INDICATORS.ZIP

Settings = {
Name = "*RSI (Relative Strength Index)", 
round = "off",
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

--
-- Реализация индикатора RSI_Simple.
--

Settings = {
    Name = "RSI_Simple",
    period = 14,
    priceType = "Typical", -- Open, High, Low, Close, Volume, Median, Typical, Weighted
    line = {
        { Name = "RSI_Simple", Type = TYPE_LINE, Color = RGB(255, 0, 0), },
    }
}

function Init()
    func = rsiSimple()
    return #Settings.line
end

function OnCalculate(index)
    return func(index, Settings)
end

local function getPrice(i, priceType)
    local s = priceType and string.upper(string.sub(priceType, 1, 1)) or "C"
    if s == "O" then
        return O(i)
    elseif s == "H" then
        return H(i)
    elseif s == "L" then
        return L(i)
    elseif s == "C" then
        return C(i)
    elseif s == "V" then
        return V(i)
    elseif s == "M" then
        return (H(i) + L(i)) / 2
    elseif s == "T" then
        return (H(i) + L(i) + C(i)) / 3
    elseif s == "W" then
        return (O(i) + H(i) + L(i) + C(i)) / 4
    else
        return C(i)
    end
end

function rsiSimple()
    local window = {} -- окно с рядом цен, по которым строится индикатор
    local from = 1 -- индекс начала данных в окне
    local to = 0 -- индекс конца данных в окне (если to < from, данных нет)
    local lastIndex = 0 -- номер свечи, имеющей цены, при последнем вызове OnCalculate()
    local sumUp = 0 -- сумма всех положительных изменений цен за исключением приращения на формирующемся баре
    local sumDn = 0 -- сумма всех отрицательных изменений цен за исключением приращения на формирующемся баре
    local lastIndicatorValue -- значение индикатора при последнем вызове OnCalculate()
    return function(index, settings)
        local period = 14
        local priceType = "Typical"
        if settings then
            period = settings.period or period
            priceType = settings.priceType or priceType
        end
        if index == 1 then
            window = {}
            from = 1
            to = 0
            lastIndex = 0
            sumUp = 0
            sumDn = 0
            lastIndicatorValue = nil
        end
        if CandleExist(index) then
            local currPrice = getPrice(index, priceType)
            if index ~= lastIndex then
                -- Новая свеча
                if to - from + 1 == period + 1 then
                    -- Окно заполнено, т.е. имеет длину period + 1, нужно удалить первый элемент и уменьшить суммы
                    local delta = window[from + 1] - window[from]
                    if delta > 0 then
                        sumUp = sumUp - delta
                    elseif delta < 0 then
                        sumDn = sumDn - (-delta)
                    end
                    window[from] = nil
                    from = from + 1
                end
                -- Учёт предыдущей свечи как сформированной, внесём вклад в суммы
                if to - 1 >= from then
                    local delta = window[to] - window[to - 1]
                    if delta > 0 then
                        sumUp = sumUp + delta
                    elseif delta < 0 then
                        sumDn = sumDn + (-delta)
                    end
                end
                to = to + 1
            end
            lastIndex = index
            -- Новая свеча или обновление старой свечи
            window[to] = currPrice
            if to > from then
                local prevPrice = window[to - 1]
                local delta = currPrice - prevPrice
                local sumUp = sumUp
                local sumDn = sumDn
                if delta > 0 then
                    sumUp = sumUp + delta
                elseif delta < 0 then
                    sumDn = sumDn + (-delta)
                end
                if to - from + 1 == period + 1 then
                    lastIndicatorValue = (sumUp + sumDn <= 0) and 50 or (100 * sumUp / (sumUp + sumDn))
                else
                    lastIndicatorValue = nil
                end
            else
                lastIndicatorValue = nil
            end
        end
        return lastIndicatorValue
    end
end