지표설명
레오나르도 피보나치가 발견한 수열에서 유래한 것으로
Fibonacci Retrace(되돌림)은 가격 변동에서
추세의 지지/저항선을 찾는데 사용 되는 기법 중 하나입니다.
통상 원(Arcs),부채(Fans), 되돌림(retrace),시간대(Time Zone)의
4가지 연구분석으로 나뉘어 집니다.
Fibonacci Retrace는 일정 구간의 최고가와 최저가를 기준으로
해당 폭의 비율을 계산하여 지지선과 저항선을 찾아내게 됩니다.
대표적인 피보나치 비율은 23.6%, 38,2%, 50.0%, 61.8%, 76.4% 입니다.
계산식
Hi = m기간동안 최고가
Lo = m기간동안 최저가
Retracement = (Hi - Lo)
Retrace1 = Hi - Retracement * 0.236
Retrace2 = Hi +Retracement * 0.382
Retrace3 = Hi - Retracement * 0.500
Retrace4 = Hi - Retracement * 0.618
Retrace5 = Hi - Retracement * 0.764
활용예시
//최근 고점-저점의 피보나치 비율
//고점 저점은 SwingHigh,SwingLow로 체크
input : left(3),right(3),소숫점자리표시(2);
var : hd(0),ht(0),hh(0);
var : ld(0),lt(0),ll(0);
var : TL(0),tl1(0),tl2(0),tl3(0),tl4(0),tl5(0),tl6(0),tl7(0);
var : tx1(0),tx2(0),tx3(0),tx4(0),tx5(0),tx6(0),tx7(0);
if SwingHigh(1,h,Left,right,left+right+1) != -1 Then
{
hd = sDate[right];
ht = sTime[right];
hh = h[right];
if ll > 0 Then
{
var1 = hh-(hh-ll)*0.000;
var2 = hh-(hh-ll)*0.236;
var3 = hh-(hh-ll)*0.382;
var4 = hh-(hh-ll)*0.500;
var5 = hh-(hh-ll)*0.618;
var6 = hh-(hh-ll)*0.764;
var7 = hh-(hh-ll)*1.000;
TL_Delete(TL);
TL_Delete(TL1);
TL_Delete(TL2);
TL_Delete(TL3);
TL_Delete(TL4);
TL_Delete(TL5);
TL_Delete(TL6);
TL_Delete(TL7);
TL = TL_New(ld,lt,ll,hd,ht,hh);
TL1 = TL_New(ld,lt,var1,hd,ht,var1);
TL2 = TL_New(ld,lt,Var2,hd,ht,Var2);
TL3 = TL_New(ld,lt,Var3,hd,ht,Var3);
TL4 = TL_New(ld,lt,Var4,hd,ht,Var4);
TL5 = TL_New(ld,lt,Var5,hd,ht,Var5);
TL6 = TL_New(ld,lt,var6,hd,ht,Var6);
TL7 = TL_New(ld,lt,Var7,hd,ht,Var7);
TL_SetExtRight(TL1,true);
TL_SetExtRight(TL2,true);
TL_SetExtRight(TL3,true);
TL_SetExtRight(TL4,true);
TL_SetExtRight(TL5,true);
TL_SetExtRight(TL6,true);
TL_SetExtRight(TL7,true);
Text_Delete(Tx1);
Text_Delete(Tx2);
Text_Delete(Tx3);
Text_Delete(Tx4);
Text_Delete(Tx5);
Text_Delete(Tx6);
Text_Delete(Tx7);;
Tx1 = Text_new(hd,ht,var1,"0.00% : "+NumToStr(var1,소숫점자리표시));
Tx2 = Text_new(hd,ht,var2,"23.60% : "+NumToStr(var2,소숫점자리표시));
Tx3 = Text_new(hd,ht,Var3,"38.2% : "+NumToStr(var3,소숫점자리표시));
Tx4 = Text_new(hd,ht,var4,"50.0% : "+NumToStr(Var4,소숫점자리표시));
Tx5 = Text_new(hd,ht,Var5,"61.8% : "+NumToStr(Var5,소숫점자리표시));
Tx6 = Text_new(hd,ht,Var6,"76.4% : "+NumToStr(Var6,소숫점자리표시));
Tx7 = Text_new(hd,ht,Var7,"100.0% : "+NumToStr(Var7,소숫점자리표시));
Text_SetStyle(tx1,0,0);
Text_SetStyle(tx2,0,0);
Text_SetStyle(tx3,0,0);
Text_SetStyle(tx4,0,0);
Text_SetStyle(tx5,0,0);
Text_SetStyle(tx6,0,0);
Text_SetStyle(tx7,0,0);
}
}
if Swinglow(1,l,Left,right,left+right+1) != -1 Then
{
ld = sDate[right];
lt = sTime[right];
ll = l[right];
var1 = ll+(hh-ll)*0.000;
var2 = ll+(hh-ll)*0.236;
var3 = ll+(hh-ll)*0.382;
var4 = ll+(hh-ll)*0.500;
var5 = ll+(hh-ll)*0.618;
var6 = ll+(hh-ll)*0.764;
var7 = ll+(hh-ll)*1.000;
if hh > 0 Then
{
TL_Delete(TL);
TL_Delete(TL1);
TL_Delete(TL2);
TL_Delete(TL3);
TL_Delete(TL4);
TL_Delete(TL5);
TL_Delete(TL6);
TL_Delete(TL7);
TL = TL_New(hd,ht,hh,ld,lt,ll);
TL1 = TL_New(hd,ht,var1,ld,lt,var1);
TL2 = TL_New(hd,ht,Var2,ld,lt,Var2);
TL3 = TL_New(hd,ht,Var3,ld,lt,Var3);
TL4 = TL_New(hd,ht,Var4,ld,lt,Var4);
TL5 = TL_New(hd,ht,Var5,ld,lt,Var5);
TL6 = TL_New(hd,ht,Var6,ld,lt,Var6);
TL7 = TL_New(hd,ht,Var7,ld,lt,Var7);
TL_SetExtRight(TL1,true);
TL_SetExtRight(TL2,true);
TL_SetExtRight(TL3,true);
TL_SetExtRight(TL4,true);
TL_SetExtRight(TL5,true);
TL_SetExtRight(TL6,true);
TL_SetExtRight(TL7,true);
Text_Delete(Tx1);
Text_Delete(Tx2);
Text_Delete(Tx3);
Text_Delete(Tx4);
Text_Delete(Tx5);
Text_Delete(Tx6);
Text_Delete(Tx7);
Tx1 = Text_new(ld,lt,var1,"0.00% : "+NumToStr(var1,소숫점자리표시));
Tx2 = Text_new(ld,lt,Var2,"23.60% : "+NumToStr(Var2,소숫점자리표시));
Tx3 = Text_new(ld,lt,Var3,"38.2% : "+NumToStr(Var3,소숫점자리표시));
Tx4 = Text_new(ld,lt,Var4,"50.0% : "+NumToStr(Var4,소숫점자리표시));
Tx5 = Text_new(ld,lt,Var5,"61.8% : "+NumToStr(Var5,소숫점자리표시));
Tx6 = Text_new(ld,lt,Var6,"76.4% : "+NumToStr(Var6,소숫점자리표시));
Tx7 = Text_new(ld,lt,Var7,"100.0% : "+NumToStr(Var7,소숫점자리표시));
Text_SetStyle(tx1,0,0);
Text_SetStyle(tx2,0,0);
Text_SetStyle(tx3,0,0);
Text_SetStyle(tx4,0,0);
Text_SetStyle(tx5,0,0);
Text_SetStyle(tx6,0,0);
Text_SetStyle(tx7,0,0);
}
}
Text_SetLocation(tx1,nextbarsdate,nextbarstime,var1);
Text_SetLocation(tx2,nextbarsdate,nextbarstime,Var2);
Text_SetLocation(tx3,nextbarsdate,nextbarstime,Var3);
Text_SetLocation(tx4,nextbarsdate,nextbarstime,var4);
Text_SetLocation(tx5,nextbarsdate,nextbarstime,Var5);
Text_SetLocation(tx6,nextbarsdate,nextbarstime,Var6);
Text_SetLocation(tx7,nextbarsdate,nextbarstime,Var7);
C
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