안녕하세요 예스스탁입니다. input : rsiPeriod1(14); input : speed1(1.2); input : rsiPeriod2(34); input : speed2(0.8); input : start(0.01); input : accel(0.01); input : finish(0.1); input : signal_ma(2);#1:DEMA, 2:EMA, 3:RMA, 4:SMA, 5:TEMA, 6:TRIMA, 7:VWMA, 8:WMA input : signalPer(9); var : R1(0),_maRSI1(0); var : R2(0),_maRSI2(0); var : macdHi(0),macdLo(0),macdMid(0),macdv(0),signal(0),alpha(0); _maRSI1 = 0.0; R1 = rsi(rsiPeriod1); if index < rsiPeriod1 Then _maRSI1 = c; else _maRSI1 = _maRSI1[1] + (speed1 * abs(R1/100.0-0.5)) * (close-_maRSI1[1]); _maRSI2 = 0.0; R2 = rsi(rsiPeriod2); if index < rsiPeriod2 Then _maRSI2 = c; else _maRSI2 = _maRSI2[1] + (speed2 * abs(R2/100.0-0.5)) * (close-_maRSI2[1]); macdHi = _maRSI1 - _maRSI2; macdLo = _maRSI1 - _maRSI2; macdMid = (macdHi + macdLo) * 0.5; macdv = _maRSI1 - _maRSI2; if signal_ma == 1 Then signal = ma(macdv, signalPer); else if signal_ma == 2 Then signal = ema(macdv, signalPer); else if signal_ma == 3 Then signal = 2 * ema(macdv, signalPer) - ema(ema(macdv, signalPer), signalPer) ; else if signal_ma == 4 Then signal = 3 * (ema(macdv, signalPer) - ema(ema(macdv, signalPer), signalPer)) + ema(ema(ema(macdv, signalPer), signalPer), signalPer) ; else if signal_ma == 5 Then signal = wma(macdv, signalPer); else if signal_ma == 6 Then signal = ma(ma(macdv, Ceiling(signalPer / 2)), floor(signalPer / 2) + 1); else if signal_ma == 7 Then { alpha = 1/signalPer; signal = iff(Isnan(signal[1]) == true , ma(macdv, signalPer) , alpha * macdv + (1 - alpha) * iff(isnan(signal[1]) == true,0,signal[1])); } else if signal_ma == 8 Then { signal = ma(macdv * volume, signalPer) / ma(volume, signalPer); } var : psar(Nan),maxMin(Nan),acceleration(Nan),isBelow(False); var : isFirstTrendBar(False); isFirstTrendBar = false; if index < max(rsiPeriod2, rsiPeriod1) + max(rsiPeriod2, rsiPeriod1) * 0.2 Then { if macdv > macdv[1] Then { isBelow = true; maxMin = macdHi; psar = macdLo[1]; } else { isBelow = false; maxMin = macdLo; psar = 0; } isFirstTrendBar = true; acceleration = start; } psar = psar + acceleration * (maxMin - psar); if isBelow then { if psar > macdLo Then { isFirstTrendBar = true; isBelow = false; psar = max(macdHi, maxMin); maxMin = macdLo; acceleration = start; } } else { if psar < macdHi Then { isFirstTrendBar = true; isBelow = true; psar = min(macdLo, maxMin); maxMin = macdHi; acceleration = start; } } if isFirstTrendBar == false Then { if isBelow Then { if macdHi > maxMin Then { maxMin = macdHi; acceleration = min(acceleration + accel, finish); } } else { if macdLo < maxMin Then { maxMin = macdLo; acceleration = min(acceleration + accel, finish); } } } if isBelow Then { psar = min(psar, macdLo[1]); if index > 1 then { psar = min(psar, macdLo[2]); } } else { psar = max(psar, macdHi[1]); if index > 1 then { psar = max(psar, macdHi[2]); } } plot1(0, "Zero line",Gray); plot2(macdv, "Historgram of MACD"); plot3(psar, "PSAR",iff(psar > signal , Red , Lime)); plot4(signal,"Signal",Black); var :tx(0); if psar < signal and psar[1] > signal Then { tx = Text_New_Self(sDate,sTime,psar,"●"); Text_SetColor(tx,Green); Text_SetStyle(tx,2,2); } if psar > signal and psar[1] < signal Then { tx = Text_New_Self(sDate,sTime,psar,"●"); Text_SetColor(tx,Red); Text_SetStyle(tx,2,2); } 즐거운 하루되세요 > 사노소이 님이 쓴 글입니다. > 제목 : 수식 부탁드립니다 > 지표식 부탁드립니다. //@version=5 indicator("Parabolic SAR MARSI, Adaptive MACD [Loxx]", shorttitle ="PSAR_MARSI_A_MACD [Loxx]", overlay = false, timeframe="", timeframe_gaps=true) _maRSI(src, price, rsiperiod, speed) => tprice = ta.sma(src, 1) workMaRsi = 0.0 rsi = ta.rsi(src, rsiperiod) if bar_index < rsiperiod workMaRsi := tprice else workMaRsi := workMaRsi[1] + (speed * math.abs(rsi/100.0-0.5)) * (tprice-workMaRsi[1]) workMaRsi variant(type, src, len) => sig = 0.0 if type == "SMA" sig := ta.sma(src, len) else if type == "EMA" sig := ta.ema(src, len) else if type == "DEMA" sig := 2 * ta.ema(src, len) - ta.ema(ta.ema(src, len), len) else if type == "TEMA" sig := 3 * (ta.ema(src, len) - ta.ema(ta.ema(src, len), len)) + ta.ema(ta.ema(ta.ema(src, len), len), len) else if type == "WMA" sig := ta.wma(src, len) else if type == "TRIMA" sig := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1) else if type == "RMA" sig := ta.rma(src, len) else if type == "VWMA" sig := ta.vwma(src, len) sig rsiSource = input.source(close, "RSI Source", group = "MARSI MACD") rsiPeriod1 = input.int(14, "Fast RSI Period", minval = 0, group = "MARSI MACD") speed1 = input.float(1.2, "Fast MARSI Speed", minval = 0.0, group = "MARSI MACD") rsiPeriod2 = input.int(34, "Slow RSI Period", minval = 0, group = "MARSI MACD") speed2 = input.float(0.8, "Slow MARSI Speed", minval = 0.0, group = "MARSI MACD") start = input.float(0.01, "Start", minval = 0.0, group = "Parabolic SAR") accel = input.float(0.01, "Acceleration", minval = 0.0, group = "Parabolic SAR") finish = input.float(0.1, "Maximum", minval = 0.0, group = "Parabolic SAR") signal_ma = input.string("EMA", title='Signal MA Type', options=["DEMA", "EMA", "RMA", "SMA", "TEMA", "TRIMA", "VWMA", "WMA"], group='MACD') signalPer = input.int(9,"Signal Period", minval = 0, group = "MACD") greencolor = #2DD204 redcolor = #D2042D lightgreencolor = #96E881 lightredcolor = #DF4F6C darkGreenColor = #1B7E02 darkRedColor = #93021F psarUp = input(greencolor, "PSAR Uptrend&#8195;&#8196;", group="Color Settings", inline="MACD") psarDown = input(redcolor, "PSAR Downtrend&#8195;&#8196;", group="Color Settings", inline="MACD") col_signal = input(color.white, "Signal Line&#8195;&#8198;", group="Color Settings", inline="Signal") col_grow_above = input(color.new(lightgreencolor, 60), "Above&#8196;&#8196;&#8197;Grow", group="Histogram of MACD", inline="Above") col_fall_above = input(color.new(darkGreenColor, 60), "Fall", group="Histogram of MACD", inline="Above") col_grow_below = input(color.new(darkRedColor, 60), "Below&#8195;Grow", group="Histogram of MACD", inline="Below") col_fall_below = input(color.new(lightredcolor, 60), "Fall", group="Histogram of MACD", inline="Below") macdHi = _maRSI(rsiSource, high, rsiPeriod1, speed1) - _maRSI(rsiSource, high, rsiPeriod2, speed2) macdLo = _maRSI(rsiSource, low, rsiPeriod1, speed1) - _maRSI(rsiSource, low, rsiPeriod2, speed2) macdMid = (macdHi + macdLo) * 0.5 macd = _maRSI(rsiSource, macdMid, rsiPeriod1, speed1) - _maRSI(rsiSource, macdMid, rsiPeriod2, speed2) signal= variant(signal_ma, macd, signalPer) pine_sar(start, inc, max, cutoff, _high, _low, _close) => var float result = na var float maxMin = na var float acceleration = na var bool isBelow = na bool isFirstTrendBar = false if bar_index < cutoff + cutoff * 0.2 if _close > _close[1] isBelow := true maxMin := _high result := _low[1] else isBelow := false maxMin := _low result := 0 isFirstTrendBar := true acceleration := start result := result + acceleration * (maxMin - result) if isBelow if result > _low isFirstTrendBar := true isBelow := false result := math.max(_high, maxMin) maxMin := _low acceleration := start else if result < _high isFirstTrendBar := true isBelow := true result := math.min(_low, maxMin) maxMin := _high acceleration := start if not isFirstTrendBar if isBelow if _high > maxMin maxMin := _high acceleration := math.min(acceleration + inc, max) else if _low < maxMin maxMin := _low acceleration := math.min(acceleration + inc, max) if isBelow result := math.min(result, _low[1]) if bar_index > 1 result := math.min(result, _low[2]) else result := math.max(result, _high[1]) if bar_index > 1 result := math.max(result, _high[2]) result sar = pine_sar(start, accel, finish, math.max(rsiPeriod2, rsiPeriod1), macdHi, macdLo, macd) plot(0, "Zero line", style = plot.style_circles, color = color.gray) plot(macd, "Historgram of MACD", style=plot.style_columns, color=(macd>=0 ? (macd[1] < macd ? col_grow_above : col_fall_above) : (macd[1] < macd ? col_grow_below : col_fall_below))) plot(sar, "PSAR", style=plot.style_cross, linewidth=1, color = sar > signal ? psarDown : psarUp) plot(signal,"Signal", linewidth=1, color = col_signal) plotshape(sar < signal and sar[1] > signal ? sar : na, title='PSAR Long Start', location=location.absolute, style=shape.circle, size=size.tiny, color=greencolor) plotshape(sar > signal and sar[1] < signal ? sar : na, title='PSAR Long Start', location=location.absolute, style=shape.circle, size=size.tiny, color=redcolor)