커뮤니티
문의 드립니다.
2024-06-19 02:14:34
806
글번호 180760
아래 파인스크립트 지표를 예스로 변환 했는데 값이 다르게 나오는데 왜 그런지 모르겠네요.
혹시 체크해 보시고 잘못 변환한 부분이 있는지 체크 부탁드립니다.
plot만 구현하고 히스토그램등 필요없는건 뺐습니다.
//@version=5
// Original concept by David Bostian, with variations featured in "Bollinger on Bollinger Bands".
indicator("Intraday Intensity Modes", 'Intensity')
toolTipA = 'III (Individual):￦nOsc Length 1￦n[ ] Cumulative (Off)￦n[ ] Normalized (Off)￦n[ ] Inverse Volu' +
'me (Off)￦n[ ] Show Levels (Off)￦n￦n'
toolTipB = 'II (Cumulative):￦nOsc Length 1￦n[✓] Cumulative (On)￦n[ ] Normalized (Off)￦n[ ] Inverse Volume ' +
'(Off)￦n[ ] Show Levels (Off)￦n￦n'
toolTipC = 'II% (Oscillator):￦nOsc Length 21￦n[ ] Cumulative (Off)￦n[✓] Normalized (On)￦n[ ] Inverse Volume' +
' (Off)￦n[✓] Show Levels (On)'
toolTipD = 'Enables examination of intensity per bar instead of per day, this is a departure from the original ' +
'concept. Whenever this setting is enabled the indicator should be regarded as operating in an experimental mode.'
toolTipV = '[ ] Inverse Volume (Off):￦n￦n (2 * close - high - low) * volume￦n ────────────────￦n ' +
' high - low￦n￦n￦n[✓] Inverse Volume (On):￦n￦n 2 * close - high - low￦n ───────────' +
'￦n (high - low) * volume'
i_length = input.int (21, 'Osc Length', minval = 1, tooltip = toolTipA + toolTipB + toolTipC)
i_cumltv = input.bool (false, 'Cumulative')
i_normal = input.bool (true, 'Normalized')
i_candle = input.bool (false, 'Intrabar', tooltip = toolTipD)
i_invert = input.bool (false, 'Inverse Volume', tooltip = toolTipV)
i_colrUp = input.color(#00BCD4, 'Colors For Up', inline = 'a')
i_colrDn = input.color(#E040FB, 'Down', inline = 'a')
i_styles = input.string('Columns', 'Style & Width', options = ['Columns', 'Histogram', 'Line'], inline = 'b')
i_widths = input.int (1, '', minval = 1, inline = 'b')
i_shoLvl = input.bool (true, '', inline = 'c')
i_levelH = input.int (25, 'Show Levels Above', inline = 'c')
i_levelL = input.int (-25, 'Below', inline = 'c')
id_cum(source) => // perform cumulative sum once per day when using realtime intraday source values
var carrySum = float(na)
var dailySum = float(na)
if not timeframe.isintraday
carrySum := ta.cum(nz(source))
else
dailySum := timeframe.change('D') ? nz(carrySum) : nz(dailySum)
carrySum := nz(dailySum) + nz(source)
altSum(source, length) => normal = math.sum(nz(source), length) // treat na as 0 and return sum
var idRangeH = float(na)
var idRangeL = float(na)
var idVolume = float(na)
startDay = timeframe.change('D')
idRangeH := not timeframe.isintraday or startDay ? high : high > nz(idRangeH) ? high : idRangeH // intraday high
idRangeL := not timeframe.isintraday or startDay ? low : low < nz(idRangeL, 10e99) ? low : idRangeL // intraday low
idVolume := not timeframe.isintraday or startDay ? volume : nz(idVolume) + volume // intraday volume
idUseVol = i_invert ? 1 / idVolume : idVolume
iiiValue = nz(((2 * close - idRangeH - idRangeL) / (idRangeH - idRangeL)) * idUseVol) // intraday intensity
use_iii = i_invert ?
(2 * close - high - low) / ((high - low) * volume) :
((2 * close - high - low) / (high - low)) * volume
usePrcnt = i_normal ? 100 : 1
iiSource =
usePrcnt * altSum(i_cumltv ? i_candle ? ta.cum(nz(use_iii)) : id_cum(iiiValue) : i_candle ? nz(use_iii) : iiiValue, i_length) /
(i_normal ? altSum(i_cumltv ? i_candle ? ta.cum(volume) : id_cum(idVolume) : i_candle ? volume : idVolume, i_length) : 1)
colrSign = altSum(i_candle ? use_iii : iiiValue, i_length) / (i_normal ? i_candle ? volume : altSum(idVolume, i_length) : 1)
pltStyle = i_styles == 'Columns' ? plot.style_columns : i_styles == 'Histogram' ? plot.style_histogram : plot.style_line
plot(iiSource, 'III, II, or II%', math.sign(colrSign) != -1 ? i_colrUp : i_colrDn, i_widths, pltStyle)
plot(startDay ? 1 : 0, 'startDay', #ffff00, display = display.data_window)
plot(close, 'close', #ffff00, display = display.data_window)
plot(high, 'high', #ffff00, display = display.data_window)
plot(low, 'low', #ffff00, display = display.data_window)
plot(volume, 'volume', #ffff00, display = display.data_window)
plot(idRangeH, 'idRangeH', #ffff00, display = display.data_window)
plot(idRangeL, 'idRangeL', #ffff00, display = display.data_window)
plot(idVolume, 'idVolume', #ffff00, display = display.data_window)
plot(iiiValue, 'iiiValue', #ffff00, display = display.data_window)
plot(iiSource, 'iiSource', #ffff00, display = display.data_window)
hline(i_shoLvl ? i_levelH : na)
hline(i_shoLvl ? i_levelL : na)
변환
Input: OscLength(21);
Input: Cumulative(False);
Input: Normalized(True);
Input: Intrabar(False);
Input: InverseVolume(False);
Input: UpColor(Blue), DownColor(Red);
Input: Width(1);
Input: ShowLevels(True);
Input: LevelHigh(25), LevelLow(-25);
Vars: CarrySum(0), DailySum(0), StartDay(False);
Vars: IDRangeH(0), IDRangeL(0), IDVolume(0), IDUseVol(0), IIIValue(0);
Vars: UseIII(0), UsePrcnt(1), IISource(0), ColrSign(0);
Vars: LineColor(Blue);
Vars: i(0), SumCarrySum(0), SumIDVolume(0), SumDailySum(0);
// 데이터 초기화
if Date <> Date[1] then begin
StartDay = True;
CarrySum = 0;
DailySum = 0;
IDRangeH = High;
IDRangeL = Low;
IDVolume = Volume;
end
else begin
StartDay = False;
IDRangeH = MaxList(IDRangeH, High);
IDRangeL = MinList(IDRangeL, Low);
IDVolume = IDVolume + Volume;
end;
// IDUseVol 값 설정
if InverseVolume then
IDUseVol = 1 / IDVolume;
else
IDUseVol = IDVolume;
IIIValue = ((2 * Close - IDRangeH - IDRangeL) / (IDRangeH - IDRangeL)) * IDUseVol;
if Cumulative then begin
CarrySum = CarrySum + IIIValue;
DailySum = CarrySum;
end
else begin
DailySum = IIIValue;
end;
UseIII = DailySum;
// 데이터 합산 변수 초기화
SumCarrySum = 0;
SumIDVolume = 0;
SumDailySum = 0;
// 데이터 합산 루프
for i = 0 to OscLength - 1 begin
SumCarrySum = SumCarrySum + IIIValue[i];
SumIDVolume = SumIDVolume + IDVolume[i];
SumDailySum = SumDailySum + DailySum[i];
end;
// 데이터 스케일 조정 및 백분율 변환
if Cumulative then begin
IISource = 100 * (SumCarrySum / SumIDVolume);
end
else begin
IISource = 100 * (SumDailySum / SumIDVolume);
end;
// ColrSign 계산
if Normalized then
ColrSign = 100 * (SumDailySum / SumIDVolume);
else
ColrSign = SumDailySum / SumIDVolume;
// LineColor 설정
if ColrSign >= 0 then
LineColor = UpColor;
else
LineColor = DownColor;
Plot1(IISource, "III, II, or II%", LineColor, Width);
if ShowLevels then begin
Plot2(LevelHigh, "LevelHigh");
Plot3(LevelLow, "LevelLow");
end;
답변 1
예스스탁 예스스탁 답변
2024-06-19 16:55:56
안녕하세요
예스스탁입니다.
올려주신 수식과 트레이딩뷰 수식을 비교해 살펴보았지만
작성하신 변환식에 문제가 없어 보입니다.
분봉에서 값이 조금씩 차이가 있는데
일부 데이터의 차이때문에 발생하는 문제인지 원인을 잘 모르겠습니다.
도움을 드리지 못해 죄송합니다.
즐거운 하루되세요
> cooparoo 님이 쓴 글입니다.
> 제목 : 문의 드립니다.
> 아래 파인스크립트 지표를 예스로 변환 했는데 값이 다르게 나오는데 왜 그런지 모르겠네요.
혹시 체크해 보시고 잘못 변환한 부분이 있는지 체크 부탁드립니다.
plot만 구현하고 히스토그램등 필요없는건 뺐습니다.
//@version=5
// Original concept by David Bostian, with variations featured in "Bollinger on Bollinger Bands".
indicator("Intraday Intensity Modes", 'Intensity')
toolTipA = 'III (Individual):￦nOsc Length 1￦n[ ] Cumulative (Off)￦n[ ] Normalized (Off)￦n[ ] Inverse Volu' +
'me (Off)￦n[ ] Show Levels (Off)￦n￦n'
toolTipB = 'II (Cumulative):￦nOsc Length 1￦n[✓] Cumulative (On)￦n[ ] Normalized (Off)￦n[ ] Inverse Volume ' +
'(Off)￦n[ ] Show Levels (Off)￦n￦n'
toolTipC = 'II% (Oscillator):￦nOsc Length 21￦n[ ] Cumulative (Off)￦n[✓] Normalized (On)￦n[ ] Inverse Volume' +
' (Off)￦n[✓] Show Levels (On)'
toolTipD = 'Enables examination of intensity per bar instead of per day, this is a departure from the original ' +
'concept. Whenever this setting is enabled the indicator should be regarded as operating in an experimental mode.'
toolTipV = '[ ] Inverse Volume (Off):￦n￦n (2 * close - high - low) * volume￦n ────────────────￦n ' +
' high - low￦n￦n￦n[✓] Inverse Volume (On):￦n￦n 2 * close - high - low￦n ───────────' +
'￦n (high - low) * volume'
i_length = input.int (21, 'Osc Length', minval = 1, tooltip = toolTipA + toolTipB + toolTipC)
i_cumltv = input.bool (false, 'Cumulative')
i_normal = input.bool (true, 'Normalized')
i_candle = input.bool (false, 'Intrabar', tooltip = toolTipD)
i_invert = input.bool (false, 'Inverse Volume', tooltip = toolTipV)
i_colrUp = input.color(#00BCD4, 'Colors For Up', inline = 'a')
i_colrDn = input.color(#E040FB, 'Down', inline = 'a')
i_styles = input.string('Columns', 'Style & Width', options = ['Columns', 'Histogram', 'Line'], inline = 'b')
i_widths = input.int (1, '', minval = 1, inline = 'b')
i_shoLvl = input.bool (true, '', inline = 'c')
i_levelH = input.int (25, 'Show Levels Above', inline = 'c')
i_levelL = input.int (-25, 'Below', inline = 'c')
id_cum(source) => // perform cumulative sum once per day when using realtime intraday source values
var carrySum = float(na)
var dailySum = float(na)
if not timeframe.isintraday
carrySum := ta.cum(nz(source))
else
dailySum := timeframe.change('D') ? nz(carrySum) : nz(dailySum)
carrySum := nz(dailySum) + nz(source)
altSum(source, length) => normal = math.sum(nz(source), length) // treat na as 0 and return sum
var idRangeH = float(na)
var idRangeL = float(na)
var idVolume = float(na)
startDay = timeframe.change('D')
idRangeH := not timeframe.isintraday or startDay ? high : high > nz(idRangeH) ? high : idRangeH // intraday high
idRangeL := not timeframe.isintraday or startDay ? low : low < nz(idRangeL, 10e99) ? low : idRangeL // intraday low
idVolume := not timeframe.isintraday or startDay ? volume : nz(idVolume) + volume // intraday volume
idUseVol = i_invert ? 1 / idVolume : idVolume
iiiValue = nz(((2 * close - idRangeH - idRangeL) / (idRangeH - idRangeL)) * idUseVol) // intraday intensity
use_iii = i_invert ?
(2 * close - high - low) / ((high - low) * volume) :
((2 * close - high - low) / (high - low)) * volume
usePrcnt = i_normal ? 100 : 1
iiSource =
usePrcnt * altSum(i_cumltv ? i_candle ? ta.cum(nz(use_iii)) : id_cum(iiiValue) : i_candle ? nz(use_iii) : iiiValue, i_length) /
(i_normal ? altSum(i_cumltv ? i_candle ? ta.cum(volume) : id_cum(idVolume) : i_candle ? volume : idVolume, i_length) : 1)
colrSign = altSum(i_candle ? use_iii : iiiValue, i_length) / (i_normal ? i_candle ? volume : altSum(idVolume, i_length) : 1)
pltStyle = i_styles == 'Columns' ? plot.style_columns : i_styles == 'Histogram' ? plot.style_histogram : plot.style_line
plot(iiSource, 'III, II, or II%', math.sign(colrSign) != -1 ? i_colrUp : i_colrDn, i_widths, pltStyle)
plot(startDay ? 1 : 0, 'startDay', #ffff00, display = display.data_window)
plot(close, 'close', #ffff00, display = display.data_window)
plot(high, 'high', #ffff00, display = display.data_window)
plot(low, 'low', #ffff00, display = display.data_window)
plot(volume, 'volume', #ffff00, display = display.data_window)
plot(idRangeH, 'idRangeH', #ffff00, display = display.data_window)
plot(idRangeL, 'idRangeL', #ffff00, display = display.data_window)
plot(idVolume, 'idVolume', #ffff00, display = display.data_window)
plot(iiiValue, 'iiiValue', #ffff00, display = display.data_window)
plot(iiSource, 'iiSource', #ffff00, display = display.data_window)
hline(i_shoLvl ? i_levelH : na)
hline(i_shoLvl ? i_levelL : na)
변환
Input: OscLength(21);
Input: Cumulative(False);
Input: Normalized(True);
Input: Intrabar(False);
Input: InverseVolume(False);
Input: UpColor(Blue), DownColor(Red);
Input: Width(1);
Input: ShowLevels(True);
Input: LevelHigh(25), LevelLow(-25);
Vars: CarrySum(0), DailySum(0), StartDay(False);
Vars: IDRangeH(0), IDRangeL(0), IDVolume(0), IDUseVol(0), IIIValue(0);
Vars: UseIII(0), UsePrcnt(1), IISource(0), ColrSign(0);
Vars: LineColor(Blue);
Vars: i(0), SumCarrySum(0), SumIDVolume(0), SumDailySum(0);
// 데이터 초기화
if Date <> Date[1] then begin
StartDay = True;
CarrySum = 0;
DailySum = 0;
IDRangeH = High;
IDRangeL = Low;
IDVolume = Volume;
end
else begin
StartDay = False;
IDRangeH = MaxList(IDRangeH, High);
IDRangeL = MinList(IDRangeL, Low);
IDVolume = IDVolume + Volume;
end;
// IDUseVol 값 설정
if InverseVolume then
IDUseVol = 1 / IDVolume;
else
IDUseVol = IDVolume;
IIIValue = ((2 * Close - IDRangeH - IDRangeL) / (IDRangeH - IDRangeL)) * IDUseVol;
if Cumulative then begin
CarrySum = CarrySum + IIIValue;
DailySum = CarrySum;
end
else begin
DailySum = IIIValue;
end;
UseIII = DailySum;
// 데이터 합산 변수 초기화
SumCarrySum = 0;
SumIDVolume = 0;
SumDailySum = 0;
// 데이터 합산 루프
for i = 0 to OscLength - 1 begin
SumCarrySum = SumCarrySum + IIIValue[i];
SumIDVolume = SumIDVolume + IDVolume[i];
SumDailySum = SumDailySum + DailySum[i];
end;
// 데이터 스케일 조정 및 백분율 변환
if Cumulative then begin
IISource = 100 * (SumCarrySum / SumIDVolume);
end
else begin
IISource = 100 * (SumDailySum / SumIDVolume);
end;
// ColrSign 계산
if Normalized then
ColrSign = 100 * (SumDailySum / SumIDVolume);
else
ColrSign = SumDailySum / SumIDVolume;
// LineColor 설정
if ColrSign >= 0 then
LineColor = UpColor;
else
LineColor = DownColor;
Plot1(IISource, "III, II, or II%", LineColor, Width);
if ShowLevels then begin
Plot2(LevelHigh, "LevelHigh");
Plot3(LevelLow, "LevelLow");
end;
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