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문의드립니다.

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잡다백수
2018-01-24 09:01:57
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글번호 115997
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도움주시는 덕분에 도전하고 있습니다. 매번 감사합니다. 1. 지표 TS코드인데 변환가능한지요. Indicator: Correlation Divergence inputs: SEC2( Close of Data2 ), SEC3( Close of Data3 ), D1( 3 ), DIVDAYS( 50 ), IMDAYS( 50 ), CR3CR( .8 ) ; variables: IM2(0), DIV2(0),RS1(0),RS2(0), b2(0),PRED2(0),a2(0), RS3(0),CR2(0),CR3(0); //REGRESSION RS1 = ( Close / Close[D1] - 1 ) * 100 ; RS2 = ( SEC2 / SEC2[D1] - 1 ) * 100 ; RS3 = ( SEC3 / SEC3[D1] - 1 ) * 100 ; CR2 = CorrelationMK( RS1, RS2, DIVDAYS ) ; CR3 = CorrelationMK( RS1, RS3, DIVDAYS ) ; b2 = CR2 * StandardDev( RS1, DIVDAYS, 1 ) / ( StandardDev( RS2, DIVDAYS, 1 ) + .001 ) ; a2 = Average( RS1, DIVDAYS ) - b2 * Average( RS2, DIVDAYS ) ; PRED2 = b2 * RS2 + a2 ; DIV2 = PRED2 - RS1 ; IM2 = ( Average( DIV2 - Lowest( DIV2, IMDAYS ), 2 ) * 100 ) / ( Average( Highest( DIV2, IMDAYS ) - Lowest( DIV2, IMDAYS ), 2 ) + .01 ) ; Plot1( IM2, "RegDiv" ) ; Plot2( 75, "Upper" ) ; Plot3( 25, "Lower" ) ; Function: Correlation MK { CORRELATIONMK : Pearson’s Correlation Function Copyright 2009, Markos Katsanos. All rights reserved. For more information see Intermarket Trading Strategies, Wiley, 2009 } Inputs: SEC1( NumericSeries ), SEC2( NumericSeries ), D1( NumericSimple ); // days for correlation Variables: D2(20),Q1(0),Q2(0), Q3(0),Q2Q3(0),R(0); if CurrentBar >= D1 then begin Q1 = Summation((SEC1*(SEC2)),D1) -(Summation(SEC1,D1) * Summation(SEC2,D1)/D1); Q2 = Summation(((SEC2)*(SEC2)),D1) - (Summation(SEC2,D1) * Summation(SEC2,D1)/D1); Q3 = Summation((SEC1*SEC1),D1) - (Summation(SEC1,D1) * Summation(SEC1,D1)/D1); if Q2*Q3 > 0 then Q2Q3=SquareRoot(Q2*Q3); if Q2Q3 <> 0 then begin R=Q1/Q2Q3; if R <= 1 and R >= -1 then CorrelationMK = R ; end ; end ;
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예스스탁 예스스탁 답변

2018-01-24 14:12:58

안녕하세요 예스스탁입니다. 1 지표 inputs : D1(3), DIVDAYS(50), IMDAYS(50),CR3CR(0.8); var :SEC2(0),SEC3(0),IM2(0),DIV2(0),RS1(0),RS2(0),b2(0),PRED2(0),a2(0), RS3(0),CR2(0),CR3(0); SEC2 = data2(c); SEC3 = data3(c); RS1 = (Close / Close[D1] - 1 ) * 100 ; RS2 = (SEC2 / SEC2[D1] - 1 ) * 100 ; RS3 = (SEC3 / SEC3[D1] - 1 ) * 100 ; CR2 = CorrelationMK( RS1, RS2, DIVDAYS ) ; CR3 = CorrelationMK( RS1, RS3, DIVDAYS ) ; b2 = CR2 * STD(RS1, DIVDAYS) / ( std( RS2, DIVDAYS) + .001 ) ; a2 = ma( RS1, DIVDAYS ) - b2 * ma( RS2, DIVDAYS ) ; PRED2 = b2 * RS2 + a2 ; DIV2 = PRED2 - RS1 ; IM2 = (ma( DIV2 -Lowest( DIV2, IMDAYS ), 2 ) * 100 ) / ( ma( Highest( DIV2, IMDAYS ) -Lowest( DIV2, IMDAYS ), 2 ) + .01 ) ; Plot1( IM2, "RegDiv" ) ; Plot2( 75, "Upper" ) ; Plot3( 25, "Lower" ) ; 2 사용자함수 사용자함수명 : CorrelationMK 반환값형 : 숫자형 Input : SEC1( NumericSeries ),SEC2( NumericSeries ), D1( NumericSimple ); Var : D2(20),Q1(0),Q2(0),Q3(0),Q2Q3(0),R(0); if CurrentBar >= D1 then { Q1 = AccumN((SEC1*(SEC2)),D1) -(AccumN(SEC1,D1) * AccumN(SEC2,D1)/D1); Q2 = AccumN(((SEC2)*(SEC2)),D1) - (AccumN(SEC2,D1) * AccumN(SEC2,D1)/D1); Q3 = AccumN((SEC1*SEC1),D1) - (AccumN(SEC1,D1) * AccumN(SEC1,D1)/D1); if Q2*Q3 > 0 then Q2Q3=SquareRoot(Q2*Q3); if Q2Q3 <> 0 then { R=Q1/Q2Q3; if R <= 1 and R >= -1 then CorrelationMK = R ; } } 즐거운 하루되세요 > 잡다백수 님이 쓴 글입니다. > 제목 : 문의드립니다. > 도움주시는 덕분에 도전하고 있습니다. 매번 감사합니다. 1. 지표 TS코드인데 변환가능한지요. Indicator: Correlation Divergence inputs: SEC2( Close of Data2 ), SEC3( Close of Data3 ), D1( 3 ), DIVDAYS( 50 ), IMDAYS( 50 ), CR3CR( .8 ) ; variables: IM2(0), DIV2(0),RS1(0),RS2(0), b2(0),PRED2(0),a2(0), RS3(0),CR2(0),CR3(0); //REGRESSION RS1 = ( Close / Close[D1] - 1 ) * 100 ; RS2 = ( SEC2 / SEC2[D1] - 1 ) * 100 ; RS3 = ( SEC3 / SEC3[D1] - 1 ) * 100 ; CR2 = CorrelationMK( RS1, RS2, DIVDAYS ) ; CR3 = CorrelationMK( RS1, RS3, DIVDAYS ) ; b2 = CR2 * StandardDev( RS1, DIVDAYS, 1 ) / ( StandardDev( RS2, DIVDAYS, 1 ) + .001 ) ; a2 = Average( RS1, DIVDAYS ) - b2 * Average( RS2, DIVDAYS ) ; PRED2 = b2 * RS2 + a2 ; DIV2 = PRED2 - RS1 ; IM2 = ( Average( DIV2 - Lowest( DIV2, IMDAYS ), 2 ) * 100 ) / ( Average( Highest( DIV2, IMDAYS ) - Lowest( DIV2, IMDAYS ), 2 ) + .01 ) ; Plot1( IM2, "RegDiv" ) ; Plot2( 75, "Upper" ) ; Plot3( 25, "Lower" ) ; Function: Correlation MK { CORRELATIONMK : Pearson’s Correlation Function Copyright 2009, Markos Katsanos. All rights reserved. For more information see Intermarket Trading Strategies, Wiley, 2009 } Inputs: SEC1( NumericSeries ), SEC2( NumericSeries ), D1( NumericSimple ); // days for correlation Variables: D2(20),Q1(0),Q2(0), Q3(0),Q2Q3(0),R(0); if CurrentBar >= D1 then begin Q1 = Summation((SEC1*(SEC2)),D1) -(Summation(SEC1,D1) * Summation(SEC2,D1)/D1); Q2 = Summation(((SEC2)*(SEC2)),D1) - (Summation(SEC2,D1) * Summation(SEC2,D1)/D1); Q3 = Summation((SEC1*SEC1),D1) - (Summation(SEC1,D1) * Summation(SEC1,D1)/D1); if Q2*Q3 > 0 then Q2Q3=SquareRoot(Q2*Q3); if Q2Q3 <> 0 then begin R=Q1/Q2Q3; if R <= 1 and R >= -1 then CorrelationMK = R ; end ; end ;
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