커뮤니티
수식작성 부탁드립니다.
2025-06-20 18:40:29
280
글번호 191981
운영자님 안녕하세요.
지난번 요청드려 받은 아래의 지표를 이용하여 시스템 수식을 만들려고 합니다.
매수조건 : cumulative_volume_delta 값이 red 에서 green 으로 변경될 때 매수
매도조건 : cumulative_volume_delta 값이 green 에서 red 으로 변경될 때 매도
input: cumulation_length(14);
var : upper_wick(0),lower_wick(0),spread(0),body_length(0);
var : percent_upper_wick(0),percent_lower_wick(0),percent_body_length(0);
var : buying_volume(0),selling_volume(0);
var : cumulative_buying_volume(0),cumulative_selling_volume(0);
var : volume_strength_wave(0),ema_volume_strength_wave(0),cumulative_volume_delta(0);
upper_wick = iff(close>open , high-close , high-open);
lower_wick = iff(close>open , open-low , close-low);
spread = high-low;
body_length = spread - (upper_wick + lower_wick);
percent_upper_wick = upper_wick/spread;
percent_lower_wick = lower_wick/spread;
percent_body_length = body_length/spread;
buying_volume = iff(close>open , (percent_body_length + (percent_upper_wick + percent_lower_wick)/2)*volume , ((percent_upper_wick + percent_lower_wick)/2) * volume);
selling_volume = iff(close<open , (percent_body_length + (percent_upper_wick + percent_lower_wick)/2)*volume , ((percent_upper_wick + percent_lower_wick)/2) * volume);
cumulative_buying_volume = ema(buying_volume,cumulation_length);
cumulative_selling_volume = ema(selling_volume,cumulation_length);
volume_strength_wave = iff(cumulative_buying_volume > cumulative_selling_volume , cumulative_buying_volume , cumulative_selling_volume);
ema_volume_strength_wave = ema(volume_strength_wave , cumulation_length);
cumulative_volume_delta = cumulative_buying_volume - cumulative_selling_volume;
plot1(cumulative_buying_volume,"cumulative_buying_volume",green);
plot2(cumulative_selling_volume,"cumulative_selling_volume",red);
plot3(ema_volume_strength_wave,"ema_volume_strength_wave",gray);
plot4(cumulative_volume_delta,"cumulative_volume_delta",iff(cumulative_volume_delta>0 ,green , red));
답변 1
예스스탁 예스스탁 답변
2025-06-23 09:03:22
안녕하세요
예스스탁입니다.
input: cumulation_length(14);
var : upper_wick(0),lower_wick(0),spread(0),body_length(0);
var : percent_upper_wick(0),percent_lower_wick(0),percent_body_length(0);
var : buying_volume(0),selling_volume(0);
var : cumulative_buying_volume(0),cumulative_selling_volume(0);
var : volume_strength_wave(0),ema_volume_strength_wave(0),cumulative_volume_delta(0);
upper_wick = iff(close>open , high-close , high-open);
lower_wick = iff(close>open , open-low , close-low);
spread = high-low;
body_length = spread - (upper_wick + lower_wick);
percent_upper_wick = upper_wick/spread;
percent_lower_wick = lower_wick/spread;
percent_body_length = body_length/spread;
buying_volume = iff(close>open , (percent_body_length + (percent_upper_wick + percent_lower_wick)/2)*volume , ((percent_upper_wick + percent_lower_wick)/2) * volume);
selling_volume = iff(close<open , (percent_body_length + (percent_upper_wick + percent_lower_wick)/2)*volume , ((percent_upper_wick + percent_lower_wick)/2) * volume);
cumulative_buying_volume = ema(buying_volume,cumulation_length);
cumulative_selling_volume = ema(selling_volume,cumulation_length);
volume_strength_wave = iff(cumulative_buying_volume > cumulative_selling_volume , cumulative_buying_volume , cumulative_selling_volume);
ema_volume_strength_wave = ema(volume_strength_wave , cumulation_length);
cumulative_volume_delta = cumulative_buying_volume - cumulative_selling_volume;
if CrossUp(cumulative_volume_delta,0) Then
Buy();
if CrossDown(cumulative_volume_delta,0) Then
Sell();
즐거운 하루되세요
> 고박사122 님이 쓴 글입니다.
> 제목 : 수식작성 부탁드립니다.
> 운영자님 안녕하세요.
지난번 요청드려 받은 아래의 지표를 이용하여 시스템 수식을 만들려고 합니다.
매수조건 : cumulative_volume_delta 값이 red 에서 green 으로 변경될 때 매수
매도조건 : cumulative_volume_delta 값이 green 에서 red 으로 변경될 때 매도
input: cumulation_length(14);
var : upper_wick(0),lower_wick(0),spread(0),body_length(0);
var : percent_upper_wick(0),percent_lower_wick(0),percent_body_length(0);
var : buying_volume(0),selling_volume(0);
var : cumulative_buying_volume(0),cumulative_selling_volume(0);
var : volume_strength_wave(0),ema_volume_strength_wave(0),cumulative_volume_delta(0);
upper_wick = iff(close>open , high-close , high-open);
lower_wick = iff(close>open , open-low , close-low);
spread = high-low;
body_length = spread - (upper_wick + lower_wick);
percent_upper_wick = upper_wick/spread;
percent_lower_wick = lower_wick/spread;
percent_body_length = body_length/spread;
buying_volume = iff(close>open , (percent_body_length + (percent_upper_wick + percent_lower_wick)/2)*volume , ((percent_upper_wick + percent_lower_wick)/2) * volume);
selling_volume = iff(close<open , (percent_body_length + (percent_upper_wick + percent_lower_wick)/2)*volume , ((percent_upper_wick + percent_lower_wick)/2) * volume);
cumulative_buying_volume = ema(buying_volume,cumulation_length);
cumulative_selling_volume = ema(selling_volume,cumulation_length);
volume_strength_wave = iff(cumulative_buying_volume > cumulative_selling_volume , cumulative_buying_volume , cumulative_selling_volume);
ema_volume_strength_wave = ema(volume_strength_wave , cumulation_length);
cumulative_volume_delta = cumulative_buying_volume - cumulative_selling_volume;
plot1(cumulative_buying_volume,"cumulative_buying_volume",green);
plot2(cumulative_selling_volume,"cumulative_selling_volume",red);
plot3(ema_volume_strength_wave,"ema_volume_strength_wave",gray);
plot4(cumulative_volume_delta,"cumulative_volume_delta",iff(cumulative_volume_delta>0 ,green , red));
이전글