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예스스탁
작성일 : 2021-06-02 16:13:32
조회수 : 361
Re:부탁드립니다.
안녕하세요
예스스탁입니다.
올리신 내용은 변환에 시간이 많이 소모가 됩니다.
해당언어에 security함수는 특히 변환에 시간이 많이 걸리는 내용입니다.
업무상 많은 시간이 요구되는 수식은 저희가 답변을 해드리기 어렵습니다.
즐거운 하루되세요
>> 불바다 님이 쓴 글입니다.
>> 제목 : 부탁드립니다.트레이딩뷰 수식인데 변환가능할까요?
study("Open Interest Money Flow Index")
src = close
adaptive = input(title="Market Type ", options=["FUTURES", "OTHERS"], defval="FUTURES")
bFX = false
//***** CFTC MARKET CODES *****
// 1 - Futures
sCode1 =
syminfo.root == "ZB" ? "020601" :
syminfo.root == "ZN" ? "043602" :
syminfo.root == "ZQ" ? "045601" :
syminfo.root == "ZT" ? "042601" :
syminfo.root == "ZS" ? "005602" :
syminfo.root == "DC" ? "052641" :
syminfo.root == "GF" ? "061641" :
syminfo.root == "LBS" ? "058643" :
syminfo.root == "QG" ? "023655" :
syminfo.root == "QM" ? "067655" :
syminfo.root == "SOYBNUSD" ? "005602" :
syminfo.root == "ZM" ? "026603" :
syminfo.root == "ZL" ? "007601" :
syminfo.root == "ZC" ? "002602" :
syminfo.root == "CORNUSD" ? "002602" :
syminfo.root == "ZW" ? "001602" :
syminfo.root == "WHEATUSD" ? "001602" :
syminfo.root == "KE" ? "001612" :
syminfo.root == "HE" ? "054642" :
syminfo.root == "LE" ? "057642" :
syminfo.root == "GC" ? "088691" :
syminfo.root == "XAUUSD" ? "088691" :
syminfo.root == "SI" ? "084691" :
syminfo.root == "XAGUSD" ? "084691" :
syminfo.root == "HG" ? "085692" :
syminfo.root == "XCUUSD" ? "085692" :
syminfo.root == "CL" ? "067651" :
syminfo.root == "WTICOUSD" ? "067651" :
syminfo.root == "BCOUSD" ? "06765T" :
syminfo.root == "HO" ? "022651" :
syminfo.root == "RB" ? "111659" :
syminfo.root == "NG" ? "023651" :
syminfo.root == "NATGASUSD" ? "023651" :
syminfo.root == "A6" ? "232741" :
syminfo.root == "6A" ? "232741" :
syminfo.root == "AUDUSD" ? "232741" :
syminfo.root == "B6" ? "096742" :
syminfo.root == "6B" ? "096742" :
syminfo.root == "6C" ? "090741" :
syminfo.root == "CADUSD" ? "090741" :
syminfo.root == "USDCAD" ? "090741" :
syminfo.root == "GBPUSD" ? "096742" :
syminfo.root == "USDGBP" ? "096742" :
syminfo.root == "D6" ? "090741" :
syminfo.root == "CADUSD" ? "090741" :
syminfo.root == "6Z" ? "122741" :
syminfo.root == "USDZAR" ? "122741" :
syminfo.root == "ZARUSD" ? "122741" :
syminfo.root == "E6" ? "099741" :
syminfo.root == "6E" ? "099741" :
syminfo.root == "EURUSD" ? "099741" :
syminfo.root == "J6" ? "097741" :
syminfo.root == "6J" ? "097741" :
syminfo.root == "JPYUSD" ? "097741" :
syminfo.root == "USDJPY" ? "097741" :
syminfo.root == "S6" ? "092741" :
syminfo.root == "6S" ? "092741" :
syminfo.root == "USDCHF" ? "092741" :
syminfo.root == "CHFUSD" ? "092741" :
syminfo.root == "SB" ? "080732" :
syminfo.root == "SUGARUSD" ? "080732" :
syminfo.root == "KC" ? "083731" :
syminfo.root == "CC" ? "073732" :
syminfo.root == "6N" ? "112741" :
syminfo.root == "6S" ? "092741" :
syminfo.root == "CT" ? "033661" :
syminfo.root == "ES" ? "13874A" :
syminfo.root == "SPX500USD" ? "13874A" :
syminfo.root == "RTY" ? "239742" :
syminfo.root == "YM" ? "12460P" :
syminfo.root == "NQ" ? "209742" :
syminfo.root == "NAS100USD" ? "209742" :
syminfo.root == "PA" ? "075651" :
syminfo.root == "XPDUSD" ? "075651" :
syminfo.root == "PL" ? "076651" :
syminfo.root == "XPTUSD" ? "076651" :
syminfo.root == "VX" ? "1170E1" :
syminfo.root == "M6" ? "095741" :
syminfo.root == "6M" ? "095741" :
syminfo.root == "USDMXN" ? "095741" :
syminfo.root == "MXNUSD" ? "095741" :
syminfo.root == "BTCUSD" ? "133741" :
syminfo.root == "BTCUSDT" ? "133741" :
syminfo.root == "XBTUSD" ? "133741" :
""
// Futures Open Interest
quandl_futures_oi = "QUANDL:CFTC/" + sCode1 + "_F_L_ALL"
_oi_futures = security (quandl_futures_oi + "|0", "W", close)
_vol_others = volume
// Switchable Weiss Wave Open Interest (Futures) / Weiss Wave Volume (Others)
float _switchable = na
if (adaptive=="FUTURES")
_switchable:= _oi_futures
if (adaptive=="OTHERS")
_switchable:= volume
// Essential Function :
f_sum(_src , _length) =>
_output = 0.00
_length_adjusted = _length < 1 ? 1 : _length
for i = 0 to _length_adjusted-1
_output := _output + _src[i]
// MONEY FLOW INDEX (MFI)
t_mfi = input(14 , type = input.integer , title = "MFI Period") // You can use non integer or mutable variables too !!
lower = input(20 , type = input.integer , title = "Oversold") // You can use non integer or mutable variables too !!
upper = input(80 , type = input.integer , title = "Overbought") // You can use non integer or mutable variables too !!
zero = 0
hundred = 100
limit = 50
// MFI
upper_s = f_sum(_switchable * (change(src) <= 0 ? 0 : src), t_mfi)
lower_s = f_sum(_switchable * (change(src) >= 0 ? 0 : src), t_mfi)
mf = rsi(upper_s, lower_s)
// Plot data
mfp = plot(mf, color=color.new(#FFB300,0), style = plot.style_line , linewidth=2 , title = "OIMFI")
stagline = hline(limit , color=color.new(color.blue,0) , linewidth=1, editable=false)
upline = hline(upper , color=color.new(color.red,0) , linewidth=1, editable=false)
lowline = hline(lower , color=color.new(color.green,0), linewidth=1, editable=false)
zeroline = hline(zero , color=color.new(color.white,0), linewidth=1, editable=false)
hundredline = hline(hundred, color=color.new(color.white,0), linewidth=1, editable=false)
// CLose Changed Overbought Oversold Levels
col_oversold() =>
(src > src[1] and mf < 20 ? color.new(color.green,83) :
src <= src[1] and mf < 20 ? color.new(color.red,83) : color.new(color.navy,83) )
col_overbought() =>
(src > src[1] and mf > 80 ? color.new(color.green,83) :
src <= src[1] and mf > 80 ? color.new(color.red,83) : color.new(color.navy,83) )
color_oversold = col_oversold()
color_overbought = col_overbought()
fill(lowline , stagline , color=color.red , transp=83 , title = "Bear")
fill(stagline , upline , color=color.green, transp=83 , title = "Bull")
fill(zeroline , lowline , color=color_oversold , title = "Changeable Oversold")
fill(upline , hundredline , color=color_overbought, title = "Changeable Overbought")
예스스탁입니다.
올리신 내용은 변환에 시간이 많이 소모가 됩니다.
해당언어에 security함수는 특히 변환에 시간이 많이 걸리는 내용입니다.
업무상 많은 시간이 요구되는 수식은 저희가 답변을 해드리기 어렵습니다.
즐거운 하루되세요
>> 불바다 님이 쓴 글입니다.
>> 제목 : 부탁드립니다.트레이딩뷰 수식인데 변환가능할까요?
study("Open Interest Money Flow Index")
src = close
adaptive = input(title="Market Type ", options=["FUTURES", "OTHERS"], defval="FUTURES")
bFX = false
//***** CFTC MARKET CODES *****
// 1 - Futures
sCode1 =
syminfo.root == "ZB" ? "020601" :
syminfo.root == "ZN" ? "043602" :
syminfo.root == "ZQ" ? "045601" :
syminfo.root == "ZT" ? "042601" :
syminfo.root == "ZS" ? "005602" :
syminfo.root == "DC" ? "052641" :
syminfo.root == "GF" ? "061641" :
syminfo.root == "LBS" ? "058643" :
syminfo.root == "QG" ? "023655" :
syminfo.root == "QM" ? "067655" :
syminfo.root == "SOYBNUSD" ? "005602" :
syminfo.root == "ZM" ? "026603" :
syminfo.root == "ZL" ? "007601" :
syminfo.root == "ZC" ? "002602" :
syminfo.root == "CORNUSD" ? "002602" :
syminfo.root == "ZW" ? "001602" :
syminfo.root == "WHEATUSD" ? "001602" :
syminfo.root == "KE" ? "001612" :
syminfo.root == "HE" ? "054642" :
syminfo.root == "LE" ? "057642" :
syminfo.root == "GC" ? "088691" :
syminfo.root == "XAUUSD" ? "088691" :
syminfo.root == "SI" ? "084691" :
syminfo.root == "XAGUSD" ? "084691" :
syminfo.root == "HG" ? "085692" :
syminfo.root == "XCUUSD" ? "085692" :
syminfo.root == "CL" ? "067651" :
syminfo.root == "WTICOUSD" ? "067651" :
syminfo.root == "BCOUSD" ? "06765T" :
syminfo.root == "HO" ? "022651" :
syminfo.root == "RB" ? "111659" :
syminfo.root == "NG" ? "023651" :
syminfo.root == "NATGASUSD" ? "023651" :
syminfo.root == "A6" ? "232741" :
syminfo.root == "6A" ? "232741" :
syminfo.root == "AUDUSD" ? "232741" :
syminfo.root == "B6" ? "096742" :
syminfo.root == "6B" ? "096742" :
syminfo.root == "6C" ? "090741" :
syminfo.root == "CADUSD" ? "090741" :
syminfo.root == "USDCAD" ? "090741" :
syminfo.root == "GBPUSD" ? "096742" :
syminfo.root == "USDGBP" ? "096742" :
syminfo.root == "D6" ? "090741" :
syminfo.root == "CADUSD" ? "090741" :
syminfo.root == "6Z" ? "122741" :
syminfo.root == "USDZAR" ? "122741" :
syminfo.root == "ZARUSD" ? "122741" :
syminfo.root == "E6" ? "099741" :
syminfo.root == "6E" ? "099741" :
syminfo.root == "EURUSD" ? "099741" :
syminfo.root == "J6" ? "097741" :
syminfo.root == "6J" ? "097741" :
syminfo.root == "JPYUSD" ? "097741" :
syminfo.root == "USDJPY" ? "097741" :
syminfo.root == "S6" ? "092741" :
syminfo.root == "6S" ? "092741" :
syminfo.root == "USDCHF" ? "092741" :
syminfo.root == "CHFUSD" ? "092741" :
syminfo.root == "SB" ? "080732" :
syminfo.root == "SUGARUSD" ? "080732" :
syminfo.root == "KC" ? "083731" :
syminfo.root == "CC" ? "073732" :
syminfo.root == "6N" ? "112741" :
syminfo.root == "6S" ? "092741" :
syminfo.root == "CT" ? "033661" :
syminfo.root == "ES" ? "13874A" :
syminfo.root == "SPX500USD" ? "13874A" :
syminfo.root == "RTY" ? "239742" :
syminfo.root == "YM" ? "12460P" :
syminfo.root == "NQ" ? "209742" :
syminfo.root == "NAS100USD" ? "209742" :
syminfo.root == "PA" ? "075651" :
syminfo.root == "XPDUSD" ? "075651" :
syminfo.root == "PL" ? "076651" :
syminfo.root == "XPTUSD" ? "076651" :
syminfo.root == "VX" ? "1170E1" :
syminfo.root == "M6" ? "095741" :
syminfo.root == "6M" ? "095741" :
syminfo.root == "USDMXN" ? "095741" :
syminfo.root == "MXNUSD" ? "095741" :
syminfo.root == "BTCUSD" ? "133741" :
syminfo.root == "BTCUSDT" ? "133741" :
syminfo.root == "XBTUSD" ? "133741" :
""
// Futures Open Interest
quandl_futures_oi = "QUANDL:CFTC/" + sCode1 + "_F_L_ALL"
_oi_futures = security (quandl_futures_oi + "|0", "W", close)
_vol_others = volume
// Switchable Weiss Wave Open Interest (Futures) / Weiss Wave Volume (Others)
float _switchable = na
if (adaptive=="FUTURES")
_switchable:= _oi_futures
if (adaptive=="OTHERS")
_switchable:= volume
// Essential Function :
f_sum(_src , _length) =>
_output = 0.00
_length_adjusted = _length < 1 ? 1 : _length
for i = 0 to _length_adjusted-1
_output := _output + _src[i]
// MONEY FLOW INDEX (MFI)
t_mfi = input(14 , type = input.integer , title = "MFI Period") // You can use non integer or mutable variables too !!
lower = input(20 , type = input.integer , title = "Oversold") // You can use non integer or mutable variables too !!
upper = input(80 , type = input.integer , title = "Overbought") // You can use non integer or mutable variables too !!
zero = 0
hundred = 100
limit = 50
// MFI
upper_s = f_sum(_switchable * (change(src) <= 0 ? 0 : src), t_mfi)
lower_s = f_sum(_switchable * (change(src) >= 0 ? 0 : src), t_mfi)
mf = rsi(upper_s, lower_s)
// Plot data
mfp = plot(mf, color=color.new(#FFB300,0), style = plot.style_line , linewidth=2 , title = "OIMFI")
stagline = hline(limit , color=color.new(color.blue,0) , linewidth=1, editable=false)
upline = hline(upper , color=color.new(color.red,0) , linewidth=1, editable=false)
lowline = hline(lower , color=color.new(color.green,0), linewidth=1, editable=false)
zeroline = hline(zero , color=color.new(color.white,0), linewidth=1, editable=false)
hundredline = hline(hundred, color=color.new(color.white,0), linewidth=1, editable=false)
// CLose Changed Overbought Oversold Levels
col_oversold() =>
(src > src[1] and mf < 20 ? color.new(color.green,83) :
src <= src[1] and mf < 20 ? color.new(color.red,83) : color.new(color.navy,83) )
col_overbought() =>
(src > src[1] and mf > 80 ? color.new(color.green,83) :
src <= src[1] and mf > 80 ? color.new(color.red,83) : color.new(color.navy,83) )
color_oversold = col_oversold()
color_overbought = col_overbought()
fill(lowline , stagline , color=color.red , transp=83 , title = "Bear")
fill(stagline , upline , color=color.green, transp=83 , title = "Bull")
fill(zeroline , lowline , color=color_oversold , title = "Changeable Oversold")
fill(upline , hundredline , color=color_overbought, title = "Changeable Overbought")
