안녕하세요 예스스탁입니다. 수식은 차트에 적용되어 데이타를 이용해서 계산만 가능합니다. 시뮬레이션 차트는 많은 봉을 조회할수 있지만 전략실행차트는 최대 봉갯수가 1만개봉입니다. 1만개봉으로 10년치 데이타를 확보하지 못하면 수식에서는 방법이 없습니다. 즐거운 하루되세요 > 카카 님이 쓴 글입니다. > 제목 : 10년치 자료 > 안녕하세요 관리자님 아래지표는 관리자님이 보내주신건데 실거래시 아주 유용하게 사용하고 있습니다. 감사합니다. 근데 아래 지표가 객관성을 가지려면 종목별 10년치 자료로 계산이 되어야 되는데 현재 길어야 10주~52주 정도의 값밖에 표현이 안되고 있습니다. 어떤 방법을 해야 10년치 자료를 활용하여 아래 수식을 잘 활용할수 있는 방법이 있을까요?? 부탁드립니다. - 아 래 - input : P(520);#10년 520주 input : ntime(120);#120분 var : S1(0),D1(0),TM(0),TF(0); var : cnt(0),Tcond(false),HH(0),LL(0),OO(0); Array : WH1[600](0),WH2[600](0),WH3[600](0),WH4[600](0),WH5[600](0); Array : WL1[600](0),WL2[600](0),WL3[600](0),WL4[600](0),WL5[600](0); var : WH1sum(0),WL1sum(0),WH1Sqrt(0),WL1Sqrt(0),Hma1(0),Lma1(0),WH1Stdv(0),WL1Stdv(0); var : WH2sum(0),WL2sum(0),WH2Sqrt(0),WL2Sqrt(0),Hma2(0),Lma2(0),WH2Stdv(0),WL2Stdv(0); var : WH3sum(0),WL3sum(0),WH3Sqrt(0),WL3Sqrt(0),Hma3(0),Lma3(0),WH3Stdv(0),WL3Stdv(0); var : WH4sum(0),WL4sum(0),WH4Sqrt(0),WL4Sqrt(0),Hma4(0),Lma4(0),WH4Stdv(0),WL4Stdv(0); var : WH5sum(0),WL5sum(0),WH5Sqrt(0),WL5Sqrt(0),Hma5(0),Lma5(0),WH5Stdv(0),WL5Stdv(0); if Bdate != Bdate[1] Then { S1 = TimeToMinutes(stime); D1 = sdate; } if D1 > 0 then { if sdate == D1 Then TM = TimeToMinutes(stime)-S1; Else TM = TimeToMinutes(stime)+1440-S1; TF = TM%ntime; if (Bdate != Bdate[1] or (Bdate == Bdate[1] and TF < TF[1])) then { OO = O; HH = H; LL = L; if DayOfWeek(bdate) == 1 Then { for cnt = 1 to 599 { WH1[cnt] = WH1[cnt-1][1]; WL1[cnt] = WL1[cnt-1][1]; } } if DayOfWeek(bdate) == 2 Then { for cnt = 1 to 599 { WH2[cnt] = WH2[cnt-1][1]; WL2[cnt] = WL2[cnt-1][1]; } } if DayOfWeek(bdate) == 3 Then { for cnt = 1 to 599 { WH3[cnt] = WH3[cnt-1][1]; WL3[cnt] = WL3[cnt-1][1]; } } if DayOfWeek(bdate) == 4 Then { for cnt = 1 to 599 { WH4[cnt] = WH4[cnt-1][1]; WL4[cnt] = WL4[cnt-1][1]; } } if DayOfWeek(bdate) == 5 Then { for cnt = 1 to 599 { wh5[cnt] = WH5[cnt-1][1]; WL5[cnt] = WL5[cnt-1][1]; } } } if H > HH Then HH = H; if L < LL Then LL = L; if DayOfWeek(bdate) == 1 Then { WH1[0] = HH-OO; WL1[0] = OO-LL; } if DayOfWeek(bdate) == 2 Then { WH2[0] = HH-OO; WL2[0] = OO-LL; } if DayOfWeek(bdate) == 3 Then { WH3[0] = HH-OO; WL3[0] = OO-LL; } if DayOfWeek(bdate) == 4 Then { WH4[0] = HH-OO; WL4[0] = OO-LL; } if DayOfWeek(bdate) == 5 Then { WH5[0] = HH-OO; WL5[0] = OO-LL; } } if WH1[P-1] > 0 and WL1[P-1] > 0 and DayOfWeek(bdate) == 1 then { WH1sum = 0; WL1sum = 0; for cnt = 0 to P-1 { WH1sum = WH1sum + WH1[cnt]; WL1sum = WL1sum + WL1[cnt]; } Hma1 = WH1sum/P; Lma1 = WL1sum/P; WH1Sqrt = 0; WL1Sqrt = 0; For cnt = 0 To P - 1 { WH1Sqrt = WH1Sqrt + (WH1[cnt] - Hma1)^2; WL1Sqrt = WL1Sqrt + (WL1[cnt] - Lma1)^2; } WH1Stdv = SquareRoot(WH1Sqrt / P); WL1Stdv = SquareRoot(WL1Sqrt / P); var1 = OO+(Hma1+WH1Stdv*3); var2 = OO-(Lma1+WL1Stdv*3); var3 = OO+(Hma1+WH1Stdv*2); Var4 = OO-(Lma1+WL1Stdv*2); Var5 = OO+(Hma1+WH1Stdv); Var6 = OO-(Lma1+WL1Stdv); plot1(OO+(Hma1+WH1Stdv*3),"3표준편차"); plot2(OO-(Lma1+WL1Stdv*3)); plot3(OO+(Hma1+WH1Stdv*2),"2표준편차"); plot4(OO-(Lma1+WL1Stdv*2)); plot5(OO+(Hma1+WH1Stdv),"표준편차"); plot6(OO-(Lma1+WL1Stdv)); plot7(OO+Hma1,"변동폭"); plot8(OO-Lma1); } if WH2[P-1] > 0 and WL2[P-1] > 0 and DayOfWeek(bdate) == 2 then { WH2sum = 0; WL2sum = 0; for cnt = 0 to P-1 { WH2sum = WH2sum + WH2[cnt]; WL2sum = WL2sum + WL2[cnt]; } Hma2 = WH2sum/P; Lma2 = WL2sum/P; WH2Sqrt = 0; WL2Sqrt = 0; For cnt = 0 To P - 1 { WH2Sqrt = WH2Sqrt + (WH2[cnt] - Hma2)^2; WL2Sqrt = WL2Sqrt + (WL2[cnt] - Lma2)^2; } WH2Stdv = SquareRoot(WH2Sqrt / P); WL2Stdv = SquareRoot(WL2Sqrt / P); var1 = OO+(Hma2+WH2Stdv*3); var2 = OO-(Lma2+WL2Stdv*3); var3 = OO+(Hma2+WH2Stdv*2); var4 = OO-(Lma2+WL2Stdv*2); var5 = OO+(Hma2+WH2Stdv); var6 = OO-(Lma2+WL2Stdv); plot1(OO+(Hma2+WH2Stdv*3),"3표준편차"); plot2(OO-(Lma2+WL2Stdv*3)); plot3(OO+(Hma2+WH2Stdv*2),"2표준편차"); plot4(OO-(Lma2+WL2Stdv*2)); plot5(OO+(Hma2+WH2Stdv),"표준편차"); plot6(OO-(Lma2+WL2Stdv)); plot7(OO+Hma2,"변동폭"); plot8(OO-Lma2); } if WH3[P-1] > 0 and WL3[P-1] > 0 and DayOfWeek(bdate) == 3 then { WH3sum = 0; WL3sum = 0; for cnt = 0 to P-1 { WH3sum = WH3sum + WH3[cnt]; WL3sum = WL3sum + WL3[cnt]; } Hma3 = WH3sum/P; Lma3 = WL3sum/P; WH3Sqrt = 0; WL3Sqrt = 0; For cnt = 0 To P - 1 { WH3Sqrt = WH3Sqrt + (WH3[cnt] - Hma3)^2; WL3Sqrt = WL3Sqrt + (WL3[cnt] - Lma3)^2; } WH3Stdv = SquareRoot(WH3Sqrt / P); WL3Stdv = SquareRoot(WL3Sqrt / P); var1 = OO+(Hma3+WH3Stdv*3); var2 = OO-(Lma3+WL3Stdv*3); Var3 = OO+(Hma3+WH3Stdv*2); Var4 = OO-(Lma3+WL3Stdv*2); Var5 = OO+(Hma3+WH3Stdv); Var6 = OO-(Lma3+WL3Stdv); plot1(OO+(Hma3+WH3Stdv*3),"3표준편차"); plot2(OO-(Lma3+WL3Stdv*3)); plot3(OO+(Hma3+WH3Stdv*2),"2표준편차"); plot4(OO-(Lma3+WL3Stdv*2)); plot5(OO+(Hma3+WH3Stdv),"표준편차"); plot6(OO-(Lma3+WL3Stdv)); plot7(OO+Hma3,"변동폭"); plot8(OO-Lma3); } if WH4[P-1] > 0 and WL4[P-1] > 0 and DayOfWeek(bdate) == 4 then { WH4sum = 0; WL4sum = 0; for cnt = 0 to P-1 { WH4sum = WH4sum + WH4[cnt]; WL4sum = WL4sum + WL4[cnt]; } Hma4 = WH4sum/P; Lma4 = WL4sum/P; WH4Sqrt = 0; WL4Sqrt = 0; For cnt = 0 To P - 1 { WH4Sqrt = WH4Sqrt + (WH4[cnt] - Hma4)^2; WL4Sqrt = WL4Sqrt + (WL4[cnt] - Lma4)^2; } WH4Stdv = SquareRoot(WH4Sqrt / P); WL4Stdv = SquareRoot(WL4Sqrt / P); var1 = OO+(Hma4+WH4Stdv*3); var2 = OO-(Lma4+WL4Stdv*3); Var3 = OO+(Hma4+WH4Stdv*2); Var4 = OO-(Lma4+WL4Stdv*2); Var5 = OO+(Hma4+WH4Stdv); Var6 = OO-(Lma4+WL4Stdv); plot1(OO+(Hma4+WH4Stdv*3),"3표준편차"); plot2(OO-(Lma4+WL4Stdv*3)); plot3(OO+(Hma4+WH4Stdv*2),"2표준편차"); plot4(OO-(Lma4+WL4Stdv*2)); plot5(OO+(Hma4+WH4Stdv),"표준편차"); plot6(OO-(Lma4+WL4Stdv)); plot7(OO+Hma4,"변동폭"); plot8(OO-Lma4); } if WH5[P-1] > 0 and WL5[P-1] > 0 and DayOfWeek(bdate) == 5 then { WH5sum = 0; WL5sum = 0; for cnt = 0 to P-1 { WH5sum = WH5sum + WH5[cnt]; WL5sum = WL5sum + WL5[cnt]; } Hma5 = WH5sum/P; Lma5 = WL5sum/P; WH5Sqrt = 0; WL5Sqrt = 0; For cnt = 0 To P - 1 { WH5Sqrt = WH5Sqrt + (WH5[cnt] - Hma5)^2; WL5Sqrt = WL5Sqrt + (WL5[cnt] - Lma5)^2; } WH5Stdv = SquareRoot(WH5Sqrt / P); WL5Stdv = SquareRoot(WL5Sqrt / P); var1 = OO+(Hma5+WH5Stdv*3); var2 = OO-(Lma5+WL5Stdv*3); Var3 = OO+(Hma5+WH5Stdv*2); Var4 = OO-(Lma5+WL5Stdv*2); Var5 = OO+(Hma5+WH5Stdv); Var6 = OO-(Lma5+WL5Stdv); plot1(OO+(Hma5+WH5Stdv*3),"3표준편차"); plot2(OO-(Lma5+WL5Stdv*3)); plot3(OO+(Hma5+WH5Stdv*2),"2표준편차"); plot4(OO-(Lma5+WL5Stdv*2)); plot5(OO+(Hma5+WH5Stdv),"표준편차"); plot6(OO-(Lma5+WL5Stdv)); plot7(OO+Hma5,"변동폭"); plot8(OO-Lma5); } if crossup(C,var1) Then PlaySound("C:￦예스트레이더￦data￦Sound￦stop.wav"); if CrossDown(C,var2) Then PlaySound("C:￦예스트레이더￦data￦Sound￦stop.wav"); if crossup(C,var3) Then PlaySound("C:￦예스트레이더￦data￦Sound￦stop.wav"); if CrossDown(C,var4) Then PlaySound("C:￦예스트레이더￦data￦Sound￦stop.wav"); if crossup(C,var5) Then PlaySound("C:￦예스트레이더￦data￦Sound￦stop.wav"); if CrossDown(C,var6) Then PlaySound("C:￦예스트레이더￦data￦Sound￦stop.wav");