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2025-11-03 09:52:46
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글번호 227581
1, efficiency = abs(C-O)/V; directionalVol = if(C>C(1),V,if(C<C(1),-V,0)); weightedFlow = sum(directionalVol*efficiency,orderFlowWindow); efficiencysum = sum(efficiency,orderFlowWindow); raworderFlow = weightedFlow /efficiencysum; hmaorderFlow = wavg(2*wavg(raworderFlow, floor(smoothingLength/2))-wavg(rawOrderFlow,smoothingLength), floor(sqrt(smoothingLength))); OrderFlow = if(usesmoothing == 1,hmaOrderFlow,rawOrderFlow); stdDev = stdev(orderFlow,45); nomalizedorderFlow = orderFlow/(stdDev *2); Crossup( nomalizedorderFlow ,돌파) 지표조건 orderFlowWindow 12 smoothinglength 10 useSmoothing 1 돌파 0 종목 검색식 부탁드립니다 2,1봉전 종가 아래로 주가가 하락해던 종목 매수 금지 검색 부탁 드립니다
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예스스탁 예스스탁 답변
2025-11-03 14:29:23
안녕하세요
예스스탁입니다.
input: orderFlowWindow(12),smoothingLength(10),usesmoothing(1),돌파(0);
var : efficiency(0),directionalVol(0),weightedFlow(0),efficiencysum(0);
var : raworderFlow(0),hmaorderFlow(0),OrderFlow(0),stdDev(0),nomalizedorderFlow(0);
efficiency = abs(C-O)/V;
directionalVol = iff(C>C[1],V,iff(C<C[1],-V,0));
weightedFlow = AccumN(directionalVol*efficiency,orderFlowWindow);
efficiencysum = AccumN(efficiency,orderFlowWindow);
raworderFlow = weightedFlow /efficiencysum;
hmaorderFlow = WMA(2*WMA(raworderFlow, floor(smoothingLength/2))- WMA(rawOrderFlow,smoothingLength), floor(sqrt(smoothingLength)));
OrderFlow = iff(usesmoothing == 1,hmaOrderFlow,rawOrderFlow);
stdDev = std(orderFlow,45);
nomalizedorderFlow = orderFlow/(stdDev *2);
if Crossup( nomalizedorderFlow ,돌파) Then
Find(1);
즐거운 하루되세요
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