Космонавт (Все сообщения пользователя)

ma_out=func(ds[sec]:Size(), {Period=60, Metod = "SMA", VType="Typical", round=4}, ds[sec])

func = MA()                         
ma_out=func(ds:Size(), {Period=60, Metod = "SMA", VType="Typical", round=4}, ds)

for sec in string.gmatch(ticker_list,"%a+") do                  
ds = CreateDataSource("TQBR", sec, INTERVAL_M1)                   
ds:SetUpdateCallback()                  
end

а потом основной цикл программы внутри while is run

for sec in string.gmatch(ticker_list,"%a+") do      
запускаются функции, проверяются условия срабатывания, идёт торговля
end

log="TESTS_ARROW_NEW.log"
f_ticker_list="BRZ6,EDZ6,SiZ6"
is_run=true
ds={}

function mycallbackforallstocks(class,security,index) 
   -- Теперь в колбеке нам доступны код и класс инструмента
   close_price=ds:C(index)
   message(close_price ,1)
   -- Также доступны все параметры, которые приходят с колбеком из терминала
   xxx = index
end

function DataSource(class,security,interval)
   local ds = CreateDataSource(class,security,interval)
   ds:SetUpdateCallback(function(...) mycallbackforallstocks(class,security,...) end)
   return ds
end

function main()

for sec in string.gmatch(f_ticker_list,"%w+") do
ds[sec]=DataSource("SPBFUT", tostring(sec),INTERVAL_M1)
end

    while is_run do
    sleep (10)    
    end
end

PriceS = tonumber(getParamEx('SPBFUT', 'RIZ6', 'bid').param_value)

ticker_list = "AFLT,ALRS,BANE,CHMF,FEES,GAZP,GMKN,HYDR,IRAO,LKOH,MAGN,MFON,MGNT,MOEX,MTSS,NLMK,NVTK,RASP,ROSN,RSTI,RTKM,SBER,SNGS,SNGSP,TATN,URKA,VTBR"

 
is_run = true
function OnStop(s)
  is_run = false
  return 1000
end

dofile(getWorkingFolder().."\\LuaIndicators\\MA.lua") --взято с сайта ARQA
function main()                 
while is_run do        
    for sec in string.gmatch(ticker_list,"%a+") do
                 ds = CreateDataSource("TQBR", sec, INTERVAL_M1) 
                 ds:SetUpdateCallback()
                 sleep(100)
                        func = MA()
                        ma_out=func(ds:Size(), {Period=60, Metod = "SMA", VType="Typical", round=4}, ds)
     end
end             
end

..............................
ds=CreateDataSource(p_classcode, p_seccode, INTERVAL_M1)    
ds:SetUpdateCallback(cb)

    
    while is_run do
    length=ds:Size()
    sum=0
        for i=0,4,1 do
            sum=sum+ds:C(length-i)    
        end
    moving5=sum/5
    sleep(100)
    end
end

for sec in string.gmatch(ticker_list,"%a+") do

                if IsSubscribed_Level_II_Quotes(class, sec)==false then
                    Subscribe_Level_II_Quotes(class, sec)
                end

                        local qt = getQuoteLevel2(class, sec)
                        local bid_1 = tonumber(toPrice(sec, qt.bid[tonumber(qt.bid_count)+0].price))
                        local bid_1_q = tonumber(toPrice(sec, qt.bid[tonumber(qt.bid_count)+0].quantity))
                        local bid_2_q = tonumber(toPrice(sec, qt.bid[tonumber(qt.bid_count)-1].quantity))
                        local bid_3_q = tonumber(toPrice(sec, qt.bid[tonumber(qt.bid_count)-2].quantity))
                        local bid_4_q = tonumber(toPrice(sec, qt.bid[tonumber(qt.bid_count)-3].quantity))
                        local bid_5_q = tonumber(toPrice(sec, qt.bid[tonumber(qt.bid_count)-4].quantity))
                        local bid_6_q = tonumber(toPrice(sec, qt.bid[tonumber(qt.bid_count)-5].quantity))
                        local bid_7_q = tonumber(toPrice(sec, qt.bid[tonumber(qt.bid_count)-6].quantity))
                        local bid_8_q = tonumber(toPrice(sec, qt.bid[tonumber(qt.bid_count)-7].quantity))
                        local bid_9_q = tonumber(toPrice(sec, qt.bid[tonumber(qt.bid_count)-8].quantity))
                        local bid_10_q = tonumber(toPrice(sec, qt.bid[tonumber(qt.bid_count)-9].quantity))

end

status_container ("\\1-пк\\trash\\VBZ6.log", 1)  

 function status_container(file_path,value)
        cf=io.open(file_path,"w+")
        cf:write(value)
        cf:flush()
        cf:close()
end

status_container ("\\1-пк\trash\VBZ6.log", "uraaaa") --пишем слово в файл

до функции main

ticker_list = "AFLT,ALRS,BANE,CHMF,FEES,GAZP,GMKN,HYDR,IRAO,LKOH,MAGN,MFON,MGNT,MOEX,MTLR,MTSS,NLMK,NVTK,RASP,ROSN,RSTI,RTKM,SBER,SIBN,SNGS,SNGSP,TATN,URKA,VTBR"

indicator={}


внутри main:

for sec in string.gmatch(ticker_list,"%a+") do
sleep (1000)

    --получаем данные индикатора RSI
        chart_inst=tostring("RSI_"..sec)

        RSI_n = getNumCandles (chart_inst)
        indicator[sec].rsi_0 = getCandlesByIndex(chart_inst,0,RSI_n-1,1)[0].close
        indicator[sec].rsi_1 = getCandlesByIndex(chart_inst,0,RSI_n-2,1)[0].close
        indicator[sec].rsi_2 = getCandlesByIndex(chart_inst,0,RSI_n-3,1)[0].close
        indicator[sec].rsi_3 = getCandlesByIndex(chart_inst,0,RSI_n-4,1)[0].close
        indicator[sec].rsi_4 = getCandlesByIndex(chart_inst,0,RSI_n-5,1)[0].close
        indicator[sec].rsi_5 = getCandlesByIndex(chart_inst,0,RSI_n-6,1)[0].close
        indicator[sec].rsi_6 = getCandlesByIndex(chart_inst,0,RSI_n-7,1)[0].close
        indicator[sec].rsi_7 = getCandlesByIndex(chart_inst,0,RSI_n-8,1)[0].close
        indicator[sec].rsi_8 = getCandlesByIndex(chart_inst,0,RSI_n-9,1)[0].close
        indicator[sec].rsi_9 = getCandlesByIndex(chart_inst,0,RSI_n-10,1)[0].close
        indicator[sec].rsi_10 = getCandlesByIndex(chart_inst,0,RSI_n-11,1)[0].close
        indicator[sec].rsi_11 = getCandlesByIndex(chart_inst,0,RSI_n-12,1)[0].close
        indicator[sec].rsi_12 = getCandlesByIndex(chart_inst,0,RSI_n-13,1)[0].close
        indicator[sec].rsi_13 = getCandlesByIndex(chart_inst,0,RSI_n-14,1)[0].close
        indicator[sec].rsi_14 = getCandlesByIndex(chart_inst,0,RSI_n-15,1)[0].close
        indicator[sec].rsi_15 = getCandlesByIndex(chart_inst,0,RSI_n-16,1)[0].close
        indicator[sec].rsi_16 = getCandlesByIndex(chart_inst,0,RSI_n-17,1)[0].close
        indicator[sec].rsi_17 = getCandlesByIndex(chart_inst,0,RSI_n-18,1)[0].close
        indicator[sec].rsi_18 = getCandlesByIndex(chart_inst,0,RSI_n-19,1)[0].close
        indicator[sec].rsi_19 = getCandlesByIndex(chart_inst,0,RSI_n-20,1)[0].close
        indicator[sec].rsi_20 = getCandlesByIndex(chart_inst,0,RSI_n-21,1)[0].close

анализируем полученные данные. Для анализа нужны все 21 значение. 

end

log="тесты.log"

ticker_list = "AFKS,AFLT,AKRN,ALRS,AVAZP,BANE,BANEP,CHMF,DIXY,FEES,GAZP,GCHE,GMKN,GRAZ,HYDR,IRAO,KMAZ,LKOH,LNTA,LSRG,MAGN,MFON,MGNT,MOEX,MSNG,MSRS,MSTT,MTLR,MTLRP,MTSS,MVID,NLMK,NMTP,NVTK,OGKB,PHOR,PIKK,PLZL,POLY,PRTK,RASP,ROSN,RSTI,RSTIP,RTKM,RTKMP,RUALR,SBER,SBERP,SIBN,SNGS,SNGSP,SVAV,TATN,TATNP,TGKA,TRMK,TRNFP,URKA,VTBR,VZRZ,VZRZP,YNDX"

lot={}

for sec in string.gmatch(ticker_list,"%a+") do
lot[sec]=getParamEx("TQBR",sec,"lotsize").param_value
end

toLog (log, lot)
toLog (log, #lot)

stop_loss_pc=3
MAsteps=1
is_run = true
send_order=false

for sec in string.gmatch(ticker_list,"%a+") do
lot[sec]=getParamEx(class,sec,"lotsize").param_value
step[sec]=getParamEx(class,sec,"SEC_PRICE_STEP").param_value

--задаём первоначальные бид, аск и ласт
  last_price[sec]=tonumber(getParamEx(class,sec,"last").param_value)
  if last_price[sec]==0 or last_price[sec]==nil then
  last_price[sec]=tonumber(getParamEx(class,sec,"prevprice").param_value)
  toLog (log, sec.." при запуске нет цены последней сделки "..type(last_price[sec]))
  end
    tablebid = getParamEx(class,  sec, "bid") --получаем таблицу "bid"
    bid_best[sec]=tonumber(toPrice(sec, tablebid.param_value)) --из таблицы берЄм значение
    tableoffer = getParamEx(class,  sec, "offer") --получаем таблицу "offer"
    offer_best[sec]=tonumber(toPrice(sec, tableoffer.param_value)) --из таблицы берЄм значение

end

 function status_container(file_path,value)
        cf=io.open(file_path,"w+")
        cf:write(value)
        cf:flush()
        cf:close()
end