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문의드립니다.
아래의 수식을 변환부탁드립니다.
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study(title="VWAP-VWMA-ATR", shorttitle="Adapted-ATR", overlay=true)
//VWAP
cumulativePeriod = input(5, "Period")
typicalPrice = (high + low + close) / 3
typicalPriceVolume = typicalPrice * volume
cumulativeTypicalPriceVolume = sum(typicalPriceVolume, cumulativePeriod)
cumulativeVolume = sum(volume, cumulativePeriod)
vwapValue = cumulativeTypicalPriceVolume / cumulativeVolume
//VWMA
shortlen = input(10, minval=1)
longlen = input(5, minval=1)
short = ema(volume, shortlen)
long = ema(volume, longlen)
osc = 100 * (short - long) / long
//ATR-Stop
p=input(100,"Period")
m=input(11,"Multiplier")
max=close[1]+atr(p)[1]*m
min=close[1]-atr(p)[1]*m
stop=min
hi=true
hi:=hi[1]?high[1]>=stop[1]?false:true:low[1]<=stop[1]?true:false
stop:=hi?max:min
stop:=hi?hi[1]==false?stop:stop>stop[1]?stop[1]:stop:hi[1]?stop:stop<stop[1]?stop[1]:stop
//VWAP-VWMA-ATR
c1 =(stop+osc+vwapValue)/2
//ATRCOLOR
atrcolor=(c1>close?color.red:color.green)
//Plot
plot(c1, title="Adapted-ATR", linewidth=2, color=atrcolor, transp=0)
//BarColor
barcolor(close>c1 ? color.green : color.red)
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감사합니다. 수고하세요!!!
2025-06-11
331
글번호 191595
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