커뮤니티
문의드립니다.
2018-10-15 20:21:58
176
글번호 122705
도움주시는 덕분에 도전하고 있습니다. 매번 감사합니다.
1. 기타
변환부탁드립니다.
Indicator: Stiffness Indicator
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
NumAboveMA = CountIf( Close >
MACorValue, StiffnessLength ) ;
Stiffness = NumAboveMA *
MALength / StiffnessLength ;
StiffnessEMA = XAverage( Stiffness, 3 ) ;
Plot1( Threshold, "Threshold" ) ;
Plot2( StiffnessEMA, "Stiffness" ) ;
Indicator: Corrected Moving Average
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
Plot1( MACorValue, "MA COR" ) ;
Plot2( MAValue, "MA" ) ;
Strategy: Stiffness Strategy
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
// Requires Data2 Symbol for Market
//
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
BuyThreshold( 90 ),
SellThreshold( 50 ),
ExitAfterBars( 84 ),
MarketTrendEMALength( 100 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ),
MarketTrendAvg( 0, Data2 ),
MarketTrendOK( false, Data2 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
NumAboveMA = CountIf( Close >
MACorValue, StiffnessLength ) ;
Stiffness = NumAboveMA *
MALength / StiffnessLength ;
StiffnessEMA = XAverage( Stiffness, 3 ) ;
MarketTrendAvg = XAverage( Close of Data2,
MarketTrendEMALength ) of Data2 ;
MarketTrendOK = MarketTrendAvg
>= MarketTrendAvg[2] ;
if StiffnessEMA crosses over BuyThreshold
and MarketTrendOK then
Buy ( "X Over LE" ) next bar at Market ;
if StiffnessEMA crosses under SellThreshold then
Sell ( "X Under LX" ) next bar at Market ;
if BarsSinceEntry >= ExitAfterBars then
Sell ( "Num Days LX" ) next bar at Market ;
답변 3
예스스탁 예스스탁 답변
2018-10-16 13:36:12
안녕하세요
예스스탁입니다.
1
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = ma( Close, MALength ) ;
MACorValue = MAValue - .2 * Std( Close, MALength ) ;
NumAboveMA = CountIf( Close >
MACorValue, StiffnessLength ) ;
Stiffness = NumAboveMA *
MALength / StiffnessLength ;
StiffnessEMA = ema( Stiffness, 3 ) ;
Plot1( Threshold, "Threshold" ) ;
Plot2( StiffnessEMA, "Stiffness" ) ;
2
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = ma( Close, MALength ) ;
MACorValue = MAValue - .2 *Std( Close, MALength ) ;
Plot1( MACorValue, "MA COR" ) ;
Plot2( MAValue, "MA" ) ;
3
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
BuyThreshold( 90 ),
SellThreshold( 50 ),
ExitAfterBars( 84 ),
MarketTrendEMALength( 100 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ),
MarketTrendAvg( 0, Data2 ),
MarketTrendOK( false, Data2 ) ;
MAValue = data1(ma( Close, MALength ));
MACorValue = data1(MAValue - .2 *Std( Close, MALength ));
NumAboveMA = data1(CountIf( Close >MACorValue, StiffnessLength ));
Stiffness = data1(NumAboveMA *MALength / StiffnessLength);
StiffnessEMA = data1(ema( Stiffness, 3 )) ;
MarketTrendAvg = data2(ema(Close,MarketTrendEMALength ));
MarketTrendOK = data2(MarketTrendAvg>= MarketTrendAvg[2]);
if crossup(StiffnessEMA,BuyThreshold) and MarketTrendOK then
Buy("X Over LE",AtMarket);;
if CrossDown(StiffnessEMA, SellThreshold) then
ExitLong( "X Under LX" ,AtMarket);
if BarsSinceEntry >= ExitAfterBars then
ExitLong( "Num Days LX",AtMarket );
즐거운 하루되세요
> 잡다백수 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> 도움주시는 덕분에 도전하고 있습니다. 매번 감사합니다.
1. 기타
변환부탁드립니다.
Indicator: Stiffness Indicator
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
NumAboveMA = CountIf( Close >
MACorValue, StiffnessLength ) ;
Stiffness = NumAboveMA *
MALength / StiffnessLength ;
StiffnessEMA = XAverage( Stiffness, 3 ) ;
Plot1( Threshold, "Threshold" ) ;
Plot2( StiffnessEMA, "Stiffness" ) ;
Indicator: Corrected Moving Average
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
Plot1( MACorValue, "MA COR" ) ;
Plot2( MAValue, "MA" ) ;
Strategy: Stiffness Strategy
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
// Requires Data2 Symbol for Market
//
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
BuyThreshold( 90 ),
SellThreshold( 50 ),
ExitAfterBars( 84 ),
MarketTrendEMALength( 100 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ),
MarketTrendAvg( 0, Data2 ),
MarketTrendOK( false, Data2 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
NumAboveMA = CountIf( Close >
MACorValue, StiffnessLength ) ;
Stiffness = NumAboveMA *
MALength / StiffnessLength ;
StiffnessEMA = XAverage( Stiffness, 3 ) ;
MarketTrendAvg = XAverage( Close of Data2,
MarketTrendEMALength ) of Data2 ;
MarketTrendOK = MarketTrendAvg
>= MarketTrendAvg[2] ;
if StiffnessEMA crosses over BuyThreshold
and MarketTrendOK then
Buy ( "X Over LE" ) next bar at Market ;
if StiffnessEMA crosses under SellThreshold then
Sell ( "X Under LX" ) next bar at Market ;
if BarsSinceEntry >= ExitAfterBars then
Sell ( "Num Days LX" ) next bar at Market ;
잡다백수
2018-10-16 14:33:31
코딩 감사합니다. 그런데
2번에서
선언되지 않은 이름 'stdDev'가 사용되었습니다.
이런 오류가 나와요. 1번이랑 똑같은것 같은데요. 2번만 그럽니다.
> 예스스탁 님이 쓴 글입니다.
> 제목 : Re : 문의드립니다.
> 안녕하세요
예스스탁입니다.
1
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = ma( Close, MALength ) ;
MACorValue = MAValue - .2 * Std( Close, MALength ) ;
NumAboveMA = CountIf( Close >
MACorValue, StiffnessLength ) ;
Stiffness = NumAboveMA *
MALength / StiffnessLength ;
StiffnessEMA = ema( Stiffness, 3 ) ;
Plot1( Threshold, "Threshold" ) ;
Plot2( StiffnessEMA, "Stiffness" ) ;
2
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = ma( Close, MALength ) ;
MACorValue = MAValue - .2 *Std( Close, MALength ) ;
Plot1( MACorValue, "MA COR" ) ;
Plot2( MAValue, "MA" ) ;
3
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
BuyThreshold( 90 ),
SellThreshold( 50 ),
ExitAfterBars( 84 ),
MarketTrendEMALength( 100 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ),
MarketTrendAvg( 0, Data2 ),
MarketTrendOK( false, Data2 ) ;
MAValue = data1(ma( Close, MALength ));
MACorValue = data1(MAValue - .2 *Std( Close, MALength ));
NumAboveMA = data1(CountIf( Close >MACorValue, StiffnessLength ));
Stiffness = data1(NumAboveMA *MALength / StiffnessLength);
StiffnessEMA = data1(ema( Stiffness, 3 )) ;
MarketTrendAvg = data2(ema(Close,MarketTrendEMALength ));
MarketTrendOK = data2(MarketTrendAvg>= MarketTrendAvg[2]);
if crossup(StiffnessEMA,BuyThreshold) and MarketTrendOK then
Buy("X Over LE",AtMarket);;
if CrossDown(StiffnessEMA, SellThreshold) then
ExitLong( "X Under LX" ,AtMarket);
if BarsSinceEntry >= ExitAfterBars then
ExitLong( "Num Days LX",AtMarket );
즐거운 하루되세요
> 잡다백수 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> 도움주시는 덕분에 도전하고 있습니다. 매번 감사합니다.
1. 기타
변환부탁드립니다.
Indicator: Stiffness Indicator
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
NumAboveMA = CountIf( Close >
MACorValue, StiffnessLength ) ;
Stiffness = NumAboveMA *
MALength / StiffnessLength ;
StiffnessEMA = XAverage( Stiffness, 3 ) ;
Plot1( Threshold, "Threshold" ) ;
Plot2( StiffnessEMA, "Stiffness" ) ;
Indicator: Corrected Moving Average
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
Plot1( MACorValue, "MA COR" ) ;
Plot2( MAValue, "MA" ) ;
Strategy: Stiffness Strategy
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
// Requires Data2 Symbol for Market
//
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
BuyThreshold( 90 ),
SellThreshold( 50 ),
ExitAfterBars( 84 ),
MarketTrendEMALength( 100 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ),
MarketTrendAvg( 0, Data2 ),
MarketTrendOK( false, Data2 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
NumAboveMA = CountIf( Close >
MACorValue, StiffnessLength ) ;
Stiffness = NumAboveMA *
MALength / StiffnessLength ;
StiffnessEMA = XAverage( Stiffness, 3 ) ;
MarketTrendAvg = XAverage( Close of Data2,
MarketTrendEMALength ) of Data2 ;
MarketTrendOK = MarketTrendAvg
>= MarketTrendAvg[2] ;
if StiffnessEMA crosses over BuyThreshold
and MarketTrendOK then
Buy ( "X Over LE" ) next bar at Market ;
if StiffnessEMA crosses under SellThreshold then
Sell ( "X Under LX" ) next bar at Market ;
if BarsSinceEntry >= ExitAfterBars then
Sell ( "Num Days LX" ) next bar at Market ;
예스스탁 예스스탁 답변
2018-10-17 08:36:29
안녕하세요
예스스탁입니다.
2번식에 stdDev이름의 함수나 변수는 사용되지 않았습니다.
내용 확인하시기 바랍니다.
즐거운 하루되세요
> 잡다백수 님이 쓴 글입니다.
> 제목 : Re : Re : 문의드립니다.
> 코딩 감사합니다. 그런데
2번에서
선언되지 않은 이름 'stdDev'가 사용되었습니다.
이런 오류가 나와요. 1번이랑 똑같은것 같은데요. 2번만 그럽니다.
> 예스스탁 님이 쓴 글입니다.
> 제목 : Re : 문의드립니다.
> 안녕하세요
예스스탁입니다.
1
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = ma( Close, MALength ) ;
MACorValue = MAValue - .2 * Std( Close, MALength ) ;
NumAboveMA = CountIf( Close >
MACorValue, StiffnessLength ) ;
Stiffness = NumAboveMA *
MALength / StiffnessLength ;
StiffnessEMA = ema( Stiffness, 3 ) ;
Plot1( Threshold, "Threshold" ) ;
Plot2( StiffnessEMA, "Stiffness" ) ;
2
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = ma( Close, MALength ) ;
MACorValue = MAValue - .2 *Std( Close, MALength ) ;
Plot1( MACorValue, "MA COR" ) ;
Plot2( MAValue, "MA" ) ;
3
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
BuyThreshold( 90 ),
SellThreshold( 50 ),
ExitAfterBars( 84 ),
MarketTrendEMALength( 100 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ),
MarketTrendAvg( 0, Data2 ),
MarketTrendOK( false, Data2 ) ;
MAValue = data1(ma( Close, MALength ));
MACorValue = data1(MAValue - .2 *Std( Close, MALength ));
NumAboveMA = data1(CountIf( Close >MACorValue, StiffnessLength ));
Stiffness = data1(NumAboveMA *MALength / StiffnessLength);
StiffnessEMA = data1(ema( Stiffness, 3 )) ;
MarketTrendAvg = data2(ema(Close,MarketTrendEMALength ));
MarketTrendOK = data2(MarketTrendAvg>= MarketTrendAvg[2]);
if crossup(StiffnessEMA,BuyThreshold) and MarketTrendOK then
Buy("X Over LE",AtMarket);;
if CrossDown(StiffnessEMA, SellThreshold) then
ExitLong( "X Under LX" ,AtMarket);
if BarsSinceEntry >= ExitAfterBars then
ExitLong( "Num Days LX",AtMarket );
즐거운 하루되세요
> 잡다백수 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> 도움주시는 덕분에 도전하고 있습니다. 매번 감사합니다.
1. 기타
변환부탁드립니다.
Indicator: Stiffness Indicator
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
NumAboveMA = CountIf( Close >
MACorValue, StiffnessLength ) ;
Stiffness = NumAboveMA *
MALength / StiffnessLength ;
StiffnessEMA = XAverage( Stiffness, 3 ) ;
Plot1( Threshold, "Threshold" ) ;
Plot2( StiffnessEMA, "Stiffness" ) ;
Indicator: Corrected Moving Average
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
Threshold( 90 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
Plot1( MACorValue, "MA COR" ) ;
Plot2( MAValue, "MA" ) ;
Strategy: Stiffness Strategy
// The Stiffness Indicator
// Markos Katsanos
// TASC Nov 2018
// Requires Data2 Symbol for Market
//
inputs:
MALength( 100 ),
StiffnessLength( 60 ),
BuyThreshold( 90 ),
SellThreshold( 50 ),
ExitAfterBars( 84 ),
MarketTrendEMALength( 100 ) ;
variables:
MAValue( 0 ),
MACorValue( 0 ),
NumAboveMA( 0 ),
Stiffness( 0 ),
StiffnessEMA( 0 ),
MarketTrendAvg( 0, Data2 ),
MarketTrendOK( false, Data2 ) ;
MAValue = Average( Close, MALength ) ;
MACorValue = MAValue - .2 *
StdDev( Close, MALength ) ;
NumAboveMA = CountIf( Close >
MACorValue, StiffnessLength ) ;
Stiffness = NumAboveMA *
MALength / StiffnessLength ;
StiffnessEMA = XAverage( Stiffness, 3 ) ;
MarketTrendAvg = XAverage( Close of Data2,
MarketTrendEMALength ) of Data2 ;
MarketTrendOK = MarketTrendAvg
>= MarketTrendAvg[2] ;
if StiffnessEMA crosses over BuyThreshold
and MarketTrendOK then
Buy ( "X Over LE" ) next bar at Market ;
if StiffnessEMA crosses under SellThreshold then
Sell ( "X Under LX" ) next bar at Market ;
if BarsSinceEntry >= ExitAfterBars then
Sell ( "Num Days LX" ) next bar at Market ;
다음글