Итоговая версия, может кому пригодится.
Relative Strength I(RSI) x Moving Average (MA):
Relative Strength I(RSI) x Moving Average (MA):
Код |
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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 |