커뮤니티
문의드립니다~
2016-06-20 22:50:16
261
글번호 99313
input:p(192),stoch_k(14),stoch_d(5),stoch_s(3),mv(5),kstd(1.618);
var:j(1),sum(0),ip(0),n(0),f(0),qq(0),mm(0),tt(0),ii(0),jj(0),
kk(0),ll(0),nn(0),mi(0),kstd_internal(0.8);
var:sq(0),stdv(0),StoK(0),StoD(0);
array:ai[10,10](0),b[10](0),x[10](0),sx[20](0);
array:fx[500](0),sqh[500](0),sql[500](0),stdh[500](0),stdl[500](0);
//-------------------stochastic-------------------
value1 = lowest(L,stoch_k);
value2 = highest(H,stoch_k);
value3 = (Close - value1) / (value2 - value1) * 100;
StoK = ma(value3, stoch_d);
StoD = ma(StoK,stoch_s);
//-------------------sx---------------------------
sx[1] = p + 1;
nn = mv + 1; //5 + 1 = 6
for mi = 1 to nn * 2 - 2 begin //1 ~ 10
sum = 0;
for n = j to j + p begin //1 ~ 193
sum = sum + pow(n,mi);
end
sx[mi + 1] = sum;
end
//-------------------syx--------------------------
for mi = 1 to nn begin //1 ~ 6
sum = 0;
for n = j to j + p begin //1 ~ 193
if mi == 1 then
sum = sum + StoK[n];
else
sum = sum + StoK[n] * pow(n,mi - 1);
end
b[mi] = sum;
end
//===================Matrix=======================
for jj = 1 to nn begin //1 ~ 6
for ii = 1 to nn begin //1 ~ 6
kk = ii + jj - 1; //1 ~ 11
ai[ii,jj] = sx[kk];
end
end
//===================Gauss========================
for kk = 1 to nn - 1 begin //1 ~ 5
ll = 0; mm = 0;
for ii = kk to nn begin
if abs(ai[ii,kk]) > mm then begin
mm = abs(ai[ii,kk]);
ll = ii;
end
end
if ll == 0 then kk = 10;
else if ll <> kk then begin
for jj = 1 to nn begin //1 ~ 6
tt = ai[kk,jj];
ai[kk,jj] = ai[ll,jj];
ai[ll,jj] = tt;
end
tt = b[kk]; b[kk] = b[ll]; b[ll] = tt;
end
for ii = kk + 1 to nn begin
qq = ai[ii,kk] / ai[kk,kk];
for jj = 1 to nn begin
if jj == kk then begin
ai[ii,jj] = 0;
end else begin
ai[ii,jj] = ai[ii,jj] - qq * ai[kk,jj];
end
end
b[ii] = b[ii] - qq * b[kk];
end
end
x[nn] = b[nn] / ai[nn,nn];
for ii = nn - 1 downto 1 begin
tt =0;
for jj = 1 to nn - ii begin
tt = tt + ai[ii,ii + jj] * x[ii + jj];
x[ii] = (1 / ai[ii,ii]) * (b[ii] - tt);
end
end
//================================================
for n = j to j + p begin
sum = 0;
for kk = 1 to mv begin
sum = sum + x[kk + 1] * Pow(n,kk);
end
fx[n] = x[1] + sum;
end
//-------------------Std--------------------------
sq = 0;
for n = j to j + p begin
sq = sq + pow(StoK[n] - fx[n],2);
end
sq = SqRt(sq / (p + 1)) * kstd;
stdv = STD(StoK,p)[j] * kstd_internal;
for n = j to j + p begin
sqh[n] = fx[n] + sq;
sql[n] = fx[n] - sq;
stdh[n] = fx[n] + stdv;
stdl[n] = fx[n] - stdv;
end
plot1(fx[1],"fx",BWHITE);
plot2(sqh[1],"sqh",MAGENTA);
plot3(sql[1],"sql",MAGENTA);
plot4(stdh[1],"stdh",CYAN);
plot5(stdl[1],"stdl",CYAN);
plot6(StoK[0],"StoK",BLUE);
plot7(StoD[0],"StoD",RED);
PlotBaseLine1(80,"80",GRAY);
PlotBaseLine2(50,"50",GRAY);
PlotBaseLine3(20,"20",GRAY);
PlotBaseLine4(100,"100",GRAY);
PlotBaseLine5(0,"0",GRAY);
수식지왕님의 지표 입니다
1. fx선을 중심선으라고 하고
stok, stoD 선이 위 fx선을 뚫고 올라갈경우 매수신호발생
반대로 위 stok,stoD선이 위 fx선을 뚫고 내려갈경우 매도신호발생
2. stdh선은 fx 선의 위 하늘색 선
stdl선은 fx 선의 밑 하늘색 선
stok,stoD 선이 stdl선을 뚫고 올라갈경우 매수신호 발생
stok,stoD 선이 stdh선을 뚫고 내려갈경우 매도신호 발생
3. sgh선은 fx선의 위 핑크색 선
sgl선은 fx선의 밑 핑크색 선
stok,stoD 선이 stdl선을 뚫고 올라올경우 ;매수신호 발생
stok,stoD 선이 sgh 선을 뚫고 내려올경우 매수신호 청산
stoK,stoD 선이 stdh선을 뚫고 내려올경우 매도신호 발생
stoK,stoD 선이 sgl선을 뚫고 올라올경우 매도신호 청산
잘부탁드립니다
답변 1
예스스탁 예스스탁 답변
2016-06-21 11:06:11
안녕하세요
예스스탁입니다.
input:p(192),stoch_k(14),stoch_d(5),stoch_s(3),mv(5),kstd(1.618);
var:j(1),sum(0),ip(0),n(0),f(0),qq(0),mm(0),tt(0),ii(0),jj(0),
kk(0),ll(0),nn(0),mi(0),kstd_internal(0.8);
var:sq(0),stdv(0),StoK(0),StoD(0);
array:ai[10,10](0),b[10](0),x[10](0),sx[20](0);
array:fx[500](0),sqh[500](0),sql[500](0),stdh[500](0),stdl[500](0);
//-------------------stochastic-------------------
value1 = lowest(L,stoch_k);
value2 = highest(H,stoch_k);
value3 = (Close - value1) / (value2 - value1) * 100;
StoK = ma(value3, stoch_d);
StoD = ma(StoK,stoch_s);
//-------------------sx---------------------------
sx[1] = p + 1;
nn = mv + 1; //5 + 1 = 6
for mi = 1 to nn * 2 - 2 begin //1 ~ 10
sum = 0;
for n = j to j + p begin //1 ~ 193
sum = sum + pow(n,mi);
end
sx[mi + 1] = sum;
end
//-------------------syx--------------------------
for mi = 1 to nn begin //1 ~ 6
sum = 0;
for n = j to j + p begin //1 ~ 193
if mi == 1 then
sum = sum + StoK[n];
else
sum = sum + StoK[n] * pow(n,mi - 1);
end
b[mi] = sum;
end
//===================Matrix=======================
for jj = 1 to nn begin //1 ~ 6
for ii = 1 to nn begin //1 ~ 6
kk = ii + jj - 1; //1 ~ 11
ai[ii,jj] = sx[kk];
end
end
//===================Gauss========================
for kk = 1 to nn - 1 begin //1 ~ 5
ll = 0; mm = 0;
for ii = kk to nn begin
if abs(ai[ii,kk]) > mm then begin
mm = abs(ai[ii,kk]);
ll = ii;
end
end
if ll == 0 then kk = 10;
else if ll <> kk then begin
for jj = 1 to nn begin //1 ~ 6
tt = ai[kk,jj];
ai[kk,jj] = ai[ll,jj];
ai[ll,jj] = tt;
end
tt = b[kk]; b[kk] = b[ll]; b[ll] = tt;
end
for ii = kk + 1 to nn begin
qq = ai[ii,kk] / ai[kk,kk];
for jj = 1 to nn begin
if jj == kk then begin
ai[ii,jj] = 0;
end else begin
ai[ii,jj] = ai[ii,jj] - qq * ai[kk,jj];
end
end
b[ii] = b[ii] - qq * b[kk];
end
end
x[nn] = b[nn] / ai[nn,nn];
for ii = nn - 1 downto 1 begin
tt =0;
for jj = 1 to nn - ii begin
tt = tt + ai[ii,ii + jj] * x[ii + jj];
x[ii] = (1 / ai[ii,ii]) * (b[ii] - tt);
end
end
//================================================
for n = j to j + p begin
sum = 0;
for kk = 1 to mv begin
sum = sum + x[kk + 1] * Pow(n,kk);
end
fx[n] = x[1] + sum;
end
//-------------------Std--------------------------
sq = 0;
for n = j to j + p begin
sq = sq + pow(StoK[n] - fx[n],2);
end
sq = SqRt(sq / (p + 1)) * kstd;
stdv = STD(StoK,p)[j] * kstd_internal;
for n = j to j + p begin
sqh[n] = fx[n] + sq;
sql[n] = fx[n] - sq;
stdh[n] = fx[n] + stdv;
stdl[n] = fx[n] - stdv;
end
#1
if (crossup(stok,fx[1]) and stod > fx[1]) or
(CrossUp(stod,fx[1]) and stok > fx[1]) Then
buy();
if (CrossDown(stok,fx[1]) and stod < fx[1]) or
(CrossDown(stod,fx[1]) and stok < fx[1]) Then
sell();
#2
if (crossup(stok,stdh[1]) and stod > stdh[1]) or
(CrossUp(stod,stdh[1]) and stok > stdh[1]) Then
buy();
if (CrossDown(stok,stdl[1]) and stod < stdl[1]) or
(CrossDown(stod,stdl[1]) and stok < stdl[1]) Then
sell();
#3
if (crossup(stok,stdl[1]) and stod > stdl[1]) or
(CrossUp(stod,stdl[1]) and stok > stdl[1]) Then
buy();
if (CrossDown(stok,sqh[1]) and stod < sqh[1]) or
(CrossDown(stod,sqh[1]) and stok < sqh[1]) Then
ExitLong();
if (CrossDown(stok,stdh[1]) and stod < stdh[1]) or
(CrossDown(stod,stdh[1]) and stok < stdh[1]) Then
sell();
if (crossup(stok,sql[1]) and stod > sql[1]) or
(CrossUp(stod,sql[1]) and stok > sql[1]) Then
buy();
즐거운 하루되세요
> 곽민수 님이 쓴 글입니다.
> 제목 : 문의드립니다~
> input:p(192),stoch_k(14),stoch_d(5),stoch_s(3),mv(5),kstd(1.618);
var:j(1),sum(0),ip(0),n(0),f(0),qq(0),mm(0),tt(0),ii(0),jj(0),
kk(0),ll(0),nn(0),mi(0),kstd_internal(0.8);
var:sq(0),stdv(0),StoK(0),StoD(0);
array:ai[10,10](0),b[10](0),x[10](0),sx[20](0);
array:fx[500](0),sqh[500](0),sql[500](0),stdh[500](0),stdl[500](0);
//-------------------stochastic-------------------
value1 = lowest(L,stoch_k);
value2 = highest(H,stoch_k);
value3 = (Close - value1) / (value2 - value1) * 100;
StoK = ma(value3, stoch_d);
StoD = ma(StoK,stoch_s);
//-------------------sx---------------------------
sx[1] = p + 1;
nn = mv + 1; //5 + 1 = 6
for mi = 1 to nn * 2 - 2 begin //1 ~ 10
sum = 0;
for n = j to j + p begin //1 ~ 193
sum = sum + pow(n,mi);
end
sx[mi + 1] = sum;
end
//-------------------syx--------------------------
for mi = 1 to nn begin //1 ~ 6
sum = 0;
for n = j to j + p begin //1 ~ 193
if mi == 1 then
sum = sum + StoK[n];
else
sum = sum + StoK[n] * pow(n,mi - 1);
end
b[mi] = sum;
end
//===================Matrix=======================
for jj = 1 to nn begin //1 ~ 6
for ii = 1 to nn begin //1 ~ 6
kk = ii + jj - 1; //1 ~ 11
ai[ii,jj] = sx[kk];
end
end
//===================Gauss========================
for kk = 1 to nn - 1 begin //1 ~ 5
ll = 0; mm = 0;
for ii = kk to nn begin
if abs(ai[ii,kk]) > mm then begin
mm = abs(ai[ii,kk]);
ll = ii;
end
end
if ll == 0 then kk = 10;
else if ll <> kk then begin
for jj = 1 to nn begin //1 ~ 6
tt = ai[kk,jj];
ai[kk,jj] = ai[ll,jj];
ai[ll,jj] = tt;
end
tt = b[kk]; b[kk] = b[ll]; b[ll] = tt;
end
for ii = kk + 1 to nn begin
qq = ai[ii,kk] / ai[kk,kk];
for jj = 1 to nn begin
if jj == kk then begin
ai[ii,jj] = 0;
end else begin
ai[ii,jj] = ai[ii,jj] - qq * ai[kk,jj];
end
end
b[ii] = b[ii] - qq * b[kk];
end
end
x[nn] = b[nn] / ai[nn,nn];
for ii = nn - 1 downto 1 begin
tt =0;
for jj = 1 to nn - ii begin
tt = tt + ai[ii,ii + jj] * x[ii + jj];
x[ii] = (1 / ai[ii,ii]) * (b[ii] - tt);
end
end
//================================================
for n = j to j + p begin
sum = 0;
for kk = 1 to mv begin
sum = sum + x[kk + 1] * Pow(n,kk);
end
fx[n] = x[1] + sum;
end
//-------------------Std--------------------------
sq = 0;
for n = j to j + p begin
sq = sq + pow(StoK[n] - fx[n],2);
end
sq = SqRt(sq / (p + 1)) * kstd;
stdv = STD(StoK,p)[j] * kstd_internal;
for n = j to j + p begin
sqh[n] = fx[n] + sq;
sql[n] = fx[n] - sq;
stdh[n] = fx[n] + stdv;
stdl[n] = fx[n] - stdv;
end
plot1(fx[1],"fx",BWHITE);
plot2(sqh[1],"sqh",MAGENTA);
plot3(sql[1],"sql",MAGENTA);
plot4(stdh[1],"stdh",CYAN);
plot5(stdl[1],"stdl",CYAN);
plot6(StoK[0],"StoK",BLUE);
plot7(StoD[0],"StoD",RED);
PlotBaseLine1(80,"80",GRAY);
PlotBaseLine2(50,"50",GRAY);
PlotBaseLine3(20,"20",GRAY);
PlotBaseLine4(100,"100",GRAY);
PlotBaseLine5(0,"0",GRAY);
수식지왕님의 지표 입니다
1. fx선을 중심선으라고 하고
stok, stoD 선이 위 fx선을 뚫고 올라갈경우 매수신호발생
반대로 위 stok,stoD선이 위 fx선을 뚫고 내려갈경우 매도신호발생
2. stdh선은 fx 선의 위 하늘색 선
stdl선은 fx 선의 밑 하늘색 선
stok,stoD 선이 stdl선을 뚫고 올라갈경우 매수신호 발생
stok,stoD 선이 stdh선을 뚫고 내려갈경우 매도신호 발생
3. sgh선은 fx선의 위 핑크색 선
sgl선은 fx선의 밑 핑크색 선
stok,stoD 선이 stdl선을 뚫고 올라올경우 ;매수신호 발생
stok,stoD 선이 sgh 선을 뚫고 내려올경우 매수신호 청산
stoK,stoD 선이 stdh선을 뚫고 내려올경우 매도신호 발생
stoK,stoD 선이 sgl선을 뚫고 올라올경우 매도신호 청산
잘부탁드립니다
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