안녕하세요 예스스탁입니다. input : orderFlowWindow(12); input : smoothingLength(10); input : upColor(Green); input : downColor(Red); var : efficiency(0),oF(0),orderFlow(0),stdDev(0),normalizedOrderFlow(0); var : gap(0); efficiency = abs(close-open)/volume; oF = AccumN(IFF(close > close[1] , volume , IFf(close < close[1] , -volume , 0)) * efficiency, orderFlowWindow) / AccumN(efficiency, orderFlowWindow); orderFlow = wma(2 * wma(oF, smoothingLength / 2) - wma(oF, smoothingLength), round(sqrt(smoothingLength),0)); stdDev = std(orderFlow, 45) * 1; normalizedOrderFlow = orderFlow/(stdDev + stdDev); // Plotting Order Flow Columns gap = 0.4; #plot1(gap,"Basis", blue); plot2(0,"Basis", IFf(close > 0 , upColor , downColor)); #plot3(-gap,"Basis", Blue); #plot4(1.5+gap,"upper"); plot5(1.5,"upper", blue); #plot6(1.5-gap,"upper", blue); #plot7(-1.5+gap,"lower", blue); #plot8(-1.5,"lower", blue); #plot9(-1.5-gap,"lower", blue); plot10(avg(gap, 1.5-gap), "Upper Inter Range",Blue); plot11(avg(-gap, -1.5+gap), "Lower Inter Range",Blue); var : transparencyControl1(0),chg1(0),chg2(0),chg3(0),chg4(0); transparencyControl1 = 30; chg1 = normalizedOrderFlow * 0.80; chg2 = normalizedOrderFlow * 0.60; chg3 = normalizedOrderFlow * 0.40; chg4 = normalizedOrderFlow * 0.20; plot12(normalizedOrderFlow, "normalizedOrderFlow",iff(normalizedOrderFlow > 0 , upColor , downColor)); plot13(chg1, "chg1",IFF(normalizedOrderFlow > 0 , upColor , downColor)); plot14(chg2, "chg2",IFF(normalizedOrderFlow > 0 , upColor , downColor)); plot15(chg3, "chg3",IFF(normalizedOrderFlow > 0 , upColor , downColor)); plot16(chg4, "chg4",IFF(normalizedOrderFlow > 0 , upColor , downColor)); plot17(normalizedOrderFlow,"normalizedOrderFlow", IFf(normalizedOrderFlow > 0 , upColor , downColor)); var : tx(0); if CrossDown(normalizedOrderFlow, 1.5) Then { tx = Text_New_Self(sDate,sTime,1.5,"▼"); Text_SetStyle(tx,2,1); Text_SetColor(tx,downColor); } if CrossUp(normalizedOrderFlow, -1.5) Then { tx = Text_New_Self(sDate,sTime,-1.5,"▲"); Text_SetStyle(tx,2,0); Text_SetColor(tx,upColor); } 즐거운 하루되세요 > 사노소이 님이 쓴 글입니다. > 제목 : 수식 부탁드립니다 > 지표식 부탁 드립니다. indicator(title='Weighted Orderflow', precision = 3, overlay=false, explicit_plot_zorder = true) // Input parameters useSmoothing = input.bool(true, "Smooth OrderFlow?", group = "Calculation Parameters") orderFlowWindow = input.int(12, minval=1, title='Order Flow Period', group = "Calculation Parameters") smoothingLength = input.int(10, minval=1, title='Order Flow HMA Smoothing Length', group = "Calculation Parameters") // Colors upColor = input(#00ffbb, "Up Colour") downColor = input(#ff1100, "Down Colour") // Order Flow Calculation efficiency = math.abs(close-open)/volume orderFlow = math.sum((close > close[1] ? volume : (close < close[1] ? -volume : 0)) * efficiency, orderFlowWindow) / math.sum(efficiency, orderFlowWindow) orderFlow := useSmoothing ? ta.hma(orderFlow, smoothingLength) : orderFlow pine_vwrma(x, y) => ta.rma(x * volume, y) / ta.rma(volume, y) // Standard Deviation Calculation stdDev = ta.stdev(orderFlow, 45) * 1 normalizedOrderFlow = orderFlow/(stdDev + stdDev) // Plotting Order Flow Columns gap = 0.4 midu = plot(gap, "Basis", color = color.blue, display = display.none) mmm = plot(0, "Basis", color = color.new(close > 0 ? upColor : downColor, 3), display = display.all) midl = plot(-gap, "Basis", color = color.blue, display = display.none) upu = plot(1.5+gap, "upper", color = color.blue, display = display.none) uuu = plot(1.5, "upper", color = color.blue, display = display.none) upl = plot(1.5-gap, "upper", color = color.blue, display = display.none) lpu = plot(-1.5+gap, "lower", color = color.blue, display = display.none) lll = plot(-1.5, "lower", color = color.blue, display = display.none) lpl = plot(-1.5-gap, "lower", color = color.blue, display = display.none) plot(math.avg(gap, 1.5-gap), "Upper Inter Range", color.new(chart.fg_color, 80), 1, plot.style_circles) plot(math.avg(-gap, -1.5+gap), "Lower Inter Range", color.new(chart.fg_color, 80), 1, plot.style_circles) fill(upu, uuu, 1.5+gap, 1.5, color.new(downColor, normalizedOrderFlow > 0 ? 20 : 60), color.new(downColor, normalizedOrderFlow > 0 ? 50 : 80), "Upper Cloud") fill(upl, uuu, 1.52, 1.5-gap, color.new(downColor, 80), color.new(downColor, 99), "Upper Cloud") fill(lpl, lll, -1.5, -1.5-gap, color.new(upColor, normalizedOrderFlow < 0 ? 50 : 80), color.new(upColor, normalizedOrderFlow < 0 ? 20 : 60), "lower Cloud") fill(lpu, lll, -1.5+gap, -1.5, color.new(upColor, 99),color.new(upColor, 80), "lower Cloud") transparencyControl1 = 30 chg1 = normalizedOrderFlow * 0.80 chg2 = normalizedOrderFlow * 0.60 chg3 = normalizedOrderFlow * 0.40 chg4 = normalizedOrderFlow * 0.20 plot(normalizedOrderFlow, color = color.new(normalizedOrderFlow > 0 ? upColor : downColor, transparencyControl1+60), style = plot.style_columns, linewidth = 4) plot(chg1, color = color.new(normalizedOrderFlow > 0 ? upColor : downColor, transparencyControl1+55), style = plot.style_columns, linewidth = 4) plot(chg2, color = color.new(normalizedOrderFlow > 0 ? upColor : downColor, transparencyControl1+40), style = plot.style_columns, linewidth = 4) plot(chg3, color = color.new(normalizedOrderFlow > 0 ? upColor : downColor, transparencyControl1+30), style = plot.style_columns, linewidth = 4) plot(chg4, color = color.new(normalizedOrderFlow > 0 ? upColor : downColor, transparencyControl1+25), style = plot.style_columns, linewidth = 4) plot(normalizedOrderFlow, color = color.new(normalizedOrderFlow > 0 ? upColor : downColor, transparencyControl1)) plotchar(ta.crossunder(normalizedOrderFlow, 1.5) ? 2.1 : na, "Bearish Reversal", "▼", location.absolute, downColor, size = size.tiny) plotchar(ta.crossover(normalizedOrderFlow, -1.5) ? -2.1 : na, "Bullish Reversal", "▲", location.absolute, upColor, size = size.tiny)