예스스탁
예스스탁 답변
2020-03-26 12:38:30
안녕하세요
예스스탁입니다.
input : signal(3),long(27),vmacd(true),vinv(false),norm(false);
var : vol(0),tr(0),BPv(0),SPV(0),TP(0),TPV(0),BPVavg(0),SPVavg(0),TPVavg(0);
vol = iff(volume > 0, volume , 1);
TR = atr(1);
BPv = iff(close<open, iff(close[1]<open, max(high-close[1], close-low),
max(high-open, close-low)),
iff(close>open, iff(close[1]>open, high-low,
max(open-close[1], high-low)),
iff(high-close>close-low, iff(close[1]<open, max(high-close[1],close-low),
high-open),
iff(high-close<close-low, iff(close[1]>open, high-low,
max(open-close[1], high-low)),
iff(close[1]>open, max(high-open, close-low),
iff(close[1]<open, max(open-close[1], high-low),
high-low))))));
SPv = iff(close<open, iff(close[1]>open, max(close[1]-open, high-low),
high-low),
iff(close>open, iff(close[1]>open, max(close[1]-low, high-close),
max(open-low, high-close)),
iff(high-close>close-low, iff(close[1]>open, max(close[1]-open, high-low),
high-low),
iff(high-close<close-low, iff(close[1]>open, max(close[1]-low, high-close),
open-low),
iff(close[1]>open, max(close[1]-open, high-low),
iff(close[1]<open, max(open-low, high-close),
high-low))))));
TP = BPv+SPv;
BPV = (BPv/TP)*vol;
SPV = (SPv/TP)*vol;
TPV = BPV+SPV;
BPVavg = ema(ema(BPV,signal),signal);
SPVavg = ema(ema(SPV,signal),signal);
TPVavg = ema(wma(TPV,signal),signal);
var : VN(0),BPN(0),SPN(0),TPN(0);
var : nbf(0),nsf(0),tpf(0),ndif(0);
var : BPc1(0),BPc2(0),SPc1(0),SPc2(0);
var : BPcon(0),SPcon(0),BPAcon(0),SPAcon(0),TPAcon(0);
var : vpo1(0),vpo2(0),vph(0),histC(0),Vpo1C(0),Vpo2C(0);
VN = vol/ema(vol,long);
BPN = ((BPv/ema(BPv,long))*VN)*100;
SPN = ((SPv/ema(SPv,long))*VN)*100;
TPN = BPN+SPN;
nbf = ema(wma(BPN,signal),signal);
nsf = ema(wma(SPN,signal),signal);
tpf = ema(wma(TPN,signal),signal);
ndif = nbf-nsf;
BPc1 = iff(BPV>SPV , BPV , -abs(BPV));
BPc2 = iff(BPN>SPN , BPN , -abs(BPN));
SPc1 = iff(SPV>BPV , SPV , -abs(SPV));
SPc2 = iff(SPN>BPN , SPN , -abs(SPN));
BPcon = iff(norm , BPc2 , BPc1);
SPcon = iff(norm , SPc2 , SPc1);
BPAcon = iff(norm , nbf , BPVavg);
SPAcon = iff(norm , nsf , SPVavg);
TPAcon = iff(norm , tpf , TPVavg);
vpo1 = iff(vinv , (( AccumN(BPVavg,long)-AccumN(SPVavg,long))/AccumN(TPVavg,long))*100 , ((BPVavg-SPVavg)/TPVavg)*100);
vpo2 = iff(vinv , (( AccumN(nbf,long)-AccumN(nsf,long))/AccumN(tpf,long))*100 , ((nbf-nsf)/tpf)*100);
vph = (vpo1 - vpo2);
histC = iff(vph > vph[1] , blue,red);
Vpo1C = iff(vpo1 > 0 , green,red);
Vpo2C = iff(vpo2 > 0 , green,red);
plot1(iff(vmacd , vpo1,nan),"VPO1",Vpo1C);
plot2(iff(vmacd , vpo2,nan),"VPO2",Vpo2C);
plot3(iff(vmacd , vph,nan),"VPH",histC);
즐거운 하루되세요
> as8282 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> 아래식을 예스로 부탁합니다.
signal = input(title="Base for FastMA Periods:", type=integer, defval=3)
long = input(title="Buy to Sell Conv/Div Lookback:", type=integer, defval=27)
vmacd = input(true, title="Buy to Sell Convergence/Div OSC:")
vinv = input(false, title="Buy to Sell Conv/Div as cummulative:")
norm = input(false, title="Normalised (Filtered) Version:")
//vapi = input(false, title="Display Acc/Dist % :")
vol = iff(volume > 0, volume , 1)
TR = atr(1)
// Bull And Bear "Power-Balance" by Vadim Gimelfarb Algorithm's
BP = iff(close<open, iff(close[1]<open, max(high-close[1], close-low),
max(high-open, close-low)),
iff(close>open, iff(close[1]>open, high-low,
max(open-close[1], high-low)),
iff(high-close>close-low, iff(close[1]<open, max(high-close[1],close-low),
high-open),
iff(high-close<close-low, iff(close[1]>open, high-low,
max(open-close[1], high-low)),
iff(close[1]>open, max(high-open, close-low),
iff(close[1]<open, max(open-close[1], high-low),
high-low))))))
SP = iff(close<open, iff(close[1]>open, max(close[1]-open, high-low),
high-low),
iff(close>open, iff(close[1]>open, max(close[1]-low, high-close),
max(open-low, high-close)),
iff(high-close>close-low, iff(close[1]>open, max(close[1]-open, high-low),
high-low),
iff(high-close<close-low, iff(close[1]>open, max(close[1]-low, high-close),
open-low),
iff(close[1]>open, max(close[1]-open, high-low),
iff(close[1]<open, max(open-low, high-close),
high-low))))))
TP = BP+SP
BPV = (BP/TP)*vol
SPV = (SP/TP)*vol
TPV = BPV+SPV
BPVavg = ema(ema(BPV,signal),signal)
SPVavg = ema(ema(SPV,signal),signal)
TPVavg = ema(wma(TPV,signal),signal)
VN = vol/ema(vol,long)
BPN = ((BP/ema(BP,long))*VN)*100
SPN = ((SP/ema(SP,long))*VN)*100
TPN = BPN+SPN
nbf = ema(wma(BPN,signal),signal)
nsf = ema(wma(SPN,signal),signal)
tpf = ema(wma(TPN,signal),signal)
ndif = nbf-nsf
BPc1 = BPV>SPV ? BPV : -abs(BPV)
BPc2 = BPN>SPN ? BPN : -abs(BPN)
SPc1 = SPV>BPV ? SPV : -abs(SPV)
SPc2 = SPN>BPN ? SPN : -abs(SPN)
BPcon = norm ? BPc2 : BPc1
SPcon = norm ? SPc2 : SPc1
BPAcon = norm ? nbf : BPVavg
SPAcon = norm ? nsf : SPVavg
TPAcon = norm ? tpf : TPVavg
vpo1 = vinv ? (( sum(BPVavg,long)-sum(SPVavg,long))/sum(TPVavg,long))*100 : ((BPVavg-SPVavg)/TPVavg)*100
vpo2 = vinv ? (( sum(nbf,long)-sum(nsf,long))/sum(tpf,long))*100 : ((nbf-nsf)/tpf)*100
vph = nz((vpo1 - vpo2),0)
// Plot Indicator
histC = vph > vph[1] ? blue:#BA00AA
Vpo1C = vpo1 > 0 ? green:red
Vpo2C = vpo2 > 0 ? green:red
plot(vmacd ? vpo1:na, color=Vpo1C,title="VPO1", style=line, linewidth=3)
plot(vmacd ? vpo2:na, color=Vpo2C,title="VPO2", style=line, linewidth=1)
plot(vmacd ? vph:na, color=histC, title="VPH", style=columns, linewidth=3, transp=90)