안녕하세요 예스스탁입니다. 1 inputs: Fundamental( 20 ) ; variables: Bandwidth(.1), G1( 0 ), S1( 0 ), L1( 0 ), BP1( 0 ), Q1( 0 ), P1( 0 ), G2( 0 ), S2( 0 ), L2( 0 ), BP2( 0 ), Q2( 0 ), P2( 0 ), G3( 0 ), S3( 0 ), L3( 0 ), BP3( 0 ), Q3( 0 ), P3( 0 ), count( 0 ), Wave( 0 ), ROC( 0 ) ; //compute filter coefficients L1 = Cosine( 360 / Fundamental ) ; G1 = Cosine( Bandwidth *360 / Fundamental ) ; S1 = 1 / G1 - SquareRoot(1 / ( G1 * G1 ) - 1 ) ; L2 = Cosine( 360 / ( Fundamental / 2 ) ) ; G2 = Cosine( Bandwidth * 360 / ( Fundamental / 2 ) ) ; S2 = 1 / G2 - SquareRoot( 1 / ( G2 * G2 ) - 1 ) ; L3 = Cosine( 360 / ( Fundamental / 3 ) ) ; G3 = Cosine( Bandwidth * 360 / ( Fundamental / 3 ) ) ; S3 = 1 / G3 - SquareRoot( 1 / ( G3 * G3 ) - 1 ) ; //Fundamental Band-Pass BP1 = .5 * ( 1 - S1) * ( Close - Close[2] ) + L1 * ( 1 + S1 ) * BP1[1] - S1 * BP1[2] ; if CurrentBar <= 3 then BP1 = 0 ; //Fundamental Quadrature Q1 = ( Fundamental / 6.28 ) * ( BP1 - BP1[1] ) ; if CurrentBar <= 4 then Q1 = 0 ; //Second Harmonic Band-Pass BP2 = .5 * ( 1 - S2 ) * ( Close - Close[2] ) + L2 * ( 1 + S2 ) * BP2[1] - S2 * BP2[2] ; if CurrentBar <= 3 then BP2 = 0 ; //Second Harmonic Quadrature Q2 = ( Fundamental / 6.28 ) * ( BP2 - BP2[1] ) ; if CurrentBar <= 4 then Q2 = 0 ; //Third Harmonic Band-Pass BP3 = .5 * ( 1 - S3 ) * ( Close - Close[2] ) + L3 * ( 1 + S3 ) * BP3[1] - S3 * BP3[2] ; if CurrentBar <= 3 then BP3 = 0 ; //Third Harmonic Quadrature Q3 = ( Fundamental / 6.28 ) * ( BP3 - BP3[1] ) ; if CurrentBar <= 4 then Q3 = 0 ; //Sum power of each harmonic at //each bar over the Fundamental period P1 = 0 ; P2 = 0 ; P3 = 0 ; For count = 0 to Fundamental - 1 begin P1 = P1 + BP1[count] * BP1[count] + Q1[count] * Q1[count] ; P2 = P2 + BP2[count] * BP2[count] + Q2[count] * Q2[count] ; P3 = P3 + BP3[count] * BP3[count] + Q3[count] * Q3[count] ; end ; //Add the three harmonics together //using their relative amplitudes If P1 <> 0 then Wave = BP1 + SquareRoot( P2 / P1 ) * BP2 + SquareRoot( P3 / P1 ) * BP3 ; Plot1( Wave ); Plot2( 0 ); //Optional cyclic trading signal //Rate of change crosses zero at //cyclic turning points ROC = ( Fundamental / 12.57 ) *( Wave - Wave[2] ) ; Plot3( ROC ) ; 2 inputs: Fundamental( 20 ) ; variables: Bandwidth(.1), G1( 0 ), S1( 0 ), L1( 0 ), BP1( 0 ), Q1( 0 ), P1( 0 ), G2( 0 ), S2( 0 ), L2( 0 ), BP2( 0 ), Q2( 0 ), P2( 0 ), G3( 0 ), S3( 0 ), L3( 0 ), BP3( 0 ), Q3( 0 ), P3( 0 ), count( 0 ), Wave( 0 ), ROC( 0 ) ; //compute filter coefficients once L1 = Cosine( 360 / Fundamental ) ; G1 = Cosine( Bandwidth * 360 / Fundamental ) ; S1 = 1 / G1 - SquareRoot( 1 / ( G1 * G1 ) - 1 ) ; L2 = Cosine( 360 / ( Fundamental / 2 ) ) ; G2 = Cosine( Bandwidth * 360 / ( Fundamental / 2 ) ) ; S2 = 1 / G2 - SquareRoot( 1 / ( G2 * G2 ) - 1 ) ; L3 = Cosine( 360 / ( Fundamental / 3 ) ) ; G3 = Cosine( Bandwidth * 360 / ( Fundamental / 3 ) ) ; S3 = 1 / G3 - SquareRoot( 1 / ( G3 * G3 ) - 1 ) ; //Fundamental Band-Pass BP1 = .5 * ( 1 - S1) * ( Close - Close[2] ) + L1 * ( 1 + S1 ) * BP1[1] - S1 * BP1[2] ; if CurrentBar <= 3 then BP1 = 0 ; //Fundamental Quadrature Q1 = ( Fundamental / 6.28 ) * ( BP1 - BP1[1] ) ; if CurrentBar <= 4 then Q1 = 0 ; //Second Harmonic Band-Pass BP2 = .5 * ( 1 - S2 ) * ( Close - Close[2] ) + L2 * ( 1 + S2 ) * BP2[1] - S2 * BP2[2] ; if CurrentBar <= 3 then BP2 = 0 ; //Second Harmonic Quadrature Q2 = ( Fundamental / 6.28 ) * ( BP2 - BP2[1] ) ; if CurrentBar <= 4 then Q2 = 0 ; //Third Harmonic Band-Pass BP3 = .5 * ( 1 - S3 ) * ( Close - Close[2] ) + L3 * ( 1 + S3 ) * BP3[1] - S3 * BP3[2] ; if CurrentBar <= 3 then BP3 = 0 ; //Third Harmonic Quadrature Q3 = ( Fundamental / 6.28 ) * ( BP3 - BP3[1] ) ; if CurrentBar <= 4 then Q3 = 0 ; //Sum power of each harmonic at //each bar over the Fundamental period P1 = 0 ; P2 = 0 ; P3 = 0 ; For count = 0 to Fundamental - 1 begin P1 = P1 + BP1[count] * BP1[count] + Q1[count] * Q1[count] ; P2 = P2 + BP2[count] * BP2[count] + Q2[count] * Q2[count] ; P3 = P3 + BP3[count] * BP3[count] + Q3[count] * Q3[count] ; end ; //Add the three harmonics together //using their relative amplitudes If P1 <> 0 then Wave = BP1 + SquareRoot( P2 / P1 ) * BP2 + SquareRoot( P3 / P1 ) * BP3 ; //Rate of change crosses zero at //cyclic turning points ROC = ( Fundamental / 12.57 ) *( Wave - Wave[2] ) ; if crossup(ROC,0) then Buy("b",atMarket); if CrossDown(ROC,0) then Sell("s",atMarket); 즐거운 하루되세요 > 잡다백수 님이 쓴 글입니다. > 제목 : 문의드립니다. > 변환 부탁드립니다. 1. inputs: Fundamental( 20 ) ; variables: Bandwidth(.1), G1( 0 ), S1( 0 ), L1( 0 ), BP1( 0 ), Q1( 0 ), P1( 0 ), G2( 0 ), S2( 0 ), L2( 0 ), BP2( 0 ), Q2( 0 ), P2( 0 ), G3( 0 ), S3( 0 ), L3( 0 ), BP3( 0 ), Q3( 0 ), P3( 0 ), count( 0 ), Wave( 0 ), ROC( 0 ) ; //compute filter coefficients once once begin L1 = Cosine( 360 / Fundamental ) ; G1 = Cosine( Bandwidth * 360 / Fundamental ) ; S1 = 1 / G1 - SquareRoot( 1 / ( G1 * G1 ) - 1 ) ; L2 = Cosine( 360 / ( Fundamental / 2 ) ) ; G2 = Cosine( Bandwidth * 360 / ( Fundamental / 2 ) ) ; S2 = 1 / G2 - SquareRoot( 1 / ( G2 * G2 ) - 1 ) ; L3 = Cosine( 360 / ( Fundamental / 3 ) ) ; G3 = Cosine( Bandwidth * 360 / ( Fundamental / 3 ) ) ; S3 = 1 / G3 - SquareRoot( 1 / ( G3 * G3 ) - 1 ) ; end ; //Fundamental Band-Pass BP1 = .5 * ( 1 - S1) * ( Close - Close[2] ) + L1 * ( 1 + S1 ) * BP1[1] - S1 * BP1[2] ; if CurrentBar <= 3 then BP1 = 0 ; //Fundamental Quadrature Q1 = ( Fundamental / 6.28 ) * ( BP1 - BP1[1] ) ; if CurrentBar <= 4 then Q1 = 0 ; //Second Harmonic Band-Pass BP2 = .5 * ( 1 - S2 ) * ( Close - Close[2] ) + L2 * ( 1 + S2 ) * BP2[1] - S2 * BP2[2] ; if CurrentBar <= 3 then BP2 = 0 ; //Second Harmonic Quadrature Q2 = ( Fundamental / 6.28 ) * ( BP2 - BP2[1] ) ; if CurrentBar <= 4 then Q2 = 0 ; //Third Harmonic Band-Pass BP3 = .5 * ( 1 - S3 ) * ( Close - Close[2] ) + L3 * ( 1 + S3 ) * BP3[1] - S3 * BP3[2] ; if CurrentBar <= 3 then BP3 = 0 ; //Third Harmonic Quadrature Q3 = ( Fundamental / 6.28 ) * ( BP3 - BP3[1] ) ; if CurrentBar <= 4 then Q3 = 0 ; //Sum power of each harmonic at //each bar over the Fundamental period P1 = 0 ; P2 = 0 ; P3 = 0 ; For count = 0 to Fundamental - 1 begin P1 = P1 + BP1[count] * BP1[count] + Q1[count] * Q1[count] ; P2 = P2 + BP2[count] * BP2[count] + Q2[count] * Q2[count] ; P3 = P3 + BP3[count] * BP3[count] + Q3[count] * Q3[count] ; end ; //Add the three harmonics together //using their relative amplitudes If P1 <> 0 then Wave = BP1 + SquareRoot( P2 / P1 ) * BP2 + SquareRoot( P3 / P1 ) * BP3 ; Plot1( Wave ); Plot2( 0 ); //Optional cyclic trading signal //Rate of change crosses zero at //cyclic turning points ROC = ( Fundamental / 12.57 ) * ( Wave - Wave[2] ) ; Plot3( ROC ) ; 2. Strategy: Fourier Series Strategy // TASC JUN 2019 // Fourier Series Analysis // (C) 2005-2018 John F. Ehlers inputs: Fundamental( 20 ) ; variables: Bandwidth(.1), G1( 0 ), S1( 0 ), L1( 0 ), BP1( 0 ), Q1( 0 ), P1( 0 ), G2( 0 ), S2( 0 ), L2( 0 ), BP2( 0 ), Q2( 0 ), P2( 0 ), G3( 0 ), S3( 0 ), L3( 0 ), BP3( 0 ), Q3( 0 ), P3( 0 ), count( 0 ), Wave( 0 ), ROC( 0 ) ; //compute filter coefficients once once begin L1 = Cosine( 360 / Fundamental ) ; G1 = Cosine( Bandwidth * 360 / Fundamental ) ; S1 = 1 / G1 - SquareRoot( 1 / ( G1 * G1 ) - 1 ) ; L2 = Cosine( 360 / ( Fundamental / 2 ) ) ; G2 = Cosine( Bandwidth * 360 / ( Fundamental / 2 ) ) ; S2 = 1 / G2 - SquareRoot( 1 / ( G2 * G2 ) - 1 ) ; L3 = Cosine( 360 / ( Fundamental / 3 ) ) ; G3 = Cosine( Bandwidth * 360 / ( Fundamental / 3 ) ) ; S3 = 1 / G3 - SquareRoot( 1 / ( G3 * G3 ) - 1 ) ; end ; //Fundamental Band-Pass BP1 = .5 * ( 1 - S1) * ( Close - Close[2] ) + L1 * ( 1 + S1 ) * BP1[1] - S1 * BP1[2] ; if CurrentBar <= 3 then BP1 = 0 ; //Fundamental Quadrature Q1 = ( Fundamental / 6.28 ) * ( BP1 - BP1[1] ) ; if CurrentBar <= 4 then Q1 = 0 ; //Second Harmonic Band-Pass BP2 = .5 * ( 1 - S2 ) * ( Close - Close[2] ) + L2 * ( 1 + S2 ) * BP2[1] - S2 * BP2[2] ; if CurrentBar <= 3 then BP2 = 0 ; //Second Harmonic Quadrature Q2 = ( Fundamental / 6.28 ) * ( BP2 - BP2[1] ) ; if CurrentBar <= 4 then Q2 = 0 ; //Third Harmonic Band-Pass BP3 = .5 * ( 1 - S3 ) * ( Close - Close[2] ) + L3 * ( 1 + S3 ) * BP3[1] - S3 * BP3[2] ; if CurrentBar <= 3 then BP3 = 0 ; //Third Harmonic Quadrature Q3 = ( Fundamental / 6.28 ) * ( BP3 - BP3[1] ) ; if CurrentBar <= 4 then Q3 = 0 ; //Sum power of each harmonic at //each bar over the Fundamental period P1 = 0 ; P2 = 0 ; P3 = 0 ; For count = 0 to Fundamental - 1 begin P1 = P1 + BP1[count] * BP1[count] + Q1[count] * Q1[count] ; P2 = P2 + BP2[count] * BP2[count] + Q2[count] * Q2[count] ; P3 = P3 + BP3[count] * BP3[count] + Q3[count] * Q3[count] ; end ; //Add the three harmonics together //using their relative amplitudes If P1 <> 0 then Wave = BP1 + SquareRoot( P2 / P1 ) * BP2 + SquareRoot( P3 / P1 ) * BP3 ; //Rate of change crosses zero at //cyclic turning points ROC = ( Fundamental / 12.57 ) * ( Wave - Wave[2] ) ; if ROC crosses over 0 then Buy next bar at Market else if ROC crosses under 0 then SellShort next bar at Market ;