Космонавт (Все сообщения пользователя)

Settings = {
Name = "*RSI (Relative Strength Index)", 
round = "off",
Period = 14, 
VType = "Close", --Open, High, Low, Close, Volume, Median, Typical, Weighted, Difference
line = {{
        Name = "RSI",
        Type = TYPE_LINE, 
        Color = RGB(255, 0, 0)
        }
        }
}

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

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

function RSI() --Relative Strength I("RSI")
    local Up = {}
    local Down = {}
    local val_Up = {}
    local val_Down = {}

return function (I, Fsettings, ds)
local Out = nil
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 14)
local VT = (Fsettings.VType or "Close")
local R = (Fsettings.round or "off")
if I == 1 then
    Up[I] = 0
    Down[I] = 0
end
if I>1 then
    local Val = Value(I,VT,ds)
    local ValPrev = Value(I-1,VT,ds)
    if ValPrev < Val then
        Up[I] = Val - ValPrev
    else
        Up[I] = 0
    end
    if ValPrev > Val then
        Down[I] = ValPrev - Val
    else
        Down[I] = 0
    end
    if (I == P) or (I == P+1) then
        local sumU = 0
        local sumD = 0
        for i = I-P+1, I do
            sumU = sumU + Up[i]
            sumD = sumD + Down[i]
        end
        val_Up[I] = sumU/P
        val_Down[I] = sumD/P
    end
    if I > P+1 then
        val_Up[I] = (val_Up[I-1] * (P-1) + Up[I]) / P
        val_Down[I] = (val_Down[I-1] * (P-1) + Down[I]) / P
    end
    if I >= P then
        Out = 100 / (1 + (val_Down[I] / val_Up[I]))    
        return rounding(Out, R)
    end
end
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] else Out = nil end
    end
return Out
end

function SearchFractals()
local bars_count=getNumCandles(fractal_name)
--toLog(log,"SearchFractals started. Bars_count="..bars_count)
for i=bars_count-4,0,-1 do
local candle,_,_=getCandlesByIndex(fractal_name,0,i,1)
if upFractal==0 and candle[0].high~=0 then
upFractal=candle[0].high
upFractalBar=i
--toLog(log,"SearchFractals upFractal="..upFractal.." upFractalBar="..upFractalBar)
end

if downFractal==0 and candle[0].low~=0 then
downFractal=candle[0].low
downFractalBar=i
--toLog(log,"SearchFractals downFractal="..downFractal.." downFractalBar="..downFractalBar)
end

if downFractal~=0 and upFractal~=0 then

--toLog(log,"SearchFractals all fractals found")

return
end
end
end

function mycallbackforallstocks(class,sec,index) 
    local num_candles=ds[sec]:Size()     
    if index==num_candles then            
        last_price[sec]=ds[sec]:C(num_candles)    
        message (sec.." here "..last_price[sec])
        tbl:SetValue(line_count_table[sec],'last', last_price[sec])        
        tbl:Highlight(line_count_table[sec],'SEC',WHITE,RED,1000)    
        func =FRACTALS()
        for i=1,ds[sec]:Size() do
            f_1,f_2=func(i, {Period=30}, ds[sec])    
            message (sec.." "..f_1.." "..f_2)                
        end
    end
end

function DataSource(class,sec,interval)
   ds[sec] = CreateDataSource(class,sec,interval)
   ds[sec]:SetUpdateCallback(function(...) mycallbackforallstocks(class,sec,...) end)
   return ds[sec]
end

Settings = {
Name = "*FRACTALS (Fractals)", 
Period = 5,
line = {{
        Name = "FRACTALS - Down", 
        Type = TYPE_TRIANGLE_DOWN, 
        Color = RGB(255, 0, 0)
        },
        {
        Name = "FRACTALS - Up", 
        Type = TYPE_TRIANGLE_UP, 
        Color = RGB(0, 255, 0)
        }
        }
}
            
function Init() 
    func = FRACTALS()
    return #Settings.line
end

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

function FRACTALS() --Fractals ("FRACTALS")
    local H_tmp={}
    local L_tmp={}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 5)
P = math.floor(P/2)*2+1
H_tmp[I]=Value(I,"High",ds)
L_tmp[I]=Value(I,"Low",ds)
if I>=P then
    local S = I-P+1+math.floor(P/2)
    local val_h=math.max(unpack(H_tmp,I-P+1,I)) 
    local val_l=math.min(unpack(L_tmp,I-P+1,I))
    local L = Value(S,"Low",ds)
    local H = Value(S,"High",ds)
    if (val_h == H) and (val_h >0) 
        and (val_l == L) and (val_l > 0) then
            if ds then return S,S else
                SetValue(S, 1, val_l)
                SetValue(S, 2, val_h)
            end
    else
        if (val_h == H) and (val_h >0) then
            if ds then return S,nil else
                SetValue(S, 1, nil)
                SetValue(S, 2, val_h)
            end
        end
        if (val_l == L) and (val_l > 0) then
            if ds then return nil,S else
                SetValue(S, 1, val_l)
                SetValue(S, 2, nil)
            end
        end
    end
    
end
    return nil,nil
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

script_path=getScriptPath()
function OnInit (script_path)
--задаём переменные
end

    while tonumber(getParamEx(class,"GAZP","tradingstatus").param_value)~=4 or tonumber(getParamEx(class,"GAZP","tradingstatus").param_value)~=3 do 
        sleep (1000) 
    end   

Settings = {
Name = "*ICHIMOKU (Ichimoku Kinko Hyo)", 
round = "off",
Tenkan = 9, 
Kijun = 26, 
Senkou = 52, 
Chinkou = 26, 
Shift = 26,
line = {{
        Name = "ICHIMOKU - Tenkan", 
        Type = TYPE_LINE, 
        Color = RGB(255, 0, 255)
        },
        {
        Name = "ICHIMOKU - Kijun", 
        Type = TYPE_LINE, 
        Color = RGB(255, 0, 0)
        },
        {
        Name = "ICHIMOKU - Senkou Span1", 
        Type = TYPE_LINE, 
        Color = RGB(0, 255, 255)
        },
        {
        Name = "ICHIMOKU - Senkou Span2", 
        Type = TYPE_LINE, 
        Color = RGB(0, 255, 0)
        },
        {
        Name = "ICHIMOKU - Chinkou", 
        Type = TYPE_LINE, 
        Color = RGB(128, 0, 0)
        }
        }
}
            
function Init() 
    func = ICHIMOKU()
    return #Settings.line
end

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

function ICHIMOKU() --Ichimoku ("ICHIMOKU")
    local OutSenkou1 = {}
    local OutSenkou2 = {}
    local H_tmp={}
    local L_tmp={}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local Tenkan = (Fsettings.Tenkan or 9)
local Kijun = (Fsettings.Kijun or 26)
local Senkou = (Fsettings.Senkou or 52)
local Chinkou = (Fsettings.Chinkou or 26)
local Shift = (Fsettings.Shift or 26)
local R = (Fsettings.round or "off")
function sen(I,P, R)
    if I>=P then
        local mx=math.max(unpack(H_tmp,I-P+1,I)) 
        local mn=math.min(unpack(L_tmp,I-P+1,I))
        return rounding((mx+mn)/2, R)
    else return nil    end
end
H_tmp[I]=Value(I,"High",ds)
L_tmp[I]=Value(I,"Low",ds)
local OutTenkan = sen(I, Tenkan, R)
local OutKijun = sen(I, Kijun, R)
local OutChinkou = nil
if I >= math.max(Tenkan, Kijun) then
    OutSenkou1[I] = (OutTenkan + OutKijun)/2
else
    OutSenkou1[I] = nil
end
    OutSenkou2[I] = sen(I,Senkou, R)

if I<Size()-Chinkou then
    OutChinkou= Value(I+Chinkou, "Close", ds)
else
    OutChinkou=nil
    SetValue(I-Chinkou, 5, rounding(Value(I, "Close", ds), R))
end
return sen(I,Tenkan, R),sen(I,Kijun, R),rounding(OutSenkou1[I-Shift], R),rounding(OutSenkou2[I-Shift], R),rounding(OutChinkou, R)
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] else Out = nil end
    end
return Out
end

--[[
*******************************************************************
 Функция для сохранения произвольной таблицы (инструменты, сделки,
 заявки и т.п.) в файл. В качестве параметра принимает тэг, хендл
 файла (после открытия с помощью io.open) и таблицу.
 Пример вызова функции:
    table_save("orders", file, trans_result)
*******************************************************************
]]

function exportstring( s )
    return string.format("%q", s)
end

function table_save( tag, file, tbl)
    local charS,charE = "   ","\n"
    local tables,lookup = { tbl },{ [tbl] = 1 }
    file:write( charE ..tag .. "{"..charE )

    for idx,t in ipairs( tables ) do
        file:write( "-- Table: {"..idx.."}"..charE )
        file:write( "{"..charE )
        local thandled = {}

        for i,v in ipairs( t ) do
            thandled[i] = true
            local stype = type( v )
            if stype == "table" then
               if not lookup[v] then
                  table.insert( tables, v )
                  lookup[v] = #tables
               end
               file:write( charS.."{"..lookup[v].."},"..charE )
            elseif stype == "string" then
               file:write(  charS..exportstring( v )..","..charE )
            elseif stype == "number" then
               file:write(  charS..tostring( v )..","..charE )
            end
         end

         for i,v in pairs( t ) do
            if (not thandled[i]) then

               local str = ""
               local stype = type( i )
               if stype == "table" then
                  if not lookup[i] then
                     table.insert( tables,i )
                     lookup[i] = #tables
                  end
                  str = charS.."[{"..lookup[i].."}]="
               elseif stype == "string" then
                  str = charS.."["..exportstring( i ).."]="
               elseif stype == "number" then
                  str = charS.."["..tostring( i ).."]="
               end

               if str ~= "" then
                  stype = type( v )
                  if stype == "table" then
                     if not lookup[v] then
                        table.insert( tables,v )
                        lookup[v] = #tables
                     end
                     file:write( str.."{"..lookup[v].."},"..charE )
                  elseif stype == "string" then
                     file:write( str..exportstring( v )..","..charE )
                  elseif stype == "number" then
                     file:write( str..tostring( v )..","..charE )
                  end
               end
            end
         end
         file:write( "},"..charE )
      end
      file:write( "}"..charE )
end

class="SPBFUT" 
sec="SRH7"
for i=1,10000000000000000000 do
 qt=getQuoteLevel2(class, sec)
end

class="SPBFUT"
sec="SRH7"
s=Subscribe_Level_II_Quotes(class, sec)
toLog (log, s) --s как и положено true
qt=getQuoteLevel2(class, sec)
toLog (log, qt) --qt выглядит так: bid_count=0.000000;offer_count=0.000000;
Unsubscribe_Level_II_Quotes(class, sec)    

while x<b do
c=x^x
end но не больше 100 раз?

 function OnParam (class, sec)
     if string.find(ticker_list,sec)~=nil and class=="TQBR" then --and class=="TQBR" нужен если есть классы с такими же акци¤ми.
        if last_price[sec]~=tonumber(getParamEx(class,sec,"last").param_value) then
            last_price[sec]=tonumber(getParamEx(class,sec,"last").param_value)
        end
        
        tablebid=getParamEx(class,  sec, "bid")
        tableoffer=getParamEx(class,  sec, "offer")

        if  bid_best[sec]~=tablebid.param_value then
            bid_best[sec]=tonumber(toPrice(sec, tablebid.param_value))
        end

        if offer_best[sec]~=tableoffer.param_value then
            offer_best[sec]=tonumber(toPrice(sec, tableoffer.param_value))
        end
        
     end
 end

function OnAllTrade (alltrade)
    if string.find(f_ticker_list,alltrade.sec_code)~=nil then
    last_price[alltrade.sec_code]=alltrade.price
    toLog (log, alltrade.sec_code.." "..last_price[alltrade.sec_code])
    end
end