안녕하세요 예스스탁입니다. input : length1(120); input : length2(12); input : maInput(1); #1 :EMA, 2:SMA, 3:VWMA, 4:WMA; var : src(0),ma1(0),ma2(0); src = (h+L)/2; if maInput == 1 Then { ma1 = Ema(c,length1); ma2 = Ema(ma1,length2); } if maInput == 2 Then { ma1 = ma(c,length1); ma2 = ma(ma1,length2); } if maInput == 3 Then { ma1 = ma(c * volume, length1) / ma(volume, length1); ma2 = ma(ma1 * volume, length2) / ma(volume, length2); } if maInput == 4 Then { ma1 = wma(c,length1); ma2 = wma(ma1,length2); } var : lambda(0),alpha(0),nma(0); lambda = length1 / length2; alpha = lambda * (length1 - 1) / (length1 - lambda); nma = (1 + alpha) * ma1 - alpha * ma2; plot1(nma, "NMA Black Line",black); input : lenvwap(1); input : offsetvwap(0); var : srcla(0),srcvwap(0),vvwap(0),line1(0); srcla = close; srcvwap = (h+l+c)/3; if Bdate != Bdate[1] Then { var1 = 0; var2 = 0; } var1 = var1 + (srcvwap*v); var2 = var2 + v; vvwap = var1/var2; line1 = ma(srcla, lenvwap); plot2(vvwap,"VWAP MIDDLE",Red); var : emaSource(0),emaPeriod(0),devMultiple(0),baseline(0); var : stdDeviation(0),upperBand(0),lowerBand(0); emaSource = close; emaPeriod = 20; devMultiple = 2; baseline = ma(emaSource, emaPeriod); plot3(baseline, "BB Red Line", red); stdDeviation = devMultiple * (std(emaSource, emaPeriod)); upperBand = (baseline + stdDeviation); lowerBand = (baseline - stdDeviation); plot4(upperBand, "BB Top", blue); plot5(lowerBand, "BB Bottom", Violet); //HULL TREND WITH KAHLMAN input : lengthhull(24); input : showcross(true); input : gain(10000); input : k(true); var : srchull(0),Hma(0),p(0),hma3(0); srchull = (H+L)/2; hma = wma((2 * wma(srchull, lengthhull / 2)) - wma(srchull, lengthhull), round(sqrt(lengthhull),0)) ; p = lengthhull/2; hma3 = wma(wma(close,p/3)*3 - wma(close,p/2) - wma(close,p),p); var : kf1(0),dk1(0),smooth1(0),velo1(0); var : kf2(0),dk2(0),smooth2(0),velo2(0); kf1 = 0.0; dk1 = hma - iff(isnan(kf1[1]) ==true, hma,kf1[1]); smooth1 = iff(isnan(kf1[1]) ==true, hma,kf1[1])+dk1*sqrt((gain/10000)*2); velo1 = 0.0; velo1 = IFf(IsNan(velo1[1]) ==true,0,velo1[1]) + ((gain/10000)*dk1); kf1 = smooth1+velo1; kf2 = 0.0; dk2 = hma3 - iff(isnan(kf2[1]) ==true, hma3,kf2[1]); smooth2 = iff(isnan(kf2[1]) ==true, hma3,kf2[1])+dk2*sqrt((gain/10000)*2); velo2 = 0.0; velo2 = IFf(IsNan(velo2[1]) ==true,0,velo2[1]) + ((gain/10000)*dk2); kf2 = smooth2+velo2; var :aa(0),bb(0),cc(0); aa = iff(k , kf1 , hma); bb = iff(k , kf2 , hma3); cc = iff(bb > aa , lime , red); plot6(aa,"Long Plot",cc); plot7(bb,"Short Plot",cc); 즐거운 하루되세요 > 파생돌이 님이 쓴 글입니다. > 제목 : 부틱드립니다 > 수고하십니다 아래수식을 예스로 부탁드립니다 // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // &#169; Adarsh //@version=4 // Moving Average 3.0 (3rd Generation) s cript may be freely distributed under the MIT license. Copyright (c) 2018-present, Alex Orekhov (everget) study("IDEAL BB with MA (With Alerts) by Adarsh", overlay=true) length1 = input(title="1st Length", type=input.integer, minval=1, defval=120) length2 = input(title="2nd Length", type=input.integer, minval=1, defval=12) maInput = input(title="MA Type", defval="EMA", options=["EMA", "SMA", "VWMA", "WMA"]) src = input(title="Source", type=input.source, defval=hl2) getMA(src, length) => ma = 0.0 if maInput == "EMA" ma := ema(src, length) if maInput == "SMA" ma := sma(src, length) if maInput == "VWMA" ma := vwma(src, length) if maInput == "WMA" ma := wma(src, length) ma getNMA(src, length1, length2) => lambda = length1 / length2 alpha = lambda * (length1 - 1) / (length1 - lambda) ma1 = getMA(src, length1) ma2 = getMA(ma1, length2) nma = (1 + alpha) * ma1 - alpha * ma2 nma = getNMA(src, length1, length2) //emaLength = input(90, minval=1, title="EMA Length") //emaSource = input(close, title="EMA Source") //ema = ema(emaSource, emaLength) plot(nma, title="NMA Black Line", linewidth=2, style=plot.style_stepline, color=color.black, transp=0) //plot(ema, title="EMA", linewidth=1, color=color.red, transp=0) //VWAP BANDS lenvwap = input(1, minval=1, title="VWAP Length") src1a = input(close, title="VWAP Source") offsetvwap = input(title="VWAP Offset", type=input.integer, defval=0, minval=-500, maxval=500) srcvwap = hlc3 vvwap = vwap(srcvwap) line1 = sma(src1a, lenvwap) plot(vvwap, color=#e91e63, linewidth=2, style=plot.style_line, title="VWAP MIDDLE") // Boll Bands emaSource = close emaPeriod = 20 devMultiple = 2 baseline = sma(emaSource, emaPeriod) plot(baseline, title = "BB Red Line", color = color.red) stdDeviation = devMultiple * (stdev(emaSource, emaPeriod)) upperBand = (baseline + stdDeviation) lowerBand = (baseline - stdDeviation) p1 = plot(upperBand, title = "BB Top", color = color.blue) p2 = plot(lowerBand, title = "BB Bottom", color = #311b92) fill(p1, p2, color = color.blue) //HULL TREND WITH KAHLMAN srchull = input(hl2, "Price Data") lengthhull = input(24, "Lookback") showcross = input(true, "Show cross over/under") gain = input(10000, "Gain") k = input(true, "Use Kahlman") hma(_srchull, _lengthhull) => wma((2 * wma(_srchull, _lengthhull / 2)) - wma(_srchull, _lengthhull), round(sqrt(_lengthhull))) hma3(_srchull, _lengthhull) => p = lengthhull/2 wma(wma(close,p/3)*3 - wma(close,p/2) - wma(close,p),p) kahlman(x, g) => kf = 0.0 dk = x - nz(kf[1], x) smooth = nz(kf[1],x)+dk*sqrt((g/10000)*2) velo = 0.0 velo := nz(velo[1],0) + ((g/10000)*dk) kf := smooth+velo a = k ? kahlman(hma(srchull, lengthhull), gain) : hma(srchull, lengthhull) b = k ? kahlman(hma3(srchull, lengthhull), gain) : hma3(srchull, lengthhull) c = b > a ? color.lime : color.red crossdn = a > b and a[1] < b[1] crossup = b > a and b[1] < a[1] p1hma = plot(a,color=c,linewidth=1,transp=75, title="Long Plot") p2hma = plot(b,color=c,linewidth=1,transp=75, title="Short Plot") fill(p1hma,p2hma,color=c,transp=55,title="Fill") plotshape(showcross and crossdn ? a : na, location=location.abovebar, style=shape.labeldown, color=color.red, size=size.tiny, text="Sell", textcolor=color.white, transp=0, offset=-1) plotshape(showcross and crossup ? a : na, location=location.belowbar, style=shape.labelup, color=color.green, size=size.tiny, text="Buy", textcolor=color.white, transp=0, offset=-1) //ALERTS alertcondition(crossup, title='Buy', message='Go Long') alertcondition(crossdn, title='Sell', message='Go Short')