Let_it_go (Все сообщения пользователя)

   --Стандартное отклонение
      func1 = SD()
      gorlovina[sec]=nil
      for ddd=num_candles,num_candles-gorlovina_bars,-1 do
         local dev=func1(ddd, {Period=x[sec], VType="Typical"}, ds[sec])
         dev_k[sec]=dev/line_10[sec]   
         if dev_k[sec]<gorlovina_thresh[sec] then
            gorlovina[sec]=true
            break      
         end
      end

function ms (value)
   if type(value)~="table" then
      message (""..(value or "nil"),1)
      
   else
      for k,v in pairs(value) do
         message (k.." "..v,1)
      end
   end   
end

function killAllOrders(table_mask)
    -- данная функция отправит транзакции на отмену АКТИВНЫХ заявок соответствующим фильтру указанному как входящий параметр table_mask
    -- список всех возможных параметров  : ACCOUNT,CLASSCODE,SECCODE,OPERATION,CLIENT_CODE,COMMENT
    -- если вызвать функцию с параметром nil - снимутся ВСЕ активные заявки
    local i,key,val,result_num=0,0,0,0
    local tokill=true
    local row={}
    local result_str=""

    for i=0,getNumberOf("orders")-1,1 do
        row=getItem("orders",i)
        tokill=false
        if orderflags2table(row.flags).active then
            tokill=true
            if table_mask~=nil then
                for key,val in pairs(table_mask) do
                    if string_lower(key)=='comment' then
                        if string_find(string_lower(row.brokerref),string_lower(val))==nil then    tokill=false break end
                    else
                        if row[string_lower(key)]~=val then tokill=false    break end
                    end
                end
            end
        end
        if tokill then
            res,ms=killOrder(tostring(row.order_num),row[securityfiledname],row.class_code)
            result_num=result_num+1
            if res then
                result_str=result_str..row.order_num..","
            else
                result_str=result_str.."!"..row.order_num..","
            end
        end
    end
    return true,"QL.killAllOrders(): Sended "..result_num.." transactions. order_nums:"..result_str
end

path="C:\\sintetika.lua"
function write_end(file_path,value)
        cf=io.open(file_path,"a+")
        cf:write(value)
        cf:flush()
        cf:close()
end

function main ()
chart1="1"
price1 = getNumCandles (chart1)
chart2="2"
price2 = getNumCandles (chart2)
    for i=100,1,-1 do
        local price_tab1=getCandlesByIndex(chart1,0,price1-i,1)
        local high1=price_tab1[0].high
        local low1=price_tab1[0].low    
        local last1=price_tab1[0].close
        local typical1=(high1+low1+last1)/3
        
        local price_tab2=getCandlesByIndex(chart2,0,price2-i,1)
        local high2=price_tab2[0].high
        local low2=price_tab2[0].low    
        local last2=price_tab2[0].close
        local typical2=(high2+low2+last2)/3        
        local typical_synt=typical1/typical2
        message (typical_synt.."",1)
        write_end (path, typical_synt.." ")
    end
end

   dofile(getWorkingFolder().."\\LuaIndicators\\MA.lua")   
   num_candles=ds_main[sec]:Size() --параметр получен, с ним всё ок.
   func = MA()   
   for i=1,num_candles do
   ma_out=func(i, {Period=3, Metod = EMA, VType=ANY}, {[i]=ds_main[sec]:C(i)})
   message (i.."="..ma_out,1)
   end 
   

    dofile(getWorkingFolder().."\\LuaIndicators\\MA.lua")    
    num_candles=ds_main[sec]:Size()

    func = MA()    
    for i=1,num_candles do
    ma_out=func(i, {Period=3, Metod = EMA, VType=ANY}, ds_main[sec])
    message (i.."="..ma_out,1)
    end 

    dofile(getWorkingFolder().."\\LuaIndicators\\MA.lua")    
    num_candles=ds[sec]:Size()

    func = MA()    
    for i=1,num_candles do
    ma_out=func(i, {Period=3, Metod = EMA, VType=ANY}, ds_main[sec])
    message (i.."="..ma_out,1)
    end 

        func = RSI()
        local rsi_count={}
        num_candles=ds[sec]:Size()
        for i=1,num_candles do
            rsi_count[i]=func(i, {Period=rsi_period, VType="Typical"}, ds[sec])
        end

    --Стандартное отклонение
        func = SD()
        dev=func(num_candles_mov, {Period=mov_period, VType="Typical"}, ds_main[sec])

   --Стандартное отклонение
      func = SD()
      dev=func(num_candles_mov, {Period=mov_period, VType="Any"}, ds_main[sec]:C(num_candles_mov))

                 func = RSI()
                 local rsi_count={}    
                 message (""..#sintez_table[sintez_name],1)
                      for yyy=1,#sintez_table[sintez_name] do
                          rsi_count[yyy]=func(yyy, {Period=15, VType="Any"}, sintez_table[sintez_name])
                      end 

{1=123;2=122.53;3=122.61;4=122.7;5=122.65;6=122.6;7=122.51;8=122.63;9=122.63;10=122.67;11=122.65;12=122.6;13=122.81;14=122.97;15=122.85;16=123.08;17=123.13; и так далее.

local t=container[sec]; --это таблица цен по данному инструменту local len=#t -- это текущее количество цен в контейнере 
local n=len-N; if n<1 then n=1; end -- это номер первого из N значений цен т е Ваши цены в t[n] до t[len]  

function mycallbackforallstocks(class,sec,index)    
if container==nil then container={} end   
if container[sec]==nil then container[sec]={} end 
-----------------------------   
local close=ds[sec]:C(index)   
local open=ds[sec]:O(index)   
local high=ds[sec]:H(index)   
local low=ds[sec]:L(index)   
container[sec][index]=(close+open+high+low)/4 
end 

function OnInit ()
    class_code="TQBR" 
    interval=INTERVAL_M5 --интервал
    how_many_candles=50
    ticker_list="GAZP,SBER,VTBR"
    ds={}
    num_candles={}
    line_count_table={}    
    container={}
    is_run = true
    dofile ("C:\\Program Files\\Lua\\5.1\\lua\\2.lua") --читаем индикатор RSI из INDICATORS.ZIP
end

function OnStop(s)
    is_run = false
    return 100
end

function mycallbackforallstocks(class,sec,index) 
    num_candles[sec]=ds[sec]:Size() 
    if index==num_candles[sec] then        
        for i=0, how_many_candles do
            local close_price=ds[sec]:C(num_candles[sec]-i)
            local open_price=ds[sec]:O(num_candles[sec]-i)
            local high_price=ds[sec]:H(num_candles[sec]-i)
            local low_price=ds[sec]:L(num_candles[sec]-i)
            local typical_price=(close_price+open_price+high_price+low_price)/4
            table.insert(container[sec],i,typical_price)
        end            
    end

end

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

function main()
    for sec in string.gmatch(ticker_list,"%a+") do        
        container[sec]={}
        DataSource(class_code,sec,interval)        
    end        

    while is_run do
        for sec in string.gmatch(ticker_list,"%a+") do                    
            sleep (10000)
            for second_sec in string.gmatch(ticker_list,"%a+") do    
                sintez_table={}
                sintez_name=sec..second_sec..""            
                for x=0,how_many_candles  do

                    if sec==second_sec then    
                        local temp_t=container[sec]
                        sintez_table[x]=temp_t[x]

                    else
                        local temp_t=container[sec]
                        local temp_tt=container[second_sec]
                        sintez_table[x]=temp_t[x]/temp_tt[x]
                    end
                end
                func = RSI()
                local rsi_count={}    
                    for lll=1,#sintez_table  do
                        rsi_count[lll]=func(lll, {Period=15, VType="Any"}, sintez_table)
                    end 

            end
        end    
    end --is_run
end --main

function OnInit ()
    class_code="TQBR" 
    interval=INTERVAL_M5 --интервал
    how_many_candles=50
    ticker_list="GAZP,SBER,VTBR"
    ds={}
    num_candles={}
    line_count_table={}    
    container={}
    is_run = true
    dofile ("C:\\Program Files\\Lua\\5.1\\lua\\2.lua") --читаем индикатор RSI
end

function OnStop(s)
    is_run = false
    return 100
end

function mycallbackforallstocks(class,sec,index) 
    num_candles[sec]=ds[sec]:Size() 
    if index==num_candles[sec] then        
        for i=0, how_many_candles do
            local close_price=ds[sec]:C(num_candles[sec]-i)
            local open_price=ds[sec]:O(num_candles[sec]-i)
            local high_price=ds[sec]:H(num_candles[sec]-i)
            local low_price=ds[sec]:L(num_candles[sec]-i)
            local typical_price=(close_price+open_price+high_price+low_price)/4
            table.insert(container[sec],i,typical_price)
        end            
    end

end

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

function main()
    for sec in string.gmatch(ticker_list,"%a+") do        
        container[sec]={}
        DataSource(class_code,sec,interval)        
    end        

    while is_run do
        for sec in string.gmatch(ticker_list,"%a+") do                    
            sleep (10000)
            for second_sec in string.gmatch(ticker_list,"%a+") do    
                sintez_table={}
                sintez_name=sec..second_sec..""            
                for x=0,how_many_candles  do

                    if sec==second_sec then    
                        local temp_t=container[sec]
                        sintez_table[x]=temp_t[x]

                    else
                        local temp_t=container[sec]
                        local temp_tt=container[second_sec]
                        sintez_table[x]=temp_t[x]/temp_tt[x]
                    end
                end
                func = RSI()
                local rsi_count={}    
                    for lll=1,#sintez_table  do
                        rsi_count[lll]=func(lll, {Period=15, VType="Any"}, sintez_table)
                    end 

            end
        end    
    end
end 

                func = RSI()
                local rsi_count={}    
                    for lll=1,#sintez_table  do
                        rsi_count[lll]=func(lll, {Period=15, VType="Any"}, sintez_table)
                    end 

04/23/17 02:57:33,777 lll=1 --RSI нил с 1 по 14 итерацию!
04/23/17 02:57:33,778 lll=2
04/23/17 02:57:33,778 lll=3
04/23/17 02:57:33,778 lll=4
04/23/17 02:57:33,779 lll=5
04/23/17 02:57:33,779 lll=6
04/23/17 02:57:33,779 lll=7
04/23/17 02:57:33,780 lll=8
04/23/17 02:57:33,780 lll=9
04/23/17 02:57:33,781 lll=10
04/23/17 02:57:33,781 lll=11
04/23/17 02:57:33,781 lll=12
04/23/17 02:57:33,782 lll=13
04/23/17 02:57:33,782 lll=14
04/23/17 02:57:33,782 lll=15
04/23/17 02:57:33,783 80.053908355794
04/23/17 02:57:33,783 lll=16
04/23/17 02:57:33,783 81.074168797953
04/23/17 02:57:33,784 lll=17
04/23/17 02:57:33,784 77.668883444172
04/23/17 02:57:33,784 lll=18

func = SD() dev=func(ds_minutes[sec]:Size(), {Period=mov_period, VType="Typical"}, ds_minutes[sec]:C())

  for i=1,#tbl do
   ma_out=func(i, {Period=3, Metod = "EMA", VType="Any", round=2}, tbl)
  end 

tbl={}
tbl.1=last=ds_minutes[sec]:C(i)   
tbl.2=last=ds_minutes[sec]:C(i-1) 

ds={}
ds_minutes={}

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

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

function main()
for key,sec in pairs(fut_list) do
    DataSource(class,sec,rsi_tf)    
    DataSource_minutes(class,sec,mov_tf)
    
end
.............

while is_run do

for key,sec in pairs(fut_list) do
sleep (1000)
func = RSI()
local rsi_count={}
num_candles=ds[sec]:Size()
last_price[sec]=ds[sec]:C(num_candles)   
for i=1,num_candles do
 rsi_count[i]=func(i, {Period=rsi_period, VType="Typical"}, ds[sec])
end 
.....................
--Стандартное отклонение
func = SD()
dev=func(ds_minutes[sec]:Size(), {Period=mov_period, VType="Typical"}, ds_minutes[sec])
.......................