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ALMA Smoothed Gaussian Moving Average 수식 변경 요청 합니다
2024-05-08 16:10:32
1206
글번호 179256
첨부 이미지
그림1
항상 감사 드립니다.
아래의 수식은 트레이딩뷰 사이트 에서 사용되는 수식 입니다.
이 수식을 예스트레이더에서 사용 할수 있도록 변경 부탁드립니다..
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © profitprotrading
//@version=5
indicator("ALMA Smoothed Gaussian Moving Average", shorttitle = "ASGMA", overlay=true)
//ALMA Smoothing
src = input(close, title='Source', group = "ALMA Smoothing")
smooth = input.int(1, title='Smoothing', minval=1, group = "ALMA Smoothing")
length1 = input.int(25, title='Lookback', minval=1, group = "ALMA Smoothing")
offset = 0.85
sigma1 = 7
pchange = ta.change(src, smooth) / src * 100
avpchange = ta.alma(pchange, length1, offset, sigma1)
//RSI
rsi = ta.rsi(close, 14)
rsiL = rsi > rsi[1]
rsiS = rsi < rsi[1]
//Chande Momentum
length11 = 9
src1 = close
momm = ta.change(src1)
f1(m) => m >= 0.0 ? m : 0.0
f2(m) => m >= 0.0 ? 0.0 : -m
m1 = f1(momm)
m2 = f2(momm)
sm1 = math.sum(m1, length11)
sm2 = math.sum(m2, length11)
percent(nom, div) => 100 * nom / div
chandeMO = percent(sm1-sm2, sm1+sm2)
cL = chandeMO > chandeMO[1]
cS = chandeMO < chandeMO[1]
//GAMA credit to author: © LeafAlgo https://www.tradingview.com/v/th7NZUPM/
length = input.int(14, minval=1, title="Length", group = "Gaussian Adaptive Moving Average")
adaptive = input.bool(true, title="Adaptive Parameters", group = "Gaussian Adaptive Moving Average")
volatilityPeriod = input.int(20, minval=1, title="Volatility Period", group = "Gaussian Adaptive Moving Average")
// Calculate Gaussian Moving Average
gma = 0.0
sumOfWeights = 0.0
sigma = adaptive ? ta.stdev(close, volatilityPeriod) : input.float(1.0, minval=0.1, title="Standard Deviation", group = "Gaussian Adaptive Moving Average")
for i = 0 to length - 1
weight = math.exp(-math.pow(((i - (length - 1)) / (2 * sigma)), 2) / 2)
value = ta.highest(avpchange, i + 1) + ta.lowest(avpchange, i + 1)
gma := gma + (value * weight)
sumOfWeights := sumOfWeights + weight
gma := (gma / sumOfWeights) / 2
gma:= ta.ema(gma, 7)
gmaColor = avpchange >= gma ? color.rgb(0, 161, 5) : color.rgb(215, 0, 0)
// Color bars based on signals until the next signal occurs
var int currentSignal = 0
currentSignal := avpchange >= gma ? 1 : -1//le_final ? -1 : currentSignal
var color barColor = na
if currentSignal == 1
barColor := color.rgb(0, 186, 6)
else if currentSignal == -1
barColor := color.rgb(176, 0, 0)
barcolor(barColor)
plotcandle(open, high, low, close, "Bar Color", barColor, barColor, bordercolor = barColor)
//Plotting
ema = ta.ema(close, 7)
plot(ema, color=gmaColor, linewidth=3, title="Gaussian Moving Average")
plotshape(ta.crossover(avpchange,gma) and barstate.isconfirmed, "Buy Signal", text = "B", textcolor = color.white, style = shape.labelup, location = location.belowbar, color = color.rgb(0, 161, 5), offset = -1)
plotshape(ta.crossunder(avpchange,gma) and barstate.isconfirmed, "Sell Signal", text = "S", textcolor = color.white, style = shape.labeldown, location = location.abovebar, color = color.rgb(215, 0, 0), offset = -1)
bgcolor(ta.crossover(avpchange,gma) and barstate.isconfirmed and rsiL and cL ? color.rgb(0, 162, 5, 85): na, offset = -1)
bgcolor(ta.crossunder(avpchange,gma) and barstate.isconfirmed and rsiS and cS ? color.rgb(207, 0, 0, 85): na, offset = -1)
barcolor(gmaColor)
alertcondition(ta.crossover(avpchange,gma) and barstate.isconfirmed, title="Buy Signal", message="Go Long! {{exchange}}:{{ticker}}")
alertcondition(ta.crossunder(avpchange,gma) and barstate.isconfirmed, title="Sell Signal", message="Go Short! {{exchange}}:{{ticker}}")
- 1. 180076_캡처.PNG (0.17 MB)
답변 2
예스스탁 예스스탁 답변
2024-05-09 09:59:01
안녕하세요
예스스탁입니다.
//ALMA Smoothing
input : src(close);
input : smooth(1);
input : length1(25);
var : offset(0.85),sigma1(7),pchange(0),avpchange(0);
offset = 0.85;
sigma1 = 7;
pchange = (src-src[smooth]) / src * 100;
var : i(0),mm(0),s(0),norm(0),sum(0),weight(0);
var : r(0),rsiL(False),rsiS(False);
var : length11(0),src1(0),momm(0);
var : m1(0),m2(0),sm1(0),sm2(0),chandeMO(0),cL(False),cS(False);
mm = offset * (length1 - 1);
s = length1 / sigma1;
norm = 0.0;
sum = 0.0;
for i = 0 to length1 - 1
{
weight = exp(-1 * pow(i - mm, 2) / (2 * pow(s, 2)));
norm = norm + weight;
sum = sum + pchange[length1 - i - 1] * weight;
}
avpchange = sum / norm;
//RSI
r = rsi(14);
rsiL = r > r[1];
rsiS = r < r[1];
//Chande Momentum
length11 = 9;
src1 = close;
momm = src1-src1[1];
m1 = iff(momm >= 0.0 , momm , 0.0);
m2 = iff(momm >= 0.0 , 0 , -momm);
sm1 = AccumN(m1, length11);
sm2 = AccumN(m2, length11);
chandeMO = 100 * (sm1-sm2) / (sm1+sm2);
cL = chandeMO > chandeMO[1];
cS = chandeMO < chandeMO[1];
//GAMA credit to author: © LeafAlgo https://www.tradingview.com/v/th7NZUPM/
input : length(14);
input : adaptive(true);
input : volatilityPeriod(20);
input : vv(1);
var : gma(0),sumOfWeights(0),sigma(0),value(0),gmaColor(0),tx(0);
// Calculate Gaussian Moving Average
gma = 0.0;
sumOfWeights = 0.0;
sigma = iff(adaptive , std(close, volatilityPeriod) ,vv);
for i = 0 to length - 1
{
weight = exp(-pow(((i - (length - 1)) / (2 * sigma)), 2) / 2);
value = highest(avpchange, i + 1) + lowest(avpchange, i + 1);
gma = gma + (value * weight);
sumOfWeights = sumOfWeights + weight;
}
gma = (gma / sumOfWeights)/2;
gma = ema(gma, 7);
gmaColor = iff(avpchange >= gma , rgb(0, 161, 5) , rgb(215, 0, 0));
var : currentSignal(0),barColor(Nan);
currentSignal = iff(avpchange >= gma , 1 , -1);
if currentSignal == 1 Then
barColor = rgb(0, 186, 6);
else if currentSignal == -1 Then
barColor = rgb(176, 0, 0);
PlotPaintBar(high, low, "Bar Color", barColor);
if CrossUp(avpchange,gma) Then
{
tx = text_new(sDate[1],sTime[1],L[1],"B");
Text_SetStyle(tx,2,0);
Text_SetColor(tx,rgb(0, 161, 5));
}
if CrossDown(avpchange,gma) Then
{
tx = text_new(sDate[1],sTime[1],H[1],"S");
Text_SetStyle(tx,2,1);
Text_SetColor(tx,rgb(215, 0, 0));
}
즐거운 하루되세요
> 유경완 님이 쓴 글입니다.
> 제목 : ALMA Smoothed Gaussian Moving Average 수식 변경 요청 합니다
> 항상 감사 드립니다.
아래의 수식은 트레이딩뷰 사이트 에서 사용되는 수식 입니다.
이 수식을 예스트레이더에서 사용 할수 있도록 변경 부탁드립니다..
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © profitprotrading
//@version=5
indicator("ALMA Smoothed Gaussian Moving Average", shorttitle = "ASGMA", overlay=true)
//ALMA Smoothing
src = input(close, title='Source', group = "ALMA Smoothing")
smooth = input.int(1, title='Smoothing', minval=1, group = "ALMA Smoothing")
length1 = input.int(25, title='Lookback', minval=1, group = "ALMA Smoothing")
offset = 0.85
sigma1 = 7
pchange = ta.change(src, smooth) / src * 100
avpchange = ta.alma(pchange, length1, offset, sigma1)
//RSI
rsi = ta.rsi(close, 14)
rsiL = rsi > rsi[1]
rsiS = rsi < rsi[1]
//Chande Momentum
length11 = 9
src1 = close
momm = ta.change(src1)
f1(m) => m >= 0.0 ? m : 0.0
f2(m) => m >= 0.0 ? 0.0 : -m
m1 = f1(momm)
m2 = f2(momm)
sm1 = math.sum(m1, length11)
sm2 = math.sum(m2, length11)
percent(nom, div) => 100 * nom / div
chandeMO = percent(sm1-sm2, sm1+sm2)
cL = chandeMO > chandeMO[1]
cS = chandeMO < chandeMO[1]
//GAMA credit to author: © LeafAlgo https://www.tradingview.com/v/th7NZUPM/
length = input.int(14, minval=1, title="Length", group = "Gaussian Adaptive Moving Average")
adaptive = input.bool(true, title="Adaptive Parameters", group = "Gaussian Adaptive Moving Average")
volatilityPeriod = input.int(20, minval=1, title="Volatility Period", group = "Gaussian Adaptive Moving Average")
// Calculate Gaussian Moving Average
gma = 0.0
sumOfWeights = 0.0
sigma = adaptive ? ta.stdev(close, volatilityPeriod) : input.float(1.0, minval=0.1, title="Standard Deviation", group = "Gaussian Adaptive Moving Average")
for i = 0 to length - 1
weight = math.exp(-math.pow(((i - (length - 1)) / (2 * sigma)), 2) / 2)
value = ta.highest(avpchange, i + 1) + ta.lowest(avpchange, i + 1)
gma := gma + (value * weight)
sumOfWeights := sumOfWeights + weight
gma := (gma / sumOfWeights) / 2
gma:= ta.ema(gma, 7)
gmaColor = avpchange >= gma ? color.rgb(0, 161, 5) : color.rgb(215, 0, 0)
// Color bars based on signals until the next signal occurs
var int currentSignal = 0
currentSignal := avpchange >= gma ? 1 : -1//le_final ? -1 : currentSignal
var color barColor = na
if currentSignal == 1
barColor := color.rgb(0, 186, 6)
else if currentSignal == -1
barColor := color.rgb(176, 0, 0)
barcolor(barColor)
plotcandle(open, high, low, close, "Bar Color", barColor, barColor, bordercolor = barColor)
//Plotting
ema = ta.ema(close, 7)
plot(ema, color=gmaColor, linewidth=3, title="Gaussian Moving Average")
plotshape(ta.crossover(avpchange,gma) and barstate.isconfirmed, "Buy Signal", text = "B", textcolor = color.white, style = shape.labelup, location = location.belowbar, color = color.rgb(0, 161, 5), offset = -1)
plotshape(ta.crossunder(avpchange,gma) and barstate.isconfirmed, "Sell Signal", text = "S", textcolor = color.white, style = shape.labeldown, location = location.abovebar, color = color.rgb(215, 0, 0), offset = -1)
bgcolor(ta.crossover(avpchange,gma) and barstate.isconfirmed and rsiL and cL ? color.rgb(0, 162, 5, 85): na, offset = -1)
bgcolor(ta.crossunder(avpchange,gma) and barstate.isconfirmed and rsiS and cS ? color.rgb(207, 0, 0, 85): na, offset = -1)
barcolor(gmaColor)
alertcondition(ta.crossover(avpchange,gma) and barstate.isconfirmed, title="Buy Signal", message="Go Long! {{exchange}}:{{ticker}}")
alertcondition(ta.crossunder(avpchange,gma) and barstate.isconfirmed, title="Sell Signal", message="Go Short! {{exchange}}:{{ticker}}")
유경완
2024-05-09 16:50:13
매번 감사드립니다.
적용해 보니 이상없이 잘 적용되고 있습니다.
다시 한번 감사드립니다.
수고하십시요~~
> 예스스탁 님이 쓴 글입니다.
> 제목 : Re : ALMA Smoothed Gaussian Moving Average
> 안녕하세요
예스스탁입니다.
//ALMA Smoothing
input : src(close);
input : smooth(1);
input : length1(25);
var : offset(0.85),sigma1(7),pchange(0),avpchange(0);
offset = 0.85;
sigma1 = 7;
pchange = (src-src[smooth]) / src * 100;
var : i(0),mm(0),s(0),norm(0),sum(0),weight(0);
var : r(0),rsiL(False),rsiS(False);
var : length11(0),src1(0),momm(0);
var : m1(0),m2(0),sm1(0),sm2(0),chandeMO(0),cL(False),cS(False);
mm = offset * (length1 - 1);
s = length1 / sigma1;
norm = 0.0;
sum = 0.0;
for i = 0 to length1 - 1
{
weight = exp(-1 * pow(i - mm, 2) / (2 * pow(s, 2)));
norm = norm + weight;
sum = sum + pchange[length1 - i - 1] * weight;
}
avpchange = sum / norm;
//RSI
r = rsi(14);
rsiL = r > r[1];
rsiS = r < r[1];
//Chande Momentum
length11 = 9;
src1 = close;
momm = src1-src1[1];
m1 = iff(momm >= 0.0 , momm , 0.0);
m2 = iff(momm >= 0.0 , 0 , -momm);
sm1 = AccumN(m1, length11);
sm2 = AccumN(m2, length11);
chandeMO = 100 * (sm1-sm2) / (sm1+sm2);
cL = chandeMO > chandeMO[1];
cS = chandeMO < chandeMO[1];
//GAMA credit to author: © LeafAlgo https://www.tradingview.com/v/th7NZUPM/
input : length(14);
input : adaptive(true);
input : volatilityPeriod(20);
input : vv(1);
var : gma(0),sumOfWeights(0),sigma(0),value(0),gmaColor(0),tx(0);
// Calculate Gaussian Moving Average
gma = 0.0;
sumOfWeights = 0.0;
sigma = iff(adaptive , std(close, volatilityPeriod) ,vv);
for i = 0 to length - 1
{
weight = exp(-pow(((i - (length - 1)) / (2 * sigma)), 2) / 2);
value = highest(avpchange, i + 1) + lowest(avpchange, i + 1);
gma = gma + (value * weight);
sumOfWeights = sumOfWeights + weight;
}
gma = (gma / sumOfWeights)/2;
gma = ema(gma, 7);
gmaColor = iff(avpchange >= gma , rgb(0, 161, 5) , rgb(215, 0, 0));
var : currentSignal(0),barColor(Nan);
currentSignal = iff(avpchange >= gma , 1 , -1);
if currentSignal == 1 Then
barColor = rgb(0, 186, 6);
else if currentSignal == -1 Then
barColor = rgb(176, 0, 0);
PlotPaintBar(high, low, "Bar Color", barColor);
if CrossUp(avpchange,gma) Then
{
tx = text_new(sDate[1],sTime[1],L[1],"B");
Text_SetStyle(tx,2,0);
Text_SetColor(tx,rgb(0, 161, 5));
}
if CrossDown(avpchange,gma) Then
{
tx = text_new(sDate[1],sTime[1],H[1],"S");
Text_SetStyle(tx,2,1);
Text_SetColor(tx,rgb(215, 0, 0));
}
즐거운 하루되세요
> 유경완 님이 쓴 글입니다.
> 제목 : ALMA Smoothed Gaussian Moving Average 수식 변경 요청 합니다
> 항상 감사 드립니다.
아래의 수식은 트레이딩뷰 사이트 에서 사용되는 수식 입니다.
이 수식을 예스트레이더에서 사용 할수 있도록 변경 부탁드립니다..
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © profitprotrading
//@version=5
indicator("ALMA Smoothed Gaussian Moving Average", shorttitle = "ASGMA", overlay=true)
//ALMA Smoothing
src = input(close, title='Source', group = "ALMA Smoothing")
smooth = input.int(1, title='Smoothing', minval=1, group = "ALMA Smoothing")
length1 = input.int(25, title='Lookback', minval=1, group = "ALMA Smoothing")
offset = 0.85
sigma1 = 7
pchange = ta.change(src, smooth) / src * 100
avpchange = ta.alma(pchange, length1, offset, sigma1)
//RSI
rsi = ta.rsi(close, 14)
rsiL = rsi > rsi[1]
rsiS = rsi < rsi[1]
//Chande Momentum
length11 = 9
src1 = close
momm = ta.change(src1)
f1(m) => m >= 0.0 ? m : 0.0
f2(m) => m >= 0.0 ? 0.0 : -m
m1 = f1(momm)
m2 = f2(momm)
sm1 = math.sum(m1, length11)
sm2 = math.sum(m2, length11)
percent(nom, div) => 100 * nom / div
chandeMO = percent(sm1-sm2, sm1+sm2)
cL = chandeMO > chandeMO[1]
cS = chandeMO < chandeMO[1]
//GAMA credit to author: © LeafAlgo https://www.tradingview.com/v/th7NZUPM/
length = input.int(14, minval=1, title="Length", group = "Gaussian Adaptive Moving Average")
adaptive = input.bool(true, title="Adaptive Parameters", group = "Gaussian Adaptive Moving Average")
volatilityPeriod = input.int(20, minval=1, title="Volatility Period", group = "Gaussian Adaptive Moving Average")
// Calculate Gaussian Moving Average
gma = 0.0
sumOfWeights = 0.0
sigma = adaptive ? ta.stdev(close, volatilityPeriod) : input.float(1.0, minval=0.1, title="Standard Deviation", group = "Gaussian Adaptive Moving Average")
for i = 0 to length - 1
weight = math.exp(-math.pow(((i - (length - 1)) / (2 * sigma)), 2) / 2)
value = ta.highest(avpchange, i + 1) + ta.lowest(avpchange, i + 1)
gma := gma + (value * weight)
sumOfWeights := sumOfWeights + weight
gma := (gma / sumOfWeights) / 2
gma:= ta.ema(gma, 7)
gmaColor = avpchange >= gma ? color.rgb(0, 161, 5) : color.rgb(215, 0, 0)
// Color bars based on signals until the next signal occurs
var int currentSignal = 0
currentSignal := avpchange >= gma ? 1 : -1//le_final ? -1 : currentSignal
var color barColor = na
if currentSignal == 1
barColor := color.rgb(0, 186, 6)
else if currentSignal == -1
barColor := color.rgb(176, 0, 0)
barcolor(barColor)
plotcandle(open, high, low, close, "Bar Color", barColor, barColor, bordercolor = barColor)
//Plotting
ema = ta.ema(close, 7)
plot(ema, color=gmaColor, linewidth=3, title="Gaussian Moving Average")
plotshape(ta.crossover(avpchange,gma) and barstate.isconfirmed, "Buy Signal", text = "B", textcolor = color.white, style = shape.labelup, location = location.belowbar, color = color.rgb(0, 161, 5), offset = -1)
plotshape(ta.crossunder(avpchange,gma) and barstate.isconfirmed, "Sell Signal", text = "S", textcolor = color.white, style = shape.labeldown, location = location.abovebar, color = color.rgb(215, 0, 0), offset = -1)
bgcolor(ta.crossover(avpchange,gma) and barstate.isconfirmed and rsiL and cL ? color.rgb(0, 162, 5, 85): na, offset = -1)
bgcolor(ta.crossunder(avpchange,gma) and barstate.isconfirmed and rsiS and cS ? color.rgb(207, 0, 0, 85): na, offset = -1)
barcolor(gmaColor)
alertcondition(ta.crossover(avpchange,gma) and barstate.isconfirmed, title="Buy Signal", message="Go Long! {{exchange}}:{{ticker}}")
alertcondition(ta.crossunder(avpchange,gma) and barstate.isconfirmed, title="Sell Signal", message="Go Short! {{exchange}}:{{ticker}}")
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