Дмитрий Минеев (Автор тем)

firm_id = "SPBFUT000000"
client_code = "10260"
class_code = "SPBFUT"
sec_code = "RIZ8"

result = getBuySellInfo(firm_id, client_code, class_code, sec_code, 0)

message(tostring(result.can_buy))

function main()   
   local last_change = getParamEx('QJSIM',  'GAZP', "LASTCHANGE")
   
   message("result:" .. tostring(last_change.result) .. ", value = " .. tostring(last_change.param_value) .. ", image = " .. tostring(last_change.last_change))
   
end

table_id = AllocTable()
AddColumn(table_id, 0,    'Hist. min (HMin), (руб)',      true,   QTABLE_DOUBLE_TYPE,   17)
CreateWindow(table_id)

stopped = false

function main()   
   ds, err = CreateDataSource('QJSIM', 'GAZP', INTERVAL_M1, 'bid')
   while (err == "" or err == nil) and ds:Size() == 0 do
      sleep(5)
   end

   if err ~= "" and err ~= nil then
      message("Error: " .. err)
      return
   end

   message("size:" .. tostring(ds:Size()))
   
   ds:SetUpdateCallback(myFunc)

   while stopped ~= true do
      sleep(50)
   end
end

function myFunc(index)
   message(tostring(index))
end

--Send limit or market order
function SendOrder(operation, price, quantity, type_order, comment)
   
   -- Если это маркет заявка и цена не указана, то подставим цену в зависимости от типа заявки
   if type_order == "M"
      and price == 0 then
      
      if operation == "B" then         
         price = tonumber(getParamEx(params.p_classcode, params.p_seccode, "pricemax").param_value)
      elseif operation == "S" then
         price = tonumber(getParamEx(params.p_classcode, params.p_seccode, "pricemin").param_value)
      end
      
   end
   
   transaction = {
      ["CLASSCODE"] = params.p_classcode,
      ["ACTION"]="NEW_ORDER",
      ["ACCOUNT"]=params.account,
      ["OPERATION"] = operation,
      ["SECCODE"] = params.p_seccode,
      ["PRICE"] = tostring(round(price)),
      ["QUANTITY"] = tostring(quantity),
      ["TYPE"] = tostring(type_order),
      ["Условие исполнения"]=tostring("Поставить в очередь"),
      ["Переносить заявку"] = tostring("Да"),
      ["Дата экспирации"] = os.date("%Y%m%d", os.time() + 60 * 60 * 24),
   }
   
   --Check connection
   if isConnected == 0 then
      WriteLog("SendOrder", "Try to send limit in offline mode")
   else
      transaction.TRANS_ID = tostring(trans_id)
      transaction.CLIENT_CODE = comment
      res = sendTransaction(transaction)
   end
   
   if string.len(res) ~= 0 then
      message(res)
   end
   
end

transaction = {
      ["CLASSCODE"] = class_code,
      ["SECCODE"] = sec_code,
      ["ACTION"] = "NEW_STOP_ORDER",
      ["ACCOUNT"] = account,
      ["OPERATION"] = operation,      
      ["QUANTITY"] = tostring(quantity),
      ["STOPPRICE2"] = tostring(price)
      ["PRICE"] = tostring(price2),      
      ["STOP_ORDER_KIND"] = "SIMPLE_STOP_ORDER",
      ["EXPIRY_DATE"] = "GTC",
   }
   
   --Check connection
   if isConnected == 0 then
      message("Try to send limit in offline mode", 1)
   else
      transaction.TRANS_ID = tostring(trans_id)
      transaction.CLIENT_CODE = comment
      res = sendTransaction(transaction)
      
      if string.len(res) ~= 0 then
         -- Ошибка отправки
         message("send message = " .. tostring(res), 1)
      end
   end
    

require"iuplua"
 

error loading module 'iuplua' from file 'C:\Program Files (x86)\Lua\5.1\clibs\iuplua51.dll':
   C:\Program Files (x86)\Lua\5.1\clibs\iuplua51.dll:1: '=' expected near 'ђ'
 

require"bit"
 

 Settings= {
   Name = "averEMA",
   startPeriod   = 3,
   endPeriod   = 6,
   line =
   {
      {
         Name      = "AverEMA",
         Color      = RGB(90, 110, 200),
         Type      = TYPE_LINE,
         Width      = 1
      }
   }
}
   
function Init()
   return 1
end

function OnCalculate(index)   
   local s
   
   if index == 1 then
      EMA   = _EMA()
      
      line   = {}
   end

   s = 0
   for i = Settings.startPeriod, Settings.endPeriod do
      local k
      k = EMA(index, i)

      s = s + k
   end
      
   if index <= Settings.endPeriod then
      
      line[index] = 0   
      
   else         
      line[index] = s / (Settings.startPeriod - (Settings.endPeriod - 1))
   end
   
   message("---- message 1 -----")
   message("EMA3 = "..tostring(EMA(index, 3)))
   --message("---- message 2 -----")
   --message("EMA3 = "..tostring(EMA(index, 3))..", EMA4 = "..tostring(EMA(index, 4)))
   
   return line[index]

end
function _MA()
   local cache={}
   
   return function(iIndex, iPeriod)
      local sum      = 0
      local p         = 0
      local period   = iPeriod      
      local index      = iIndex
      local result   = 0
      local str      = ""
      
      if index == 1 then
         cache = {}
      end
      
      if index < period then
         cache[index] = 0
         return 0
      end
      
      for i = index - period + 1, index do
         sum = sum + C(i)
      end
      
      result = sum / period
      
      cache[index] = result
      
      return result
      
   end
end 

function _EMA()
   local cache={}
   local MA = _MA()
   
   return function(ind, _p, kk)
      local n = 0
      local p = 0
      local period = _p
      local index = ind
      local k = kk or 2/(period + 1)      

      if index == 1 then
         cache = {}
      end
      
      if index <= period then
         cache[index] = 0
         
         return 0
      end
      
      if cache[index - 1] == 0
         or cache[index - 1] == nil then
         
         p = MA(index - 1, period)
      else
         p = cache[index - 1]
      end
      
      n = C(index) * k + (1-k)*p
      
      cache[index] = n
      
      return n
   end
end