如何在筛选器中计算表现?
筛选器表现数据使用以下公式计算:
//@version=5
indicator(title="Screener Performance")
rateOfreturn(ref) =>
if ref < 0 and close > 0
na
else
(close - ref) * 100 / math.abs(ref)
rr(bb, maxbarsback) =>
open[maxbarsback] * 0 + bb == 0 ? na : rateOfreturn(open[bb])
perfYTD() =>
var lastYearOpen = open
if year > year[1]
lastYearOpen := open
rateOfreturn(lastYearOpen)
fastSearchTimeIndex(x, maxbarsback) =>
mid = 0 * time[maxbarsback]
right = math.min(bar_index, maxbarsback)
left = 0
if time < x
0
else
for i = 0 to 9 by 1
mid := math.ceil((left + right) / 2)
if left == right
break
else if time[mid] < x
right := mid
continue
else if time[mid] > x
left := mid
continue
else
break
mid
week1 = 7
week_ago = timenow - 1000 * 60 * 60 * 24 * week1
week_ago_this_bar = time - 1000 * 60 * 60 * 24 * week1
countOfBarsWeekAgo = fastSearchTimeIndex(week_ago, week1)
month1 = 30
month_ago = timenow - 1000 * 60 * 60 * 24 * month1
countOfBars1MonthAgo = fastSearchTimeIndex(month_ago, month1)
month3 = 90
months3_ago = timenow - 1000 * 60 * 60 * 24 * month3
countOfBars3MonthAgo = fastSearchTimeIndex(months3_ago, month3)
month6 = 180
months6_ago = timenow - 1000 * 60 * 60 * 24 * month6
countOfBars6MonthAgo = fastSearchTimeIndex(months6_ago, month6)
years1 = 365
oneYearAgo = timenow - 1000 * 60 * 60 * 24 * years1
barsCountOneYear = fastSearchTimeIndex(oneYearAgo, years1)
years3 = 365 * 3
years3_ago = timenow - 1000 * 60 * 60 * 24 * years3
countOfBars3YearAgo = fastSearchTimeIndex(years3_ago, years3)
years5 = 365 * 4 + 366
years5_ago = timenow - 1000 * 60 * 60 * 24 * years5
countOfBars5YearAgo = fastSearchTimeIndex(years5_ago, years5)
years10 = (365 * 4 + 366) * 2
years10_ago = timenow - 1000 * 60 * 60 * 24 * years10
countOfBars10YearAgo = fastSearchTimeIndex(years10_ago, years10)
perfYTD = perfYTD()
plot((close - open[4]) / open[4] * 100, title='Perf.5D')
plot(rr(countOfBarsWeekAgo, week1), title='Perf.W')
plot(rr(countOfBars1MonthAgo, month1), title='Perf.1M')
plot(rr(countOfBars3MonthAgo, month3), title='Perf.3M')
plot(rr(countOfBars6MonthAgo, month6), title='Perf.6M')
plot(rr(barsCountOneYear, years1), title='Perf.Y')
plot(rr(countOfBars3YearAgo, years3), title='Perf.3Y')
plot(rr(countOfBars5YearAgo, years5), title='Perf.5Y')
plot(rr(countOfBars10YearAgo, years10), title='Perf.10Y')
plot(perfYTD, title='Perf.YTD')
Java注意:由于时间的原因,此脚本的历史值和实时值不同,请参阅 https://www.tradingview.com/pine-script-docs/en/v4/essential/Indicator_repainting.html
对于视觉显示,您可以使用图表的每日时间周期透过 Pine 编辑器将此脚本加到您的图表中。图表上将出现一个指标,其图表将显示每种表现类型的值。
涨跌% vs 表现%:
假设今天是星期二。周涨跌计算当前收盘价(周二)与上周收盘价(上周五收盘价)之间的差值。周表现计算当前收盘价(周二)和一周前的收盘价(上周二)之间的差值。