qlua/scriptMonitor/monitorEMA.lua at master · nick-nh/qlua · GitHub

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allEMASettings = {
    periods = {64,182},
    Size = 1000,
    testZone = 10
}
EMA182Settings = {
    period    = 182,
    Size = 1000,
    testZone = 10
}
EMA64Settings = {
    period    = 64,
    Size = 1000,
    testZone = 10
}
EMA29Settings = {
    period    = 29,
    Size = 1000,
    testZone = 10
}

function initEMA()
    calcAlgoValue=nil
end

function EMA(iSec, ind, settings, DS)

    local period = settings.period or 29            -- period
    local Size = settings.Size or 1000
    local k = 2/(period+1)
    if ind == nil then ind = DS:Size() end
    Size = math.min(Size, DS:Size()) - 2

    calcAlgoValue = {}
    calcAlgoValue[ind-Size-1] = (DS:C(ind)+DS:O(ind))/2

    for index = ind-Size, DS:Size() do
        calcAlgoValue[index] = calcAlgoValue[index-1]

        if DS:C(index) ~= nil then
           calcAlgoValue[index]=round(k*DS:C(index)+(1-k)*calcAlgoValue[index-1], 5)
        end

     end
    return calcAlgoValue

end

function allEMA(iSec, ind, settings, DS)

    local periods = settings.periods or {29}            -- period
    local Size = settings.Size or 1000
    if ind == nil then ind = DS:Size() end
    Size = math.min(Size, DS:Size()) - 2

    --подготавливаем массив данных по периодам
    calcAlgoValue = {}
    for i,period in pairs(periods) do
        calcAlgoValue[i] = {}
    end

    for index = ind-Size, DS:Size() do

        for i,period in pairs(periods) do

            local k = 2/(period+1)
            calcAlgoValue[i][ind-Size-1] = (DS:C(ind)+DS:O(ind))/2

            calcAlgoValue[i][index] = calcAlgoValue[i][index-1]

            if DS:C(index) ~= nil then
                calcAlgoValue[i][index]=round(k*DS:C(index)+(1-k)*calcAlgoValue[i][index-1], 5)
            end

        end
    end

     return calcAlgoValue

end

function signalAllEMA(i, cell, settings, DS, signal)

    --local testvalue = tonumber(getParamEx(CLASS_CODE,SEC_CODE,"last").param_value) or 0
	local testvalue = GetCell(t_id, i, tableIndex["Текущая цена"]).value
    local price_step = tonumber(getParamEx(CLASS_CODE, SEC_CODE, "SEC_PRICE_STEP").param_value) or 0
    local scale = getSecurityInfo(CLASS_CODE, SEC_CODE).scale
    local periods = settings.periods or {29}  -- period
    local isMessage = SEC_CODES['isMessage'][i]
    local isPlaySound = SEC_CODES['isPlaySound'][i]

    local ip = 0
    for kk,period in pairs(periods) do

        local signaltestvalue1 = calcAlgoValue[kk][DS:Size()-1] or 0
        local signaltestvalue2 = calcAlgoValue[kk][DS:Size()-2] or 0
        local testZone = settings.testZone or 10

        if calcAlgoValue[kk][DS:Size()] == nil or DS:Size() == 0 then return end
        local calcVal = round(calcAlgoValue[kk][DS:Size()] or 0, scale)

        local testSignalZone = price_step*testZone
        local downTestZone = calcVal-testSignalZone
        local upTestZone = calcVal+testSignalZone

        if INTERVALS["visible"][cell+ip] then
            local Color = RGB(255, 255, 255)
            if testvalue > downTestZone and testvalue < calcVal then
                Color = RGB(255, 220, 220)
            elseif testvalue < upTestZone and testvalue > calcVal then
                Color = RGB(220, 255, 220)
            elseif testvalue < downTestZone then
                Color = RGB(255,168,164)
            elseif testvalue > upTestZone then
                Color = RGB(165,227,128)
            end
            SetCell(t_id, i, tableIndex[cell+ip], tostring(calcVal), calcVal)
            cellSetColor(i, tableIndex[cell+ip], Color, RGB(0,0,0))
        end

        if signal then
            local mes0 = tostring(SEC_CODES['names'][i]).." timescale "..INTERVALS["names"][cell+ip]
            local mes = ""

            if signaltestvalue1 < DS:C(DS:Size()-1) and signaltestvalue2 > DS:C(DS:Size()-2) then
                mes = mes0..": Сигнал Buy"
                myLog(mes)
                --myLog("Значение алгоритма -1 "..tostring(signaltestvalue1).." Закрытие свечи-1 "..DS:C(DS:Size()-1))
                --myLog("Значение алгоритма -2 "..tostring(signaltestvalue2).." Закрытие свечи-2 "..DS:C(DS:Size()-2))
                if isMessage == 1 then message(mes) end
                if isPlaySound == 1 then PaySoundFile(soundFileName) end
            end
            if signaltestvalue1 > DS:C(DS:Size()-1) and signaltestvalue2 < DS:C(DS:Size()-2) then
                mes = mes0..": Сигнал Sell"
                myLog(mes)
                --myLog("Значение алгоритма -1 "..tostring(signaltestvalue1).." Закрытие свечи-1 "..DS:C(DS:Size()-1))
                --myLog("Значение алгоритма -2 "..tostring(signaltestvalue2).." Закрытие свечи-2 "..DS:C(DS:Size()-2))
                if isMessage == 1 then message(mes) end
                if isPlaySound == 1 then PaySoundFile(soundFileName) end
            end

            if testvalue < upTestZone and DS:C(DS:Size()-1) > upTestZone then
                mes = mes0..": Цена опустилась к зоне "..tostring(upTestZone)
                myLog(mes)
                if isMessage == 1 then message(mes) end
                if isPlaySound == 1 then PaySoundFile(soundFileName) end
            end
            if testvalue > downTestZone and DS:C(DS:Size()-1) < downTestZone then
                mes = mes0..": Цена поднялась к зоне "..tostring(downTestZone)
                myLog(mes)
                if isMessage == 1 then message(mes) end
                if isPlaySound == 1 then PaySoundFile(soundFileName) end
            end
            if testvalue > upTestZone and DS:C(DS:Size()-1) < upTestZone then
                mes = mes0..": Цена оттолкнулась от зоны "..tostring(upTestZone)
                myLog(mes)
                if isMessage == 1 then message(mes) end
                if isPlaySound == 1 then PaySoundFile(soundFileName) end
            end
            if testvalue < downTestZone and DS:C(DS:Size()-1) > downTestZone then
                mes = mes0..": Цена опустилась от зоны "..tostring(downTestZone)
                myLog(mes)
                if isMessage == 1 then message(mes) end
                if isPlaySound == 1 then PaySoundFile(soundFileName) end
            end
        end

        ip = ip + 1 --следующая колонка

    end

    --сигналы пересечения линий
    if signal and #periods > 1 then

        local mes0 = tostring(SEC_CODES['names'][i]).." timescale "..INTERVALS["names"][cell+ip]
        local mes = ""
        if calcAlgoValue[1][DS:Size()-1] < calcAlgoValue[2][DS:Size()-1] and calcAlgoValue[1][DS:Size()-2] > calcAlgoValue[2][DS:Size()-2] then
            mes = mes0..": линия "..INTERVALS["names"][cell].." пересекла вверх линию "..INTERVALS["names"][cell+1]
            myLog(mes)
            --myLog("Значение алгоритма -1 "..tostring(signaltestvalue1).." Закрытие свечи-1 "..DS:C(DS:Size()-1))
            --myLog("Значение алгоритма -2 "..tostring(signaltestvalue2).." Закрытие свечи-2 "..DS:C(DS:Size()-2))
            if isMessage == 1 then message(mes) end
            if isPlaySound == 1 then PaySoundFile(soundFileName) end
        end
        if calcAlgoValue[1][DS:Size()-1] > calcAlgoValue[2][DS:Size()-1] and calcAlgoValue[1][DS:Size()-2] < calcAlgoValue[2][DS:Size()-2] then
            mes = mes0..": линия "..INTERVALS["names"][cell].." пересекла вниз линию "..INTERVALS["names"][cell+1]
            myLog(mes)
            --myLog("Значение алгоритма -1 "..tostring(signaltestvalue1).." Закрытие свечи-1 "..DS:C(DS:Size()-1))
            --myLog("Значение алгоритма -2 "..tostring(signaltestvalue2).." Закрытие свечи-2 "..DS:C(DS:Size()-2))
            if isMessage == 1 then message(mes) end
            if isPlaySound == 1 then PaySoundFile(soundFileName) end
        end
    end

end