안녕하세요 예스스탁입니다. Input: Length(7),price((o+c)/2),mult(0.0005),DrawHLines(true); #{ drawing related variable inputs } Input: longDiverColor(green), longRSIColor(CYAN), longRevDiverColor(cyan); Input: shortDiverColor(red), shortRSIColor(MAGENTA), shortRevDiverColor(yellow); var: k_15(15), k_50(50),RSIWAvg(0), lastRSIAtPivotLo(0),lastPriceAtPivotLo(0),lastLoAtPivotLo(0), lastRSIAtPivotHi(0),lastPriceAtPivotHi(0),lastHiAtPivotHi(0); #{ figure out long/short threshold } var:idx(0), RSIAvg(0),longThreshold(0),shrtThreshold(0),_RSI(0); var: alertTextID(-1); Variables: Counter(0), DownAmt(0), UpAmt(0), UpSum(0), DownSum(0), UpAvg(0), DownAvg(0),RSIv(0); If CurrentBar == 1 AND Length > 0 Then Begin UpSum = 0; DownSum = 0; For Counter = 0 To Length - 1 Begin UpAmt = Price[Counter] - Price[Counter+1]; If UpAmt >= 0 Then DownAmt = 0; Else Begin DownAmt = -UpAmt; UpAmt = 0; End; UpSum = UpSum + UpAmt; DownSum = DownSum + DownAmt; End; UpAvg = UpSum / Length; DownAvg = DownSum / Length; End Else If CurrentBar > 1 AND Length > 0 Then Begin UpAmt = Price[0] - Price[1]; If UpAmt >= 0 Then DownAmt = 0; Else Begin DownAmt = -UpAmt; UpAmt = 0; End; UpAvg = (UpAvg[1] * (Length - 1) + UpAmt) / Length; DownAvg = (DownAvg[1] * (Length - 1) + DownAmt) / Length; End; If UpAvg + DownAvg <> 0 Then RSIv = 100 * UpAvg / (UpAvg + DownAvg); Else RSIv = 0; if index == 1 then begin alertTextID = Text_New(date,time,0,"RSI"); end; _RSI = RSIv; RSIAvg = Average(_RSI,k_50); longThreshold = 60 - (100-RSIAvg)/1.68; shrtThreshold = 40 + (RSIAvg)/1.68; RSIWAvg = wma(RSIv,3); #{ long signal } if RSIWAvg[1] < RSIWAvg and RSIWAvg[1] < RSIWAvg[2] and RSIWAvg[2] < RSIWAvg[3] and RSIWAvg[3] < RSIWAvg[4] then begin #{ last bar was a RSI pivot low } if RSIWAvg[1] < (longThreshold + k_15) and #{ RSI was "low enough" } #{ RSI low enough for a pivot low, look for divergence } Price < lastPriceAtPivotLo and #{ price was higher in last RSI pivot low, but } lastRSIAtPivotLo < _RSI then #{ RSI was lower => divergence } begin #{ plot a "significant" long signal } Plot1(L-L*mult,"long",longDiverColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI diver long"); end; end else if RSIWAvg[1] < longThreshold then begin #{ no divergence, but RSI very low, and so it's worth noting } #{ plot a normal long signal } Plot1(L-L*mult,"long",longRSIColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI long"); end; end else if RSIWAvg[1] > (shrtThreshold - k_15) #{ RSI was "high enough" } #{ a pivot low while RSI reading is high, look for rev divergence } and Price > lastPriceAtPivotLo #{ price was higher in last RSI pivot low, but } and lastRSIAtPivotLo < _RSI then #{ RSI was lower => rev divergence } begin Plot1(L-L*mult,"long",longRevDiverColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI rev diver long"); end; end; lastPriceAtPivotLo = Price; lastLoAtPivotLo = L; lastRSIAtPivotLo = _RSI; end; if DrawHLines and lastLoAtPivotLo <> 0 then begin plot3(lastLoAtPivotLo,"lastL@pivotL"); if lastLoAtPivotLo <> lastLoAtPivotLo[1] and Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI support"); end; end; if DrawHLines and lastHiAtPivotHi <> 0 then begin plot4(lastHiAtPivotHi,"lastH@pivotH"); if lastHiAtPivotHi <> lastHiAtPivotHi[1] and Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI resistance"); end; end; #{ short signal } if RSIWAvg[1] > RSIWAvg and RSIWAvg[1] > RSIWAvg[2] and RSIWAvg[2] > RSIWAvg[3] and RSIWAvg[3] > RSIWAvg[4] then begin #{ last bar was a RSI pivot high } if RSIWAvg[1] > (shrtThreshold - k_15) and #{ RSI was "high enough" } #{ RSI high enough for a pivot high, look for divergence } Price > lastPriceAtPivotHi and #{ price was higher in last RSI pivot high, but } lastRSIAtPivotHi > _RSI then #{ RSI was higher => divergence } begin #{ plot a "significant" short signal } Plot2(H+H*mult,"short",shortDiverColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI diver short"); end; end else begin if RSIWAvg[1] > shrtThreshold then begin #{ no divergence, but RSI very high, and so it's worth noting } #{ plot a normal short signal } Plot2(H+H*mult,"short",shortRSIColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI short"); end; end; end; if RSIWAvg[1] < (longThreshold + k_15) and #{ RSI was "low enough" } #{ a pivot high while RSI reading is low, look for rev divergence } Price < lastPriceAtPivotHi and #{ price was lower in last RSI pivot high, but } lastRSIAtPivotHi > _RSI then #{ RSI was higher => rev divergence } begin Plot2(H+H*mult,"short",shortRevDiverColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI rev diver short"); end; end; lastPriceAtPivotHi = Price; lastHiAtPivotHi = H; lastRSIAtPivotHi = _RSI; end; #{ the original code follows: } /*{ Input:Length(7); Vars: Condition99(FALSE), Value8(15), Value3(50); Value1 = WAverage(RSI(Close,Length),3); Value2 = 0; For Value7 = 0 to Value3 Begin Value2 = Value2 + RSI(Close,Length)[Value7]; End; Value4 = Value2/(Value3-1); Value5 = 100 - (100-Value4)/1.68; Value6 = Value5 - 40; If Value1[1] < Value1 and Value1[1] < Value1[2] and Value1[2] < Value1[3] and Value1[3] < Value1[4] then Begin If Value1[1] < (Value6 + Value8) and Value9 > (Open + Close)/2 and Value10 < RSI(Close,Length) then Begin Plot1(L-C*0.001,"Pivot-sB"); Condition99 = FALSE; Value9 = (Open + Close)/2; Value10 = RSI(Close,Length); End Else Begin If Value1[1] < Value6 then Begin Plot2(L-C*0.001,"Pivot-B"); Condition99 = TRUE; Value9 = (Open + Close)/2; Value10 = RSI(Close,Length); End; End; End; }*/ 즐거운 하루되세요 > 데프콘 님이 쓴 글입니다. > 제목 : TS코드 예스변환부탁드립니다. > TS코드 예스변환부탁드립니다. Input: Length(7),price((o+c)/2),mult(0.0005), DrawHLines(true); { drawing related variable inputs } Input: longDiverColor(green), longRSIColor(darkgreen), longRevDiverColor(cyan); Input: shortDiverColor(red), shortRSIColor(darkred), shortRevDiverColor(yellow); var: k_15(15), k_50(50), RSIWAvg(0), lastRSIAtPivotLo(0),lastPriceAtPivotLo(0),lastLoAtPivotLo(0), lastRSIAtPivotHi(0),lastPriceAtPivotHi(0),lastHiAtPivotHi(0); { figure out long/short threshold } var: idx(0), RSIAvg(0), longThreshold(0),shrtThreshold(0), _RSI(0); var: alertTextID(-1); if barnumber = 1 then begin alertTextID = Text_New(date,time,0,"RSI"); end; _RSI = RSI(Price,Length); RSIAvg = Average(_RSI,k_50); longThreshold = 60 - (100-RSIAvg)/1.68; shrtThreshold = 40 + (RSIAvg)/1.68; RSIWAvg = WAverage(RSI(Price,Length),3); { long signal } if RSIWAvg[1] < RSIWAvg and RSIWAvg[1] < RSIWAvg[2] and RSIWAvg[2] < RSIWAvg[3] and RSIWAvg[3] < RSIWAvg[4] then begin { last bar was a RSI pivot low } if RSIWAvg[1] < (longThreshold + k_15) and { RSI was "low enough" } { RSI low enough for a pivot low, look for divergence } Price < lastPriceAtPivotLo and { price was higher in last RSI pivot low, but } lastRSIAtPivotLo < _RSI then { RSI was lower => divergence } begin { plot a "significant" long signal } Plot1(L-L*mult,"long",longDiverColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI diver long"); end; end else if RSIWAvg[1] < longThreshold then begin { no divergence, but RSI very low, and so it's worth noting } { plot a normal long signal } Plot1(L-L*mult,"long",longRSIColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI long"); end; end else if RSIWAvg[1] > (shrtThreshold - k_15) { RSI was "high enough" } { a pivot low while RSI reading is high, look for rev divergence } and Price > lastPriceAtPivotLo { price was higher in last RSI pivot low, but } and lastRSIAtPivotLo < _RSI then { RSI was lower => rev divergence } begin Plot1(L-L*mult,"long",longRevDiverColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI rev diver long"); end; end; lastPriceAtPivotLo = Price; lastLoAtPivotLo = L; lastRSIAtPivotLo = _RSI; end; if DrawHLines and lastLoAtPivotLo <> 0 then begin plot3(lastLoAtPivotLo,"lastL@pivotL"); if lastLoAtPivotLo <> lastLoAtPivotLo[1] and Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI support"); end; end; if DrawHLines and lastHiAtPivotHi <> 0 then begin plot4(lastHiAtPivotHi,"lastH@pivotH"); if lastHiAtPivotHi <> lastHiAtPivotHi[1] and Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI resistance"); end; end; { short signal } if RSIWAvg[1] > RSIWAvg and RSIWAvg[1] > RSIWAvg[2] and RSIWAvg[2] > RSIWAvg[3] and RSIWAvg[3] > RSIWAvg[4] then begin { last bar was a RSI pivot high } if RSIWAvg[1] > (shrtThreshold - k_15) and { RSI was "high enough" } { RSI high enough for a pivot high, look for divergence } Price > lastPriceAtPivotHi and { price was higher in last RSI pivot high, but } lastRSIAtPivotHi > _RSI then { RSI was higher => divergence } begin { plot a "significant" short signal } Plot2(H+H*mult,"short",shortDiverColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI diver short"); end; end else begin if RSIWAvg[1] > shrtThreshold then begin { no divergence, but RSI very high, and so it's worth noting } { plot a normal short signal } Plot2(H+H*mult,"short",shortRSIColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI short"); end; end; end; if RSIWAvg[1] < (longThreshold + k_15) and { RSI was "low enough" } { a pivot high while RSI reading is low, look for rev divergence } Price < lastPriceAtPivotHi and { price was lower in last RSI pivot high, but } lastRSIAtPivotHi > _RSI then { RSI was higher => rev divergence } begin Plot2(H+H*mult,"short",shortRevDiverColor); if Text_GetTime(alertTextID) <> time then begin text_setLocation(alertTextID, date, time, 0); alert("RSI rev diver short"); end; end; lastPriceAtPivotHi = Price; lastHiAtPivotHi = H; lastRSIAtPivotHi = _RSI; end; { the original code follows: } { Input:Length(7); Vars: Condition99(FALSE), Value8(15), Value3(50); Value1 = WAverage(RSI(Close,Length),3); Value2 = 0; For Value7 = 0 to Value3 Begin Value2 = Value2 + RSI(Close,Length)[Value7]; End; Value4 = Value2/(Value3-1); Value5 = 100 - (100-Value4)/1.68; Value6 = Value5 - 40; If Value1[1] < Value1 and Value1[1] < Value1[2] and Value1[2] < Value1[3] and Value1[3] < Value1[4] then Begin If Value1[1] < (Value6 + Value8) and Value9 > (Open + Close)/2 and Value10 < RSI(Close,Length) then Begin Plot1(L-C*0.001,"Pivot-sB"); Condition99 = FALSE; Value9 = (Open + Close)/2; Value10 = RSI(Close,Length); End Else Begin If Value1[1] < Value6 then Begin Plot2(L-C*0.001,"Pivot-B"); Condition99 = TRUE; Value9 = (Open + Close)/2; Value10 = RSI(Close,Length); End; End; End; }