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파생돌이
2025-05-21 14:47:20
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글번호 191054
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수고하십니다 아래수식을 예스로 부탁드립니다 //@version=2 study("Fractal Adaptive Moving Average",shorttitle="FRAMA",overlay=true) price = input(hl2) len = input(defval=10,minval=1) FC = input(defval=1,minval=1) SC = input(defval=150,minval=1) len1 = len/2 w = log(2/(SC+1)) H1 = highest(high,len1) L1 = lowest(low,len1) N1 = (H1-L1)/len1 H2 = highest(high,len)[len1] L2 = lowest(low,len)[len1] N2 = (H2-L2)/len1 H3 = highest(high,len) L3 = lowest(low,len) N3 = (H3-L3)/len dimen1 = (log(N1+N2)-log(N3))/log(2) dimen = iff(N1>0 and N2>0 and N3>0,dimen1,nz(dimen1[1])) alpha1 = exp(w*(dimen-1)) oldalpha = alpha1>1?1:(alpha1<0.01?0.01:alpha1) oldN = (2-oldalpha)/oldalpha N = (((SC-FC)*(oldN-1))/(SC-1))+FC alpha_ = 2/(N+1) alpha = alpha_<2/(SC+1)?2/(SC+1):(alpha_>1?1:alpha_) out = (1-alpha)*nz(out[1]) + alpha*price plot(out,title="FRAMA",color=blue,transp=0)
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예스스탁 예스스탁 답변

2025-05-22 10:01:37

안녕하세요 예스스탁입니다. input : len(10); input : FC(1); input : SC(150); var : Price(0),Len1(0),w(0); var : H1(0),L1(0),N1(0); var : H2(0),L2(0),N2(0); var : H3(0),L3(0),N3(0); var : dimen1(0),dimen(0),alpha1(0),oldalpha(0); var : oldN(0),N(0),alpha_(0),alpha(0),out(0); Price = (H+L)/2; len1 = len/2; w = log(2/(SC+1)); H1 = highest(high,len1); L1 = lowest(low,len1); N1 = (H1-L1)/len1; H2 = highest(high,len)[len1]; L2 = lowest(low,len)[len1]; N2 = (H2-L2)/len1; H3 = highest(high,len); L3 = lowest(low,len); N3 = (H3-L3)/len; dimen1 = (log(N1+N2)-log(N3))/log(2); dimen = iff(N1>0 and N2>0 and N3>0,dimen1,IFf(IsNan(dimen1[1])==true,0,dimen1[1])); alpha1 = exp(w*(dimen-1)); oldalpha = iff(alpha1>1 , 1 ,IFf(alpha1<0.01 , 0.01 , alpha1)); oldN = (2-oldalpha)/oldalpha; N = (((SC-FC)*(oldN-1))/(SC-1))+FC; alpha_ = 2/(N+1); alpha = iff(alpha_<2/(SC+1) , 2/(SC+1) , IFf(alpha_>1 , 1 ,alpha_)); out = (1-alpha)* iff(isnan(out[1])==true,0,out[1]) + alpha*price; plot1(out,"FRAMA",blue); 즐거운 하루되세요 > 파생돌이 님이 쓴 글입니다. > 제목 : 부탁드립니다 > 수고하십니다 아래수식을 예스로 부탁드립니다 //@version=2 study("Fractal Adaptive Moving Average",shorttitle="FRAMA",overlay=true) price = input(hl2) len = input(defval=10,minval=1) FC = input(defval=1,minval=1) SC = input(defval=150,minval=1) len1 = len/2 w = log(2/(SC+1)) H1 = highest(high,len1) L1 = lowest(low,len1) N1 = (H1-L1)/len1 H2 = highest(high,len)[len1] L2 = lowest(low,len)[len1] N2 = (H2-L2)/len1 H3 = highest(high,len) L3 = lowest(low,len) N3 = (H3-L3)/len dimen1 = (log(N1+N2)-log(N3))/log(2) dimen = iff(N1>0 and N2>0 and N3>0,dimen1,nz(dimen1[1])) alpha1 = exp(w*(dimen-1)) oldalpha = alpha1>1?1:(alpha1<0.01?0.01:alpha1) oldN = (2-oldalpha)/oldalpha N = (((SC-FC)*(oldN-1))/(SC-1))+FC alpha_ = 2/(N+1) alpha = alpha_<2/(SC+1)?2/(SC+1):(alpha_>1?1:alpha_) out = (1-alpha)*nz(out[1]) + alpha*price plot(out,title="FRAMA",color=blue,transp=0)