Settings = {
    Name = "*GAT (Bill Williams Alligator)",
    Round = "off",
    VType = "Median", --Median price
    -- parameters
    metod = "RMA",
    kScaleFakr = 0.0001,
    -- script is working up until I add third moving avrg line
    schift_A =  3, --short shift forward
    period_A =  5, --short period
    schift_B =  5, --long shift forward
    period_B =  8, --long period
    --
    line = {
        {
            Name = "GAT_0",
            Type = TYPE_LINE,
            Width = 1,
            Color = RGB(0,255,0)
        },{
            Name = "GAT_1",
            Type = TYPE_LINE,
            Width = 1,
            Color = RGB(255,159,64)
        }
    }
}

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

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

function r_MAIN()
    local vA_MA=r_RMA()
    local vB_MA=r_RMA()
    return function(I, Fsettings, ds)
        local Fsettings=(Fsettings or {})
        local R  = (Fsettings.Round or "off")
        local VT = (Fsettings.VType or "Median")
        local oA,oB --output values
        oA = nil; oB = nil;
        --
        local M  = (Fsettings.metod or "RMA")
        local k_sc = (Fsettings.kScaleFakr or 0.0001)
        --
        local s_A = (Fsettings.schift_A or 3)
        local p_A = (Fsettings.period_A or 5)
        local s_B = (Fsettings.schift_B or 5)
        local p_B = (Fsettings.period_B or 8)
--      local s_C = (Fsettings.schift_C or 8)
--      local p_C = (Fsettings.period_C or 13)
        --
        vA = vA_MA(I, VT, ds, p_A)
        vB = vB_MA(I, VT, ds, p_B)
        --
        if ( vA ~= nil ) then oA=vA end
        if ( vB ~= nil ) then oB=vB end
        --
        return oA,oB
    end
end

-----------------
function r_RMA()
    local RMA={}
    return function(I ,VT, ds, Period)
        local P = ((Period) or 5)
        local value = nil
        local grace = 15 --grace period to filter out bad initial period
        --
        -- we perform logarithm over price often
        -- so we must use positive value, this time its 1.0
        if (I==1) then --protection from candle(1) not-existing
            RMA[I]=1.0; return RMA[I]; 
        end
        --
        if (CandleExist(I)) then
            value = (H(I)+L(I))*0.5 --median
            if (value~=nil) then
                if (I < grace) then
                    -- early values are getting averaged
                    -- so they get faster to real indicator
                    RMA[I] = 0.5*( value + RMA[I-1] )
                else
                    RMA[I] = ( (P-1) * RMA[I-1] + value )/P
                end
            else -- candle exist, but value does not
                RMA[I]=RMA[I-1]
            end
            --
        else -- candle does not exist
            RMA[I]=RMA[I-1]
        end
        --
        return RMA[I]
    end
end

Компании требуется опытный разработчик для создания торгового робота-маркетмейкера для работы на Московской бирже через терминал QUIK (QLua).
Мы ищем практика, который уже внедрял торговые системы на Московской бирже.

Пожалуйста, в сопроводительном письме укажите:

1. Опыт с QUIK / QLua: сколько проектов, какие задачи решали
   
2. Опыт с MOEX: срочный рынок / акции / фьючерсы, какие интеграции были
   
3. Примеры роботов: маркетмейкинг, исполнение, арбитраж (без конфиденциальных деталей)
   
4. Готовое портфолио / GitHub (если есть открытые репозитории)
   

Контакты для связи: kononova.e@digitald.pro

CLASS_CODE = "TQBR"
SEC_CODE   = "GAZP"
INTERVAL   = INTERVAL_D1

ds = nil

function OnInit()
    message("Starting duplicate candles check (DataSource mode)")

    ds = CreateDataSource(CLASS_CODE, SEC_CODE, INTERVAL)

    if ds == nil then
        message("Error: failed to create DataSource")
        return
    end

    while ds:Size() == 0 do
        sleep(100)
    end

    message("Data loaded. Candles count: " .. ds:Size())

    check_duplicates()
end

function check_duplicates()
    local groups = {}

    for i = 1, ds:Size() do
        local dt = ds:T(i)

        local key

        if dt ~= nil then
            -- если время нормальное
            if dt.hour ~= 0 or dt.min ~= 0 or (dt.sec or 0) ~= 0 then
                key = string.format("%04d%02d%02d %02d:%02d:%02d",
                    dt.year, dt.month, dt.day,
                    dt.hour, dt.min, dt.sec or 0)
            else
                -- fallback: только дата (важно!)
                key = string.format("%04d%02d%02d",
                    dt.year, dt.month, dt.day)
            end
        else
            key = "unknown"
        end

        if groups[key] == nil then
            groups[key] = {}
        end

        table.insert(groups[key], i)
    end

    local found = false

    for key, indexes in pairs(groups) do
        if #indexes > 1 then
            found = true
            message("Duplicate group: " .. key .. " | candles: " .. #indexes)

            for _, i in ipairs(indexes) do
                message(string.format(
                    "  index=%d O=%.2f H=%.2f L=%.2f C=%.2f V=%.0f",
                    i,
                    ds:O(i),
                    ds:H(i),
                    ds:L(i),
                    ds:C(i),
                    ds:V(i)
                ))
            end

        end
    end

    if not found then
        message("No duplicates found")
    end
end

function OnStop()
    if ds ~= nil then
        ds:Close()
    end
    message("Script stopped")
end

function main()

SearchItems("all_trades", 0, getNumberOf("all_trades") - 1,
function(sec, mcs, qty, price)
    PrintDbgStr(tostring(sec))
    PrintDbgStr(tostring(mcs))
    PrintDbgStr(tostring(qty))
    PrintDbgStr(tostring(price))
    local ok, err = pcall(function() PrintDbgStr(string.format("%02d\t%06d\t%d\t%f", sec, mcs, qty, price)) end)
    if not ok then
        PrintDbgStr(err)
        return nil
    end
    return false
end,
"datetime.sec,datetime.mcs,qty,price")

local t = getItem("all_trades", 0)
PrintDbgStr(tostring(t.datetime.sec))
PrintDbgStr(tostring(t.datetime.mcs))
PrintDbgStr(tostring(t.qty))
PrintDbgStr(tostring(t.price))

end

1   23:03:44.848   31036   info.exe   14
2   23:03:44.848   31036   info.exe   1.0
3   23:03:44.848   31036   info.exe   2789.61
4   23:03:44.848   31036   info.exe   nil
5   23:03:44.848   31036   info.exe   C:\BCS_Work10\QUIK_BCS\lua\MA server\searchitems-bug.lua:10: bad argument #4 to 'format' (number has no integer representation)
6   23:03:44.848   31036   info.exe   14
7   23:03:44.848   31036   info.exe   0
8   23:03:44.848   31036   info.exe   1.0
9   23:03:44.848   31036   info.exe   2789.61

maxpos, commis = CalcBuySell(ticker.class, sec, nonfut and "1111111" or "SPBFUTxxxxx", accounts[ticker.class], last, buy, false)
print(maxpos, commis)
debugf(table.tovstring(getBuySellInfoEx("xxxxxxx00000", nonfut and "1111111" or "SPBFUTxxxxx", ticker.class, sec, last)))

0   0.0
{
 balance = "0",
 can_buy = "0",
 can_buy_own = "0",
 can_sell = "23",
 can_sell_own = "0",
 client_type = "5",
 d_long = "0.050000",
 d_min_long = "1.000000",
 d_min_short = "1.000000e+50",
 d_short = "0.050000",
 is_asset_sec = "0",
 is_futures = "1",
 is_long_allowed = "0",
 is_margin_sec = "0",
 is_rest_short_sec = "0",
 is_short_allowed = "0",
 lim_long = "-1.000000",
 lim_short = "-1.000000",
 limit_kind = "0.000000",
 long_coef = "1.000000",
 long_wa_price = "0.000000",
 open_value = "0.000000",
 open_value_coef = "0.000000",
 position_valuation = "0.000000",
 profit_loss = "0.000000",
 share = "0.000000",
 short_coef = "1.000000",
 short_wa_price = "0.000000",
 spread_hc = "0.000000",
 value = "0.000000",
 value_coef = "0.000000",
}

0   0.0
{
 balance = "0",
 can_buy = "0",
 can_buy_own = "0",
 can_sell = "28",
 can_sell_own = "0",
 client_type = "5",
 d_long = "0.220000",
 d_min_long = "1.000000",
 d_min_short = "1.000000e+50",
 d_short = "0.220000",
 is_asset_sec = "0",
 is_futures = "1",
 is_long_allowed = "0",
 is_margin_sec = "0",
 is_rest_short_sec = "0",
 is_short_allowed = "0",
 lim_long = "-1.000000",
 lim_short = "-1.000000",
 limit_kind = "0.000000",
 long_coef = "1.000000",
 long_wa_price = "0.000000",
 open_value = "0.000000",
 open_value_coef = "0.000000",
 position_valuation = "0.000000",
 profit_loss = "0.000000",
 share = "0.000000",
 short_coef = "1.000000",
 short_wa_price = "0.000000",
 spread_hc = "0.000000",
 value = "0.000000",
 value_coef = "0.000000",
}

2429   0.0
{
 balance = "0",
 can_buy = "2429",
 can_buy_own = "47",
 can_sell = "2429",
 can_sell_own = "0",
 client_type = "5",
 d_long = "0.080000",
 d_min_long = "1.000000",
 d_min_short = "1.000000e+50",
 d_short = "0.080000",
 is_asset_sec = "0",
 is_futures = "1",
 is_long_allowed = "0",
 is_margin_sec = "0",
 is_rest_short_sec = "0",
 is_short_allowed = "0",
 lim_long = "-1.000000",
 lim_short = "-1.000000",
 limit_kind = "0.000000",
 long_coef = "1.000000",
 long_wa_price = "0.000000",
 open_value = "0.000000",
 open_value_coef = "0.000000",
 position_valuation = "0.000000",
 profit_loss = "0.000000",
 share = "0.000000",
 short_coef = "1.000000",
 short_wa_price = "0.000000",
 spread_hc = "0.000000",
 value = "0.000000",
 value_coef = "0.000000",
}

533   0.0
{
 balance = "0",
 can_buy = "533",
 can_buy_own = "0",
 can_sell = "514",
 can_sell_own = "0",
 client_type = "5",
 d_long = "0.120000",
 d_min_long = "1.000000",
 d_min_short = "1.000000e+50",
 d_short = "0.125000",
 is_asset_sec = "0",
 is_futures = "1",
 is_long_allowed = "0",
 is_margin_sec = "0",
 is_rest_short_sec = "0",
 is_short_allowed = "0",
 lim_long = "-1.000000",
 lim_short = "-1.000000",
 limit_kind = "0.000000",
 long_coef = "1.000000",
 long_wa_price = "0.000000",
 open_value = "0.000000",
 open_value_coef = "0.000000",
 position_valuation = "0.000000",
 profit_loss = "0.000000",
 share = "0.000000",
 short_coef = "1.000000",
 short_wa_price = "0.000000",
 spread_hc = "0.000000",
 value = "0.000000",
 value_coef = "0.000000",
}

result = sendTransaction(_tab) -- выведет "" (пустое значение при ошибке "Превышено максимальное количество транзакций 50 в интервале 1 сек")

  for i = 1, 10 do
    local t
    local t0 = os.time()
    repeat t = os.time() until t0 ~= t
    local s = os.sysdate()
    message(string.format("%.3f ms", 1000 * (t - os.time(s)) - s.mcs / 1000))
  end

function OnInit()
  getDepoEx("NC0011100000", "10547", "SBER", "NL0011100043", 20260216)
end

function OnInit()
  getDepoEx("NC0011100000", "10547", "SBER", "NL0011100043", 20260216)
end