Settings=
{
Name = "*trdrobot.ru_RSI",
RSIPeriod = 14,
RSIVType = "Close",
PivotRight = 5,
PivotLeft = 5,
RangeMax = 60,
RangeMin = 5,
line =
{
{
Name = "RSI",
Color = RGB(96, 96,255),
Type = TYPE_LINE,
Width = 2
},
{
Name = "Diver_Bull",
Type = TYPET_BAR,
Color = RGB(96, 255,96),
Width = 2
},
{
Name = "Diver_Bear",
Type = TYPET_BAR,
Color = RGB(255, 96,96),
Width = 2
}
}
}
local function Value(I,VType)
local Out = nil
if VType == "C" then --Close
Out = C(I)
elseif VType == "O" then --Open
Out = O(I)
elseif VType == "H" then --High
Out = H(I)
elseif VType == "L" then --Low
Out = L(I)
elseif VType == "V" then --Volume
Out = V(I)
elseif VType == "M" then --Median
Out = H(I)
if Out~=nil then
Out = ((Out + L(I)) / 2)
end
elseif VType == "T" then --Typical
Out = H(I)
if Out~=nil then
Out = ((Out + L(I) + C(I))/3)
end
elseif VType == "W" then --Weighted
Out = H(I)
if Out~=nil then
Out = (Out+L(I)+O(I)+C(I))/4
end
elseif VType == "D" then --Difference
Out = H(I)
if Out~=nil then
Out = (Out - L(I))
end
end
return Out
end
local math_min=math.min
local math_max=math.max
function LVolF()
local ind_l = 0
local rsipd = 14
local rsiVT = "C"
local Up = 0
local Down = 0
local rsisma_U = {0,0}
local rsisma_D = {0,0}
local V_p = 0
local V_l = 0
local c_a={0}
local pvtr=5
local pvtl=5
local pvts = 11
local rmax=60
local rmin=5
local u_a={{0,0},{0,0}}
local d_a={{0,0},{0,0}}
return function(ind,FSettings)
local j=0
local i = 0
local a1,a2=0,0
if ind==1 then
rsipd = (FSettings.RSIPeriod or 14)
rsiVT = (string.upper(string.sub(FSettings.RSIVType,1,1)) or "C")
pvtr = (FSettings.PivotRight or 5)
pvtl = (FSettings.PivotLeft or 5)
rmax = (FSettings.RangeMax or 60)
rmin = (FSettings.RangeMin or 5)
pvts=pvtr+pvtl+1
u_a={{0,0},{0,0}}
d_a={{0,0},{0,0}}
ind_l = 0
Up = 0
Down = 0
rsisma_U = {0,0}
rsisma_D = {0,0}
V_l = Value(1,rsiVT)
if V_l==nil then V_l = 0 end
V_p = V_l
c_a = {0}
return nil
end
if ind_l~=ind then
ind_l=ind
V_p = V_l
rsisma_U[2],rsisma_D[2] = rsisma_U[1],rsisma_D[1]
if ind>pvts then
local ul,dl=c_a[ind-1],c_a[ind-1]
local un,dn=ind-1,ind-1
local flu,fld=false,false
for i = 2,pvts do
if ul<c_a[ind-i] then ul=c_a[ind-i];un=ind-i end
if dl>c_a[ind-i] then dl=c_a[ind-i];dn=ind-i end
end
if un==(ind-pvtr-1) then
u_a[2][1],u_a[2][2]=u_a[1][1],u_a[1][2]
u_a[1][1],u_a[1][2]=ul,un
flu=true
end
if dn==(ind-pvtr-1) then
d_a[2][1],d_a[2][2]=d_a[1][1],d_a[1][2]
d_a[1][1],d_a[1][2]=dl,dn
fld=true
end
if flu and u_a[2][2]>0 and C(u_a[1][2])~=nil and C(u_a[2][2])~=nil then
i=u_a[1][2]-u_a[2][2]
if i>=rmin and i<=rmax then
a1=math_max(C(u_a[1][2]),O(u_a[1][2]))
a2=math_max(C(u_a[2][2]),O(u_a[2][2]))
if u_a[1][1]<u_a[2][1] and a1>a2 then
for j=u_a[2][2],u_a[1][2] do
SetValue(j,2,u_a[2][1]-(u_a[2][1]-u_a[1][1])*((j-u_a[2][2])/i))
end
message(tostring(j,3,d_a[2][1]-(d_a[2][1]-d_a[1][1])*((j-d_a[2][2])/i)))
os.execute("C:\\Users\\Admin\\Documents\\finbot\\venv\\Scripts\\python.exe C:\\Users\\Admin\\Documents\\finbot\\quik_lua\\message.py")
end
end
end
if fld and d_a[2][2]>0 and C(d_a[1][2])~=nil and C(d_a[2][2])~=nil then
i=d_a[1][2]-d_a[2][2]
if i>=rmin and i<=rmax then
a1=math_min(C(d_a[1][2]),O(d_a[1][2]))
a2=math_min(C(d_a[2][2]),O(d_a[2][2]))
if d_a[1][1]>d_a[2][1] and a1<a2 then
for j=d_a[2][2],d_a[1][2] do
SetValue(j,3,d_a[2][1]-(d_a[2][1]-d_a[1][1])*((j-d_a[2][2])/i))
end
message(j,3,d_a[2][1]-(d_a[2][1]-d_a[1][1])*((j-d_a[2][2])/i))
os.execute("C:\\Users\\Admin\\Documents\\finbot\\venv\\Scripts\\python.exe C:\\Users\\Admin\\Documents\\finbot\\quik_lua\\message.py")
end
end
end
end
end
V_l = Value(ind,rsiVT)
if V_l==nil then V_l = V_p end
if V_p < V_l then Up = V_l - V_p else Up = 0 end
if V_p > V_l then Down = V_p - V_l else Down = 0 end
rsisma_U[1]=(rsisma_U[2]*(rsipd-1)+Up)/rsipd
rsisma_D[1]=(rsisma_D[2]*(rsipd-1)+Down)/rsipd
if rsisma_D[1]==0 then
c_a[ind]=0
else
c_a[ind] = 100-100 / (1 + (rsisma_U[1] / rsisma_D[1]))
end
return c_a[ind],nil,nil
end
end
function Init()
lvol_f = LVolF()
return 3
end
function OnCalculate(index)
return lvol_f(index,Settings)
end
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