커뮤니티
수식 부탁드립니다
변환 부탁드립니다.
//@version=6
indicator("ML Prediction", overlay = true)
// === Inputs ===
window = input.int(10, minval = 10, title = "ML Window")
forecast = input.int(1, title = "Forecast", tooltip = "Shift the ML output forward by given bars")
sigma = input.float(0.1, step = 0.01, minval = 0, title = "Sigma")
source = input.source(close, "Source")
// === VWAP Calculation ===
vwap = ta.vwap(source)
// === ML Prediction Core Logic ===
ml_base = ta.sma(source, window) // Base: simple moving average
ml_adjusted = ml_base + sigma * (vwap - ml_base) // VWAP-weighted adjustment
ml_output = ml_adjusted[forecast] // Forecast shift
// === Plotting ===
plot(vwap, color = color.new(color.blue, 0), title = "VWAP", linewidth = 2)
plot(ml_output, color = color.new(color.orange, 0), title = "ML Prediction", linewidth = 2)
답변 1
예스스탁 예스스탁 답변
2025-10-30 12:48:53