안녕하세요 예스스탁입니다. input : P(520);#10년 520주 Array : Wv1[600](0),Wv2[600](0),Wv3[600](0),Wv4[600](0),Wv5[600](0); var : cnt(0); var : sum1(0),Sqrt1(0),ma1(0),Stdv1(0); var : sum2(0),Sqrt2(0),ma2(0),stdv2(0); var : sum3(0),Sqrt3(0),ma3(0),Stdv3(0); var : sum4(0),Sqrt4(0),ma4(0),Stdv4(0); var : sum5(0),Sqrt5(0),ma5(0),Stdv5(0); if bdate != bdate[1] then { if DayOfWeek(bdate) == 1 Then { for cnt = 1 to 599 { Wv1[cnt] = Wv1[cnt-1][1]; } } if DayOfWeek(bdate) == 2 Then { for cnt = 1 to 599 { Wv2[cnt] = Wv2[cnt-1][1]; } } if DayOfWeek(bdate) == 3 Then { for cnt = 1 to 599 { Wv3[cnt] = Wv3[cnt-1][1]; } } if DayOfWeek(bdate) == 4 Then { for cnt = 1 to 599 { Wv4[cnt] = Wv4[cnt-1][1]; } } if DayOfWeek(bdate) == 5 Then { for cnt = 1 to 599 { Wv5[cnt] = Wv5[cnt-1][1]; } } } if DayOfWeek(bdate) == 1 Then { Wv1[0] = DayVolume; } if DayOfWeek(bdate) == 2 Then { Wv2[0] = DayVolume; } if DayOfWeek(bdate) == 3 Then { Wv3[0] = DayVolume; } if DayOfWeek(bdate) == 4 Then { Wv4[0] = DayVolume; } if DayOfWeek(bdate) == 5 Then { Wv5[0] = DayVolume; } if Wv1[P-1] > 0 and DayOfWeek(bdate) == 1 then { sum1 = 0; for cnt = 0 to P-1 { sum1 = sum1 + (Wv1[cnt]); } ma1 = sum1/P; Sqrt1 = 0; For cnt = 0 To P - 1 { Sqrt1 = Sqrt1 + ((Wv1[cnt]) - ma1)^2; } Stdv1 = SquareRoot(Sqrt1/ P); plot1(ma1); plot2(ma1+Stdv1*1); plot3(ma1+Stdv1*2); plot4(ma1-Stdv1*1); plot5(ma1-Stdv1*2); } if Wv2[P-1] > 0 and DayOfWeek(bdate) == 2 then { sum2 = 0; for cnt = 0 to P-1 { sum2 = sum2 + (Wv2[cnt]); } ma2= sum2/P; Sqrt2= 0; For cnt = 0 To P - 1 { Sqrt2 = Sqrt2 + ((Wv2[cnt]) - ma2)^2; } Stdv2 = SquareRoot(Sqrt2/ P); plot1(ma2); plot2(ma2+Stdv2*1); plot3(ma2+Stdv2*2); plot4(ma2-Stdv2*1); plot5(ma2-Stdv2*2); } if Wv3[P-1] > 0 and DayOfWeek(bdate) == 3 then { sum3 = 0; for cnt = 0 to P-1 { sum3 = sum3 + (Wv3[cnt]); } ma3= sum3/P; Sqrt3 = 0; For cnt = 0 To P - 1 { Sqrt3 = Sqrt3 + ((Wv3[cnt]) - ma3)^2; } Stdv3 = SquareRoot(Sqrt3/ P); plot1(ma3); plot2(ma3+Stdv3*1); plot3(ma3+Stdv3*2); plot4(ma3-Stdv3*1); plot5(ma3-Stdv3*2); } if Wv4[P-1] > 0 and DayOfWeek(bdate) == 4 then { sum4 = 0; for cnt = 0 to P-1 { sum4 = sum4 + (Wv4[cnt]); } ma4= sum4/P; Sqrt4 = 0; For cnt = 0 To P - 1 { Sqrt4 = Sqrt4 + ((Wv4[cnt]) - ma4)^2; } Stdv4 = SquareRoot(Sqrt4/ P); plot1(ma4); plot2(ma4+Stdv4*1); plot3(ma4+Stdv4*2); plot4(ma4-Stdv4*1); plot5(ma4-Stdv4*2); } if Wv5[P-1] > 0 and DayOfWeek(bdate) == 5 then { sum5 = 0; for cnt = 0 to P-1 { sum5 = sum5 + (Wv5[cnt]); } ma5= sum5/P; Sqrt5 = 0; For cnt = 0 To P - 1 { Sqrt5 = Sqrt5 + ((Wv5[cnt]) - ma5)^2; } Stdv5 = SquareRoot(Sqrt5/ P); plot1(ma5); plot2(ma5+Stdv5*1); plot3(ma5+Stdv5*2); plot4(ma5-Stdv5*1); plot5(ma5-Stdv5*2); } plot6(DayVolume,"당일거래량"); 즐거운 하루되세요 > 카카 님이 쓴 글입니다. > 제목 : 거래량지표1 > 안녕하세요 관리자님!! 주말잘보내시길 바랍니다. 다름이 아니오라 거래량 관련해서 문의드립니다. 아래 지표를 참고하셔서 요일별 거래량의 평균, 표준편차, 2*표준편차를 구하고 싶습니다. 부탁드립니다. - 아 래 - input : P(520);#10년 520주 var : cnt(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 : sum1(0),Sqrt1(0),ma1(0),Stdv1(0); var : sum2(0),Sqrt2(0),ma2(0),stdv2(0); var : sum3(0),Sqrt3(0),ma3(0),Stdv3(0); var : sum4(0),Sqrt4(0),ma4(0),Stdv4(0); var : sum5(0),Sqrt5(0),ma5(0),Stdv5(0); if bdate != bdate[1] then { 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 DayOfWeek(bdate) == 1 Then { WH1[0] = DayHigh; WL1[0] = DayLow; } if DayOfWeek(bdate) == 2 Then { WH2[0] = DayHigh; WL2[0] = DayLow; } if DayOfWeek(bdate) == 3 Then { WH3[0] = DayHigh; WL3[0] = DayLow; } if DayOfWeek(bdate) == 4 Then { WH4[0] = DayHigh; WL4[0] = DayLow; } if DayOfWeek(bdate) == 5 Then { WH5[0] = DayHigh; WL5[0] = DayLow; } if WH1[P-1] > 0 and WL1[P-1] > 0 and DayOfWeek(bdate) == 1 then { sum1 = 0; for cnt = 0 to P-1 { sum1 = sum1 + (WH1[cnt]-WL1[cnt]); } ma1 = sum1/P; Sqrt1 = 0; For cnt = 0 To P - 1 { Sqrt1 = Sqrt1 + ((WH1[cnt]-WL1[cnt]) - ma1)^2; } Stdv1 = SquareRoot(Sqrt1/ P); plot1(ma1); plot2(ma1+Stdv1*2); plot3(ma1*0.8); plot4((ma1+Stdv1*2)*0.7); } if WH2[P-1] > 0 and WL2[P-1] > 0 and DayOfWeek(bdate) == 2 then { sum2 = 0; for cnt = 0 to P-1 { sum2 = sum2 + (WH2[cnt]-WL2[cnt]); } ma2= sum2/P; Sqrt2= 0; For cnt = 0 To P - 1 { Sqrt2 = Sqrt2 + ((WH2[cnt]-WL2[cnt]) - ma2)^2; } Stdv2 = SquareRoot(Sqrt2/ P); plot1(ma2); plot2(ma2+Stdv2*2); plot3(ma2*0.8); plot4((ma2+Stdv2*2)*0.7); } if WH3[P-1] > 0 and WL3[P-1] > 0 and DayOfWeek(bdate) == 3 then { sum3 = 0; for cnt = 0 to P-1 { sum3 = sum3 + (WH3[cnt]-WL3[cnt]); } ma3= sum3/P; Sqrt3 = 0; For cnt = 0 To P - 1 { Sqrt3 = Sqrt3 + ((WH3[cnt]-WL3[cnt]) - ma3)^2; } Stdv3 = SquareRoot(Sqrt3/ P); plot1(ma3); plot2(ma3+Stdv3*2); plot3(ma3*0.8); plot4((ma3+Stdv3*2)*0.7); } if WH4[P-1] > 0 and WL4[P-1] > 0 and DayOfWeek(bdate) == 4 then { sum4 = 0; for cnt = 0 to P-1 { sum4 = sum4 + (WH4[cnt]-WL4[cnt]); } ma4= sum4/P; Sqrt4 = 0; For cnt = 0 To P - 1 { Sqrt4 = Sqrt4 + ((WH4[cnt]-WL4[cnt]) - ma4)^2; } Stdv4 = SquareRoot(Sqrt4/ P); plot1(ma4); plot2(ma4+Stdv4*2); plot3(ma4*0.8); plot4((ma4+Stdv4*2)*0.7); } if WH5[P-1] > 0 and WL5[P-1] > 0 and DayOfWeek(bdate) == 5 then { sum5 = 0; for cnt = 0 to P-1 { sum5 = sum5 + (WH5[cnt]-WL5[cnt]); } ma5= sum5/P; Sqrt5 = 0; For cnt = 0 To P - 1 { Sqrt5 = Sqrt5 + ((WH5[cnt]-WL5[cnt]) - ma5)^2; } Stdv5 = SquareRoot(Sqrt5/ P); plot1(ma5); plot2(ma5+Stdv5*2); plot3(ma5*0.8); plot4((ma5+Stdv5*2)*0.7); } plot5(DayHigh-daylow,"당일변동폭");