Космонавт (Автор тем)

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

    while tonumber(getParamEx(class,"GAZP","tradingstatus").param_value)~=4 or tonumber(getParamEx(class,"GAZP","tradingstatus").param_value)~=3 do 
        sleep (1000) 
    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"
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(ticker_list,alltrade.sec_code)~=nil then
    last_price[alltrade.sec_code]=alltrade.price
    
    if alltrade.sec_code==speed_check then
        time_diff=os.clock()-remember_time
        remember_time=os.clock()
        local datatime_table=alltrade.datetime
        toLog (log, speed_check.." пишет OnAllTrade "..alltrade.price.." time="..datatime_table.hour..":"..datatime_table.min..":"..datatime_table.sec.." "..datatime_table.ms.." "..datatime_table.mcs.." time_diff="..math.ceil(time_diff*1000))
    end
    
    end
end

 function OnParam (class, sec)
     if string.find(ticker_list,sec)~=nil then --and class=="TQBR" нужен если есть классы с такими же акци¤ми.
     
        if sec==speed_check and last_price[sec]~=getParam(sec,'last') then
            time_diff=os.clock()-remember_time
            remember_time=os.clock()
            toLog (log, speed_check.." пишет OnParam "..getParam(sec,'last').." time_diff="..math.ceil(time_diff*1000))
        end 
        
        if last_price[sec]~=getParam(sec,'last') then
            last_price[sec]=getParam(sec,'last')
        end

     end
 end

 function mycallbackforallstocks(class,sec,index)         
    local num_candles=ds[sec]:Size() 
    if index==num_candles then        
        if sec==speed_check then
            time_diff=os.clock()-remember_time
            remember_time=os.clock()        
            toLog (log, speed_check.." пишет DataSource "..ds[sec]:C(num_candles).." time_diff="..math.ceil(time_diff*1000))
        end 
        last_price[sec]=ds[sec]:C(num_candles)     
     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

01/09/17 10:59:18,762 APTK пишет OnParam 10.32 time_diff=2437 --долго не было сделки
01/09/17 10:59:18,794 APTK пишет DataSource 10.32 time_diff=32
01/09/17 10:59:18,794 APTK пишет OnAllTrade 10.32 time=10:59:18 668 668769 time_diff=0
01/09/17 10:59:18,794 APTK пишет OnAllTrade 10.32 time=10:59:18 668 668769 time_diff=0


01/09/17 11:01:26,475 APTK пишет OnParam 10.35 time_diff=39949 --долго не было сделки
01/09/17 11:01:26,585 APTK пишет OnAllTrade 10.33 time=11:1:26 537 537267 time_diff=109
01/09/17 11:01:26,585 APTK пишет OnAllTrade 10.34 time=11:1:26 537 537267 time_diff=0
01/09/17 11:01:26,585 APTK пишет OnAllTrade 10.34 time=11:1:26 537 537267 time_diff=0
01/09/17 11:01:26,585 APTK пишет OnAllTrade 10.35 time=11:1:26 537 537267 time_diff=0
01/09/17 11:01:26,803 APTK пишет DataSource 10.35 time_diff=219

01/09/17 11:01:36,314 APTK пишет OnParam 10.36 time_diff=3827 --долго не было сделки
01/09/17 11:01:36,314 APTK пишет DataSource 10.36 time_diff=0
01/09/17 11:01:36,314 APTK пишет OnAllTrade 10.36 time=11:1:36 196 196312 time_diff=0
01/09/17 11:01:36,314 APTK пишет OnAllTrade 10.36 time=11:1:36 196 196947 time_diff=0

OnParam не пришёл!!!!
01/09/17 11:05:55,150 APTK пишет OnAllTrade 10.37 time=11:5:55 349 349008 time_diff=158045
01/09/17 11:05:55,259 APTK пишет DataSource 10.37 time_diff=109

01/09/17 11:11:47,931 APTK пишет OnParam 10.35 time_diff=352672  --долго не было сделки
01/09/17 11:11:47,931 APTK пишет OnAllTrade 10.35 time=11:11:48 153 153625 time_diff=0
01/09/17 11:11:48,025 APTK пишет DataSource 10.35 time_diff=95
01/09/17 11:12:21,931 APTK пишет OnAllTrade 10.35 time=11:12:22 265 265944 time_diff=33906
01/09/17 11:12:22,024 APTK пишет DataSource 10.35 time_diff=95
01/09/17 11:15:27,376 APTK пишет OnAllTrade 10.35 time=11:15:27 778 778281 time_diff=185352
01/09/17 11:15:27,470 APTK пишет DataSource 10.35 time_diff=94

function OnTransReply(reply)
        orders[reply.trans_id].tr_receive_time=os.clock()    
        local latency=(orders[reply.trans_id].tr_receive_time-orders[reply.trans_id].tr_send_time)*1000
end

test_table={}
test_table.s=1
next_table={}
next_table.[test_table.s]=3 --иными словами в этой строчке создать элемент next_table[1] и присвоить значение 3

 function mycallbackforallstocks(class,sec,index)         
    local num_candles=ds[sec]:Size() 
    if index==num_candles then    
    ...................................     
     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

val_Up[I] = (val_Up[I-1] * (P-1) + Up[I]) / P

DataSource("TQBR","RASP",INTERVAL_M5)   
local num_candles=ds:Size()             
func=RSI()
local a=func(num_candles, {Period=12, VType="Typical", round=7}, ds)

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

    local num_candles=ds[sec]:Size() 
    if index==num_candles then
        func = BB()     
        line_10[sec],_,line_3[sec]=func(num_candles,...............)      
     end

   if index==ds[sec]:Size()  then
        func = BB()     
        line_10[sec],_,line_3[sec]=func(ds[sec]:Size() ,...............)      
     end

 function mycallbackforallstocks(class,sec,index) 
    toLog (log, sec)    
 end

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

function DataSource(class,sec,interval)
   ds[sec] = CreateDataSource(class,sec,interval)

   ds[sec]:SetEmptyCallback ()
   return ds[sec]
end

function main()
    dofile(getWorkingFolder().."\\LuaIndicators\\BB.lua")
    for sec in string.gmatch(ticker_list,"%a+") do
        DataSource(class,sec,interval)
    end
  while is_run do
    stime=getSTime()
    if stime==nil then stime=0 end

if stime>100000 and stime<184005 then --не считаем вне сессии

for sec in string.gmatch(ticker_list,"%a+") do
    toLog (log, sec)
    toLog (log, "1")
    func = BB() 
    toLog (log, "2")
    local num_candles=ds[sec]:Size()     
    toLog (log, "3")    
    line_10,_,line_3=func(num_candles, {Period=12, Metod = "SMA", VType="Typical", round=4, Shift=2}, ds[sec])
    toLog (log, "4")
    -- tbl:SetValue(line_count_table[sec],'BB_middle', line_10)
    -- tbl:SetValue(line_count_table[sec],'BB_lower', line_3)    
    --sleep (1)

дальше не сложный анализ.
end

 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