답변완료
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트레인딩뷰챠트인데 변환 부탁드려요
1.
// Discontinued Signal Lines
dsl_lines(src, length)=>
UP = 0.
DN = 0.
UP := (src > ta.sma(src, length)) ? nz(UP[1]) + dsl_mode / length * (src - nz(UP[1])) : nz(UP[1])
DN := (src < ta.sma(src, length)) ? nz(DN[1]) + dsl_mode / length * (src - nz(DN[1])) : nz(DN[1])
[UP, DN]
2.
// Zero-Lag Exponential Moving Average function
zlema(src, length) =>
lag = math.floor((length - 1) / 2)
ema_data = 2 * src - src[lag]
ema2 = ta.ema(ema_data, length)
ema2
//@version=5
indicator("DSL Oscillator [BigBeluga]")
// ====================================================================================================================}
// INPUTS
// ===================================================================================================================={
// User inputs for customization
len = input.int(10, "Length")
dsl_mode = input.string("Fast", "DSL Lines Mode", ["Fast", "Slow"]) == "Fast" ? 2 : 1
// Color definitions
color_up = #8BD8BD
color_dn = #436cd3
// Condition for a dashed line
bool dashed = bool(bar_index % 2)
// ====================================================================================================================}
// CALCULATIONS
// ===================================================================================================================={
// Calculate RSI with a period of 10
RSI = ta.rsi(close, 10)
// Zero-Lag Exponential Moving Average function
zlema(src, length) =>
lag = math.floor((length - 1) / 2)
ema_data = 2 * src - src[lag]
ema2 = ta.ema(ema_data, length)
ema2
// Discontinued Signal Lines
dsl_lines(src, length)=>
up = 0.
dn = 0.
up := (src > ta.sma(src, length)) ? nz(up[1]) + dsl_mode / length * (src - nz(up[1])) : nz(up[1])
dn := (src < ta.sma(src, length)) ? nz(dn[1]) + dsl_mode / length * (src - nz(dn[1])) : nz(dn[1])
[up, dn]
// Calculate DSL lines for RSI
[lvlu, lvld] = dsl_lines(RSI, len)
// Calculate DSL oscillator using ZLEMA of the average of upper and lower DSL Lines
dsl_osc = zlema((lvlu + lvld) / 2, 10)
// Calculate DSL Lines for the oscillator
[level_up, level_dn] = dsl_lines(dsl_osc, 10)
// Determine color based on oscillator position relative to its DSL Lines
color = color.from_gradient(dsl_osc, level_dn, level_up, color_dn, color_up)
// ====================================================================================================================}
// PLOT
// ===================================================================================================================={
// Plot upper and lower DSL Lines
plot(level_up, color = dashed ? color.new(color_up, 20) : na, editable = false)
plot(level_dn, color = dashed ? color.new(color_dn, 20) : na, editable = false)
// Plot the DSL oscillator
plot(dsl_osc, color = color, linewidth = 2)
// Detect crossovers for signal generation
up = ta.crossover(dsl_osc, level_dn) and dsl_osc < 55
dn = ta.crossunder(dsl_osc, level_up) and dsl_osc > 50
// Plot signals on the oscillator
plotshape(up ? dsl_osc[1] : na, "", shape.circle, location.absolute, color_up, -1, "", chart.fg_color, false, size.tiny)
plotshape(dn ? dsl_osc[1] : na, "", shape.circle, location.absolute, color_dn, -1, "", chart.fg_color, false, size.tiny)
// Plot signals on the chart
plotshape(up, "", shape.triangleup, location.bottom, color_up, 0, "Enter", chart.fg_color, true, size.tiny,
force_overlay = true)
plotshape(dn, "", shape.triangledown, location.top, color_dn, 0, "Exit", chart.fg_color, true, size.tiny,
force_overlay = true)
// Color the background on signal occurrences
bgcolor(up ? color.new(color_up, 90) : na, force_overlay = true, editable = false)
bgcolor(dn ? color.new(color_dn, 90) : na, force_overlay = true, editable = false)
// Color candles based on signals
candle_col = up ? color.new(color_up, 0) : dn ? color.new(color_dn, 0) : na
plotcandle(open, high, low, close, "",
candle_col,
candle_col,
bordercolor = candle_col,
force_overlay = true,
editable = false)
// Plot horizontal lines for visual reference
h = plot(75, display = display.none, editable = false)
m = plot(50, display = display.none, editable = false)
l = plot(25, display = display.none, editable = false)
// Fill areas between horizontal lines
fill(m, h, 120, 50, color_up, na, editable = false)
fill(m, l, 50, -20, na, color_dn, editable = false)
2024-10-23
985
글번호 184503
지표
답변완료
수식지왕님이 써주신 옵션 민감도 입니다.
/*cpFlag : Call,Put 구분, 1,2로 표현
S : 기초자산가격의 가격, 예)주가지수(KOSPI200)
X : 행사가격
T : 잔존만기(연율)
r : 무위험 이자율, 예) CD금리
q : 배당률
Sig : 변동성 */
input: cpflag(1), //콜풋 입력
InS(0), //현재 지수를 입력 안하면 data 참조를 통해 실시간 가격을 이용. 테스트시 이용
x(145.0), //행사가 입력
ex(20050908), //만기일
r(0.0351), //CD 금리, 요기서 볼 수 있음 ==> http://stock.koscom.co.kr/
q(0), //배당률
InSig(0), //내재변동성을 입력 안하면 자체 계산된 변동성을 사용. 단, 오차 감안해야 함
InPrice(0); //역시 테스트를 목적으로 함
var:S(0),T(0),sig(0),price(0),ImVol(0),bs(0),delta(0),gamma(0),vega(0),theta(0),rho(0);
S = iff(inS!=0,inS,data1("c")); //kospi200종합을 같이 띄워 놓아야 합니다.
T = (DateToJulian(ex) - DateToJulian(date) + 1)/365;
price = iff(inPrice!=0,inPrice,c);
imvol = _ImVol(cpFlag, S, X, T, r, q, price);
sig = iff(insig!=0,insig,ImVol);
bs = _BlackSholes(cpFlag, S, X, T, r, q, sig);
delta = _Delta(cpFlag, S, X, T, r, q, sig);
gamma = _gamma(cpFlag, S, X, T, r, q, sig);
theta = _theta(cpFlag, S, X, T, r, q, sig);
vega = _vega(cpFlag, S, X, T, r, q, sig);
rho = _rho(cpFlag, S, X, T, r, q, sig);
plot1(imvol*100,"내재변동성");
plot2(bs,"이론가");
plot3(delta,"델타");
plot4(gamma,"감마");
plot5(theta,"쎄타");
plot6(vega,"베가");
plot7(rho,"로");
사용자 함수는 입력을 완료한 상태인데..
사용법을 정확하게 모르겠습니다.
2024-10-22
894
글번호 184498
지표