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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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backend/src/main/java/com/goldenchart/service/IndicatorService.java
+4 -4
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@@ -678,14 +678,14 @@ public class IndicatorService {
return Map.of("plot0", toPlot(s, obv), "plot1", toPlot(s, maInd));
}
/** 업비트 TRIX: ln(종가) → 3×EMA → 1봉 차분 × 10000, 신호선 = TRIX EMA */
/** 업비트 TRIX: 종가 3×EMA ROC%, TRMA = TRIX EMA */
private Map<String, List<PlotPoint>> calcTRIX(BarSeries s, Map<String, Object> p) {
int len = intP(p, "length", 12);
int sigLen = intP(p, "signalLength", 9);
Indicator<Num> logClose = UnaryOperationIndicator.log(new ClosePriceIndicator(s));
EMAIndicator e3 = new EMAIndicator(new EMAIndicator(new EMAIndicator(logClose, len), len), len);
ClosePriceIndicator close = new ClosePriceIndicator(s);
EMAIndicator e3 = new EMAIndicator(new EMAIndicator(new EMAIndicator(close, len), len), len);
PreviousValueIndicator prev3 = new PreviousValueIndicator(e3);
NumericIndicator trix = NumericIndicator.of(e3).minus(prev3).multipliedBy(10_000);
NumericIndicator trix = NumericIndicator.of(e3).minus(prev3).dividedBy(prev3).multipliedBy(100);
EMAIndicator signal = new EMAIndicator(trix, sigLen);
return Map.of("plot0", toPlot(s, trix), "plot1", toPlot(s, signal));
}
backend/src/main/java/com/goldenchart/service/StrategyDslToTa4jAdapter.java
+9 -10
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@@ -654,24 +654,24 @@ public class StrategyDslToTa4jAdapter {
SMAIndicator slowK = new SMAIndicator(new StochasticOscillatorKIndicator(s, kLen), smooth);
return new SMAIndicator(slowK, dSmooth);
}
// TRIX — ln(종가) → 3×EMA → Δ×10000 (업비트)
// TRIX — 종가 3×EMA ROC% (업비트·키움)
if (field.startsWith("TRIX_VALUE_")) {
int len = parseTrailingInt(field, "TRIX_VALUE_", intP(p, "length", 12));
EMAIndicator e3 = tripleLogEma(close, len);
EMAIndicator e3 = tripleEma(close, len);
PreviousValueIndicator prev3 = new PreviousValueIndicator(e3);
return NumericIndicator.of(e3).minus(prev3).multipliedBy(10_000);
return NumericIndicator.of(e3).minus(prev3).dividedBy(prev3).multipliedBy(100);
}
if (field.equals("TRIX_VALUE")) {
int len = intP(p, "length", 12);
EMAIndicator e3 = tripleLogEma(close, len);
EMAIndicator e3 = tripleEma(close, len);
PreviousValueIndicator prev3 = new PreviousValueIndicator(e3);
return NumericIndicator.of(e3).minus(prev3).multipliedBy(10_000);
return NumericIndicator.of(e3).minus(prev3).dividedBy(prev3).multipliedBy(100);
}
if (field.equals("TRIX_SIGNAL")) {
int len = intP(p, "length", 12);
EMAIndicator e3 = tripleLogEma(close, len);
EMAIndicator e3 = tripleEma(close, len);
PreviousValueIndicator prev3 = new PreviousValueIndicator(e3);
NumericIndicator trix = NumericIndicator.of(e3).minus(prev3).multipliedBy(10_000);
NumericIndicator trix = NumericIndicator.of(e3).minus(prev3).dividedBy(prev3).multipliedBy(100);
return new EMAIndicator(trix, intP(p, "signalLength", 9));
}
// OBV
@@ -865,9 +865,8 @@ public class StrategyDslToTa4jAdapter {
// ── TRIX 헬퍼 ─────────────────────────────────────────────────────────────
private EMAIndicator tripleLogEma(ClosePriceIndicator close, int len) {
Indicator<Num> logClose = UnaryOperationIndicator.log(close);
return new EMAIndicator(new EMAIndicator(new EMAIndicator(logClose, len), len), len);
private EMAIndicator tripleEma(ClosePriceIndicator close, int len) {
return new EMAIndicator(new EMAIndicator(new EMAIndicator(close, len), len), len);
}
private Indicator<Num> maOfSource(Indicator<Num> source, BarSeries s, String maType, int len) {
frontend/src/utils/customIndicators.ts
+8 -6
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@@ -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' },