안녕하세요 예스스탁입니다. input : atr_factor(5.0); var : src(0),d(0),n(0); var : xClose(0),xOpen(0),xHigh(0),xLow(0); #Heiken Ashi 시고저종 if index == 0 then { xClose = (O+H+L+C)/4; xOpen = open; xHigh = MaxList( high, xOpen, xClose); xLow = MinList( low, xOpen,xClose); } else { xClose = (O+H+L+C)/4; xOpen = (xOpen [1] + xClose [1])/2 ; xHigh = MaxList(High, xOpen, xClose) ; xLow = MinList(Low, xOpen, xClose) ; } // For standard deviation d = 20; n = 20; src = xClose; // Volatility function var : x(0),y(0),z(0),vol(0); var : uptrend(true),mx(xClose),mn(xClose),stop(0),TF(False); var : len(0),sum(0),tr(0),atr(0),atrM(0),value(0); x = exp(std(log(xClose / xClose[1]), n) * d); y = src * pow(x, 2); z = src / pow(x, 2); vol = (xClose - lowest(z,n)) / (highest(y,n)-lowest(z,n))*100; len = max(1, min(2000, abs(int(106 * (iff(isnan(vol) == true , 1 , vol / 100)))))); atr = 0; tr = max(xhigh - xlow, abs(xhigh - xclose[1]), abs(xlow - xclose[1])); atr = (tr + (len - 1) * iff(IsNan(atr[1])==true,0,atr[1])) / len; atrM = wma(atr, len) * atr_factor - std(atr, len); mx = max(mx, src); mn = min(mn, src); value = iff(uptrend , max(stop, mx - atrM) , min(stop, mn + atrM)); stop = iff(IsNan(value) == true, src,value); uptrend = src - stop >= 0.0; if uptrend != uptrend[1] Then { mx = src; mn = src; stop = iff(uptrend , mx - atrM , mn + atrM); } var : down(False),up(False),tx(0); // Conditions down = uptrend != uptrend[1] and uptrend == False; up = uptrend != uptrend[1] and uptrend == true; // Drawings if down == true Then { tx = text_new(sDate,stime,stop,"■"); Text_SetStyle(tx,2,2); Text_SetColor(tx,Red); } if up == true Then { tx = text_new(sDate,stime,stop,"■"); Text_SetStyle(tx,2,2); Text_SetColor(tx,Green); } plot1(stop, "Volatility Calibrated ATR",iff(uptrend , green , Red)); 즐거운 하루되세요 > 해암 님이 쓴 글입니다. > 제목 : 문의드립니다. > 아래의 트레이딩뷰 수식을 변경 부탁드립니다. =================== indicator(shorttitle="[-_-] VCATR", title="[-_-] Volatility Calibrated ATR", overlay=true) src = input.source(close, "Source") atr_factor = input.float(5.0, "ATR Factor", minval=0.25, step=0.25) // For standard deviation d = 20 n = 20 // Volatility function vol_f() => x = math.exp(ta.stdev(math.log(close / close[1]), n) * d) y = src * math.pow(x, 2) z = src / math.pow(x, 2) ta.stoch(close, y, z, n) // ATR atr_f(length) => sum = 0.0 tr = math.max(high - low, math.abs(high - close[1]), math.abs(low - close[1])) sum := (tr + (length - 1) * nz(sum[1])) / length sum // Calibrator function main_f(source, atr_factor) => var bool uptrend = true var float max = src var float min = src var float stop = 0.0 vol = vol_f() len = math.max(1, math.min(2000, math.abs(int(106 * (na(vol) ? 1 : vol / 100))))) atr = atr_f(len) atrM = ta.wma(atr, len) * atr_factor - ta.stdev(atr, len) max := math.max(max, src) min := math.min(min, src) stop := nz(uptrend ? math.max(stop, max - atrM) : math.min(stop, min + atrM), src) uptrend := src - stop >= 0.0 if uptrend != nz(uptrend[1], true) max := src min := src stop := uptrend ? max - atrM : min + atrM [stop, uptrend] // Request Heikin Ashi data [stop, uptrend] = request.security(ticker.heikinashi(syminfo.tickerid), timeframe.period, main_f(src, atr_factor)) // Conditions down = uptrend != uptrend[1] and not uptrend up = uptrend != uptrend[1] and uptrend // Drawings plotshape(down, style=shape.square, color=color.red, size=size.tiny, title="Downtrend begins") plotshape(up, style=shape.square, color=color.green, size=size.tiny, location=location.belowbar, title="Uptrend begins") plot(stop, color=uptrend ? color.new(color.green, 50) : color.new(color.red, 50), linewidth=2, title="Volatility Calibrated ATR") ==================== 항상 감사드립니다. 수고하세요!!!