커뮤니티
멀티차트수식인데 예스로 변경가능한가요?
2013-04-30 11:10:55
229
글번호 62642
Var:chng_rt(0),j(0),ma_val(0),std_val(0),dn_rng(0),up_rng(0),rawVBE_up(0),rawVBE_dn(0);
Array:len[6](0),VBE_up[6](0),VBE_dn[6](0),
up_chg[6](0),dn_chg[6](0),up_cor[6](0),dn_cor[6](0),
fcstVBE_up[6](0),fcstVBE_dn[6](0);
len[0] = 21;
len[1] = 17;
len[2] = 13;
len[3] = 9;
len[4] = 5;
len[5] = 2;
chng_rt = (C/C[1]-1);
ma_val = Average(chng_rt,len[0]);
std_val = StdDev(chng_rt,len[0]);
dn_rng = ma_val - (std_val * 2);
up_rng = ma_val + (std_val * 2);
rawVBE_up = C * (1 + up_rng);
rawVBE_dn = C * (1 + dn_rng);
for j = 0 to 5 begin
VBE_up[j] = WAverage(rawVBE_up,len[j]);
VBE_dn[j] = WAverage(rawVBE_dn,len[j]);
if VBE_up[j][1] > 0 then up_chg[j] = (VBE_up[j]-VBE_up[j][1])/VBE_up[j][1];
if VBE_dn[j][1] > 0 then dn_chg[j] = (VBE_dn[j]-VBE_dn[j][1])/VBE_dn[j][1];
end;
fcstVBE_up[0] = VBE_up[0];
fcstVBE_dn[0] = VBE_dn[0];
for j = 1 to 5 begin
up_cor[j] = Correlation(up_chg[0], up_chg[j],63);
dn_cor[j] = Correlation(dn_chg[0], dn_chg[j],63);
fcstVBE_up[j] = fcstVBE_up[j-1] * (1+(up_chg[j]*up_cor[j]));
fcstVBE_dn[j] = fcstVBE_dn[j-1] * (1+(dn_chg[j]*dn_cor[j]));
end;
plot1(fcstVBE_up[5]);
plot1[1](fcstVBE_up[4]);
plot1[2](fcstVBE_up[3]);
plot1[3](fcstVBE_up[2]);
plot1[4](fcstVBE_up[1]);
plot1[5](fcstVBE_up[0]);
plot2(fcstVBE_dn[5]);
plot2[1](fcstVBE_dn[4]);
plot2[2](fcstVBE_dn[3]);
plot2[3](fcstVBE_dn[2]);
plot2[4](fcstVBE_dn[1]);
plot2[5](fcstVBE_dn[0]);
plot3((fcstVBE_up[5]+fcstVBE_dn[5])/2);
plot3[1]((fcstVBE_up[4]+fcstVBE_dn[4])/2);
plot3[2]((fcstVBE_up[3]+fcstVBE_dn[3])/2);
plot3[3]((fcstVBE_up[2]+fcstVBE_dn[2])/2);
plot3[4]((fcstVBE_up[1]+fcstVBE_dn[1])/2);
plot3[5]((fcstVBE_up[0]+fcstVBE_dn[0])/2);
답변 1
예스스탁 예스스탁 답변
2013-04-30 15:36:43
안녕하세요
예스스탁입니다.
Var:chng_rt(0),j(0),ma_val(0),std_val(0),dn_rng(0),up_rng(0),rawVBE_up(0),rawVBE_dn(0);
Array:len[6](0),VBE_up[6](0),VBE_dn[6](0),
up_chg[6](0),dn_chg[6](0),up_cor[6](0),dn_cor[6](0),
fcstVBE_up[6](0),fcstVBE_dn[6](0);
len[0] = 21;
len[1] = 17;
len[2] = 13;
len[3] = 9;
len[4] = 5;
len[5] = 2;
chng_rt = (C/C[1]-1);
ma_val = ma(chng_rt,len[0]);
std_val = Std(chng_rt,len[0]);
dn_rng = ma_val - (std_val * 2);
up_rng = ma_val + (std_val * 2);
rawVBE_up = C * (1 + up_rng);
rawVBE_dn = C * (1 + dn_rng);
for j = 0 to 5 begin
VBE_up[j] = wma(rawVBE_up,len[j]);
VBE_dn[j] = wma(rawVBE_dn,len[j]);
if VBE_up[j][1] > 0 then up_chg[j] = (VBE_up[j]-VBE_up[j][1])/VBE_up[j][1];
if VBE_dn[j][1] > 0 then dn_chg[j] = (VBE_dn[j]-VBE_dn[j][1])/VBE_dn[j][1];
end;
fcstVBE_up[0] = VBE_up[0];
fcstVBE_dn[0] = VBE_dn[0];
for j = 1 to 5 begin
up_cor[j] = Correlation(up_chg[0], up_chg[j],63);
dn_cor[j] = Correlation(dn_chg[0], dn_chg[j],63);
fcstVBE_up[j] = fcstVBE_up[j-1] * (1+(up_chg[j]*up_cor[j]));
fcstVBE_dn[j] = fcstVBE_dn[j-1] * (1+(dn_chg[j]*dn_cor[j]));
end;
plot1(fcstVBE_up[5]);
plot2(fcstVBE_dn[5]);
plot3((fcstVBE_up[5]+fcstVBE_dn[5])/2);
수식 내용은 값을 쉬프트 하는 부분은 가능하지 않아 삭제했습니다.
즐거운 하루되세요
> 누리맨 님이 쓴 글입니다.
> 제목 : 멀티차트수식인데 예스로 변경가능한가요?
> Var:chng_rt(0),j(0),ma_val(0),std_val(0),dn_rng(0),up_rng(0),rawVBE_up(0),rawVBE_dn(0);
Array:len[6](0),VBE_up[6](0),VBE_dn[6](0),
up_chg[6](0),dn_chg[6](0),up_cor[6](0),dn_cor[6](0),
fcstVBE_up[6](0),fcstVBE_dn[6](0);
len[0] = 21;
len[1] = 17;
len[2] = 13;
len[3] = 9;
len[4] = 5;
len[5] = 2;
chng_rt = (C/C[1]-1);
ma_val = Average(chng_rt,len[0]);
std_val = StdDev(chng_rt,len[0]);
dn_rng = ma_val - (std_val * 2);
up_rng = ma_val + (std_val * 2);
rawVBE_up = C * (1 + up_rng);
rawVBE_dn = C * (1 + dn_rng);
for j = 0 to 5 begin
VBE_up[j] = WAverage(rawVBE_up,len[j]);
VBE_dn[j] = WAverage(rawVBE_dn,len[j]);
if VBE_up[j][1] > 0 then up_chg[j] = (VBE_up[j]-VBE_up[j][1])/VBE_up[j][1];
if VBE_dn[j][1] > 0 then dn_chg[j] = (VBE_dn[j]-VBE_dn[j][1])/VBE_dn[j][1];
end;
fcstVBE_up[0] = VBE_up[0];
fcstVBE_dn[0] = VBE_dn[0];
for j = 1 to 5 begin
up_cor[j] = Correlation(up_chg[0], up_chg[j],63);
dn_cor[j] = Correlation(dn_chg[0], dn_chg[j],63);
fcstVBE_up[j] = fcstVBE_up[j-1] * (1+(up_chg[j]*up_cor[j]));
fcstVBE_dn[j] = fcstVBE_dn[j-1] * (1+(dn_chg[j]*dn_cor[j]));
end;
plot1(fcstVBE_up[5]);
plot1[1](fcstVBE_up[4]);
plot1[2](fcstVBE_up[3]);
plot1[3](fcstVBE_up[2]);
plot1[4](fcstVBE_up[1]);
plot1[5](fcstVBE_up[0]);
plot2(fcstVBE_dn[5]);
plot2[1](fcstVBE_dn[4]);
plot2[2](fcstVBE_dn[3]);
plot2[3](fcstVBE_dn[2]);
plot2[4](fcstVBE_dn[1]);
plot2[5](fcstVBE_dn[0]);
plot3((fcstVBE_up[5]+fcstVBE_dn[5])/2);
plot3[1]((fcstVBE_up[4]+fcstVBE_dn[4])/2);
plot3[2]((fcstVBE_up[3]+fcstVBE_dn[3])/2);
plot3[3]((fcstVBE_up[2]+fcstVBE_dn[2])/2);
plot3[4]((fcstVBE_up[1]+fcstVBE_dn[1])/2);
plot3[5]((fcstVBE_up[0]+fcstVBE_dn[0])/2);