답변완료
수식 검토 부탁드립니다 ㅠ
안녕하세요?
항상 좋은 자료와 시스템 공부하는데 잘 활용하고 있게 해주셔서 감사합니다.
1.나름 시스템식을 만들었는데,롱이 나왔다 바로 숏이 나오네요,,,
뭐가 잘못된것일까요?
2. settrailingstop의 목표가를 볼린져밴드의 상한선,하한선의 값으로 설정하고 싶은데
수식을 어떻게 만들면 될까요?
미리 감사합니다.
화창한 오월의 햇살도 함께 만끽하시기 바랍니다.
input : P1(5),P2(10),profit(20), 드랍(5);
var : mav1_1(0,data1),mav1_2(0,data1),
mav2_1(0,data2),mav2_2(0,data2),
mav3_1(0,data3),mav3_2(0,data3),
mav4_1(0,data4),mav4_2(0,data4);
mav1_1 = data1(wma(C,P1));
mav1_2 = data1(wma(C,P2));
mav2_1 = data2(wma(C,P1));
mav2_2 = data2(wma(C,P2));
mav3_1 = data3(wma(C,P1));
mav3_2 = data3(wma(C,P2));
mav4_1 = data4(wma(C,P1));
mav4_2 = data4(wma(C,P2));
if CrossUp(mav2_1,mav2_2) and
(mav2_1>mav2_2) and
(mav3_1>mav3_2) and
(mav4_1>mav4_2) Then
buy();
ExitShort();
if CrossDown(mav2_1,mav2_2) and
(mav2_1<mav2_2) and
(mav3_1<mav3_2) and
(mav4_1<mav4_2) Then
Sell();
ExitLong();
if MarketPosition == 1 Then
SetStopTrailing(드랍*PriceScale,profit*PriceScale,PointStop,0);
Else
SetStopTrailing(0,0);
if MarketPosition == -1 Then
SetStopTrailingg(드랍*PriceScale,profit*PriceScale,PointStop,0);
Else
SetStopTrailing(0,0);
2024-05-10
832
글번호 179359
시스템
답변완료
수식 변환 부탁 드립니다.
안녕하세요!
다음 수식을 예스로 변환 부탁드립니다.
//@version=4
study(format=format.price, precision=4, overlay=true)
signal_length = input(title="Signal Smoothing", type=input.integer, minval = 1, maxval = 200, defval = 11)
sma_signal = input(title="Simple MA (Signal Line)", type=input.bool, defval=true)
lin_reg = input(title="Lin Reg", type=input.bool, defval=true)
linreg_length = input(title="Linear Regression Length", type=input.integer, minval = 1, maxval = 200, defval = 11)
bopen = lin_reg ? linreg(open, linreg_length, 0) : open
bhigh = lin_reg ? linreg(high, linreg_length, 0) : high
blow = lin_reg ? linreg(low, linreg_length, 0) : low
bclose = lin_reg ? linreg(close, linreg_length, 0) : close
r = bopen < bclose
signal = sma_signal ? sma(bclose, signal_length) : ema(bclose, signal_length)
plotcandle(r ? bopen : na, r ? bhigh : na, r ? blow: na, r ? bclose : na, title="LinReg Candles", color= color.green, wickcolor=color.green, bordercolor=color.green, editable= true)
plotcandle(r ? na : bopen, r ? na : bhigh, r ? na : blow, r ? na : bclose, title="LinReg Candles", color=color.red, wickcolor=color.red, bordercolor=color.red, editable= true)
plot(signal, color=color.white)
2024-05-10
713
글번호 179342
지표
답변완료
부탁드려요
아래식을 시스템식으로 변환가능한가요?
//ALMA Smoothing
input : src(close);
input : smooth(1);
input : length1(25);
var : offset(0.85),sigma1(7),pchange(0),avpchange(0);
offset = 0.85;
sigma1 = 7;
pchange = (src-src[smooth]) / src * 100;
var : i(0),mm(0),s(0),norm(0),sum(0),weight(0);
var : r(0),rsiL(False),rsiS(False);
var : length11(0),src1(0),momm(0);
var : m1(0),m2(0),sm1(0),sm2(0),chandeMO(0),cL(False),cS(False);
mm = offset * (length1 - 1);
s = length1 / sigma1;
norm = 0.0;
sum = 0.0;
for i = 0 to length1 - 1
{
weight = exp(-1 * pow(i - mm, 2) / (2 * pow(s, 2)));
norm = norm + weight;
sum = sum + pchange[length1 - i - 1] * weight;
}
avpchange = sum / norm;
//RSI
r = rsi(14);
rsiL = r > r[1];
rsiS = r < r[1];
//Chande Momentum
length11 = 9;
src1 = close;
momm = src1-src1[1];
m1 = iff(momm >= 0.0 , momm , 0.0);
m2 = iff(momm >= 0.0 , 0 , -momm);
sm1 = AccumN(m1, length11);
sm2 = AccumN(m2, length11);
chandeMO = 100 * (sm1-sm2) / (sm1+sm2);
cL = chandeMO > chandeMO[1];
cS = chandeMO < chandeMO[1];
//GAMA credit to author: © LeafAlgo https://www.tradingview.com/v/th7NZUPM/
input : length(14);
input : adaptive(true);
input : volatilityPeriod(20);
input : vv(1);
var : gma(0),sumOfWeights(0),sigma(0),value(0),gmaColor(0),tx(0);
// Calculate Gaussian Moving Average
gma = 0.0;
sumOfWeights = 0.0;
sigma = iff(adaptive , std(close, volatilityPeriod) ,vv);
for i = 0 to length - 1
{
weight = exp(-pow(((i - (length - 1)) / (2 * sigma)), 2) / 2);
value = highest(avpchange, i + 1) + lowest(avpchange, i + 1);
gma = gma + (value * weight);
sumOfWeights = sumOfWeights + weight;
}
gma = (gma / sumOfWeights)/2;
gma = ema(gma, 7);
gmaColor = iff(avpchange >= gma , rgb(0, 161, 5) , rgb(215, 0, 0));
var : currentSignal(0),barColor(Nan);
currentSignal = iff(avpchange >= gma , 1 , -1);
if currentSignal == 1 Then
barColor = rgb(0, 186, 6);
else if currentSignal == -1 Then
barColor = rgb(176, 0, 0);
PlotPaintBar(high, low, "Bar Color", barColor);
if CrossUp(avpchange,gma) Then
{
tx = text_new(sDate[1],sTime[1],L[1],"B");
Text_SetStyle(tx,2,0);
Text_SetColor(tx,rgb(0, 161, 5));
}
if CrossDown(avpchange,gma) Then
{
tx = text_new(sDate[1],sTime[1],H[1],"S");
Text_SetStyle(tx,2,1);
Text_SetColor(tx,rgb(215, 0, 0));
}
2024-05-09
612
글번호 179338
시스템
답변완료
수식 전환 요청
안녕하세요.
변함없는 노고에 감사 드립니다.
일봉 및 분봉(15분봉)으로 종목검색식 변환 요청 드립니다.
<수식>
shift((highest(high,shortPeriod)
+lowest(low,shortPeriod)
+highest(high,midPeriod)
+lowest(low,midPeriod))/4,midPeriod-1),
LT=LOWEST(L,P2);
HT=HIGHEST(H,P2);
NewH=VALUEWHEN(1,H>HT(1),H);
BOX1=HIGHEST(H,P2-2)<HIGHEST(H,P2-1);
TOP=VALUEWHEN(1,BarsSince(H>HT(1))==(P2-2)AND
BOX1,NewH);
BTM=VALUEWHEN(1,BarsSince(H>HT(1))==(P2-2)AND
BOX1,LT);
Crossup(c,top)
and
(Disparity(120) <=Percent1
or
Disparity(240) <=Percent2)
<지표변수>
shortPeriod 9 Percent1 130
midPeriod 26 Percent2 125
longPeriod 52
P1 20
P2 5
이상 부탁 드립니다.
감사합니다.
2024-05-09
639
글번호 179337
종목검색