답변완료
수식 문의
아래 지표는
STD Step Ehlers Optimal Tracking Filter 라는
이동평균선값에서 특정 표준편차값이 넘어가야 움직이도록
설정한 지표입니다.
아래 수식을 예트 수식으로 변환하고 싶습니다.
링크 첨부 했습니다. 도움되시기 바랍니다.
부탁드리겠습니다. 감사합니다.
indicator('STD Step Ehlers Optimal Tracking Filter MTF w/ Alerts [Loxx]',
shorttitle = "STDSEOTFMTFA [Loxx]",
overlay = true,
timeframe="",
timeframe_gaps = true)
greencolor = #2DD204
redcolor = #D2042D
_filt(src, len, filt)=>
price = src
filtdev = filt * ta.stdev(src, len)
price := math.abs(price - price[1]) < filtdev ? price[1] : price
price
_otf(src)=>
value1 = 0., value2 = 0., lambda = 0., value3 = 0.
value1 := 0.2 * (src - nz(src[1])) + 0.8 * nz(value1[1])
value2 := 0.1 * (high - low) + 0.8 * nz(value2[1])
lambda := math.abs(value1 / value2)
alpha = (-lambda * lambda + math.sqrt(lambda * lambda * lambda * lambda + 16 * lambda * lambda)) / 8
value3 := alpha * src + (1 - alpha) * nz(value3[1])
value3
src = input.source(hl2, "Soruce", group= "Basic Settings")
filterop = input.string("Both", "Filter Options", options = ["Price", "Ehlers OTF", "Both"], group= "Basic Settings")
len = input.int(15, "Filter Length", group= "Basic Settings", minval = 1)
filtdev = input.float(0.5, "Filter Devaitions", minval = 0, group= "Basic Settings", step = 0.01)
colorbars = input.bool(false, "Color bars?", group= "UI Options")
showSigs = input.bool(false, "Show signals?", group= "UI Options")
price = filterop == "Both" or filterop == "Price" ? _filt(src, len, filtdev) : src
otfout = _otf(price)
out = filterop == "Both" or filterop == "Ehlers OTF" ? _filt(otfout, len, filtdev) : otfout
goLong_pre = ta.crossover(out, out[1])
goShort_pre = ta.crossunder(out, out[1])
contSwitch = 0
contSwitch := nz(contSwitch[1])
contSwitch := goLong_pre ? 1 : goShort_pre ? -1 : contSwitch
goLong = goLong_pre and ta.change(contSwitch)
goShort = goShort_pre and ta.change(contSwitch)
plot(out,"EOTF", color = contSwitch == 1 ? greencolor : redcolor, linewidth = 3)
barcolor(colorbars ? contSwitch == 1 ? greencolor : redcolor : na)
plotshape(showSigs and goLong, title = "Long", color = greencolor, textcolor = greencolor, text = "L", style = shape.triangleup, location = location.belowbar, size = size.small)
plotshape(showSigs and goShort, title = "Short", color = redcolor, textcolor = redcolor, text = "S", style = shape.triangledown, location = location.abovebar, size = size.small)
alertcondition(goLong, title="Long", message="Ehlers Step OTF: Long₩nSymbol: {{ticker}}₩nPrice: {{close}}")
alertcondition(goShort, title="Short", message="Ehlers Step OTF: Short₩nSymbol: {{ticker}}₩nPrice: {{close}}")
https://www.tradingview.com/scr**ipt/4ebYbQYv-STD-Stepped-Ehlers-Optimal-Tracking-Filter-MTF-w-Alerts-Loxx/
2022-06-29
1382
글번호 160271
지표
답변완료
수식 문의
아래 수식은 일목균형표를 수정한
superIchi 라는 지표의 수식입니다.
이 수식을 예트 수식으로 변환 하고 싶습니다.
링크 첨부하였습니다. 도움되시기바랍니다.
부탁드리겠습니다. 감사합니다.
//@version=5
indicator("SuperIchi [LUX]",'SuperIchi [LUX]',overlay=true,max_lines_count=500)
tenkan_len = input(9,'Tenkan          ',inline='tenkan')
tenkan_mult = input(2.,'',inline='tenkan')
kijun_len = input(26,'Kijun             ',inline='kijun')
kijun_mult = input(4.,'',inline='kijun')
spanB_len = input(52,'Senkou Span B ',inline='span')
spanB_mult = input(6.,'',inline='span')
offset = input(26,'Displacement')
//------------------------------------------------------------------------------
avg(src,length,mult)=>
atr = ta.atr(length)*mult
up = hl2 + atr
dn = hl2 - atr
upper = 0.,lower = 0.
upper := src[1] < upper[1] ? math.min(up,upper[1]) : up
lower := src[1] > lower[1] ? math.max(dn,lower[1]) : dn
os = 0,max = 0.,min = 0.
os := src > upper ? 1 : src < lower ? 0 : os[1]
spt = os == 1 ? lower : upper
max := ta.cross(src,spt) ? math.max(src,max[1]) : os == 1 ? math.max(src,max[1]) : spt
min := ta.cross(src,spt) ? math.min(src,min[1]) : os == 0 ? math.min(src,min[1]) : spt
math.avg(max,min)
//------------------------------------------------------------------------------
tenkan = avg(close,tenkan_len,tenkan_mult)
kijun = avg(close,kijun_len,kijun_mult)
senkouA = math.avg(kijun,tenkan)
senkouB = avg(close,spanB_len,spanB_mult)
//------------------------------------------------------------------------------
tenkan_css = #2157f3
kijun_css = #ff5d00
cloud_a = color.new(color.teal,80)
cloud_b = color.new(color.red,80)
chikou_css = #7b1fa2
plot(tenkan,'Tenkan-Sen',tenkan_css)
plot(kijun,'Kijun-Sen',kijun_css)
plot(ta.crossover(tenkan,kijun) ? kijun : na,'Crossover',#2157f3,3,plot.style_circles)
plot(ta.crossunder(tenkan,kijun) ? kijun : na,'Crossunder',#ff5d00,3,plot.style_circles)
A = plot(senkouA,'Senkou Span A',na,offset=offset-1)
B = plot(senkouB,'Senkou Span B',na,offset=offset-1)
fill(A,B,senkouA > senkouB ? cloud_a : cloud_b)
plot(close,'Chikou',chikou_css,offset=-offset+1,display=display.none)
https://www.tradingview.com/scr@ipt/vDGd9X9y-SuperIchi-LUX/
2022-06-29
1509
글번호 160269
지표