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멀티차트수식인데 예스로 변경가능한가요?

프로필 이미지
누리맨
2013-04-30 11:10:55
229
글번호 62642
답변완료
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);
지표
답변 1
프로필 이미지

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);