Индикатор BullBearPower

p_CLASSCODE = "SPBFUT" --Код класса
p_SECCODE = "SiU0" --Код инструмента

function OnInit()
	frame_60min = CreateDataSource (p_CLASSCODE, p_SECCODE, INTERVAL_H1)
	frame_5min = CreateDataSource (p_CLASSCODE, p_SECCODE, INTERVAL_M5)

	Index_60min = nil
	Index_5min = nil

	LastPrice = nil

	IsRun = true
end

function main()

	CreateTable()

	while IsRun do

		if Index_60min ~= frame_60min:Size() then
			Index_60min = frame_60min:Size()
		end

		if Index_5min ~= frame_5min:Size() then
			Index_5min = frame_5min:Size()
			Transaq = 0
			BuyWay = 0
			SellWay = 0
		end

		if LastPrice ~= frame_60min:C(Index_60min) then
			LastPrice = frame_60min:C(Index_60min)

			BuySignal(frame_60min, Index_60min)
			SellSignal(frame_60min, Index_60min)

			if BuySpeed ~= nil and SellSpeed ~= nil then

				if LastPrice < BuyPrice and BuySpeed > SellSpeed then
					SetCell(t_id, 1, 4, "Buy")
					
				elseif LastPrice > SellPrice and SellSpeed > BuySpeed then
					SetCell(t_id, 1, 4, "Sell")
				else
					SetCell(t_id, 1, 4, "None")
				end
			end
		end
		sleep(10)
	end
end

function OnStop()
	IsRun = false;
end

function BuySignal(frame, index)

	local Open = frame:O(index)
	local Close = frame:C(index)
	local OL = {}

	OL[index-2] = frame:O(index - 2) - frame:L(index - 2)
	OL[index-1] = frame:O(index - 1) - frame:L(index - 1)
	OL[index] = frame:O(index) - frame:L(index)

	local mid_OL = (OL[index-2] + OL[index-1] + OL[index]) / 3
	local buy_price = CorrectPrice(Open - mid_OL)

	if BuyPrice ~= buy_price then
		BuyPrice = buy_price
		SetCell(t_id, 1, 2, tostring(BuyPrice))
	end

end

function SellSignal(frame, index)
	local Open = frame:O(index)
	local Close = frame:C(index)
	local OH = {}

	OH[index-2] = frame:H(index - 2) - frame:O(index - 2)
	OH[index-1] = frame:H(index - 1) - frame:O(index - 1)
	OH[index] = frame:H(index) - frame:O(index)

	local mid_OH = (OH[index-2] + OH[index-1] + OH[index]) / 3
	local sell_price = CorrectPrice(Open + mid_OH)

	if SellPrice ~= sell_price then
		SellPrice = sell_price
		SetCell(t_id, 1, 3, tostring(SellPrice))
	end
end

function CreateTable()

	t_id = AllocTable()

	AddColumn(t_id, 0, "BuyPower", true, QTABLE_INT_TYPE, 15)
	AddColumn(t_id, 1, "SellPower", true, QTABLE_INT_TYPE, 15)
	AddColumn(t_id, 2, "BuyPrice", true, QTABLE_INT_TYPE, 15)
	AddColumn(t_id, 3, "SellPrice", true, QTABLE_INT_TYPE, 15)
	AddColumn(t_id, 4, "Recommendation", true, QTABLE_INT_TYPE, 15)

	t = CreateWindow(t_id)
	SetWindowCaption(t_id, "BullBearPower")
	InsertRow(t_id, -1)
end

function OnAllTrade(alltrade)
	if alltrade.sec_code == p_SECCODE then
		if alltrade.flags == 1025 then
			if CurrentSellPrice == nil then
				CurrentSellPrice = alltrade.price
				if CurrentBuyPrice ~= nil then
					StartCheckSpeed = os.time()
				end
			elseif CurrentBuyPrice ~= nil then
				DeltaSellPrice = CurrentBuyPrice - alltrade.price
				CurrentSellPrice = alltrade.price
				if SellWay == nil then
					SellWay = DeltaSellPrice
				else
					SellWay = SellWay + DeltaSellPrice
				end
			end
		else
			if CurrentBuyPrice == nil then
				CurrentBuyPrice = alltrade.price
				if CurrentSellPrice ~= nil then
					StartCheckSpeed = os.time()
				end
			elseif CurrentSellPrice ~= nil then
				DeltaBuyPrice = alltrade.price - CurrentSellPrice
				CurrentBuyPrice = alltrade.price
				if BuyWay == nil then
					BuyWay = DeltaBuyPrice
				else
					BuyWay = BuyWay + DeltaBuyPrice
				end
			end

		end

		if Transaq == nil then
			Transaq = 1
		else
			Transaq = Transaq + 1
		end

		if StartCheckSpeed ~= nil then
			Work_Time = os.time() - StartCheckSpeed

			if Transaq >= 10 and Work_Time >= 60 then
				BuySpeed = BuyWay / Transaq
				SellSpeed = SellWay / Transaq
				
				SetCell(t_id, 1, 0, tostring(math_round(BuySpeed, 2)))
				SetCell(t_id, 1, 1, tostring(math_round(SellSpeed, 2)))
			end
		end
	end
end

CorrectPrice = function(_price)
	local scale = getSecurityInfo(p_CLASSCODE, p_SECCODE).scale
	local PriceStep = tonumber(getParamEx(p_CLASSCODE, p_SECCODE, "SEC_PRICE_STEP").param_value)

	if scale > 0 then
		_price = tostring(_price)
		local dot_pos = _price:find('.')
		local comma_pos = _price:find(',')

		if dot_pos == nil and comma_pos == nil then
			_price = _price..','
			for i=1,scale do _price = _price..'0' end
			return tonumber(_price)
		else
			if comma_pos ~= nil then _price:gsub(',', '.') end
			_price = math_round(tonumber(_price), scale)
			_price = math_round(_price/PriceStep)*PriceStep
			return _price
		end
	else
		_price = math_round(_price/PriceStep)*PriceStep
		return tonumber(math.floor(_price))
	end
end

math_round = function(num, idp)
	if num == nil then num = 0 end
	local mult = 10^(idp or 0)
	return math.floor(num * mult + 0.5) / mult
end