В оригинале, этот индикатор носит имя: Stochastic Momentum Index, написанный William Blau в 1993 году. Вот код Stochastic Oscillator для Quik написанный на языке Lua:
Код
Settings = {
Name = "*SO (Stochastic Oscillator)",
Period = 5,
Metod = "SMA", --(SMA)
Shift = 3,
Period_D = 3,
Metod_D = "SMA", --(SMA)
line = {{
Name = "SO",
Type = TYPE_LINE,
Color = RGB(221, 44, 44)
},
{
Name = "SO - %D",
Type = TYPE_LINE,
Color = RGB(0, 206, 0)
}
},
Round = "off",
Multiply = 1,
Horizontal_line="30"
}
function Init()
func = SO()
return #Settings.line
end
function OnCalculate(Index)
local Out1,Out2 = ConvertValue(Settings, func(Index, Settings))
local HL = tonumber(Settings.Horizontal_line)
if HL then
return 50+HL,50-HL,Out1,Out2
else
return nil,nil,Out1,Out2
end
end
function SO() --Stochastic Oscillator ("SO")
local K_MA1=MA()
local K_MA2=MA()
local D_MA=MA()
local H_tmp={}
local L_tmp={}
local it = {p=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 5)
local S = (Fsettings.Shift or 3)
local M = (Fsettings.Metod or SMA)
local PD = (Fsettings.Period_D or 3)
local MD = (Fsettings.Metod_D or SMA)
if (P>0) and (PD>0) then
if I == 1 then
H_tmp={}
L_tmp={}
it = {p=0, l=0}
end
if CandleExist(I,ds) then
if I~=it.p then it={p=I, l=it.l+1} end
H_tmp[Squeeze(it.l,P-1)+1] = GetValueEX(it.p,HIGH,ds)
L_tmp[Squeeze(it.l,P-1)+1] = GetValueEX(it.p,LOW,ds)
if it.l>=P then
local val_h=math.max(unpack(H_tmp))
local val_l=math.min(unpack(L_tmp))
local v_K_MA1 = K_MA1(it.l-P+1, {Period=S, Metod = M, VType=ANY},{[it.l-P+1] = GetValueEX(it.p,CLOSE,ds) - val_l})
local v_K_MA2 = K_MA2(it.l-P+1, {Period=S, Metod = M, VType=ANY},{[it.l-P+1] = val_h - val_l})
if it.l>=P+S-1 and v_K_MA2~=0 then
local t_K = 100 * v_K_MA1 / v_K_MA2
return t_K, D_MA(it.l-(P+S-2), {Period=PD, Metod = MD, VType=ANY}, {[it.l-(P+S-2)] = t_K})
end
end
end
end
return nil,nil
end
end
function MA() --Moving Average ("MA")
local T_MA = {[SMA]=F_SMA()}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 14)
if (P > 0) then
return T_MA[string.upper(Fsettings.Metod or EMA)](I, P, (Fsettings.VType or CLOSE), ds)
end
return nil
end
end
------------------------------------------------------------------
----Moving Average SMA,
------------------------------------------------------------------
--[[Simple Moving Average (SMA)
SMA = sum(Pi) / n]]
function F_SMA()
local sum = {}
local it = {p=0, l=0}
return function (I, P, VT, ds)
if I == 1 then
sum = {}
it = {p=0, l=0}
end
if CandleExist(I,ds) then
if I~=it.p then it={p=I, l=it.l+1} end
local Ip,Ipp,Ippp = Squeeze(it.l,P),Squeeze(it.l-1,P),Squeeze(it.l-P,P)
sum[Ip] = (sum[Ipp] or 0) + GetValueEX(it.p,VT,ds)
if it.l >= P then
return (sum[Ip] - (sum[Ippp] or 0)) / P
end
end
return nil
end
end
SMA = "SMA"
OPEN,HIGH,LOW,CLOSE,VOLUME,MEDIAN,TYPICAL,WEIGHTED,DIFFERENCE,ANY = "O","H","L","C","V","M","T","W","D","A"
function CandleExist(I,ds)
return (type(C)=="function" and C(I)~=nil) or
(type(ds)=="table" and (ds[I]~=nil or (type(ds.Size)=="function" and (I>0) and (I<=ds:Size()))))
end
function Squeeze(I,P)
return math.fmod(I-1,P+1)
end
function ConvertValue(T,...)
local function r(V, R)
if R and string.upper(R)== "ON" then R=0 end
if V and tonumber(R) then
if V >= 0 then return math.floor(V * 10^R + 0.5) / 10^R
else return math.ceil(V * 10^R - 0.5) / 10^R end
else return V end
end
if arg.n > 0 then
for i = 1, arg.n do
arg[i]=arg[i] and r(arg[i] * ((T and T.Multiply) or 1), (T and T.Round) or "off")
end
return unpack(arg)
else return nil end
end
function GetValueEX(I,VT,ds)
VT=(VT and string.upper(string.sub(VT,1,1))) or ANY
if VT == OPEN then --Open
return (O and O(I)) or (ds and ds:O(I))
elseif VT == HIGH then --High
return (H and H(I)) or (ds and ds:H(I))
elseif VT == LOW then --Low
return (L and L(I)) or (ds and ds:L(I))
elseif VT == CLOSE then --Close
return (C and C(I)) or (ds and ds:C(I))
elseif VT == VOLUME then --Volume
return (V and V(I)) or (ds and ds:V(I))
elseif VT == MEDIAN then --Median
return ((GetValueEX(I,HIGH,ds) + GetValueEX(I,LOW,ds)) / 2)
elseif VT == TYPICAL then --Typical
return ((GetValueEX(I,MEDIAN,ds) * 2 + GetValueEX(I,CLOSE,ds))/3)
elseif VT == WEIGHTED then --Weighted
return ((GetValueEX(I,TYPICAL,ds) * 3 + GetValueEX(I,OPEN,ds))/4)
elseif VT == DIFFERENCE then --Difference
return (GetValueEX(I,HIGH,ds) - GetValueEX(I,LOW,ds))
else --Any
return (ds and ds[I])
end
return nil
end
Settings=
{
Name = "*SMI",
periodK = 5,
metodK = "EMA", --(EMA)
periodD = 3,
metodK = "EMA", --(EMA)
line =
{
{
Name = "K",
Color = RGB(222, 0, 0),
Type = TYPE_LINE,
Width = 2
},
{
Name = "D",
Color = RGB(333, 0, 0),
Type = TYPE_LINE,
Width = 2
}
}
function Init()
func = smi()
return #Settings.line
end
function OnCalculate(index)
local Out1,Out2 = ConvertValue(Settings, func(Index, Settings))
local HL = tonumber(Settings.Horizontal_line)
if HL then
return 50+HL,50-HL,Out1,Out2
else
return nil,nil,Out1,Out2
end
end
function SMI() --Stochastic Momentum Index ("SMI")
local K_MA=EMA()
local D_MA=EMA()
local H_tmp={}
local L_tmp={}
local it = {p=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local K = (Fsettings.Period or 5)
local MK = (Fsettings.Metod or EMA)
local D = (Fsettings.Period_D or 3)
local MD = (Fsettings.Metod_D or EMA)
if (K>0) and (D>0) then
if I == 1 then
H_tmp={}
L_tmp={}
it = {p=0, l=0}
end
if CandleExist(I,ds) then
if I~=it.p then it={p=I, l=it.l+1} end
H_tmp[Squeeze(it.l,P-1)+1] = GetValueEX(it.p,HIGH,ds)
L_tmp[Squeeze(it.l,P-1)+1] = GetValueEX(it.p,LOW,ds)
if it.l>=K then
return 100
end
Settings=
{
Name = "*SMI",
periodK = 5,
metodK = "EMA", --(EMA)
periodD = 3,
metodK = "EMA", --(EMA)
line =
{
{
Name = "K",
Color = RGB(222, 0, 0),
Type = TYPE_LINE,
Width = 2
},
{
Name = "D",
Color = RGB(333, 0, 0),
Type = TYPE_LINE,
Width = 2
}
}
function Init()
func = smi()
return #Settings.line
end
function OnCalculate(index)
local Out1,Out2 = ConvertValue(Settings, func(Index, Settings))
local HL = tonumber(Settings.Horizontal_line)
if HL then
return 50+HL,50-HL,Out1,Out2
else
return nil,nil,Out1,Out2
end
end
function SMI() --Stochastic Momentum Index ("SMI")
local K_MA=EMA()
local D_MA=EMA()
local H_tmp={}
local L_tmp={}
local it = {p=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local K = (Fsettings.Period or 5)
local MK = (Fsettings.Metod or EMA)
local D = (Fsettings.Period_D or 3)
local MD = (Fsettings.Metod_D or EMA)
if (K>0) and (D>0) then
if I == 1 then
H_tmp={}
L_tmp={}
it = {p=0, l=0}
end
if CandleExist(I,ds) then
if I~=it.p then it={p=I, l=it.l+1} end
H_tmp[Squeeze(it.l,P-1)+1] = GetValueEX(it.p,HIGH,ds)
L_tmp[Squeeze(it.l,P-1)+1] = GetValueEX(it.p,LOW,ds)
if it.l>=K then
local val_h=math.max(unpack(H_tmp))
local val_l=math.min(unpack(L_tmp))
local v_K_MA1 = K_MA1(it.l-P+1, {Period=S, Metod = M, VType=ANY},{[it.l-P+1] = GetValueEX(it.p,CLOSE,ds) - val_l})
local v_K_MA2 = K_MA2(it.l-P+1, {Period=S, Metod = M, VType=ANY},{[it.l-P+1] = val_h - val_l})
if it.l>=P+S-1 and v_K_MA2~=0 then
local t_K = 100 * v_K_MA1 / v_K_MA2
return t_K, D_MA(it.l-(P+S-2), {Period=PD, Metod = MD, VType=ANY}, {[it.l-(P+S-2)] = t_K})
end
end
end
end
return nil,nil
end
end
function MA() --Moving Average ("MA")
local T_MA = {[SMA]=F_SMA(),[MMA]=F_MMA(),[EMA]=F_EMA(),[VMA]=F_VMA(),[SMMA]=F_SMMA(),[WMA]=F_WMA()}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 14)
if (P > 0) then
return T_MA[string.upper(Fsettings.Metod or EMA)](I, P, (Fsettings.VType or CLOSE), ds)
end
return nil
end
end
EMA = "EMA"
OPEN,HIGH,LOW,CLOSE,VOLUME,MEDIAN,TYPICAL,WEIGHTED,DIFFERENCE,ANY = "O","H","L","C","V","M","T","W","D","A"
--[[Exponential Moving Average (EMA)
EMAi = (EMAi-1*(n-1)+2*Pi) / (n+1)]]
function F_EMA()
local tmp = {pp=nil, p=nil}
local it = {p=0, l=0}
return function(I, P, VT, ds)
if I == 1 then
tmp = {pp=nil, p=nil}
it = {p=0, l=0}
end
if CandleExist(I,ds) then
if I~=it.p then
it = {p=I, l=it.l+1}
tmp.pp = tmp.p
end
if it.l == 1 then
tmp.p = GetValueEX(it.p,VT,ds)
else
tmp.p = (tmp.pp*(P-1) + 2*GetValueEX(it.p,VT,ds)) / (P+1)
end
if it.l >= P then
return tmp.p
end
end
return nil
end
end
function CandleExist(I,ds)
return (type(C)=="function" and C(I)~=nil) or
(type(ds)=="table" and (ds[I]~=nil or (type(ds.Size)=="function" and (I>0) and (I<=ds:Size()))))
end
function Squeeze(I,P)
return math.fmod(I-1,P+1)
end
function ConvertValue(T,...)
local function r(V, R)
if R and string.upper(R)== "ON" then R=0 end
if V and tonumber(R) then
if V >= 0 then return math.floor(V * 10^R + 0.5) / 10^R
else return math.ceil(V * 10^R - 0.5) / 10^R end
else return V end
end
if arg.n > 0 then
for i = 1, arg.n do
arg[i]=arg[i] and r(arg[i] * ((T and T.Multiply) or 1), (T and T.Round) or "off")
end
return unpack(arg)
else return nil end
end
function GetValueEX(I,VT,ds)
VT=(VT and string.upper(string.sub(VT,1,1))) or ANY
if VT == OPEN then --Open
return (O and O(I)) or (ds and ds:O(I))
elseif VT == HIGH then --High
return (H and H(I)) or (ds and ds:H(I))
elseif VT == LOW then --Low
return (L and L(I)) or (ds and ds:L(I))
elseif VT == CLOSE then --Close
return (C and C(I)) or (ds and ds:C(I))
elseif VT == VOLUME then --Volume
return (V and V(I)) or (ds and ds:V(I))
elseif VT == MEDIAN then --Median
return ((GetValueEX(I,HIGH,ds) + GetValueEX(I,LOW,ds)) / 2)
elseif VT == TYPICAL then --Typical
return ((GetValueEX(I,MEDIAN,ds) * 2 + GetValueEX(I,CLOSE,ds))/3)
elseif VT == WEIGHTED then --Weighted
return ((GetValueEX(I,TYPICAL,ds) * 3 + GetValueEX(I,OPEN,ds))/4)
elseif VT == DIFFERENCE then --Difference
return (GetValueEX(I,HIGH,ds) - GetValueEX(I,LOW,ds))
else --Any
return (ds and ds[I])
end
return nil
end
Settings=
{
Name = "*SMI",
periodK = 5,
metodK = "EMA", --(EMA)
periodD = 3,
metodK = "EMA", --(EMA)
line =
{
{
Name = "K",
Color = RGB(222, 0, 0),
Type = TYPE_LINE,
Width = 2
},
{
Name = "D",
Color = RGB(333, 0, 0),
Type = TYPE_LINE,
Width = 2
}
}
function Init()
func = smi()
return #Settings.line
end
function OnCalculate(index)
local Out1,Out2 = ConvertValue(Settings, func(Index, Settings))
local HL = tonumber(Settings.Horizontal_line)
if HL then
return 50+HL,50-HL,Out1,Out2
else
return nil,nil,Out1,Out2
end
end
function SMI() --Stochastic Momentum Index ("SMI")
local K_MA=EMA()
local D_MA=EMA()
local H_tmp={}
local L_tmp={}
local it = {p=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local K = (Fsettings.Period or 5)
local MK = (Fsettings.Metod or EMA)
local D = (Fsettings.Period_D or 3)
local MD = (Fsettings.Metod_D or EMA)