サー (sar) 指数では,Heiken Ashi k線を使って,何時間もかけて,元のk線と一致する結果が得られました. 微小値が変わってきて,なぜsar値が変わらなかったのか? 2020-02-10 21:35:43 情報 sar2 9375.691019486052 2020-02-10 21:35:43 情報 sar1 9375.691019486052 2020-02-10 21:35:43 情報 9346.08 9294.560000000001 2020-02-10 21:35:43 情報 9346.08 9300
function harecords (records) {
var harecords = []
for (var i = 0; i < records.length; i++) {
if (i>0) {
close=(records[i].High+records[i].Low+records[i].Open+records[i].Close)/4
open=(records[i-1].Open+records[i-1].Close)/2
high=Math.max(records[i].High,close,open)
low=Math.min(records[i].Low,close,open)
var currrecords = {
Time : records[i].Time,
Open : open,
High : high,
Low : low,
Close : close,
Volume : records[i].Volume
}
}
else {
continue
}
harecords.push(currrecords)
}
return harecords
}
function main() { var records = exchange.GetRecords(PERIOD_H1); //は,PERIOD_M1,PERIOD_M30,PERIOD_H1などの異なるk行周期に記入することができます.
var harecords=harecords(records)
var h=200
Log(records[records.length-h].High,records[records.length-h].Low)
Log(harecords[harecords.length-h].High,harecords[harecords.length-h].Low)
var sar1=talib.SAR(records,0.015,0.2);
var sar2=talib.SAR(harecords,0.015,0.2);
Log('sar1',sar1[records.length-h])
Log('sar2',sar2[harecords.length-h])
}