커뮤니티
문의드립니다.
2025-04-23 21:14:22
182
글번호 190371
지난번 수식에서 아래부분이 빠져있었네요
다시한번 부탁드립니다.
===============
// === COLOR DEFINITIONS === //
bullColor = color.rgb(92, 240, 215) // #5CF0D7
bearColor = color.rgb(179, 42, 195) // #B32AC3
flatColor = color.rgb(136, 136, 136) // gray
bullShadow = color.rgb(92, 240, 215, 14) // 20% opacity
bearShadow = color.rgb(179, 42, 195, 14)
flatShadow = color.new(flatColor, 80)
// === SLOPE-BASED COLORING === //
slopeColor = basis > basis[slopeIndex] ? bullColor : basis < basis[slopeIndex] ? bearColor : flatColor
shadowColor = basis > basis[slopeIndex] ? bullShadow : basis < basis[slopeIndex] ? bearShadow : flatShadow
// === PLOT Z-SCORE MEAN LINE + SHADOW === //
plot(showMeanLine ? basis : na, "Z-Mean Shadow", color=shadowColor, linewidth=10)
plot(showMeanLine ? basis : na, "Z-Mean", color=slopeColor, linewidth=2)
==============
매번 감사드립니다. 수고하세요!!!
답변 1
예스스탁 예스스탁 답변
2025-04-24 13:32:48
안녕하세요
예스스탁입니다.
input : zLen(100);#"Z-Score Period"
input : emaTrendLen(50); #"EMA Trend Filter"
input : rsiLen(14); #"RSI Length"
input : rsiEmaLen(8); #"EMA of RSI Period"
input : zBuyLevel(-2.0); #"Z-Score Buy Threshold"
input : zSellLevel(2.0); #"Z-Score Sell Threshold"
input : cooldownBars(10); #"Cooldown (Bars)"
input : slopeIndex(30); #"Slope Sensitivity (Bars)", minval=1)
input : showMeanLine(true);#"Show Z-Score Mean Line")
var : basis(0),stdev(0),zscore(0),EmaTrend(0),R(0),rsiEma(0),rsiEmaSlope(0);
var : isUptrend(False),isDowntrend(False);
var : canBuy(true), canSell(true), rsiBuyConfirm(False),rsiSellConfirm(False);
var : rawBuy(False),rawSell(False);
var : lastBuyBar(nan),lastSellBar(nan);
var : buySignal(False),SellSignal(False);
basis = ma(close, zLen);
stdev = std(close, zLen);
zscore = (close - basis) / stdev;
emaTrend = ema(close, emaTrendLen);
r = rsi( rsiLen);
rsiEma = ema(R, rsiEmaLen);
rsiEmaSlope = rsiEma - rsiEma[1];
isUptrend = close > emaTrend;
isDowntrend = close < emaTrend;
if rsiEma > 30 Then
canBuy = true;
if rsiEma < 70 Then
canSell = true;
rsiBuyConfirm = rsiEma < 30 and rsiEmaSlope > 0 and canBuy;
rsiSellConfirm = rsiEma > 70 and rsiEmaSlope < 0 and canSell;
rawBuy = zscore < zBuyLevel and isDowntrend and rsiBuyConfirm;
rawSell = zscore > zSellLevel and isUptrend and rsiSellConfirm;
if rawBuy Then
canBuy = false;
if rawSell Then
canSell = false;
buySignal = rawBuy and (IsNan(lastSellBar) == true or index - lastSellBar > cooldownBars);
sellSignal = rawSell and (IsNan(lastBuyBar) == true or index - lastBuyBar > cooldownBars);
if buySignal then
lastBuyBar = index;
if sellSignal Then
lastSellBar = index;
var : bullColor(0),bearColor(0),flatColor(0);
var : bullShadow(0),bearShadow(0),flatShadow(0);
var : slopeColor(0),shadowColor(0);
// === COLOR DEFINITIONS === //
bullColor = rgb(92, 240, 215); // #5CF0D7
bearColor = rgb(179, 42, 195); // #B32AC3
flatColor = rgb(136, 136, 136); // gray
bullShadow = rgb(92, 240, 215); // 20% opacity
bearShadow = rgb(179, 42, 195);
flatShadow = flatColor;
// === SLOPE-BASED COLORING === //
slopeColor = iff(basis > basis[slopeIndex] , bullColor , iff(basis < basis[slopeIndex] , bearColor , flatColor));
shadowColor = iff(basis > basis[slopeIndex] , bullShadow ,iff( basis < basis[slopeIndex] , bearShadow , flatShadow));
// === PLOT Z-SCORE MEAN LINE + SHADOW === //
if showMeanLine == true then
{
plot1(basis, "Z-Mean Shadow",shadowColor,Def,5);
plot2(basis, "Z-Mean",slopeColor,Def,2);
}
Else
{
NoPlot(1);
NoPlot(2);
}
즐거운 하루되세요
> 해암 님이 쓴 글입니다.
> 제목 : 문의드립니다.
> 지난번 수식에서 아래부분이 빠져있었네요
다시한번 부탁드립니다.
===============
// === COLOR DEFINITIONS === //
bullColor = color.rgb(92, 240, 215) // #5CF0D7
bearColor = color.rgb(179, 42, 195) // #B32AC3
flatColor = color.rgb(136, 136, 136) // gray
bullShadow = color.rgb(92, 240, 215, 14) // 20% opacity
bearShadow = color.rgb(179, 42, 195, 14)
flatShadow = color.new(flatColor, 80)
// === SLOPE-BASED COLORING === //
slopeColor = basis > basis[slopeIndex] ? bullColor : basis < basis[slopeIndex] ? bearColor : flatColor
shadowColor = basis > basis[slopeIndex] ? bullShadow : basis < basis[slopeIndex] ? bearShadow : flatShadow
// === PLOT Z-SCORE MEAN LINE + SHADOW === //
plot(showMeanLine ? basis : na, "Z-Mean Shadow", color=shadowColor, linewidth=10)
plot(showMeanLine ? basis : na, "Z-Mean", color=slopeColor, linewidth=2)
==============
매번 감사드립니다. 수고하세요!!!