답변완료
수식변환 부탁드립니다.
안녕하세요!
다음 파인스크립트 수식을 예스로 변환 부탁드립니다.
감사합니다.
//@version=5
indicator("Linear Regression Channel", shorttitle="LinReg", overlay=true)
lengthInput = input.int(100, title="Length", minval = 1, maxval = 600)
sourceInput = input.source(close, title="Source")
group1 = "Channel Settings"
useUpperDevInput = input.bool(true, title="Upper Deviation", inline = "Upper Deviation", group = group1)
upperMultInput = input.float(2.0, title="", inline = "Upper Deviation", group = group1)
useLowerDevInput = input.bool(true, title="Lower Deviation", inline = "Lower Deviation", group = group1)
lowerMultInput = input.float(2.0, title="", inline = "Lower Deviation", group = group1)
group2 = "Display Settings"
showPearsonInput = input.bool(true, "Show Pearson's R", group = group2)
extendLeftInput = input.bool(false, "Extend Lines Left", group = group2)
extendRightInput = input.bool(true, "Extend Lines Right", group = group2)
extendStyle = switch
extendLeftInput and extendRightInput => extend.both
extendLeftInput => extend.left
extendRightInput => extend.right
=> extend.none
group3 = "Color Settings"
colorUpper = input.color(color.new(color.blue, 85), "", inline = group3, group = group3)
colorLower = input.color(color.new(color.red, 85), "", inline = group3, group = group3)
calcSlope(source, length) =>
max_bars_back(source, 600)
if not barstate.islast or length <= 1
[float(na), float(na), float(na)]
else
sumX = 0.0
sumY = 0.0
sumXSqr = 0.0
sumXY = 0.0
for i = 0 to length - 1 by 1
val = source[i]
per = i + 1.0
sumX += per
sumY += val
sumXSqr += per * per
sumXY += val * per
slope = (length * sumXY - sumX * sumY) / (length * sumXSqr - sumX * sumX)
average = sumY / length
intercept = average - slope * sumX / length + slope
[slope, average, intercept]
[s, a, i] = calcSlope(sourceInput, lengthInput)
startPrice = i + s * (lengthInput - 1)
endPrice = i
var line baseLine = na
if na(baseLine) and not na(startPrice)
baseLine := line.new(bar_index - lengthInput + 1, startPrice, bar_index, endPrice, width=1, extend=extendStyle, color=color.new(colorLower, 0))
else
line.set_xy1(baseLine, bar_index - lengthInput + 1, startPrice)
line.set_xy2(baseLine, bar_index, endPrice)
na
calcDev(source, length, slope, average, intercept) =>
upDev = 0.0
dnDev = 0.0
stdDevAcc = 0.0
dsxx = 0.0
dsyy = 0.0
dsxy = 0.0
periods = length - 1
daY = intercept + slope * periods / 2
val = intercept
for j = 0 to periods by 1
price = high[j] - val
if price > upDev
upDev := price
price := val - low[j]
if price > dnDev
dnDev := price
price := source[j]
dxt = price - average
dyt = val - daY
price -= val
stdDevAcc += price * price
dsxx += dxt * dxt
dsyy += dyt * dyt
dsxy += dxt * dyt
val += slope
stdDev = math.sqrt(stdDevAcc / (periods == 0 ? 1 : periods))
pearsonR = dsxx == 0 or dsyy == 0 ? 0 : dsxy / math.sqrt(dsxx * dsyy)
[stdDev, pearsonR, upDev, dnDev]
[stdDev, pearsonR, upDev, dnDev] = calcDev(sourceInput, lengthInput, s, a, i)
upperStartPrice = startPrice + (useUpperDevInput ? upperMultInput * stdDev : upDev)
upperEndPrice = endPrice + (useUpperDevInput ? upperMultInput * stdDev : upDev)
var line upper = na
lowerStartPrice = startPrice + (useLowerDevInput ? -lowerMultInput * stdDev : -dnDev)
lowerEndPrice = endPrice + (useLowerDevInput ? -lowerMultInput * stdDev : -dnDev)
var line lower = na
if na(upper) and not na(upperStartPrice)
upper := line.new(bar_index - lengthInput + 1, upperStartPrice, bar_index, upperEndPrice, width=1, extend=extendStyle, color=color.new(colorUpper, 0))
else
line.set_xy1(upper, bar_index - lengthInput + 1, upperStartPrice)
line.set_xy2(upper, bar_index, upperEndPrice)
na
if na(lower) and not na(lowerStartPrice)
lower := line.new(bar_index - lengthInput + 1, lowerStartPrice, bar_index, lowerEndPrice, width=1, extend=extendStyle, color=color.new(colorUpper, 0))
else
line.set_xy1(lower, bar_index - lengthInput + 1, lowerStartPrice)
line.set_xy2(lower, bar_index, lowerEndPrice)
na
linefill.new(upper, baseLine, color = colorUpper)
linefill.new(baseLine, lower, color = colorLower)
float trend = math.sign(startPrice - endPrice)
alertcondition(sourceInput > line.get_price(upper, bar_index) or sourceInput < line.get_price(lower, bar_index), title='Regression Channel Exited', message="The price movement has exited Regression Channel's bounds")
alertcondition(trend[1] >= 0 and trend < 0, title='Switched to Uptrend', message='The Regression Channel trend switched from Downtrend to Uptrend')
alertcondition(trend[1] <= 0 and trend > 0, title='Switched to Downtrend', message='The Regression Channel trend switched from Uptrend to Downtrend')
// Pearson's R
var label r = na
label.delete(r[1])
if showPearsonInput and not na(pearsonR)
r := label.new(bar_index - lengthInput + 1, lowerStartPrice, str.tostring(pearsonR, "#.################"), color = color.new(color.white, 100), textcolor=color.new(colorUpper, 0), size=size.normal, style=label.style_label_up)
2024-05-07
1064
글번호 179170
지표
답변완료
시스템식 부탁 드립니다.
input : 시작일(20230425),시작시간(090000);
input : 이평1(30),이평2(60),이평3(3600);
input : 윌리엄스R기간값(70);
input : 손절틱수(500),트레일링스탑틱수(380),목표틱수(400),청산틱수(450);
var : mav1(0),mav2(0),mav3(0),WR(0);
if Bdate >= 시작일 and sTime >= 시작시간 Then
Condition1 = true;
MAV1 = MA(c,이평1);
MAV2 = MA(c,이평2);
MAV3 = MA(c,이평3);
WR = WILLR(윌리엄스R기간값);
if Condition1 == true Then
{
if MarketPosition == 0 and c > mav3 and CrossUP(WR, -80) Then
Buy("b");
if MarketPosition == 1 Then
{
if highest(H,BarsSinceEntry) >= EntryPrice+PriceScale*청산틱수 Then
if CrossDown(C,mav2) Then
ExitLong("bx");
}
if MarketPosition == 1 Then
{
if highest(H,BarsSinceEntry) >= EntryPrice+PriceScale*목표틱수 Then
ExitLong("btr",AtStop,EntryPrice+PriceScale*트레일링스탑틱수);
}
SetStopLoss(PriceScale*손절틱수,PointStop);
}
위의 수식에서 손절이 되엇을때 더이상 진입이 되지 않게 하는 것을
1번 손절과 2번손절로 구분해서 수식 추가 부탁 드립니다.
2024-05-07
740
글번호 179169
시스템