Адаптивная средняя

--[[
вопросы к автору: https://smart-lab.ru/profile/autotrade/
Индикатор: адаптивная среднияя, задается минимаьный период,
на котором не может быть больше одного пересечения с ценой
параметры: 
per - период поиска пересечений
SLP - стоплосс
sign - признак показывать сигналы
prf - признак показывать профит
tar - признак тариф 
--]]
Settings={
Name="ADAPT_MA_PER_v1",
per=30,
-- SLP=2.0,
sign=0,
prf=0,
tar=0.03,
    line=                                     
                {  
                    {  
                        Name = "cur1",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(255,0,255)
                    },
                    {  
                        Name = "cur2",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(0,0,255)
                    },					
					{  
                        Name = "TRIANGLE_DOWN",
                        Type =TYPE_TRIANGLE_DOWN,
                        Width = 5,
                        Color = RGB(255, 0, 0)
                    },
					{  
                        Name = "TRIANGLE_UP",
                        Type =TYPE_TRIANGLE_UP,
                        Width = 5,
                        Color = RGB(0, 0, 255)
                    },
					{  
                        Name = "cur5",
                        Type =TYPE_POINT,
                        Width = 5,
                        Color = RGB(255, 0, 255)
                    },
					{  
                        Name = "cur6",
                        Type =TYPE_POINT,
                        Width = 5,
                        Color = RGB(0, 0, 255)
                    },
                    {  
                        Name = "cur7",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(255,0,0)
                    },
                    {  
                        Name = "cur8",
                        Type =TYPE_LINE,
                        Width = 2,
                        Color = RGB(0,0,0)
                    }
                }
}
 
function Init()
  
      
  return 8
  
end
 
function OnCalculate(index)
--[[  --]]

  per = Settings.per
  
  if index == 1 then 
    sma = {}
    sma[index] = O(index)
  else     
	sma[index] = sma[index-1] + O(index)
  end 	

  
    
  pi = 10
  if index > per then 	
    for p = 20, 100, 5 do	  
	  cnt = 0
	  if index > p then 	
	    --y = (sma[index] - sma[index-p])/p
	   if index-p-per > 2 then 
		for i = index-1, index-per, -1 do		  
          if i > p then 	
	        y = (sma[i] - sma[i-p])/p
			y1 = (sma[i-1] - sma[i-p-1])/p
            if O(i) > y and O(i-1) <= y1 or 			
			  O(i) < y and O(i-1) >= y1 then 
              cnt = cnt + 1 -- intersection 			  
			end  
		  end 		  
	    end 
	   end 
	  end 
	  if cnt < 2 then 
	    pi = p 
		break	  
	  end 
	end 
  end 	
  
  
  ln2 = pi
  if index == 1 then 
    sum01 = {}
    sum01[index] = O(index)
	ma01 = {}
  else 
    sum01[index] = sum01[index-1] + O(index)
	if index > ln2 then 
	  ma01[index] = (sum01[index] - sum01[index-ln2])/ln2
	else 
	  ma01[index] = O(index)
	end 
  end 	
    
  

 
  SLP = Settings.SLP 	
  -- trades   
   if index == 1 then
    prof = {}
	pos = {}
	SLV = {}
	deal = {}
	dealx = {}
	prof[index] = 0  
	pos[index] = 0  
	SLV[index] = 0
	deal[index] = 0
	dealx[index] = 1
	
  else 	
	prof[index] = prof[index-1] 
	pos[index] = pos[index-1]
	SLV[index] = SLV[index-1]
	deal[index] = deal[index-1]
	dealx[index] = dealx[index-1]
	
	
	  if 		
	    ( 
          O(index) > ma01[index] and pos[index] ~= 1
		)
	  then -- long 

		  pos[index] = 1
	
		  deal[index] = O(index)
		  dealx[index] = index
		  SLV[index] = SLP*O(index)/100 
 
	  end
	  
	
      if 		
		(
          O(index) < ma01[index] and pos[index] ~= -1
		)
	  then -- short 
          
		  pos[index] = -1
		  
		  deal[index] = O(index)
		  dealx[index] = index
		  SLV[index] = SLP*O(index)/100 
 
	  end 	
     end 

--[[--]]
	  if deal[index] ~= 0 and pos[index] == 1 and 
	    deal[index] - O(index) > SLV[index]--SLP*deal[index]/100
	  then -- cash
		pos[index] = 0
		deal[index] = 0
		dealx[index] = 1
	  else   
		if deal[index] ~= 0 and pos[index] == -1 and 
	      O(index) - deal[index] > SLV[index]--SLP*deal[index]/100
		then -- cash
		  pos[index] = 0    
		  deal[index] = 0
		  dealx[index] = 1
		end 
	  end 	
	

--[[
	--]]

  if index == Size() then 
   if Settings.sign == 1 then   
    for i = 2, Size() do 
	  if pos[i] ~= nil and pos[i-1] ~= nil then 
	    if pos[i-1] ~= 1 and pos[i] == 1 then
	        SetValue(i, 4, O(i))		  
	    else	  
	     if pos[i-1] ~= -1 and pos[i] == -1 then
	        SetValue(i, 3, O(i))				  
	     else
	       SetValue(i, 3, nil)	
	       SetValue(i, 4, nil)	
	     end 
         if pos[i] ~= pos[i-1] and pos[i] == 0 then  
		   if pos[i-1] == 1 then 
				SetValue(i, 5, O(i))					  
           else 	
				SetValue(i, 6, O(i))				  
           end 			 
         end  
	    end 
	  end 
    end 
   end	
  end  
--[[--]]
	
  -- profit 
  if Settings.prf==1 then  
    if pos[index-1] ~= nil then 
      if pos[index-1] == 1 then  
          prof[index] = prof[index-1] +	(O(index) - O(index-1))	  
	  end 
      if pos[index-1] == -1 then         	  
          prof[index] = prof[index-1] +	(O(index-1) - O(index))
	  end 	
	  if pos[index-1] == 0 then 
	    prof[index] = prof[index-1]
	  end 
	  if pos[index] ~= pos[index-1] then    
        if pos[index] == 0 or pos[index-1] == 0 then    	  
		  prof[index] = prof[index] - Settings.tar*O(index)/100		
		else 
		  prof[index] = prof[index] - 2*Settings.tar*O(index)/100		
		end
	  end	
    end  
  end 	
 
 
  if Settings.prf==1 then  
    return prof[index] --per1[index], per2[index]
  else     
    if Settings.sign==1 then  
	  return nil
	else 
	  return ma01[index]
	end 
  end 

  
end