Let_it_go (Все сообщения пользователя)

--Внутри колбека OnParam
--Считаем средний спред
         local tablebid = getParamEx(class_code,  fff, "bid") --получаем таблицу "bid"
         local bid=tablebid.param_value --из таблицы берём значение
         local tableoffer = getParamEx(class_code,  fff, "offer") --получаем таблицу "offer"
         local offer=tableoffer.param_value --из таблицы берём значение
         local p_spread = (offer - bid) / bid * 100 --считаем текущий спред по бумаге
         local elem = average_spreads[fff] --создаём таблицу для хранения расчётных данных
            if elem == nil then
               average_spreads[fff] = { Count = 1, Spread = p_spread, Avr = p_spread}
               elem = average_spreads[fff]
               else
               elem.Spread = p_spread
               elem.Avr = (elem.Avr * elem.Count + p_spread) / (elem.Count + 1)
               elem.Count = elem.Count + 1
               spread[fff]=elem.Avr
            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 = "*ATR (Average True Range)", 
Period = 14,
line = {{
      Name = "Horizontal line",
      Type = TYPE_LINE, 
      Color = RGB(140, 140, 140)
      },
      {
      Width = 3,
      Name = "ATR_Up", 
      Type = TYPE_HISTOGRAM, 
      Color = RGB(0, 206, 0)
      },
      {
      Width = 3,
      Name = "ATR_Down", 
      Type = TYPE_HISTOGRAM, 
      Color = RGB(221, 44, 44)
      }
      },
Round = "off",
Multiply = 1,
Horizontal_line="0"
}

local prev=0
function Init()
   func = ATR()
   return #Settings.line
end

function OnCalculate(Index)
local Out = ConvertValue(Settings, func(Index, Settings))
local HL = tonumber(Settings.Horizontal_line)
   if Index == 1 then prev=0 end
   if Out then
      if Out > prev then
         prev = Out
         return HL,Out,nil
      else
         prev = Out
         return HL,nil,Out
      end
   else
      return HL,nil,nil
   end
end

function ATR() --Average True Range ("ATR")
   local f_TR = TR()
   local tmp = {pp=nil, p=nil}
   local it = {p=0, l=0}
return function (I, Fsettings, ds)
local Fsettings=(Fsettings or {})
local P = (Fsettings.Period or 14)
if (P > 0) then
   if I == 1 then
      tmp = {pp=nil, p=nil}
      it = {p=0, l=0}
   end
   local tr = f_TR(I,ds)
   if CandleExist(I,ds) then
      if I~=it.p then 
         it = {p=I, l=it.l+1} 
         tmp.pp = tmp.p
      end
      if it.l < P then
         tmp.p = (tmp.pp or 0) + tr
      elseif it.l == P then
         tmp.p = ((tmp.pp or 0) + tr) / P
         return tmp.p
      elseif it.l > P then
         tmp.p = ((tmp.pp or 0) * (P-1) + tr) / P
         return tmp.p
      end
   end
end
return nil
end
end

function TR() --True Range ("TR")
   local it = {pp=0, p=0, l=0}
return function (I, ds)
   if I == 1 then
      it = {pp=0, p=0, l=0}
   end
   if CandleExist(I,ds) then
      if I~=it.p then it={pp=it.p, p=I, l=it.l+1} end
      if it.l == 1 then
         return math.abs(GetValueEX(it.p,DIFFERENCE, ds))
      else
         return math.max(math.abs(GetValueEX(it.p,DIFFERENCE, ds)), 
            math.abs(GetValueEX(it.p,HIGH,ds) - GetValueEX(it.pp,CLOSE,ds)), 
            math.abs(GetValueEX(it.pp,CLOSE,ds)-GetValueEX(it.p,LOW,ds)))
      end
   end
return nil
end
end


SMA,MMA,EMA,WMA,SMMA,VMA = "SMA","MMA","EMA","WMA","SMMA","VMA"
OPEN,HIGH,LOW,CLOSE,VOLUME,MEDIAN,TYPICAL,WEIGHTED,DIFFERENCE,ANY = "O","H","L","C","V","M","T","W","D","A"

function CandleExist(I,ds)
return (type(C)=="function" and C(I)~=nil) or
   (type(ds)=="table" and (ds[I]~=nil or (type(ds.Size)=="function" and (I>0) and (I<=ds:Size()))))
end

function Squeeze(I,P)
   return math.fmod(I-1,P+1)
end

function ConvertValue(T,...)
local function r(V, R) 
   if R and string.upper(R)== "ON" then R=0 end
   if V and tonumber(R) then
      if V >= 0 then return math.floor(V * 10^R + 0.5) / 10^R
      else return math.ceil(V * 10^R - 0.5) / 10^R end
   else return V end
end
   if arg.n > 0 then
      for i = 1, arg.n do
         arg[i]=arg[i] and r(arg[i] * ((T and T.Multiply) or 1), (T and T.Round) or "off")
      end
      return unpack(arg)
   else return nil end
end

function GetValueEX(I,VT,ds) 
VT=(VT and string.upper(string.sub(VT,1,1))) or ANY
   if VT == OPEN then         --Open
      return (O and O(I)) or (ds and ds:O(I))
   elseif VT == HIGH then       --High
      return (H and H(I)) or (ds and ds:H(I))
   elseif VT == LOW then      --Low
      return (L and L(I)) or (ds and ds:L(I))
   elseif VT == CLOSE then      --Close
      return (C and C(I)) or (ds and ds:C(I))
   elseif VT == VOLUME then      --Volume
      return (V and V(I)) or (ds and ds:V(I)) 
   elseif VT == MEDIAN then      --Median
      return ((GetValueEX(I,HIGH,ds) + GetValueEX(I,LOW,ds)) / 2)
   elseif VT == TYPICAL then   --Typical
      return ((GetValueEX(I,MEDIAN,ds) * 2 + GetValueEX(I,CLOSE,ds))/3)
   elseif VT == WEIGHTED then   --Weighted
      return ((GetValueEX(I,TYPICAL,ds) * 3 + GetValueEX(I,OPEN,ds))/4) 
   elseif VT == DIFFERENCE then   --Difference
      return (GetValueEX(I,HIGH,ds) - GetValueEX(I,LOW,ds))
   else                     --Any
      return (ds and ds[I])
   end
return nil
end

dofile ("C:\\Program Files\\Lua\\5.1\\lua\\ATR.lua")--ATR
ds_v = CreateDataSource(instr[k].v_class,instr[k].v_sec,INTERVAL_D1)
ds_v:SetEmptyCallback()
sleep(1000)
func2 = ATR() 
candles=ds_v:Size() --до этого места доходит и выдаёт количество свечей
long_v={}
short_v={}
for i=1,candles do   
long_v[i]=func2(candles, {Period=252}, ds_v)                  
short_v[i]=func2(candles, {Period=5}, ds_v)   
end

function mycallbackforallstocks(class,sec,index)          

end

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

func = RSI()
            local rsi_count={}            
            for i=1,ds[бумага]:Size() do         
               rsi_count[i]=func(i, {Period=rsi_period, VType="Typical"}, ds[бумага])
            end         
               rsi0=rsi_count[ds[бумага]:Size()]
               rsi1=rsi_count[ds[бумага]:Size()-1]
               rsi2=rsi_count[ds[бумага]:Size()-2]      

func = RSI()
            local rsi_count={}            
            num_candles=ds[бумага]:Size()
            for i=1,num_candles do               
               rsi_count[i]=func(i, {Period=rsi_period, VType="Typical"}, ds[бумага])
            end      
               rsi0=rsi_count[num_candles]
               rsi1=rsi_count[num_candles-1]
               rsi2=rsi_count[num_candles-2]

s={}
for i=1,10 do
   table.insert(s,random_max()) --в будущем вместо рандомных чисел будут номера активных заявок.
end

toLog(log, s)

for i=1,#s do
        if i>0 then -- Сейчас я написал условие наугад. В будущем будет условие "удалить номер заявки из таблицы s если эта заявка снята или исполнена"
      table.remove(s,i)
        end
end

toLog(log, s)

func = FRACTALS()
   for i=1,ds[sec]:Size() do
      local f=func(i, {Period=fractal_period, VType=ANY}, ds[sec])
      table.insert(table_bar,f)
   end   

FM[20171004]=208.59943
FM[20171005]=208.81180
FM[20171006]=209.02465
FM[20171007]=209.23796
FM[20171008]=209.45173
FM[20171009]=209.66594
FM[20171010]=209.88057
FM[20171011]=210.09560

function OnCalculate (index)
   year=T(index).year
   month=T(index).month
   if month<10 then month="0"..month end
   day=T(index).day
   if day<10 then day="0"..day end   
   YYYYMMDD=tonumber(year..month..day.."")
   v={}
   v.value1=(new_table[YYYYMMDD]+Settings.aspect1)*Settings.multiplier
   if v.value1<0 then v.value1=(new_table[YYYYMMDD]+Settings.aspect1)*Settings.multiplier end      
   return v.value1
end

PrintDbgStr("dbg from " ..getScriptPath())

a=step*1
PrintDbgStr("dbg from " ..a)
step=getParamEx("SPBFUT","MXZ7","SEC_PRICE_STEP").param_value

if t.flags==30 then
считать заявку снятой
end 

dofile(getScriptPath().."\\MA.lua")
function main() 
  func = MA()
  t_id = AllocTable()
  AddColumn(t_id,1,"Price",true,QTABLE_INT_TYPE,10)
  AddColumn(t_id,2,"MA",true,QTABLE_INT_TYPE,10)
  CreateWindow(t_id)
  SetWindowCaption(t_id,"MA")
  ds = CreateDataSource("TQBR", "LKOH", INTERVAL_M5) 
  sleep(1000)
  message (""..ds:Size(),1)
  for i=1,ds:Size() do
   ma_out=func(i, {Period=3, Metod = EMA, VType=ANY}, ds)
   tmp=InsertRow(t_id,-1)
   SetCell(t_id,tmp,1,tostring(ds:C(i)),ds:C(i))
   SetCell(t_id,tmp,2,tostring(ma_out),ma_out)
  end 
end

tmp.p = (tmp.pp*(P-1) + 2*GetValue(it.p,VT,ds)) / (P+1)

function QTable:SetValue(row, col_name, data, formatted)
   -- Установить значение в ячейке
   local col_ind = self.columns[col_name].id or nil   
   if col_ind == nil then
      return false
   end
   local col_type = self.columns[col_name].c_type
   if row==nil or col_name==nil or data==nil or col_ind==nil then
      message ((row  or "nil").." | "..(col_name  or "nil").." | "..(data  or "nil").." | "..(col_ind or "nil")),1)
   end   
   if self.data[row][col_ind]==data then return true end
   self.data[row][col_ind]=data
   local col_type = self.columns[col_name].c_type
   -- если для числового столбца дано НЕчисловое значение, то применяем к нему tonumber
   if type(data) ~= "number" and (col_type==QTABLE_INT_TYPE or col_type==QTABLE_DOUBLE_TYPE or col_type==QTABLE_INT64_TYPE) then
      data = tonumber(data) or 0
   end
   -- если для НЕстрокового значения уже дан отформатированный вариант, то сначала используется он
   if formatted and col_type~=QTABLE_STRING_TYPE and col_type~=QTABLE_CACHED_STRING_TYPE then
      return SetCell(self.t_id, row, col_ind, formatted, data)
   end
   -- если для столбца задана функция форматирования, то она используется
   local ff = self.columns[col_name].format_function
   if type(ff) == "function" then
      -- в качестве строкового представления используется
      -- результат выполнения функции форматирования
      if col_type==QTABLE_STRING_TYPE or col_type==QTABLE_CACHED_STRING_TYPE then
         return SetCell(self.t_id, row, col_ind, ff(data))
      else
         return SetCell(self.t_id, row, col_ind, ff(data), data)
      end
   else
      if col_type==QTABLE_STRING_TYPE or col_type==QTABLE_CACHED_STRING_TYPE then
         return SetCell(self.t_id, row, col_ind, tostring(data))
      else
         return SetCell(self.t_id, row, col_ind, tostring(data), data)
      end
   end
end

function Sbor()
   local order_line
   count=0
   for t=getNumberOf("orders"),1,-1 do
      order_line=getItem("orders",t-1)
      if order_line.class_code=="SPBFUT" then 
         count=count+1
      end
   end
   orders=count
    local deal_line
    count=0
    comiss=0
    for t=getNumberOf("trades"),1,-1 do
       trade_line=getItem("trades",t-1)
          if trade_line.class_code=="SPBFUT" then 
            comiss=comiss+(trade_line.exchange_comission*0.5) 
            count=count+1
          end
    end
   trades=count
   sbor=0.1*(orders*2-comiss*40)
   tbl:SetValue(1,'sbor', orders.." | "..trades.." | "..comiss.." | "..sbor)   
   return orders,trades,comiss
end

function Sbor()
   local order_line
   count=0
   for t=getNumberOf("orders"),1,-1 do
      order_line=getItem("orders",t-1)
      if order_line.class_code=="SPBFUT" then 
         count=count+1
      end
   end
   orders=count
    local deal_line
    count=0
    comiss=0
    for t=getNumberOf("trades"),1,-1 do
       trade_line=getItem("trades",t-1)
          if trade_line.class_code=="SPBFUT" then 
            comiss=comiss+trade_line.exchange_comission 
             count=count+1
          end
    end
   trades=count
   sbor=0.1*(orders*2*1-(trades*comiss*40))
   tbl:SetValue(1,'sbor', orders.." | "..trades.." | "..comiss.." | "..sbor)   
   return orders,trades,comiss
end

ticker_list="SVAV,TGKO,TRCN,UWGN,VSMO"
for sec in string.gmatch(ticker_list,"%a+") do   
---
end

f_ticker_list="GMZ7,GZZ7,HYZ7,EuZ7,LKZ7,MMZ7,MXZ7,RNZ7,SiZ7,SPZ7,SRZ7,VBZ7"
for sec in string.gmatch(f_ticker_list,"%w+") do
---
end