Sergey Gorokhov (Все сообщения пользователя)

Settings = {
Name = "*BULLS-BEARS", 
round = "off",
Period = 13, 
Metod = "EMA", --SMA, EMA, VMA, SMMA, VMA 
VType = "Close", --Open, High, Low, Close, Volume, Median, Typical, Weighted, Difference 
line = {{
      Name = "BULLS-BEARS", 
      Type = TYPE_HISTOGRAM, 
      Color = RGB(255, 0, 0)
      },
      {
      Name = "line 0",
      Type = TYPE_LINE, 
      Color = RGB(0, 255, 0)
      }
      }
}
         
function Init() 
   func1 = BULLS()
   func2 = BEARS()
   return #Settings.line
end

function OnCalculate(Index) 
   return func1(Index, Settings)-func2(Index, Settings)
end

function BULLS() --Bulls Power ("BULLS")
   local Bulls_MA=MA()
return function (I, Fsettings, ds)
local Out = nil
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 13)
local M = (Fsettings.Metod or "EMA")
local VT = (Fsettings.VType or "Close")
local R = (Fsettings.round or "off")
local b_ma = Bulls_MA(I, {Period=P, Metod = M, VType=VT, round=R}, ds)
if I>=P and b_ma then
   Out = Value(I, "High", ds)-b_ma
else Out = b_ma end
   return rounding(Out, R),0
end
end

function BEARS() --Bears Power ("BEARS")
   local Bears_MA=MA()
return function (I, Fsettings, ds)
local Out = nil
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 13)
local M = (Fsettings.Metod or "EMA")
local VT = (Fsettings.VType or "Close")
local R = (Fsettings.round or "off")
local b_ma = 0

b_ma=Bears_MA(I, {Period=P, Metod = M, VType=VT, round=R}, ds)
if I>=P and b_ma then
   Out = Value(I, "Low", ds)-b_ma
else Out = b_ma end
   return rounding(Out, R),0
end
end

function MA() --Moving Average ("MA")
local t_SMA = F_SMA()
local t_EMA = F_EMA()
local t_VMA = F_VMA()
local t_SMMA = F_SMMA()
local t_WMA = F_WMA()
return function(I, Fsettings, ds)
   local Out = nil
   local Fsettings=(Fsettings or {})
   local P = (Fsettings.Period or 9)
   local M = (Fsettings.Metod or "EMA")
   local VT = (Fsettings.VType or "Close")
   local R = (Fsettings.round or "off")
   if M == "SMA" then
      Out = t_SMA(I, P, VT, ds, R)
   elseif M == "EMA" then
      Out = t_EMA(I, P, VT, ds, R)
   elseif M == "VMA" then
      Out = t_VMA(I, P, VT, ds, R)
   elseif M == "SMMA" then
      Out = t_SMMA(I, P, VT, ds, R)
   elseif M == "WMA" then
      Out = t_WMA(I, P, VT, ds, R)
   else
      Out = nil
   end
   return rounding(Out, R)
end
end
------------------------------------------------------------------
--Moving Average SMA, EMA, VMA, SMMA, VMA
------------------------------------------------------------------
--[[Simple Moving Average (SMA)
SMA = sum(Pi) / n
]]
function F_SMA()
return function (I, Period, VType, ds, round) 
local Out = nil
   if I >= Period then
      local sum = 0
      for i = I-Period+1, I do
         sum = sum +Value(i, VType, ds)
      end
      Out = sum/Period
   end 
   return rounding(Out,round)
end
end

--[[Exponential Moving Average (EMA)
EMAi = (EMAi-1*(n-1)+2*Pi) / (n+1)
]]
function F_EMA() 
local EMA_TMP={}
return function(I, Period, VType, ds, round)
local Out = nil
   if I == 1 then
      EMA_TMP[I]=rounding(Value(I, VType, ds),round)
   else
      EMA_TMP[I]=rounding((EMA_TMP[I-1]*(Period-1)+2*Value(I, VType, ds)) / (Period+1),round)
      EMA_TMP[I-2]=nil
   end
   
   if I >= Period then
      Out = EMA_TMP[I]
   end
   return rounding(Out,round)
end
end

--[[
William Moving Average (WMA)
( Previous WILLMA * ( Period - 1 ) + Data ) / Period
]]
function F_WMA()
   local WMA_TMP={}
return function(I, Period, VType, ds, round)
local Out = nil
   if I == 1 then
      WMA_TMP[I]=rounding(Value(I, VType, ds),round)
   else
      WMA_TMP[I]=rounding((WMA_TMP[I-1]*(Period-1)+Value(I, VType, ds)) / Period,round)
     WMA_TMP[I-2]=nil
   end
   if I >= Period then
      Out = WMA_TMP[I]
   end
   return rounding(Out,round)
end
end

--[[Volume Adjusted Moving Average (VMA)
VMA = sum(Pi*Vi) / sum(Vi)
]]
function F_VMA()
return function (I, Period, VType, ds, round)
local Out = nil
   if I >= Period then
      local sum = 0
      local sumV = 0
      for i = I-Period+1, I do
         sum = sum +Value(i, VType, ds)*Value(i, "Volume", ds)
         sumV = sumV +Value(i, "Volume", ds)
      end
      Out = sum/sumV
   end
   return rounding(Out,round)
end
end

--[[Smoothed Moving Average (SMMA)
SMMAi = (sum(Pi) - SMMAi-1 + Pi) / n
]]
function F_SMMA()
local SMMA_TMP={}
return function(I, Period, VType, ds, round)
local Out = nil
   if I >= Period then
      local sum = 0
      for i = I-Period+1, I do
         sum = sum +Value(i, VType, ds)
      end
      
      if I == Period then
         SMMA_TMP[I]=rounding((sum-Value(I, VType, ds)+Value(I, VType, ds)) / Period, round)
      else
         SMMA_TMP[I]=rounding((sum-SMMA_TMP[I-1]+Value(I, VType, ds)) / Period, round)
      end
      SMMA_TMP[I-2]=nil
      Out = SMMA_TMP[I]
   end
   return rounding(Out,round)
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] end
   end
return Out
end