Список проголосовавших за комментарий "Вроде корректно отредактировал.<br/> <strong>Не забудьте заказать поток обезличенных сделок!</strong><pre class="brush: plain;">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</pre>"