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∎ 매매의 기술 [ K ]/지표편집

[trader'stip]_corona_cycleperiod

by 케이님[K] 2015. 1. 27.

 

 

Inputs: 
 LineR(255),
 LineG(255),
 LineB(0),
 FuzzR(255),
 FuzzG(0),
 FuzzB(0),
 ShowDC(1);

Vars:
 price(0), 
 delta(0.1), 
 gamma(0),
 alpha(0),
 beta(0),
 N(0),
 Period(0),
 MaxAmpl(0),
 Num(0),
 Denom(0),
 DC(0),
 DomCyc(0),
 Color1(0),
 Color2(0),
 Color3(0),
 alpha1(0),
 HP(0),
 SmoothHP(0);

Arrays:
 II[60](0),
 OldI[60](0),
 OlderI[60](0),
 Q[60](0),
 OldQ[60](0),
 OlderQ[60](0),
 Real[60](0),
 OldReal[60](0),
 OlderReal[60](0),
 Imag[60](0),
 OldImag[60](0),
 OlderImag[60](0),
 Ampl[60](0),
 OldAmpl[60](0),
 DB[65](0),
 OldDB[60](0);

if Currentbar > 1 then {
 Price = (H+L)/2;
 alpha1 = (1 - Sine (360 / 30)) / Cosine(360 / 30);
 HP = 0.5*(1 + alpha1)*(Price - Price[1]) + alpha1*HP[1];
 SmoothHP = (HP + 2*HP[1] + 3*HP[2] + 3*HP[3] + 2*HP[4] + HP[5]) / 12;
}
IF CurrentBar < 7 Then SmoothHP = Price - Price[1];
IF CurrentBar == 1 THEN SmoothHP = 0;

delta = -0.015*CurrentBar + 0.5;
If delta < 0.1 then delta = 0.1;

If CurrentBar > 12 Then {
 For N = 12 to 60 { 
  beta = Cosine(720 / N);
  gamma = 1 / Cosine(1440*delta / N);
  alpha = gamma - SquareRoot(gamma*gamma - 1);
  Q[N] = (0.5*N / 6.28318)*(SmoothHP - SmoothHP[1]);
  II[N] = SmoothHP;
  Real[N] = 0.5*(1 - alpha)*(II[N] - OlderI[N]) + beta*(1 + alpha)*OldReal[N] - alpha*OlderReal[N];
  Imag[N] = 0.5*(1 - alpha)*(Q[N] - OlderQ[N]) + beta*(1 + alpha)*OldImag[N] - alpha*OlderImag[N];
  Ampl[N] = (Real[N]*Real[N] + Imag[N]*Imag[N]);
 }
}
For N = 12 to 60 {
 OlderI[N] = OldI[N];
 OldI[N] = II[N];
 OlderQ[N] = OldQ[N];
 OldQ[N] = Q[N];
 OlderReal[N] = OldReal[N];
 OldReal[N] = Real[N];
 OlderImag[N] = OldImag[N];
 OldImag[N] = Imag[N];
 OldAmpl[N] = Ampl[N];
 OldDB[N] = DB[N];
}

MaxAmpl = Ampl[12];
For N = 12 to 60 {
 If Ampl[N] > MaxAmpl then MaxAmpl = Ampl[N];
}

For N = 12 to 60 {
    //IF MaxAmpl <> 0 AND (Ampl[N] / MaxAmpl) > 0 THEN DB[N] = -60*Log(Ampl[N] / MaxAmpl) / Log(10);
    IF MaxAmpl <> 0 AND (Ampl[N] / MaxAmpl) > 0 THEN DB[N] = -10*Log(0.01 / (1 - 0.99*Ampl[N] / MaxAmpl)) / Log(10);
 DB[N] = 0.33*DB[N] + 0.67*OldDB[N];
 If DB[N] > 20 then DB[N] = 20;
}
Num = 0;
Denom = 0;
For N = 12 to 60 {
 If DB[N] <= 6 Then {
  Num = Num + N*(20 - DB[N]);
  Denom = Denom + (20 - DB[N]);
 }
 If Denom <> 0 Then DC = 0.5*Num / Denom;
}

DomCyc = median(DC, 5);

If ShowDC == True Then {
    Plot1(DomCyc, "DC", RGB(LineR, LineG, LineB),0,2);   
    Plot61(DomCyc, "DC", RGB(LineR, LineG, LineB),0,2);
}


For N = 12 to 60 {
    IF DB[N] <= 10 THEN {
        Color1 = LineR + DB[N]*(FuzzR - LineR) / 10;
        Color2 = LineG + DB[N]*(FuzzG - LineG) / 10;
  Color3 = LineB + DB[N]*(FuzzB - LineB) / 10;
 }
    IF DB[N] > 10 THEN {
        Color1 = FuzzR*(2 - DB[N] / 10);
        Color2 = FuzzG*(2 - DB[N] / 10);
  Color3 = FuzzB*(2 - DB[N] / 10);
    }
 If N == 12 Then Plot60(N/2, "S12", RGB(Color1, Color2, Color3),0,5);
 If N == 13 Then Plot59(N/2, "S13", RGB(Color1, Color2, Color3),0,5);
 If N == 14 Then Plot58(N/2, "S14", RGB(Color1, Color2, Color3),0,5);
 If N == 15 Then Plot57(N/2, "S15", RGB(Color1, Color2, Color3),0,5);
 If N == 16 Then Plot56(N/2, "S16", RGB(Color1, Color2, Color3),0,5);
 If N == 17 Then Plot55(N/2, "S17", RGB(Color1, Color2, Color3),0,5);
 If N == 18 Then Plot54(N/2, "S18", RGB(Color1, Color2, Color3),0,5);
 If N == 19 Then Plot53(N/2, "S19", RGB(Color1, Color2, Color3),0,5);
 If N == 20 Then Plot52(N/2, "S20", RGB(Color1, Color2, Color3),0,5);
 If N == 21 Then Plot51(N/2, "S21", RGB(Color1, Color2, Color3),0,5);
 If N == 22 Then Plot50(N/2, "S22", RGB(Color1, Color2, Color3),0,5);
 If N == 23 Then Plot49(N/2, "S23", RGB(Color1, Color2, Color3),0,5);
 If N == 24 Then Plot48(N/2, "S24", RGB(Color1, Color2, Color3),0,5);
 If N == 25 Then Plot47(N/2, "S25", RGB(Color1, Color2, Color3),0,5);
 If N == 26 Then Plot46(N/2, "S26", RGB(Color1, Color2, Color3),0,5);
 If N == 27 Then Plot45(N/2, "S27", RGB(Color1, Color2, Color3),0,5);
 If N == 28 Then Plot44(N/2, "S28", RGB(Color1, Color2, Color3),0,5);
 If N == 29 Then Plot43(N/2, "S29", RGB(Color1, Color2, Color3),0,5);
 If N == 30 Then Plot42(N/2, "S30", RGB(Color1, Color2, Color3),0,5);
 If N == 31 Then Plot41(N/2, "S31", RGB(Color1, Color2, Color3),0,5);
 If N == 32 Then Plot40(N/2, "S32", RGB(Color1, Color2, Color3),0,5);
 If N == 33 Then Plot39(N/2, "S33", RGB(Color1, Color2, Color3),0,5);
 If N == 34 Then Plot38(N/2, "S34", RGB(Color1, Color2, Color3),0,5);
 If N == 35 Then Plot37(N/2, "S35", RGB(Color1, Color2, Color3),0,5);
 If N == 36 Then Plot36(N/2, "S36", RGB(Color1, Color2, Color3),0,5);
 If N == 37 Then Plot35(N/2, "S37", RGB(Color1, Color2, Color3),0,5);
 If N == 38 Then Plot34(N/2, "S38", RGB(Color1, Color2, Color3),0,5);
 If N == 39 Then Plot33(N/2, "S39", RGB(Color1, Color2, Color3),0,5);
 If N == 40 Then Plot32(N/2, "S40", RGB(Color1, Color2, Color3),0,5);
 If N == 41 Then Plot31(N/2, "S41", RGB(Color1, Color2, Color3),0,5);
 If N == 42 Then Plot30(N/2, "S42", RGB(Color1, Color2, Color3),0,5);
 If N == 43 Then Plot29(N/2, "S43", RGB(Color1, Color2, Color3),0,5);
 If N == 44 Then Plot28(N/2, "S44", RGB(Color1, Color2, Color3),0,5);
 If N == 45 Then Plot27(N/2, "S45", RGB(Color1, Color2, Color3),0,5);
 If N == 46 Then Plot26(N/2, "S46", RGB(Color1, Color2, Color3),0,5);
 If N == 47 Then Plot25(N/2, "S47", RGB(Color1, Color2, Color3),0,5);
 If N == 48 Then Plot24(N/2, "S48", RGB(Color1, Color2, Color3),0,5);
 If N == 49 Then Plot23(N/2, "S49", RGB(Color1, Color2, Color3),0,5);
 If N == 50 Then Plot22(N/2, "S50", RGB(Color1, Color2, Color3),0,5);
 If N == 51 Then Plot21(N/2, "S51", RGB(Color1, Color2, Color3),0,5);
 If N == 52 Then Plot20(N/2, "S52", RGB(Color1, Color2, Color3),0,5);
 If N == 53 Then Plot19(N/2, "S53", RGB(Color1, Color2, Color3),0,5);
 If N == 54 Then Plot18(N/2, "S54", RGB(Color1, Color2, Color3),0,5);
 If N == 55 Then Plot17(N/2, "S55", RGB(Color1, Color2, Color3),0,5);
 If N == 56 Then Plot16(N/2, "S56", RGB(Color1, Color2, Color3),0,5);
 If N == 57 Then Plot15(N/2, "S57", RGB(Color1, Color2, Color3),0,5);
 If N == 58 Then Plot14(N/2, "S58", RGB(Color1, Color2, Color3),0,5);
 If N == 59 Then Plot13(N/2, "S59", RGB(Color1, Color2, Color3),0,5);
 If N == 60 Then Plot12(N/2, "S50", RGB(Color1, Color2, Color3),0,5);
}

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