VPM (Все сообщения пользователя)

do 
    local a=1
end

function Cached.Channel_PDF_Ehlers()

   ---- Выведение торговли стратегий от Функций Распределения Вероятности (Джон Эхлерс)
   ---- VPM ©
   
   local log=math.log;
   local floor=math.floor;
   
   local fPeriodDC;
   local ftrasform_fisher;

   local Norm={}
   local Psn={}
   local Price={}
   local HH={} 
   local LL={} 
   local Fich={}
   local Dox={}
   local I1=0;
   local hh,ll=0,0;
   return function( I, FSettings, ds )
      local I=I or 1;
      local ds = ds or nil;
      local FSettings = FSettings or {};
                local v_t = FSettings.v_t or 'C';
      local P = FSettings.period or 20;
      local up = FSettings.up or 3.0;
      local dw = FSettings.dw or -3.0;
      --local up1 = FSettings.up1=1.62;
      --local dw1 = FSettings.dw1=-1.62;
      
      local N = FSettings.N or 8;
      local avto_P = FSettings.avto_P or 0;
      local BaseDepthInBars=FSettings.depth or 0;
      ----------------------------------------
      
      local c0 = Value( I,'C',ds ) or 0;
      local newbar = I>1 and I>I1 or false;
      if I == 1 then 
         
         Price={}; Price[I] = c0;
         HH={}; HH[I] = c0;
              LL={}; LL[I] = c0;
         Norm={}; Norm[I] = 0;
         Psn={}; Psn[I] = 0;
         Fich={}; Fich[I] = 0;
         
         fPeriodDC=Cached.DominantCycle()--Cached.PeriodDC()
         ftrasform_fisher=trasform_fisher()
         I1=0;
      end
      
      --local c1 = I>1 and Value( I-1,'O',ds ) or c0;
      
      local p1 = I>1 and Value( I-1,v_t,ds ) or c0; --Price[I-1]
      local p0 = Value( I,v_t,ds ) or 0;
      Price[I] = p0; --if v_t == '4' then Price[I] = p0 end
      
      ---- avto Period:
      if avto_P == 1 then

         --local transform = FSettings.transform or 1;              --local metod = (FSettings.metod or 1 )
              --local bw_ss = (FSettings.bw_ss or 1 )
              --local pole_ss = (FSettings.pole_ss or 0 )

                        P = fPeriodDC( I, { ['v_t']='M',['period']=P,['N']=N}, ds )
         P = floor( P )
      end
      
      if I>P then  --and newbar 
          hh,ll=Price[I-P],Price[I-P];
         for i=P,1, -1 do
         
               if Price[I-i]>hh then hh=Price[I-i] end
               if Price[I-i]<ll then ll=Price[I-i] end
               
          end
      end
      
      ---- Norm
      local norm1 = I>1 and Norm[I-1] or 0;
      local norm2 = I>2 and Norm[I-2] or norm1;
      local hl=(hh-ll);
      local norm = hl~=0 and (p0-ll)/hl or 0;
      Norm[I] = norm;

      ---- Psn
      local psn1=I>1 and Psn[I-1] or norm;
      local psn=(norm + 2*norm1 + norm2)*0.25;
      Psn[I] = psn;
      
      ---- Fich
      local fich1 = I>1 and Fich[I-1] or psn;
      local fich2 = I>2 and Fich[I-2] or fich1;
      local fich = ftrasform_fisher(I,(psn-0.5)*2 )--0.25*log( (2+psn)/(2-psn) )+ 0.5*fich1
      Fich[I]=fich;
      
      ---- lead
      local lead = 2*fich-fich1;
      -----------------------------
      
      local out1,out = fich1,fich;
      local red,green = nil,nil;
      if out > out1 then
          red,green = nil,out;
         if lead>up then
             red,green = nil,lead;
         end
      elseif out < out1 then
          red,green = out,nil;
         if lead<dw  then
              red,green = lead,nil;
         end
      end
      
      I1=I;
      ------------------------------
      
      local size = ds==nil and Size() or ds:Size() or 0;
      if BaseDepthInBars>0 and size-BaseDepthInBars>0 and I <= size-BaseDepthInBars then return nil,nil end
      
      --message( I ..' '.. tostring(red)..' '..tostring(green)..' '..tostring(out1)..' '..tostring(out) )
      return up,dw,red,green,lead,out
      
   end
end

local trasform_fisher=function()--преобразования Фишера (Fisприводятсяher Transform)
--Преобразование Фишера имеет вид: 0.5* (log( (1 + x) / (1 - x) ) )

    local log=math.log
local F={}; F[1] = 0
local start=true
    return function(I,x)

if I == 1 or start then F={}; F[I] = 0; start=false end
x = x and (x>=1 and 0.999 or x<=-1 and (-0.999) or x) or 0
local f1=(I>1 and F[I-1] or 0)
local fich = (1-x)~=0 and 0.25*log((1+x)/(1-x)) + 0.5*f1 or 0
F[I] = fich
    return F[I]--fich
end
end