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TRIX 업비트와 공식 맞춤

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Macbook
2026-05-29 23:13:28 +09:00
parent 359e6c9653
commit 095b0d7db7
4 changed files with 22 additions and 21 deletions
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frontend/src/utils/customIndicators.ts
+8 -6
View File
@@ -183,8 +183,10 @@ export function calcInvestPsychological(
}
/**
* TRIX + 신호선 (업비트·TradingView 동일)
* 1) ln(종가) → 2) EMA × 3 → 3) 1봉 차분 × 10000 → 4) 신호선 = TRIX의 EMA(signalLength)
* TRIX + TRMA(시그널) — 업비트·키움 HTS
* EMA3 = EMA(EMA(EMA(종가, N), N), N)
* TRIX = (EMA3 - EMA3[1]) / EMA3[1] × 100
* TRMA = TRIX의 EMA(M)
*/
export function calcTRIXWithSignal(
bars: OHLCVBar[],
@@ -192,15 +194,15 @@ export function calcTRIXWithSignal(
): Record<string, PlotData> {
const len = Number(params.length ?? 12);
const sigLen = Number(params.signalLength ?? 9);
const logClose = bars.map(b => (b.close > 0 ? Math.log(b.close) : NaN));
const closes = bars.map(b => b.close);
const e1 = ema(logClose, len);
const e1 = ema(closes, len);
const e2 = ema(e1.map(v => (Number.isFinite(v) ? v : NaN)), len);
const e3 = ema(e2.map(v => (Number.isFinite(v) ? v : NaN)), len);
const trix = e3.map((v, i) => {
if (i === 0 || !Number.isFinite(v) || !Number.isFinite(e3[i - 1])) return NaN;
return (v - e3[i - 1]) * 10_000;
if (i === 0 || !Number.isFinite(v) || !Number.isFinite(e3[i - 1]) || e3[i - 1] === 0) return NaN;
return (v - e3[i - 1]) / e3[i - 1] * 100;
});
const signal = ema(trix.map(v => (Number.isFinite(v) ? v : NaN)), sigLen);
frontend/src/utils/indicatorRegistry.ts
+1 -1
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@@ -315,7 +315,7 @@ export const INDICATOR_REGISTRY: IndicatorDef[] = [
{ type:'Momentum', name:'Momentum', koreanName:'모멘텀', shortName:'MOM', category:'Momentum', overlay:false, defaultParams:{length:10, src:'close'}, plots:[{id:'plot0',title:'MOM', color:'#26A69A',type:'line',lineWidth:2}], hlines:[{price:0,color:'#607D8B'}], description:'모멘텀 지표' },
{ type:'ROC', name:'Rate of Change', koreanName:'가격변화율', shortName:'ROC', category:'Momentum', overlay:false, defaultParams:{length:9, src:'close'}, plots:[{id:'plot0',title:'ROC', color:'#00BCD4',type:'line',lineWidth:2}], hlines:[{price:10,color:'#EF535080'},{price:0,color:'#607D8B'},{price:-10,color:'#4CAF5080'}], description:'가격 변화율 (%)' },
{ type:'TSI', name:'True Strength Index', koreanName:'참강도지수', shortName:'TSI', category:'Momentum', overlay:false, defaultParams:{longLength:25, shortLength:13, signalLength:13, src:'close'}, plots:[{id:'plot0',title:'TSI', color:'#2196F3',type:'line',lineWidth:2},{id:'plot1',title:'Signal',color:'#FF6D00',type:'line',lineWidth:1}], hlines:[{price:25,color:'#EF5350'},{price:0,color:'#607D8B'},{price:-25,color:'#4CAF50'}], description:'참 강도 지수' },
{ type:'TRIX', name:'TRIX', koreanName:'삼중지수변화율', shortName:'TRIX', category:'Momentum', overlay:false, defaultParams:{length:12, signalLength:9}, plots:[{id:'plot0',title:'TRIX', color:'#26A69A',type:'line',lineWidth:2},{id:'plot1',title:'Signal',color:'#FF6D00',type:'line',lineWidth:1}], hlines:[{price:0,color:'#607D8B', label:'중앙선'}], description:'삼중 지수 변화율 (ln→3×EMA→Δ×10000)' },
{ type:'TRIX', name:'TRIX', koreanName:'삼중지수변화율', shortName:'TRIX', category:'Momentum', overlay:false, defaultParams:{length:12, signalLength:9}, plots:[{id:'plot0',title:'TRIX', color:'#26A69A',type:'line',lineWidth:2},{id:'plot1',title:'TRMA',color:'#FF6D00',type:'line',lineWidth:1}], hlines:[{price:0,color:'#607D8B', label:'중앙선'}], description:'삼중 지수 변화율 (종가 3×EMA ROC%)' },
{ type:'KnowSureThing', name:'Know Sure Thing (KST)', koreanName:'KST모멘텀', shortName:'KST', category:'Momentum', overlay:false, defaultParams:{}, plots:[{id:'plot0',title:'KST', color:'#9C27B0',type:'line',lineWidth:2},{id:'plot1',title:'Signal',color:'#FF9800',type:'line',lineWidth:1}], hlines:[{price:0,color:'#607D8B'}], description:'KST 모멘텀 지표' },
{ type:'CoppockCurve', name:'Coppock Curve', koreanName:'콥독커브', shortName:'Copp', category:'Momentum', overlay:false, defaultParams:{}, plots:[{id:'plot0',title:'Coppock',color:'#E91E63',type:'line',lineWidth:2}], hlines:[{price:0,color:'#607D8B'}], description:'콥독 커브 장기 모멘텀' },
{ type:'BullBearPower', name:'Bull Bear Power', koreanName:'매수매도세력', shortName:'BBP', category:'Momentum', overlay:false, defaultParams:{length:13, src:'close'}, plots:[{id:'plot0',title:'BBP', color:'#26A69A',type:'histogram'}], hlines:[{price:0,color:'#607D8B'}], description:'매수/매도 세력 비교' },