Если кто-то уже делал подобное, помогите, пожалуйста, модифицировать код индикатора RSI, чтобы поверх самого индикатора считалась еще EMA самого RSI.
RSI:
Код
Settings = {
Name = "*RSI (Relative Strength Index)",
round = "on",
Period = 14,
VType = "Close", --Open, High, Low, Close, Volume, Median, Typical, Weighted, Difference
line = {{
Name = "RSI",
Type = TYPE_LINE,
Color = RGB(255, 0, 0)
}
}
}
function Init()
func = RSI()
return #Settings.line
end
function OnCalculate(Index)
return func(Index, Settings)
end
function RSI() --Relative Strength I("RSI")
local Up = {}
local Down = {}
local val_Up = {}
local val_Down = {}
return function (I, Fsettings, ds)
local Out = nil
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 14)
local VT = (Fsettings.VType or "Close")
local R = (Fsettings.round or "off")
if I == 1 then
Up[I] = 0
Down[I] = 0
end
if I>1 then
local Val = Value(I,VT,ds)
local ValPrev = Value(I-1,VT,ds)
if ValPrev < Val then
Up[I] = Val - ValPrev
else
Up[I] = 0
end
if ValPrev > Val then
Down[I] = ValPrev - Val
else
Down[I] = 0
end
if (I == P) or (I == P+1) then
local sumU = 0
local sumD = 0
for i = I-P+1, I do
sumU = sumU + Up[i]
sumD = sumD + Down[i]
end
val_Up[I] = sumU/P
val_Down[I] = sumD/P
end
if I > P+1 then
val_Up[I] = (val_Up[I-1] * (P-1) + Up[I]) / P
val_Down[I] = (val_Down[I-1] * (P-1) + Down[I]) / P
end
if I >= P then
Out = 100 / (1 + (val_Down[I] / val_Up[I]))
return rounding(Out, R)
end
end
end
end
function rounding(num, round)
if round and string.upper(round)== "ON" then round=0 end
if num and tonumber(round) then
local mult = 10^round
if num >= 0 then return math.floor(num * mult + 0.5) / mult
else return math.ceil(num * mult - 0.5) / mult end
else return num end
end
function Value(I,VType,ds)
local Out = nil
VType=(VType and string.upper(string.sub(VType,1,1))) or "A"
if VType == "O" then --Open
Out = (O and O(I)) or (ds and ds:O(I))
elseif VType == "H" then --High
Out = (H and H(I)) or (ds and ds:H(I))
elseif VType == "L" then --Low
Out = (L and L(I)) or (ds and ds:L(I))
elseif VType == "C" then --Close
Out = (C and C(I)) or (ds and ds:C(I))
elseif VType == "V" then --Volume
Out = (V and V(I)) or (ds and ds:V(I))
elseif VType == "M" then --Median
Out = ((Value(I,"H",ds) + Value(I,"L",ds)) / 2)
elseif VType == "T" then --Typical
Out = ((Value(I,"M",ds) * 2 + Value(I,"C",ds))/3)
elseif VType == "W" then --Weighted
Out = ((Value(I,"T",ds) * 3 + Value(I,"O",ds))/4)
elseif VType == "D" then --Difference
Out = (Value(I,"H",ds) - Value(I,"L",ds))
elseif VType == "A" then --Any
if ds then Out = ds[I] else Out = nil end
end
return Out
end
Я пробовал использовать одну версию с другого ресурса, но она не совсем сходится с квиковской, что критично. Квиковский же код сложен. Вот версия, которую я пробовал использовать, если кому-то нужно:
Код
Settings =
{
Name = "xRSI_EMA",
RSIperiod = 7,
EMAperiod = 6,
line=
{
{
Name = "RSI",
Color = RGB(255, 0, 0),
Type = TYPE_LINE,
Width = 1
},
{
Name = "EMA_RSI",
Color = RGB(0, 0, 192),
Type = TYPE_LINE,
Width = 2
}
}
}
----------------------------------------------------------
function FF()
local EMAR={}
local RSI={}
local RSI_H={}
local RSI_L={}
return function(ind, _p, _p2)
local period = _p
local index = ind
local alfa = 0
if index == 1 then
EMAR={}
RSI={}
RSI_H={}
RSI_L={}
EMAR[index]=C(index)
RSI[index]=50
RSI_H[index]=0.01
RSI_L[index]=0.01
return nil
end
------------------------------
if C(index) > C(index-1) then
RSI_H[index]=RSI_H[index-1]*(1-2/(_p+1)) + (math.abs(C(index)-C(index-1)))*2/(_p+1)
RSI_L[index]=RSI_L[index-1]*(1-2/(_p+1))
else
RSI_H[index]=RSI_H[index-1]*(1-2/(_p+1))
RSI_L[index]=RSI_L[index-1]*(1-2/(_p+1)) + (math.abs(C(index)-C(index-1)))*2/(_p+1)
end
RSI[index]=RSI_H[index]/(RSI_H[index]+RSI_L[index])*100
alfa =2/(_p2+1)
EMAR[index]=EMAR[index-1]*(1-alfa) + RSI[index]*alfa
return RSI[index], EMAR[index]
end
end
----------------------------------------------------------
function Init()
myFF = FF()
return 2
end
function OnCalculate(index)
return myFF(index, Settings.RSIperiod, Settings.EMAperiod)
end
Доделал другой скрипт. Работает, но не выводит среднюю и рси вместе.
Пытаюсь вывести в функции RSI()
Код
return val_RSI, val_EMARSI
Если выводить по одному val_RSI или val_EMARSI, то работает:
Код
return val_EMARSI
Не могу понять что не так, подскажите, почему?
Весь код:
Код
Settings = {
Name = "*RSI xMA",
Period = 14,
Metod = "MMA", --SMA, MMA, EMA, WMA, SMMA, VMA
VType = "Close", --Open, High, Low, Close, Volume, Median, Typical, Weighted, Difference
line = {{
Name = "Horizontal line (top)",
Type = TYPE_LINE,
Color = RGB(140, 140, 140)
},
{
Name = "Horizontal line (bottom)",
Type = TYPE_LINE,
Color = RGB(140, 140, 140)
},
{
Name = "RSI",
Type = TYPE_LINE,
Color = RGB(221, 44, 44)
},
{
Name = "EMARSI",
Type = TYPE_LINE,
Color = RGB(0, 0, 255)
}
},
MA_Period = 26,
MA_Method = "EMA",
Round = "on",
Multiply = 1,
Horizontal_line="20"
}
function Init()
func = RSI()
return #Settings.line
end
function OnCalculate(Index)
local Out = ConvertValue(Settings, func(Index, Settings))
local HL = tonumber(Settings.Horizontal_line)
if HL then
return 50+HL,50-HL,Out
else
return nil,nil,Out
end
end
function RSI() --Relative Strength I("RSI")
local RSI_MA_U = MA()
local RSI_MA_D = MA()
local EMARSI_MA = MA()
local sumU = {}
local sumD = {}
local cand = {pp=nil, p=nil}
local it = {pp=0, p=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 14)
local M = (Fsettings.Metod or MMA)
local VT = (Fsettings.VType or CLOSE)
local P2 = (Fsettings.MA_Period or 26)
local M2 = (Fsettings.MA_Method or "EMA")
if (P>0) then
if I == 1 then
it = {pp=0, p=0, l=0}
end
if CandleExist(I,ds) then
if I~=it.p then
it={pp=it.p, p=I, l=it.l+1}
cand.pp = cand.p
end
cand.p = GetValueEX(it.p,VT,ds)
local Up = 0
local Down = 0
if it.l > 1 then
if cand.pp < cand.p then
Up = cand.p - cand.pp
end
if cand.pp > cand.p then
Down = cand.pp - cand.p
end
end
local val_Up = RSI_MA_U(it.l, {Period=P, Metod = M, VType=ANY}, {[it.l] = Up})
local val_Down = RSI_MA_D(it.l, {Period=P, Metod = M, VType=ANY}, {[it.l] = Down})
local val_RSI = nil
local val_EMARSI = nil
if it.l >= P then
if val_Down==0 then
val_RSI = 100
val_EMARSI = EMARSI_MA(it.l, {Period=P2, Metod = M2, VType=ANY}, {[it.l] = val_RSI})
return val_RSI, val_EMARSI
else
val_RSI = 100 - (100 / (1 + (val_Up / val_Down)))
val_EMARSI = EMARSI_MA(it.l, {Period=P2, Metod = M2, VType=ANY}, {[it.l] = val_RSI})
return val_RSI, val_EMARSI
end
end
end
end
return 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
------------------------------------------------------------------
----Moving Average SMA, MMA, EMA, WMA, SMMA, VMA
------------------------------------------------------------------
--[[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
--[[Modified Moving Average (MMA)
MMA = (MMAi-1*(n-1) + Pi) / n]]
function F_MMA()
local sum = {}
local tmp = {pp=nil, p=nil}
local it = {p=0, l=0}
return function(I, P, VT, ds)
if I == 1 then
sum = {}
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
local Ip,Ipp,Ippp = Squeeze(it.l,P),Squeeze(it.l-1,P),Squeeze(it.l-P,P)
if it.l <= P + 1 then
sum[Ip] = (sum[Ipp] or 0) + GetValueEX(it.p,VT,ds)
if (it.l == P) or (it.l == P + 1) then
tmp.p = (sum[Ip] - (sum[Ippp] or 0)) / P
end
else
tmp.p = (tmp.pp*(P-1) + GetValueEX(it.p,VT,ds)) / P
end
if it.l >= P then
return tmp.p
end
end
return nil
end
end
--[[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
--[[
William Moving Average (WMA)
( Previous WILLMA * ( Period - 1 ) + Data ) / Period]]
function F_WMA()
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) + GetValueEX(it.p,VT,ds)) / P
end
if it.l >= P then
return tmp.p
end
end
return nil
end
end
--[[Volume Adjusted Moving Average (VMA)
VMA = sum(Pi*Vi) / sum(Vi)]]
function F_VMA()
local sum = {}
local sum2 = {}
local it = {p=0, l=0}
return function(I, P, VT, ds)
if I == 1 then
sum = {}
sum2 = {}
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) * GetValueEX(it.p,VOLUME,ds)
sum2[Ip] = (sum2[Ipp] or 0) + GetValueEX(it.p,VOLUME,ds)
if it.l >= P then
return (sum[Ip] - (sum[Ippp] or 0)) / (sum2[Ip] - (sum2[Ippp] or 0))
end
end
return nil
end
end
--[[Smoothed Moving Average (SMMA)
SMMAi = (sum(Pi) - SMMAi-1 + Pi) / n]]
function F_SMMA()
local sum = {}
local sum2 = {}
local it = {p=0, l=0}
return function(I, P, VT, ds)
if I == 1 then
sum = {}
sum2 = {}
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
if it.l == P then
sum2[Ip] = (sum[Ip] - (sum[Ippp] or 0)) / P
else
sum2[Ip] = ((sum[Ip] - (sum[Ippp] or 0)) - (sum2[Ipp] or 0)+ GetValueEX(it.p,VT,ds)) / P
end
return sum2[Ip]
end
end
return nil
end
end
SMA,MMA,EMA,WMA,SMMA,VMA = "SMA","MMA","EMA","WMA","SMMA","VMA"
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
Максим ААА написал: Доделал другой скрипт. Работает, но не выводит среднюю и рси вместе.
исправьте функцию OnCalculate вот так:
Код
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
Settings = {
Name = "*RSI xMA",
Period = 14,
Metod = "MMA", --SMA, MMA, EMA, WMA, SMMA, VMA
VType = "Close", --Open, High, Low, Close, Volume, Median, Typical, Weighted, Difference
line = {{
Name = "Horizontal line (top)",
Type = TYPE_LINE,
Color = RGB(140, 140, 140)
},
{
Name = "Horizontal line (bottom)",
Type = TYPE_LINE,
Color = RGB(140, 140, 140)
},
{
Name = "RSI",
Type = TYPE_LINE,
Color = RGB(221, 44, 44)
},
{
Name = "EMA(RSI)",
Type = TYPE_LINE,
Color = RGB(0, 0, 255)
}
},
MA_Period = 26,
MA_Method = "EMA",
Round = "on",
Multiply = 1,
Horizontal_line="20"
}
function Init()
func = RSI()
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 RSI() --Relative Strength I("RSI")
local RSI_MA_U = MA()
local RSI_MA_D = MA()
local EMARSI_MA = MA()
local sumU = {}
local sumD = {}
local cand = {pp=nil, p=nil}
local it = {pp=0, p=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 14)
local M = (Fsettings.Metod or MMA)
local VT = (Fsettings.VType or CLOSE)
local P2 = (Fsettings.MA_Period or 26)
local M2 = (Fsettings.MA_Method or "EMA")
if (P>0) then
if I == 1 then
it = {pp=0, p=0, l=0}
end
if CandleExist(I,ds) then
if I~=it.p then
it={pp=it.p, p=I, l=it.l+1}
cand.pp = cand.p
end
cand.p = GetValueEX(it.p,VT,ds)
local Up = 0
local Down = 0
if it.l > 1 then
if cand.pp < cand.p then
Up = cand.p - cand.pp
end
if cand.pp > cand.p then
Down = cand.pp - cand.p
end
end
local val_Up = RSI_MA_U(it.l, {Period=P, Metod = M, VType=ANY}, {[it.l] = Up})
local val_Down = RSI_MA_D(it.l, {Period=P, Metod = M, VType=ANY}, {[it.l] = Down})
local val_RSI = nil
local val_EMARSI = nil
if it.l >= P then
if val_Down==0 then
val_RSI = 100
val_EMARSI = EMARSI_MA(it.l, {Period=P2, Metod = M2, VType=ANY}, {[it.l] = val_RSI})
return val_RSI, val_EMARSI
else
val_RSI = 100 - (100 / (1 + (val_Up / val_Down)))
val_EMARSI = EMARSI_MA(it.l, {Period=P2, Metod = M2, VType=ANY}, {[it.l] = val_RSI})
return val_RSI, val_EMARSI
end
end
end
end
return 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
------------------------------------------------------------------
----Moving Average SMA, MMA, EMA, WMA, SMMA, VMA
------------------------------------------------------------------
--[[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
--[[Modified Moving Average (MMA)
MMA = (MMAi-1*(n-1) + Pi) / n]]
function F_MMA()
local sum = {}
local tmp = {pp=nil, p=nil}
local it = {p=0, l=0}
return function(I, P, VT, ds)
if I == 1 then
sum = {}
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
local Ip,Ipp,Ippp = Squeeze(it.l,P),Squeeze(it.l-1,P),Squeeze(it.l-P,P)
if it.l <= P + 1 then
sum[Ip] = (sum[Ipp] or 0) + GetValueEX(it.p,VT,ds)
if (it.l == P) or (it.l == P + 1) then
tmp.p = (sum[Ip] - (sum[Ippp] or 0)) / P
end
else
tmp.p = (tmp.pp*(P-1) + GetValueEX(it.p,VT,ds)) / P
end
if it.l >= P then
return tmp.p
end
end
return nil
end
end
--[[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
--[[
William Moving Average (WMA)
( Previous WILLMA * ( Period - 1 ) + Data ) / Period]]
function F_WMA()
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) + GetValueEX(it.p,VT,ds)) / P
end
if it.l >= P then
return tmp.p
end
end
return nil
end
end
--[[Volume Adjusted Moving Average (VMA)
VMA = sum(Pi*Vi) / sum(Vi)]]
function F_VMA()
local sum = {}
local sum2 = {}
local it = {p=0, l=0}
return function(I, P, VT, ds)
if I == 1 then
sum = {}
sum2 = {}
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) * GetValueEX(it.p,VOLUME,ds)
sum2[Ip] = (sum2[Ipp] or 0) + GetValueEX(it.p,VOLUME,ds)
if it.l >= P then
return (sum[Ip] - (sum[Ippp] or 0)) / (sum2[Ip] - (sum2[Ippp] or 0))
end
end
return nil
end
end
--[[Smoothed Moving Average (SMMA)
SMMAi = (sum(Pi) - SMMAi-1 + Pi) / n]]
function F_SMMA()
local sum = {}
local sum2 = {}
local it = {p=0, l=0}
return function(I, P, VT, ds)
if I == 1 then
sum = {}
sum2 = {}
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
if it.l == P then
sum2[Ip] = (sum[Ip] - (sum[Ippp] or 0)) / P
else
sum2[Ip] = ((sum[Ip] - (sum[Ippp] or 0)) - (sum2[Ipp] or 0)+ GetValueEX(it.p,VT,ds)) / P
end
return sum2[Ip]
end
end
return nil
end
end
SMA,MMA,EMA,WMA,SMMA,VMA = "SMA","MMA","EMA","WMA","SMMA","VMA"
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