{"id":2851,"date":"2008-11-28T10:51:08","date_gmt":"2008-11-28T01:51:08","guid":{"rendered":"http:\/\/www.ibi-square.jp\/blog\/?p=63"},"modified":"2023-05-13T16:20:11","modified_gmt":"2023-05-13T07:20:11","slug":"tech-calc-bollingerband","status":"publish","type":"post","link":"https:\/\/atmtech.net\/main\/tech-calc-bollingerband\/","title":{"rendered":"\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\uff08\u8a08\u7b97\u5f0f\u3001\u30c1\u30e3\u30fc\u30c8\u3001\u30a8\u30af\u30bb\u30ebVBA\u30b3\u30fc\u30c9\uff09\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19"},"content":{"rendered":"

\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u306b\u3064\u3044\u3066\u3067\u3059\u3002\u8a08\u7b97\u5f0f\u3001\u30c1\u30e3\u30fc\u30c8\u3001\u30a8\u30af\u30bb\u30ebVBA\u30b3\u30fc\u30c9<\/h1>\n

 <\/p>\n

\u30aa\u30fc\u30bd\u30c9\u30c3\u30af\u30b9\u306a\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19\u306e\u4e00\u3064\u3067\u3059\u3002<\/p>\n

 <\/p>\n

\u79fb\u52d5\u5e73\u5747\u7dda\u3092\u57fa\u3068\u3057\u3001\u6a19\u6e96\u504f\u5dee\u306b\u3066\u4fa1\u683c\u306e\u5e2f\u3092\u5f62\u6210\u3057\u307e\u3059\u3002<\/p>\n

 <\/p>\n

\u504f\u5dee\uff08\uff11\u6b21\u3084\uff12\u6b21\uff09\u306b\u3088\u3063\u3066\u3001\u79fb\u52d5\u5e73\u5747\u7dda\u304b\u3089\u4e00\u5b9a\u5e45\u5916\u5074\u306b\u30aa\u30d5\u30bb\u30c3\u30c8\u3055\u308c\u3001\u4fa1\u683c\u306e\u4e00\u5b9a\u5272\u5408\u304c\u305d\u306e\u5e2f\u306e\u4e2d\u306b\u7559\u307e\u308b\u3053\u3068\u3092\u5229\u7528\u3057\u3001\u7dda\u3078\u306e\u30bf\u30c3\u30c1\u3067\u53cd\u767a\u3001\u7dda\u3092\u4e0a\u629c\u304d\uff08\u4e0b\u629c\u304d\uff09\u3059\u308b\u3053\u3068\u3067\u305d\u3061\u3089\u65b9\u5411\u3078\u306e\u30c8\u30ec\u30f3\u30c9\u306e\u5f62\u6210\u306a\u3069\u3092\u5224\u65ad\u3057\u307e\u3059\u3002<\/p>\n

 <\/p>\n

\u8a08\u7b97\u5f0f\u3001\u8a08\u7b97\u65b9\u6cd5\u3001\u30c1\u30e3\u30fc\u30c8\u3001\u30a8\u30af\u30bb\u30ebVBA\u30b3\u30fc\u30c9\u3092\u63b2\u8f09\u3002<\/p>\n

 <\/p>\n

<\/p>\n

 <\/p>\n

 <\/p>\n

\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u306e\u8a08\u7b97\u5f0f<\/h2>\n

 <\/p>\n

\u8a08\u7b97\u65b9\u6cd5\u306f\u79fb\u52d5\u5e73\u5747\u7dda\u306b\u03c3\u00d7\u504f\u5dee\u3092\u52a0\u6e1b\u3059\u308b\u3053\u3068\u3067\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002<\/p>\n

 <\/p>\n

\u03c3\u306f\u6a19\u6e96\u504f\u5dee\u3067\u3001\u6563\u3089\u3070\u308a\u306e\u5ea6\u5408\u3044\u3092\u793a\u3059\u6307\u6a19\u3067\u3059\u3002<\/p>\n

 <\/p>\n

\u8a08\u7b97\u3067\u306f\u3001\u6a19\u6e96\u504f\u5dee\u306b\u306f\u7d42\u5024\u306e\u30c7\u30fc\u30bf\u3092\u4f7f\u7528\u3059\u308b\u306e\u304c\u4e00\u822c\u7684\u3067\u3059\u3002<\/p>\n

 <\/p>\n

\u6a19\u6e96\u504f\u5dee\u306b\u3064\u3044\u3066\u306f\u5c02\u9580\u7684\u306a\u3053\u3068\u306b\u306a\u308a\u307e\u3059\u306e\u3057\u6a19\u6e96\u504f\u5dee\u81ea\u4f53\u306e\u8a08\u7b97\u65b9\u6cd5\u306f\u3042\u307e\u308a\u91cd\u8981\u306a\u3053\u3068\u3067\u306f\u7121\u3044\u306e\u3067\u8a73\u7d30\u306f\u7701\u7565\u3057\u307e\u3059\u3002\u3053\u3053\u3067\u306f\u3001\u300c\u6563\u3089\u3070\u308a\u5ea6\u300d\u3092\u793a\u3059\u3082\u306e\u3060\u3068\u601d\u3063\u3066\u3044\u305f\u3060\u3051\u308c\u3070\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n

 <\/p>\n

\u3055\u3066\u3001\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u306e\u8a08\u7b97\u65b9\u6cd5\u3067\u3059\u304c\u3001\u4f8b\u3048\u3070\u3001\uff12\uff10\u672c\u79fb\u52d5\u5e73\u5747\u7dda\u306e\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u306f\u3001<\/p>\n

MA20\uff0b\u03c3\u00d7\u504f\u5dee<\/p>\n

MA20\uff0d\u03c3\u00d7\u504f\u5dee<\/p>\n

\u306e\uff12\u3064\u306e\u30e9\u30a4\u30f3\u306b\u3066\u3001\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\uff08\u00b1\u504f\u5dee\uff09\u304c\u6c42\u3081\u3089\u308c\u307e\u3059\u3002<\/p>\n

 <\/p>\n

 <\/p>\n

\u30a8\u30af\u30bb\u30eb\u3067\u306f\u3001\u6a19\u6e96\u504f\u5dee\u304c\u300c=STDEVP(\u6570\u50241,\u6570\u50242,\u30fb\u30fb\u30fb\uff09\u300d\u3067\u6c42\u3081\u3089\u308c\u307e\u3059\u306e\u3067\u3001MA20\u3092\u57fa\u3068\u3057\u305f\u5834\u5408\u3001\u03c3\u306f\u7d42\u5024\u306e\u73fe\u5728\u306e\u8db3\u3082\u542b\u3081\u305f\u904e\u53bb20\u672c\u306e\u6a19\u6e96\u504f\u5dee\u3068\u306a\u308a\u3001\u305d\u306e\u5024\u3092\u504f\u5dee\u500d\u3057\u305f\u5024\u309220\u672c\u79fb\u52d5\u5e73\u5747\u7dda\u304b\u3089\u52a0\u6e1b\u3057\u307e\u3059\u3002<\/p>\n

\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u306e1\u6b21\u504f\u5dee\u3067\u3059\u3068\u3001<\/p>\n

 <\/p>\n

MA20\uff0bSTDEVP\uff08\u904e\u53bb20\u672c\u306e\u7d42\u5024\uff09<\/p>\n

MA20\uff0dSTDEVP\uff08\u904e\u53bb20\u672c\u306e\u7d42\u5024\uff09<\/p>\n

 <\/p>\n

\u3068\u306a\u308a\u30012\u6b21\u504f\u5dee\u306f\u3001<\/p>\n

 <\/p>\n

MA20\uff0bSTDEVP\uff08\u904e\u53bb20\u672c\u306e\u7d42\u5024\uff09\u00d72<\/p>\n

MA20\u30fcSTDEVP\uff08\u904e\u53bb20\u672c\u306e\u7d42\u5024\uff09\u00d72<\/p>\n

 <\/p>\n

\u3068\u306a\u308a\u307e\u3059\u3002\uff08\u4e0b\u56f3\u3001\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u00b1\u03c31,2,3\uff09<\/p>\n

 <\/p>\n

 <\/p>\n

 <\/p>\n

\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u306e\u30c1\u30e3\u30fc\u30c8<\/h2>\n

\"\"<\/p>\n

 <\/p>\n

 <\/p>\n

 <\/p>\n

\u4e0b\u56f3\u3001\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u00b1\u03c31,3,5\uff09<\/p>\n

 <\/p>\n

\"\"<\/p>\n

 <\/p>\n

 <\/p>\n

 <\/p>\n

\u4e0b\u8a18\u30c1\u30e3\u30fc\u30c8\u306f\u3001\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u306e\u00b1\u03c31\u306e\u5dee\u3092\u3068\u308a\uff08\u6c34\u8272\u7dda\uff09\u3001\u305d\u306e\u5024\u30925\u672c\u5e73\u5747\u3057\u305f\u7269\uff08\u8d64\u7dda\uff09\u3067\u3059\u3002<\/p>\n

\"\"<\/p>\n

 <\/p>\n

 <\/p>\n

\u3054\u89a7\u306e\u901a\u308a\u3001\u30ec\u30fc\u30c8\u3067\u306e\u30c8\u30ec\u30f3\u30c9\u306e\u767a\u751f\u3068\u3044\u3046\u3088\u308a\u306f\u3001\u4e0a\u6607\u30fb\u4e0b\u964d\u306e\u767a\u751f\u306e\u5834\u5408\u306b\u8fd1\u3044\u3067\u3059\u304c\u3001\u5909\u52d5\u304c\u3042\u308b\u3068\u5dee\u306f\u4e0a\u6607\u3057\u3001\u5909\u52d5\u304c\u7121\u3044\u3068\u5dee\u306f\u5c0f\u3055\u304f\u306a\u308a\u307e\u3059\u3002\u5dee\u304c\u4e00\u5b9a\u91cf\u307e\u3067\u5c0f\u3055\u304f\u306a\u308a\u3001\u305d\u306e\u5f8c\u4e0a\u6607\u306b\u8ee2\u3058\u308b\u6642\u306b\u3001\u30ec\u30fc\u30c8\u304c\u4e0a\u6607\u3082\u3057\u304f\u306f\u4e0b\u964d\u306b\u5411\u304b\u3046\u3068\u3044\u3046\u5224\u65ad\u3082\u53ef\u80fd\u3067\u3059\u3002<\/p>\n

 <\/p>\n

\u4e0a\u8a18\u30c1\u30e3\u30fc\u30c8\u306e\u69d8\u306b\u5e73\u5747\u7dda\u3068\u306e\u30af\u30ed\u30b9\u306b\u3066\u3001\u58f2\u8cb7\u5224\u65ad\u3092\u884c\u3046\u3053\u3068\u3082\u3067\u304d\u307e\u3059\u304c\u3001\u3053\u306e\u30e9\u30a4\u30f3\u306f\u30ec\u30fc\u30c8\u306b\u6bd4\u4f8b\u3059\u308b\u3082\u306e\u3067\u306f\u306a\u304f\u3001\u3042\u304f\u307e\u3067\u4e0a\u6607\u30fb\u4e0b\u964d\u306e\u767a\u751f\u306b\u4f34\u3063\u3066\u4e0a\u6607\u3059\u308b\u7269\u3067\u3059\u306e\u3067\u3001\u5225\u306b\u30ec\u30fc\u30c8\u306e\u65b9\u5411\u6027\u3092\u63a2\u308b\u6307\u6a19\u306a\u3069\u3068\u4f75\u7528\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002\uff08\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u306e\u5dee\u306e\u30e9\u30a4\u30f3\u306f\u30b4\u30fc\u30eb\u30c7\u30f3\u30af\u30ed\u30b9\u306e\u6642\u306e\u307f\u3001\u4ed5\u639b\u3051\u306e\u30b5\u30a4\u30f3\u3068\u306a\u308a\u307e\u3059\u3002\u30c7\u30c3\u30c9\u30af\u30ed\u30b9\u306e\u5834\u5408\u306f\u30ec\u30fc\u30c8\u306e\u5909\u52d5\u304c\u53ce\u675f\u306b\u5411\u304b\u3046\u6642\u306a\u3069\u306b\u767a\u751f\u3057\u307e\u3059\u306e\u3067\u3001\u624b\u4ed5\u821e\u3044\u306e\u5224\u65ad\u306f\u51fa\u6765\u3066\u3082\u4ed5\u639b\u3051\u306b\u306f\u5411\u304d\u307e\u305b\u3093\u3002\uff09<\/p>\n

 <\/p>\n

 <\/p>\n

\u307e\u305f\u3001\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u306f\u79fb\u52d5\u5e73\u5747\u7dda\u3068\u7d42\u5024\u306e\u307f\u3092\u4f7f\u7528\u3057\u3066\u8a08\u7b97\u3055\u308c\u307e\u3059\u306e\u3067\u3001\u63a1\u7528\u3059\u308b\u6570\u5024\u3092\u5909\u66f4\u3057\u3001\u7d42\u5024\u3068\u79fb\u52d5\u5e73\u5747\u7dda\u3067\u306f\u306a\u304f\u3001\u4f8b\u3048\u3070MACD\u3068MACD\u30b7\u30b0\u30ca\u30eb\u306e\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u3092\u8a08\u7b97\u3059\u308b\u3053\u3068\u3082\u51fa\u6765\u307e\u3059\u3002\uff08\u4e0b\u56f3\u3001\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9MACD\u00b1\u03c32\uff09<\/p>\n

 <\/p>\n

 <\/p>\n

 <\/p>\n

\"\"<\/p>\n

 <\/p>\n

 <\/p>\n

 <\/p>\n

\u6700\u5f8c\u306b\u3001\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u306eVBA\u30b3\u30fc\u30c9\u3067\u3059\u3002<\/p>\n

 <\/p>\n

<\/h2>\n

\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u306eVBA\u30b3\u30fc\u30c9<\/h2>\n

\u2018\u203b\u3000\u30a8\u30af\u30bb\u30eb\u306e1\u5217\u76ee(A\u5217)\u306b\u884c\u756a\u53f7\u30012\u5217\u76ee(B\u5217)\u306b\u65e5\u6642\u3001
\n\u2018\u203b\u30003\u5217\u76ee(C\u5217)\uff5e6\u5217\u76ee(F\u5217)\u306b\u59cb\u5024\u30fb\u9ad8\u5024\u30fb\u5b89\u5024\u30fb\u7d42\u5024
\n\u2018********************************
\n\u2018 ma \uff1a\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u8a08\u7b97\u306b\u4f7f\u7528\u3059\u308b\u79fb\u52d5\u5e73\u5747\u7dda\u63a1\u7528\u672c\u6570
\n\u2018 num\uff1a\u73fe\u5728\u306e\u884c
\n\u2018 cell_ma_(p\/m)(i)\uff1a\u30dc\u30ea\u30f3\u30b8\u30e3\u30fc\u30d0\u30f3\u30c9\u8a08\u7b97\u5024\u66f8\u8fbc\u307f\u5217(i\u306f\u504f\u5dee,p\u304c\u30d7\u30e9\u30b9,m\u306f\u30de\u30a4\u30ca\u30b9)
\n\u2018 cell_ma\uff1a\u79fb\u52d5\u5e73\u5747\u7dda\u306e\u8a18\u5165\u5217
\n\u2018 bb(1~3)\uff1a\u504f\u5dee
\n\u2018********************************<\/p>\n

ma = 20<\/p>\n

bb1\u00a0= 1
\nbb2\u00a0= 2
\nbb3\u00a0= 3<\/p>\n

cell_ma = 7
\ncell_ma_p1 = 8
\ncell_ma_m1 = 9
\ncell_ma_p2 = 10
\ncell_ma_m2 = 11
\ncell_ma_p3 = 12
\ncell_ma_m3 = 13<\/p>\n

If num – (ma-20) >= 2 Then
\n‘*****\u79fb\u52d5\u5e73\u5747\u7dda\u306e\u8a08\u7b97=ma_bb
\nma_bb = Application.WorksheetFunction.Average(Range(Cells(num – (ma – 1), 6), _
\nCells(num, 6)))
\n‘******
\nCells(num, cell_ma) = ma_bb
\nCells(num, cell_ma_p1) = ma_bb + bb1 * _
\nApplication.WorksheetFunction.StDevP(Range(Cells(num – (ma – 1), 6), _
\nCells(num, 6)))
\nCells(num, cell_ma_m1) = ma_bb – bb1 * _
\nApplication.WorksheetFunction.StDevP(Range(Cells(num – (ma – 1), 6), _
\nCells(num, 6)))
\nCells(num, cell_ma_p2) = ma_bb + bb2 * _
\nApplication.WorksheetFunction.StDevP(Range(Cells(num – (ma – 1), 6), _
\nCells(num, 6)))
\nCells(num, cell_ma_m2) = ma_bb – bb2 * _
\nApplication.WorksheetFunction.StDevP(Range(Cells(num – (ma – 1), 6), _
\nCells(num, 6)))
\nCells(num, cell_ma_p3) = ma_bb + bb3 * _
\nApplication.WorksheetFunction.StDevP(Range(Cells(num – (ma – 1), 6), _
\nCells(num, 6)))
\nCells(num, cell_ma_m3) = ma_bb – bb3 * _
\nApplication.WorksheetFunction.StDevP(Range(Cells(num – (ma – 1), 6), _
\nCells(num, 6)))
\nEnd If<\/p>\n

 <\/p>\n

 <\/p>\n

\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19\u4e00\u89a7<\/a><\/p>\n

\u7f6b\u7dda\u8ac7\u7fa9\u4e00\u89a7<\/a><\/p>\n

(\u5916\u90e8\u30ea\u30f3\u30af)\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19(Wikipedia)<\/a><\/p>\n

 <\/p>\n

 <\/p>\n","protected":false},"excerpt":{"rendered":"

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