28.07.2022
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WİLLİAMS VİX FİX İNDİKATÖRÜNÜN ,


KIVANÇ ÖZBİLGİÇ TARAFINDAN MATRİKSE UYARLANMASIDIR,


HİSTOGRAM ŞEKLİNDE GRAFİKLERİNİZİN ALT KISMINA ATABİLİRSİNİZ


FORMÜLÜ


pd := input("LookBack Period Standard Deviation High",1,500,22);

bbl := input("Bolinger Band Length",1,500,20);

mult := input("Bollinger Band Standard Devaition",0,5,2);

lb := input("Look Back Period Percentile High",1,500,50);

ph := input("Highest Percentile - 0.90=90%, 0.95=95%, 0.99=99%",0,10,.85);

pl := input("Lowest Percentile - 1.10=90%, 1.05=95%, 1.01=99%",0,10,1.01);

wvf := ((hhv(c, pd)-l)/(hhv(c, pd)))*100;

rangeHigh := (hhv(wvf, lb)) * ph;

rangeLow := (llv(wvf, lb)) * pl;

kvf:=if(WVF>=RangeHigh or wvf>=bbandtop(wvf,bbl,s,mult), wvf,0);

wvf2:=if(WVF>=RangeHigh or wvf>=bbandtop(wvf,bbl,s,mult), 0,wvf);

kvf;

wvf2


ŞEKLİNDEDİR





TARAMA YAPABİLMEK İÇİN AŞAĞIDAKİ FORMÜLLER KULLANILABİLİR


Son bar Yeşil Explorer Tarama Formülü:


pd := 22;

bbl := 20;

mult := 2;

lb := 50;

ph := 0.85;

pl := 1.01;

wvf := ((hhv(c, pd)-l)/(hhv(c, pd)))*100;

rangeHigh := (hhv(wvf, lb)) * ph;

rangeLow := (llv(wvf, lb)) * pl;

kvf:=if(WVF>=RangeHigh or wvf>=bbandtop(wvf,bbl,s,mult), wvf,0);

kvf>0



Son bar griden Yeşile dönen Explorer Tarama Formülü:


pd := 22;

bbl := 20;

mult := 2;

lb := 50;

ph := 0.85;

pl := 1.01;

wvf := ((hhv(c, pd)-l)/(hhv(c, pd)))*100;

rangeHigh := (hhv(wvf, lb)) * ph;

rangeLow := (llv(wvf, lb)) * pl;

kvf:=if(WVF>=RangeHigh or wvf>=bbandtop(wvf,bbl,s,mult), wvf,0);

kvf>0 and ref(kvf,-1)=0


Son N adet bar Yeşil Explorer Tarama Formülü: (N değeri rastgele 3 olarak belirlenmiştir)


N:=3;

pd := 22;

bbl := 20;

mult := 2;

lb := 50;

ph := 0.85;

pl := 1.01;

wvf := ((hhv(c, pd)-l)/(hhv(c, pd)))*100;

rangeHigh := (hhv(wvf, lb)) * ph;

rangeLow := (llv(wvf, lb)) * pl;

kvf:=if(WVF>=RangeHigh or wvf>=bbandtop(wvf,bbl,s,mult), wvf,0);

sum(kvf>0,N+1)=-N and sum(kvf>0,N)=-N

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