안녕하세요 예스스탁입니다. input : fib1(1.618); input : fib2(2.618); input : dev(150); var : debut(False); var : addsource(0),addvol(0),VWAP(0),sn(0),sd(0); var : Fibp2(0),Fibp1(0),Fibm1(0),Fibm2(0),tx(0); debut = DayOfWeek(Bdate) < DayOfWeek(Bdate[1]); addsource = (h+l+c)/3 * volume; addvol = volume; if debut == true Then { var1 = addsource; var2 = addvol; } Else { var1 = var1 + addsource; var2 = var2 + addvol; } VWAP = var1/var2; if debut Then sn = 0; sn = iff(debut , sn , sn[1] + volume * ((h+l+c)/3 - VWAP[1]) * ((h+l+c)/3 - VWAP)); sd = sqrt(sn / addvol); Fibp2 = VWAP + fib2 * sd; Fibp1 = VWAP + fib1 * sd; Fibm1 = VWAP - fib1 * sd; Fibm2 = VWAP - fib2 * sd; plot1(VWAP, "VWAP",orange); plot2(Fibp2,"Fibp2",red); plot3(Fibp1,"Fibp1",red); plot4(Fibm1,"Fibm1",lime); plot5(Fibm2,"Fibm2",lime); var : bull(False),bear(False); bull = CrossDown(low[1],Fibm1[1]) and low[1]>=Fibm2[1] and low>Fibm2 and low<Fibm1 and sd>dev; bear = CrossUp(high[1],Fibp1[1]) and high[1]<=Fibp2[1] and high<Fibp2 and high>Fibp1 and sd>dev; if bull == true Then { tx = Text_New(sDate,sTime,L,"▲"); Text_SetStyle(tx,2,0); Text_SetColor(tx,Red); Text_SetSize(tx,20); } if bear == true Then { tx = Text_New(sDate,sTime,H,"▼"); Text_SetStyle(tx,2,1); Text_SetColor(tx,Blue); Text_SetSize(tx,20); } 즐거운 하루되세요 > 고저중 님이 쓴 글입니다. > 제목 : 변환 부탁드립니다 > //@version=4 strategy(title="VWAP + Fibo Dev Extensions Strategy", overlay=true, pyramiding=5, commission_value=0.08) // ------------------------------------- // ------- Inputs Fibos Values --------- // ------------------------------------- fib1 = input(title="Fibo extension 1", type=input.float, defval=1.618) fib2 = input(title="Fibo extension 2", type=input.float, defval=2.618) reso = input(title="Resolution VWAP", type=input.resolution, defval="W") dev = input(title="Deviation value min.", type=input.integer, defval=150) // ------------------------------------- // -------- VWAP Calculations ---------- // ------------------------------------- t = time(reso) debut = na(t[1]) or t > t[1] addsource = hlc3 * volume addvol = volume addsource := debut ? addsource : addsource + addsource[1] addvol := debut ? addvol : addvol + addvol[1] VWAP = addsource / addvol sn = 0.0 sn := debut ? sn : sn[1] + volume * (hlc3 - VWAP[1]) * (hlc3 - VWAP) sd = sqrt(sn / addvol) Fibp2 = VWAP + fib2 * sd Fibp1 = VWAP + fib1 * sd Fibm1 = VWAP - fib1 * sd Fibm2 = VWAP - fib2 * sd // ------------------------------------- // -------------- Plots ---------------- // ------------------------------------- plot(VWAP, title="VWAP", color=color.orange) pFibp2 = plot(Fibp2, color=color.red) pFibp1 = plot(Fibp1, color=color.red) pFibm1 = plot(Fibm1, color=color.lime) pFibm2 = plot(Fibm2, color=color.lime) fill(pFibp2,pFibp1, color.red) fill(pFibm2,pFibm1, color.lime) // ------------------------------------- // ------------ Positions -------------- // ------------------------------------- bull = crossunder(low[1],Fibm1[1]) and low[1]>=Fibm2[1] and low>Fibm2 and low<Fibm1 and sd>dev bear = crossover(high[1],Fibp1[1]) and high[1]<=Fibp2[1] and high<Fibp2 and high>Fibp1 and sd>dev //plotshape(bear, title='Bear', style=shape.triangledown, location=location.abovebar, color=color.red, offset=0) //plotshape(bull, title='Bull', style=shape.triangleup, location=location.belowbar, color=color.green, offset=0) // ------------------------------------- // --------- Strategy Orders ----------- // ------------------------------------- strategy.entry("Long", true, when = bull) strategy.close("Long", when = crossover(high,VWAP) or crossunder(low,Fibm2)) strategy.entry("Short", false, when = bear) strategy.close("Short", when = crossunder(low,VWAP) or crossover(high,Fibp2))