腳本幫助，編寫 Weis Wave

Question

我分部分計算 VWAP，每次收盤與運行 VWAP 的差異大於偏差時，它就會翻轉趨勢並開始新的 VWAP 計數。 交易量應在每個趨勢中匯總。

到目前為止，成交量在上升趨勢中聚合，但在下降趨勢中沒有。 此外，當從向下切換到向上時，上升趨勢量“竊取”最后一個下降趨勢量並將其添加到自己的。 這一切都非常令人困惑，因為邏輯非常簡單......

這是我的代碼：

//@version=3
study("My Script")
deviation = input(title = "Deviation %", type=float, defval = 0.1)
running_vol = 0.0
running_sum = 0.0
Tup = true
Tdown = false

running_vol := nz(volume[1]) == 0 ? 0 : running_vol[1] + volume
running_sum := nz(volume[1]) == 0 ? 0 : running_sum[1] + (close*volume)

volwap = (running_sum/running_vol)

// flip to downtrend
if (Tup == true) and (Tdown == false) and (close < close[1]) and ((1 - (close/volwap)) > (deviation/100.0))
    // reset running_vol and sum to current volume and sum since it's a new trend
    running_vol := volume
    running_sum := (close*volume)
    // flip the trend switches
    Tup := false
    Tdown := true
// flip to uptrend
if (Tup == false) and (Tdown == true) and (close > close[1]) and (((close/volwap) - 1) > (deviation/100.0))
    running_vol := volume
    running_sum := (close*volume)
    Tup := true
    Tdown := false


up = Tup == true ? running_vol : 0
down = Tdown == true ? running_vol : 0

plot(up, style=histogram, color=green, linewidth=3)
plot(down, style=histogram, color=red, linewidth=3)

Answer 1

在原始腳本中，Tup 和 Tdown 的自引用是有問題的。 您必須參考過去的 Tup 和 Tdown 否則用戶定義的 Tup=true 和 tdown =false 會在每次掃描腳本時重新引入。 由於 Tup 在每次掃描時重新啟動為真，您一次只能有一個熊市成交量條。 我也看到了這個新穎有趣的波浪定義所需的轉折點策略的問題。 一些游戲很可能會找到一個比這個腳本中的情節更讓你滿意的轉折點。 我曾經試圖保持您對 volwap 和 close[1] 相對於 close[0] 的使用，但我不確定我是否以您真正想要的方式捕獲了它。 我希望這可以為您提供一個起點來完善您的波浪定義。 這是我對您的代碼的 pine 腳本再現。 干杯傑伊：

//@version=3
// my impression of the Weis VWAP code by Moreina by Jayy
study("Moreina Weis vwap")
deviation = input(title = "Deviation %", type=float, defval = 0.00000000)
running_vol = 0.0
running_sum = 0.0
Tup = 0

count=1
count:= nz(count[1])+1
running_vol := Tup[1]!=Tup[2] and nz(running_vol[1])==nz(volume[1])? nz(running_vol[1]) + volume:  (Tup[1]==1 and Tup[2]==1) or (Tup[1]==-1 and Tup[2]==-1)? nz(running_vol[1]) + volume:na
running_sum := Tup[1]!=Tup[2] and nz(running_sum[1])==nz(close[1]*volume[1])? nz(running_sum[1]) + close*volume: (Tup[1]==1 and Tup[2]==1) or (Tup[1]==-1 and Tup[2]==-1)? nz(running_sum[1]) +close* volume:na

volwap = (running_sum/running_vol)

// flip to downtrend
if ((Tup[1] == 1) or (Tup[1] == 0)) and not ((close > close[1]) or (close/volwap)>1) //

    // reset running_vol and sum to current volume and sum since it's a new trend
    running_vol := volume
    running_sum := (close*volume)
    // flip the trend switches
    Tup := -1

// flip to uptrend
if ((Tup[1] == -1) or (Tup[1] == 0))  and not ((close < close[1]) or ((close/volwap)) <1) //and (close/volwap) > 1) 

    running_vol := volume
    running_sum := (close*volume)
    Tup := 1


Tup:= nz(Tup[0])==1 and count>1?Tup[0]:nz(Tup[0])==-1 and count>1?Tup[0]: count>1 and Tup[0]==0?nz(Tup[1]):na//Tup
up = Tup == 1 ? running_vol : na
down = Tup == -1  ? running_vol : na

plot(up, style=histogram, color=green, linewidth=3)
plot(down, style=histogram, color=red, linewidth=3)