커뮤니티
부탁 드립니다.
2015-08-20 19:42:33
178
글번호 89733
해외선물에서 영업일 변경시간을 기준으로
유형1과 같이
당일데이터로만 계산되게 할수 있겠는지요?
유형1)
input : P(60);
var : OBVv(0),EP(0),Emav(0);
if Bdate != Bdate[1] Then
OBVv = 0;
If Close[0] > Close[1] Then
OBVv = OBVv + Volume;
If Close[0] < Close[1] Then
OBVv = OBVv - Volume;
EP = 2/(P+1);
if Bdate != Bdate[1] Then
Emav = OBVv;
if Bdate == Bdate[1] Then
Emav = OBVv * EP + emav* (1-EP);
var3 = OBVv-EMAV;
plot3(var3,"var3");
PlotBaseLine1(0,"0");
//질문수식//
Vars:
Price(0),
delta(0.1),
gamma(0),
alpha(0),
beta(0),
N(0),
Period(0),
MaxAmpl(0),
Num(0),
Denom(0),
DC(0),
DomCyc(0),
alpha1(0),
HP(0),
SmoothHP(0),
delta1(.1),
gamma1(0),
alpha2(0),
beta1(0),
IP(0),
Q1(0),
Ampl2(0),
Trend(0),
Ratio(0),
TV(0),
Width(0);
Arrays:
II[60](0),
OldI[60](0),
OlderI[60](0),
Q[60](0),
OldQ[60](0),
OlderQ[60](0),
Real[60](0),
OldReal[60](0),
OlderReal[60](0),
Imag[60](0),
OldImag[60](0),
OlderImag[60](0),
Ampl[60](0),
OldAmpl[60](0),
DB[60](0),
OldDB[60](0),
Raster[50](0),
OldRaster[50](0);
if CurrentBar > 1 then {
price = (H+L)/2;
alpha1 = (1 - Sine (360 / 30)) / Cosine(360 / 30);
HP = .5*(1 + alpha1)*(Price - Price[1]) + alpha1*HP[1];
SmoothHP = (HP + 2*HP[1] + 3*HP[2] + 3*HP[3] + 2*HP[4] + HP[5]) / 12;
IF CurrentBar < 7 Then SmoothHP = Price - Price[1];
IF CurrentBar == 1 THEN SmoothHP = 0;
}
delta = -.015*CurrentBar + .5;
If delta < .1 then delta = .1;
If CurrentBar > 12 Then Begin
For N = 12 to 60 Begin
beta = Cosine(720 / N);
gamma = 1 / Cosine(1440*delta / N);
alpha = gamma - SquareRoot(gamma*gamma - 1);
Q[N] = (.5*N / 6.28318)*(SmoothHP - SmoothHP[1]);
II[N] = SmoothHP;
Real[N] = .5*(1 - alpha)*(II[N] - OlderI[N]) + beta*(1 + alpha)*OldReal[N] - alpha*OlderReal[N];
Imag[N] = .5*(1 - alpha)*(Q[N] - OlderQ[N]) + beta*(1 + alpha)*OldImag[N] - alpha*OlderImag[N];
Ampl[N] = (Real[N]*Real[N] + Imag[N]*Imag[N]);
End;
End;
For N = 12 to 60 Begin
OlderI[N] = OldI[N];
OldI[N] = II[N];
OlderQ[N] = OldQ[N];
OldQ[N] = Q[N];
OlderReal[N] = OldReal[N];
OldReal[N] = Real[N];
OlderImag[N] = OldImag[N];
OldImag[N] = Imag[N];
OldAmpl[N] = Ampl[N];
OldDB[N] = DB[N];
End;
For N = 1 to 50 Begin
OldRaster[N] = Raster[N];
End;
MaxAmpl = Ampl[12];
For N = 12 to 60 Begin
If Ampl[N] > MaxAmpl then MaxAmpl = Ampl[N];
End;
For N = 12 to 60 Begin
If MaxAmpl <> 0 AND (Ampl[N] / MaxAmpl) > 0 Then DB[N] = -10*Log(.01 / (1 - .99*Ampl[N] / MaxAmpl)) / Log(10);
DB[N] = .33*DB[N] + .67*OldDB[N];
If DB[N] > 20 then DB[N] = 20;
End;
Num = 0;
Denom = 0;
For N = 12 to 60 Begin
If DB[N] <= 6 Then Begin
Num = Num + N*(20 - DB[N]);
Denom = Denom + (20 - DB[N]);
End;
If Denom <> 0 Then DC = .5*Num / Denom;
End;
DomCyc = Median(DC, 5);
If DomCyc < 6 Then DomCyc = 6;
if Currentbar > 1 then {
beta1 = Cosine(360 / DomCyc);
gamma1 = 1 / Cosine(720*delta1 / DomCyc);
alpha2 = gamma1 - SquareRoot(gamma1*gamma1 - 1);
IP = .5*(1 - alpha2)*(Price - Price[2]) + beta1*(1 + alpha2)*IP[1] - alpha2*IP[2];
Q1 = (Domcyc / 6.28318)*(IP - IP[1]);
Ampl2 = SquareRoot(IP*IP + Q1*Q1);
Trend = Price - Price[DomCyc - 1];
If Trend <> 0 and Ampl2 <> 0 Then Ratio = .33*Trend / Ampl2 + .67*Ratio[1];
If Ratio > 10 then Ratio = 10;
If Ratio < -10 then Ratio = -10;
TV = .05*(Ratio + 10);
}
Plot1(20*TV-10, "S51");
PlotBaseLine3(0,"0");
답변 1
예스스탁 예스스탁 답변
2015-08-21 09:16:32
안녕하세요
예스스탁입니다.
죄송합니다.올려주신 식은 어떻게 변경해야 할지 잘 모르겠습니다.
도움을 드리지 못해 죄송힙니다.
즐거운 하루되세요
> yes 님이 쓴 글입니다.
> 제목 : 부탁 드립니다.
> 해외선물에서 영업일 변경시간을 기준으로
유형1과 같이
당일데이터로만 계산되게 할수 있겠는지요?
유형1)
input : P(60);
var : OBVv(0),EP(0),Emav(0);
if Bdate != Bdate[1] Then
OBVv = 0;
If Close[0] > Close[1] Then
OBVv = OBVv + Volume;
If Close[0] < Close[1] Then
OBVv = OBVv - Volume;
EP = 2/(P+1);
if Bdate != Bdate[1] Then
Emav = OBVv;
if Bdate == Bdate[1] Then
Emav = OBVv * EP + emav* (1-EP);
var3 = OBVv-EMAV;
plot3(var3,"var3");
PlotBaseLine1(0,"0");
//질문수식//
Vars:
Price(0),
delta(0.1),
gamma(0),
alpha(0),
beta(0),
N(0),
Period(0),
MaxAmpl(0),
Num(0),
Denom(0),
DC(0),
DomCyc(0),
alpha1(0),
HP(0),
SmoothHP(0),
delta1(.1),
gamma1(0),
alpha2(0),
beta1(0),
IP(0),
Q1(0),
Ampl2(0),
Trend(0),
Ratio(0),
TV(0),
Width(0);
Arrays:
II[60](0),
OldI[60](0),
OlderI[60](0),
Q[60](0),
OldQ[60](0),
OlderQ[60](0),
Real[60](0),
OldReal[60](0),
OlderReal[60](0),
Imag[60](0),
OldImag[60](0),
OlderImag[60](0),
Ampl[60](0),
OldAmpl[60](0),
DB[60](0),
OldDB[60](0),
Raster[50](0),
OldRaster[50](0);
if CurrentBar > 1 then {
price = (H+L)/2;
alpha1 = (1 - Sine (360 / 30)) / Cosine(360 / 30);
HP = .5*(1 + alpha1)*(Price - Price[1]) + alpha1*HP[1];
SmoothHP = (HP + 2*HP[1] + 3*HP[2] + 3*HP[3] + 2*HP[4] + HP[5]) / 12;
IF CurrentBar < 7 Then SmoothHP = Price - Price[1];
IF CurrentBar == 1 THEN SmoothHP = 0;
}
delta = -.015*CurrentBar + .5;
If delta < .1 then delta = .1;
If CurrentBar > 12 Then Begin
For N = 12 to 60 Begin
beta = Cosine(720 / N);
gamma = 1 / Cosine(1440*delta / N);
alpha = gamma - SquareRoot(gamma*gamma - 1);
Q[N] = (.5*N / 6.28318)*(SmoothHP - SmoothHP[1]);
II[N] = SmoothHP;
Real[N] = .5*(1 - alpha)*(II[N] - OlderI[N]) + beta*(1 + alpha)*OldReal[N] - alpha*OlderReal[N];
Imag[N] = .5*(1 - alpha)*(Q[N] - OlderQ[N]) + beta*(1 + alpha)*OldImag[N] - alpha*OlderImag[N];
Ampl[N] = (Real[N]*Real[N] + Imag[N]*Imag[N]);
End;
End;
For N = 12 to 60 Begin
OlderI[N] = OldI[N];
OldI[N] = II[N];
OlderQ[N] = OldQ[N];
OldQ[N] = Q[N];
OlderReal[N] = OldReal[N];
OldReal[N] = Real[N];
OlderImag[N] = OldImag[N];
OldImag[N] = Imag[N];
OldAmpl[N] = Ampl[N];
OldDB[N] = DB[N];
End;
For N = 1 to 50 Begin
OldRaster[N] = Raster[N];
End;
MaxAmpl = Ampl[12];
For N = 12 to 60 Begin
If Ampl[N] > MaxAmpl then MaxAmpl = Ampl[N];
End;
For N = 12 to 60 Begin
If MaxAmpl <> 0 AND (Ampl[N] / MaxAmpl) > 0 Then DB[N] = -10*Log(.01 / (1 - .99*Ampl[N] / MaxAmpl)) / Log(10);
DB[N] = .33*DB[N] + .67*OldDB[N];
If DB[N] > 20 then DB[N] = 20;
End;
Num = 0;
Denom = 0;
For N = 12 to 60 Begin
If DB[N] <= 6 Then Begin
Num = Num + N*(20 - DB[N]);
Denom = Denom + (20 - DB[N]);
End;
If Denom <> 0 Then DC = .5*Num / Denom;
End;
DomCyc = Median(DC, 5);
If DomCyc < 6 Then DomCyc = 6;
if Currentbar > 1 then {
beta1 = Cosine(360 / DomCyc);
gamma1 = 1 / Cosine(720*delta1 / DomCyc);
alpha2 = gamma1 - SquareRoot(gamma1*gamma1 - 1);
IP = .5*(1 - alpha2)*(Price - Price[2]) + beta1*(1 + alpha2)*IP[1] - alpha2*IP[2];
Q1 = (Domcyc / 6.28318)*(IP - IP[1]);
Ampl2 = SquareRoot(IP*IP + Q1*Q1);
Trend = Price - Price[DomCyc - 1];
If Trend <> 0 and Ampl2 <> 0 Then Ratio = .33*Trend / Ampl2 + .67*Ratio[1];
If Ratio > 10 then Ratio = 10;
If Ratio < -10 then Ratio = -10;
TV = .05*(Ratio + 10);
}
Plot1(20*TV-10, "S51");
PlotBaseLine3(0,"0");