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수식 수정좀 부탁드립니다
2015-07-07 22:51:39
136
글번호 88138
input:len(19);
var:AA(0),wcl(0),b(0),avgTR(0),newvar1(0),volratio(0),const(0),buypr(0),sp(0),
bpp(0),NEWVAR2(0),WTCRATIO(0),SELLPR(0),MABP(0),BUYPRES(0),MASP(0),SELLPRES(0),
FORMAT(0),DIVEND(0),TEMPDI(0),MYDMI(0),divsor(0);
AA =(H+L+2*C);
wCl =(H+L+C+C)/4;
B =Average((highest(H,2)-lowest(L,2)),len);
AvgTR =Average(highest(H,2)-lowest(L,2),len);
newVar1 =V/Average(V,len);
VolRatio =V/Average(V,len);
newVar2 =(AA+Ref(AA,-1))/B;
WtCRatio =(wCl-Ref(wCl,-1)) / Min(wCl,Ref(wCl,-1));
Const =VolRatio/(Exp((wCl*3)/AvgTR)*Abs(WtCRatio));
BPP =If(AA>=Ref(AA,-1),newVar1,1/Exp((newVar2)*(Ref(AA,-1)-AA)/AA));
BuyPr:=If(WtCRatio>=0,VolRatio,Const);
SP =If(AA<=Ref(AA,-1),newVar1,1/Exp((newVar2)*(AA-Ref(AA,-1))/Ref(AA,-1)));
SellPr =If(WtCRatio<=0,VolRatio,Const);
mabp =Average(BPp,len);
BuyPres =Average(BuyPr,len);
masp =Average(SP,len);
SellPres =Average(SellPr,len);
divsor=If(mabp>masp,mabp,masp);
divend=If(mabp<masp,mabp,masp);
var2=1-(divend/divsor);
var3=If((masp>mabp),-var2,var2) ;
var4=var3*100;
var4;
Sign=If(SellPres>BuyPres,-1,1);
TempDI=Sign*If(SellPres>BuyPres,BuyPres/Max(SellPres,0.00001),SellPres/Max(BuyPres,0.00001));
myDMI=100*If(TempDI<0,-1-TempDI,1-TempDI);
plot1(mydmi,"myDMI") ;
답변 1
예스스탁 예스스탁 답변
2015-07-08 09:56:39
안녕하세요
예스스탁입니다.
input:len(19);
var:AA(0),wcl(0),b(0),avgTR(0),newvar1(0),volratio(0),const(0),buypr(0),sp(0),
bpp(0),NEWVAR2(0),WTCRATIO(0),SELLPR(0),MABP(0),BUYPRES(0),MASP(0),SELLPRES(0),
FORMAT(0),DIVEND(0),TEMPDI(0),MYDMI(0),divsor(0),Sign(0);
AA =(H+L+2*C);
wCl =(H+L+C+C)/4;
B = ma((highest(H,2)-lowest(L,2)),len);
AvgTR =ma(highest(H,2)-lowest(L,2),len);
newVar1 = V/ma(V,len);
VolRatio = V/ma(V,len);
newVar2 = (AA+AA[1])/B;
WtCRatio = (wCl-wCl[1]) / Min(wCl,wCl[1]);
Const = VolRatio/(Exp((wCl*3)/AvgTR)*Abs(WtCRatio));
BPP = Iff(AA>=AA[1],newVar1,1/Exp((newVar2)*(AA[1]-AA)/AA));
BuyPr = Iff(WtCRatio>=0,VolRatio,Const);
SP = Iff(AA<=AA[1],newVar1,1/Exp((newVar2)*(AA-AA[1])/AA[1]));
SellPr =Iff(WtCRatio<=0,VolRatio,Const);
mabp =ma(BPp,len);
BuyPres =ma(BuyPr,len);
masp =ma(SP,len);
SellPres =ma(SellPr,len);
divsor=Iff(mabp>masp,mabp,masp);
divend=Iff(mabp<masp,mabp,masp);
var2=1-(divend/divsor);
var3=Iff((masp>mabp),-var2,var2) ;
var4 = var3*100;
Sign=Iff(SellPres>BuyPres,-1,1);
TempDI=Sign*Iff(SellPres>BuyPres,BuyPres/Max(SellPres,0.00001),SellPres/Max(BuyPres,0.00001));
myDMI=100*Iff(TempDI<0,-1-TempDI,1-TempDI);
plot1(mydmi,"myDMI") ;
즐거운 하루되세요
> ijh0316 님이 쓴 글입니다.
> 제목 : 수식 수정좀 부탁드립니다
> input:len(19);
var:AA(0),wcl(0),b(0),avgTR(0),newvar1(0),volratio(0),const(0),buypr(0),sp(0),
bpp(0),NEWVAR2(0),WTCRATIO(0),SELLPR(0),MABP(0),BUYPRES(0),MASP(0),SELLPRES(0),
FORMAT(0),DIVEND(0),TEMPDI(0),MYDMI(0),divsor(0);
AA =(H+L+2*C);
wCl =(H+L+C+C)/4;
B =Average((highest(H,2)-lowest(L,2)),len);
AvgTR =Average(highest(H,2)-lowest(L,2),len);
newVar1 =V/Average(V,len);
VolRatio =V/Average(V,len);
newVar2 =(AA+Ref(AA,-1))/B;
WtCRatio =(wCl-Ref(wCl,-1)) / Min(wCl,Ref(wCl,-1));
Const =VolRatio/(Exp((wCl*3)/AvgTR)*Abs(WtCRatio));
BPP =If(AA>=Ref(AA,-1),newVar1,1/Exp((newVar2)*(Ref(AA,-1)-AA)/AA));
BuyPr:=If(WtCRatio>=0,VolRatio,Const);
SP =If(AA<=Ref(AA,-1),newVar1,1/Exp((newVar2)*(AA-Ref(AA,-1))/Ref(AA,-1)));
SellPr =If(WtCRatio<=0,VolRatio,Const);
mabp =Average(BPp,len);
BuyPres =Average(BuyPr,len);
masp =Average(SP,len);
SellPres =Average(SellPr,len);
divsor=If(mabp>masp,mabp,masp);
divend=If(mabp<masp,mabp,masp);
var2=1-(divend/divsor);
var3=If((masp>mabp),-var2,var2) ;
var4=var3*100;
var4;
Sign=If(SellPres>BuyPres,-1,1);
TempDI=Sign*If(SellPres>BuyPres,BuyPres/Max(SellPres,0.00001),SellPres/Max(BuyPres,0.00001));
myDMI=100*If(TempDI<0,-1-TempDI,1-TempDI);
plot1(mydmi,"myDMI") ;
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