Nikolay (Все сообщения пользователя)

Settings = {
    Name = "*StohRSI",
    round = "off",
    Period = 5,
    Per_K = 9,
    PeriodSO = 5,
    Shift = 3,
    VType = "Close", --Open, High, Low, Close, Volume, Median, Typical, Weighted, Difference
    line = {
           {Name = "RSI", Type = TYPE_LINE, Color = RGB(255, 255, 128)},
           {Name = "SO", Type = TYPE_LINE, Color = RGB(255, 0, 0)},
           {Name = "Sign", Type = TYPE_LINE, Color = RGB(128, 255, 128)},
           {Name = "line 20", Type = TYPE_LINE, Color = RGB(0, 128, 255)},
           {Name = "line 80", Type = TYPE_LINE, Color = RGB(0, 128, 255)}
           }
    }

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

    function OnCalculate(Index)
       if not CandleExist(Index) then
           return nil
       end
       return func(Index, Settings)
    end

    function RSI() --Relative Strength I("RSI")
       local Up = {}
       local Down = {}
       local val_Up = {}
       local val_Down = {}
       local K_MA1=MA()
       local K_MA2=MA()
       local D_MA=MA()
       local proSO={}
       local Out = {}
    return function (I, Fsettings, ds)
    local Fsettings=(Fsettings or {})
    local P = (Fsettings.Period or 14)
    local PK = (Fsettings.Per_K or 5)
    local PerSO = (Fsettings.PeriodSO or 5)
    local S = (Fsettings.Shift or 3)
    local PD = (Fsettings.Period_D or 3)
    local VT = (Fsettings.VType or "Close")
    local R = (Fsettings.round or "off")
    local MD = (Fsettings.Metod_D or "SMA")
    local M = (Fsettings.Metod or "SMA")
    if I <=PerSO then
       Up[I] = 0
       Down[I] = 0
    end
    if I>PerSO then
       local Val = Value(I,"T",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
           Out[I] = 100 / (1 + (val_Down[I] / val_Up[I]))
       end
    end
       if I > PK*2 then
           RsiOut=D_MA(I,{Period=PK, Metod = M, VType="Any", round=R}, Out)
       end
        _,_,proSO[I]= MaxMin(I,5,ds,3)
       if I>=(PK+3-1) then
       SignSO=D_MA(I, {Period=3, Metod = "SMA", VType="Any", round="off"}, proSO)
       end
           return rounding(RsiOut, 4),rounding(proSO[I], 4),rounding(SignSO, 4),rounding(Out[I], 4)
       end
    end

    -------------------------------------------------------
    -------------------------------------------------------
    function MA() --Moving Average ("MA")
    local t_SMA = F_SMA()
    local t_EMA = F_EMA()
    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)
       else
           Out = nil
       end
       return rounding(Out, R)
    end
    end
    ------------------------------------------------------
    function MaxMin(ind,Pk,ds,Sk)
       if ind < Pk+Sk then
           return nil
       else
      local suCM=0
      local suMM=0
            for i = ind - Sk+1, ind do
                MAX = Value(i-Pk+1,"High",ds)
                MIN = Value(i-Pk+1,"Low",ds)
            for k = 0, Pk-1 do
                MAX=math.max(MAX,Value(i-k,"High",ds))
                MIN=math.min(MIN,Value(i-k,"Low",ds))
            end
       --message('тран:'..OutWR,1)
           suCM=suCM+(Value(i, "Close", ds)-MIN)
           suMM=suMM+(MAX-MIN)
           end
       local TenKu=(MAX+MIN)/2
       local OutWR=100*(Value(ind,"Close", ds)-MIN)/(MAX-MIN)
       local proKol =100*suCM/suMM
       local wpr = ((MAX - Value(ind,"Close", ds)) / (MAX - MIN)) * (-100)
           return rounding(TenKu, 6),rounding(OutWR, 6),rounding(proKol, 6)
    end
    end
    ------------------------------------------------------------------
    function F_SMA()
    return function (I, Period, VType, ds, R)
    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,R)
    end
    end
    ---------------------------------------------------------
    function F_EMA()
    local EMA_TMP={}
    return function(I, Period, VType, ds, R)
    local Out = nil
       if I == 1 then
           EMA_TMP[I]=rounding(Value(I, VType, ds),R)
       else
           EMA_TMP[I]=rounding((EMA_TMP[I-1]*(Period-1)+2*Value(I, VType, ds)) / (Period+1),R)

       end

       if I >= Period then
           Out = EMA_TMP[I]
       end
       return rounding(Out,R)
    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 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

т.е. придерживаться правила - один скрипт - один инструмент?

local typedT = function(key_type, value_type, allow_nil)

    local val_t = {}
    local proxy = {}
    if allow_nil == nil then allow_nil = true end

    local check_type = function(value, c_type)
        if (c_type or '') == '' then return true end
        if (('integer|float'):find(c_type)) then
            return math.type(value) == c_type
        end
        return type(value) == c_type
    end

    local mt = {
      __index = val_t,
      __newindex = function (_, k, v)
        if not check_type(k, key_type) then
            error("attempt to index with "..(type(k) == 'number' and math.type(k) or type(k)).. " type", 2)
        end
        if (not allow_nil and v == nil) or (v ~= nil and not check_type(v, value_type)) then
            error("attempt to set a value "..(type(v) == 'number' and math.type(v) or type(v)).. " type", 2)
        end
        val_t[k] = v
    end
    }
    setmetatable(proxy, mt)
    return proxy
end


local t = typedT('number')

local sec_code      = 'SRZ0'
local class_code    = 'SPBFUT'

local sleep         = _G.sleep
local isRun         = true

local t_id          = nil

local SeaGreen      = _G.RGB(193, 255, 193)
local RosyBrown     = _G.RGB(255, 193, 193)
local getParamEx    = _G.getParamEx
local GetCell       = _G.GetCell
local SetCell       = _G.SetCell
local SetColor      = _G.SetColor
local ds
local def_c         = _G.QTABLE_DEFAULT_COLOR

function _G.OnParam(class, sec)
    if isRun and t_id and sec == sec_code and class == class_code then
        local last_price = tonumber((getParamEx(class_code,  sec_code, 'LAST') or {}).param_value) or 0
        local last_vol   = tonumber((getParamEx(class_code,  sec_code, 'VALTODAY') or {}).param_value) or 0
        local lp         = GetCell(t_id, 1, 0).value or last_price
        SetCell(t_id, 1, 1, tostring(last_vol), last_vol)
        SetCell(t_id, 1, 0, tostring(last_price), last_price)
        if lp < last_price then
            SetColor(t_id, 1, 0, SeaGreen, def_c, SeaGreen, def_c)
            SetColor(t_id, 1, 1, SeaGreen, def_c)
        elseif lp > last_price then
            SetColor(t_id, 1, 0, RosyBrown, def_c, RosyBrown, def_c)
            SetColor(t_id, 1, 1, RosyBrown, def_c)
        end
    end
end

local function CreateTable()

    t_id = _G.AllocTable()

    _G.AddColumn(t_id, 0, "price",  true, _G.QTABLE_DOUBLE_TYPE, 15)
    _G.AddColumn(t_id, 1, "vol",    true, _G.QTABLE_DOUBLE_TYPE, 15)
    _G.CreateWindow(t_id)
    _G.SetWindowPos(t_id, 90, 120, 270, 100)
    _G.InsertRow(t_id, 1)
end

local function event_callback(_, msg)
    if (msg == _G.QTABLE_CLOSE) then
        isRun = false
    end
end

function _G.OnInit()
    CreateTable()
    _G.SetTableNotificationCallback(t_id, event_callback)
end

function _G.main()

    ds   = _G.CreateDataSource(class_code, sec_code, 1)
    isRun = ds ~= nil
    if ds then
        ds:SetEmptyCallback()
    end
    while isRun and ds do
        sleep(500)
    end
end

function _G.OnStop()
    isRun = false
    ds:Close()
    ds = nil
    if t_id and not _G.IsWindowClosed(t_id) then
        _G.DestroyTable(t_id)
    end
end

---@param class_code string
---@param sec_code string
local function FilterTableLine(class_code, sec_code)
    return  class_code == Params.CLASS_CODE and
            sec_code == Params.SEC_CODE
end


local t1 = SearchItems("all_trades", 0, getNumberOf("all_trades")-1, FilterTableLine, 'class_code,sec_code')

if t1 then
   for i = 1, #t1 do
       local trade = getItem("all_trades", t1[i])
       if trade then                        
          --- Сделать что-то
       end
   end
end