStop = MAvg - fark
longStopPrev = nz(longStop[1], longStop)
longStop := MAvg > longStopPrev ? math.max(longStop, longStopPrev) : longStop
shortStop = MAvg + fark
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := MAvg < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop
dir = 1
dir := nz(dir[1], dir)
dir := dir == -1 and MAvg > shortStopPrev ? 1 : dir == 1 and MAvg < longStopPrev ? -1 : dir
MT = dir == 1 ? longStop : shortStop
HOTT = MAvg > MT ? MT * (200 + percent) / 200 : MT * (200 - percent) / 200
HOTTC = color.blue
MAvgl = getMAl(srcl, length)
farkl = MAvgl * percent * 0.01
longStopl = MAvgl - farkl
longStopPrevl = nz(longStopl[1], longStopl)
longStopl := MAvgl > longStopPrevl ? math.max(longStopl, longStopPrevl) : longStopl
shortStopl = MAvgl + farkl
shortStopPrevl = nz(shortStopl[1], shortStopl)
shortStopl := MAvgl < shortStopPrevl ? math.min(shortStopl, shortStopPrevl) : shortStopl
dirl = 1
dirl := nz(dirl[1], dirl)
dirl := dirl == -1 and MAvgl > shortStopPrevl ? 1 : dirl == 1 and MAvgl < longStopPrevl ? -1 : dirl
MTl = dirl == 1 ? longStopl : shortStopl
LOTT = MAvgl > MTl ? MTl * (200 + percent) / 200 : MTl * (200 - percent) / 200
LOTTC = color.red
HOTTLine = plot(nz(HOTT[2]), title='HOTT', color=color.new(HOTTC, 0), linewidth=2, style=plot.style_line)
LOTTLine = plot(nz(LOTT[2]), title='LOTT', color=color.new(LOTTC, 0), linewidth=2, style=plot.style_line)
FillColor = highlighting ? color.new(#9915FF, 80) : na
fill(HOTTLine, LOTTLine, title='Highligter', color=FillColor)
color1 = close > HOTT[2] ? #00FFFF : close < LOTT[2] ? #FF00FF : na
barcolor(color1)
alertcondition(ta.crossover(close, HOTT[2]), title='Price Crossover Alarm', message='PRICE OVER HOTT - BUY SIGNAL!')
alertcondition(ta.crossunder(close, LOTT[2]), title='Price Crossunder Alarm', message='PRICE UNDER LOTT - SELL SIGNAL!')
2.=======================================================================
fHV(_src, _len, _avg) =>
r = math.log(_src / nz(_src[1], _src))
rAvg = ta.sma(r, _len)
hv = math.sqrt(math.sum(math.pow(r - rAvg, 2), _len) / (_len - 1)) * math.sqrt(_avg)
hv
// HVP inspired by @balipour, implimented @cheatcountry
fHVP(_hv, _avg) =>
count = 0.
for i = 0 to _avg - 1 by 1
count += (nz(_hv[i]) < _hv ? 1 : 0)
count
hvp = count / _avg * 100
hvp
indicator(title='Historical Volatility Percentile: Price and Volume', shorttitle='HVVP', precision=2)
src = input(close, title='Source')
len = input(22, title='Length')
avg = input(88, title='Lookback Length')
smalen = input(22, title='Average Length')
vPR = input(5, title='Percent Rank Limit')
bc = input(true, title='Include Source')
vc = input(true, title='Include Volume')
pc = input(true, title='Include Percent Rank')
sc = input(true, title='Include SMA')
//calculate for source term
hv = fHV(src, len, avg)
hvp = bc ? fHVP(hv, avg) : 0
//calculate for the volume term
hvv = fHV(math.log10(volume), len, avg)
hvvp = vc ? fHVP(hvv, avg) : 0
//combine both volitility measurements, normalize back to 100
VV = bc and vc ? (hvp + hvvp) / 2 : hvp + hvvp
hc = VV > 90 ? color.maroon : VV > 79 ? color.orange : VV >= 71 ? color.yellow : VV >= 50 ? color.green : VV <= 30 ? color.gray : color.blue
plot(VV, style=plot.style_columns, color=hc, title = "Histogram")
//Percent Rank and ploting
prc = bc ? ta.percentrank(hvp, avg) : na
prv = vc ? ta.percentrank(hvvp, avg) : na
pvv_check = prv > 100 - vPR and prc > 100 - vPR and bc and vc
pvv_check_2 = prv < vPR and prc < vPR and bc and vc
//ploting the down arrows
//plotshape(prc > 100 - vPR and not pvv_check and bc and pc ? VV : na, location=location.absolute, style=shape.triangledown, color=color.new(color.yellow, 30), size=size.tiny, offset=0)
plotshape(prv > 100 - vPR and not pvv_check and vc and pc ? VV : na, location=location.absolute, style=shape.triangledown, color=color.new(color.yellow, 30), size=size.tiny, offset=0, title="DWN ARW Yellow")
plotshape(pvv_check and pc ? VV : na, location=location.absolute, style=shape.triangledown, color=color.new(color.red, 30), size=size.tiny, offset=0, title="DWN ARW Red")
//plotting the up arrows
//plotshape(prc < vPR and not pvv_check_2 and bc and pc ? 0 : na, location=location.absolute, style=shape.triangleup, color=color.new(color.yellow, 30), size=size.tiny, offset=0)
plotshape(prv < vPR and not pvv_check_2 and vc and pc ? 0 : na, location=location.absolute, style=shape.triangleup, color=color.new(color.yellow, 30), size=size.tiny, offset=0, title="UP ARW Yellow")
plotshape(pvv_check_2 and pc ? 0 : na, location=location.absolute, style=shape.triangleup, color=color.new(color.red, 30), size=size.tiny, offset=0, title="UP ARW Red")
//SMAs for price and volume
SVV = bc and vc ? (hvp + hvvp) / 2 : hvp + hvvp
plot(sc ? ta.sma(SVV, smalen) : na, color=color.new(color.blue, 0), linewidth=2, title="MA Line")
3.=======================================================================
curtaLength = input(title="Curta (Short) Length", type=integer, defval=3)
mediaLength = input(title="Media (Medium) Length", type=integer, defval=8)
longaLength = input(title="Longa (Long) Length", type=integer, defval=20)
src = input(title="Source", type=source, defval=close)
applyFilling = input(title="Apply Ribbon Filling ?", type=bool, defval=true)
highlightCrossovers = input(title="Highlight Crossovers ?", type=bool, defval=true)
media = sma(src, mediaLength)
curta = sma(src, curtaLength) / media
longa = sma(src, longaLength) / media
curtaPlot = plot(curta, title="Curta", color=green)
plot(1, title="Media", color=black, transp=0)
longaPlot = plot(longa, title="Longa", color=red)
fillColor = applyFilling ? (curta > longa ? #0ebb23 : red) : color(white, 100)
fill(curtaPlot, longaPlot, color=fillColor, transp=80)
plotshape(crossover(curta, longa) and highlightCrossovers ? avg(longa, longa[1]) : na, title="Crossover", location=location.absolute, style=shape.circle, size=size.tiny, color=green, transp=20)
plotshape(crossunder(curta, longa) and highlightCrossovers ? avg(longa, longa[1]) : na, title="Crossunder", location=location.absolute, style=shape.circle, size=size.tiny, color=red, transp=20)
2023-06-30
2360
글번호 170219
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