Список проголосовавших за комментарий "<p>Settings = {<br/> Name = "*MACDH (Moving Average Convergence/Divergence Histogram)",<br/> round = «off»,<br/> SHORT_Period = 12,<br/> LONG_Period = 26,<br/> Metod = «EMA», --SMA, EMA, VMA, SMMA, VMA<br/> VType = «Close», --Open, High, Low, Close, Volume, Median, Typical, Weighted, Difference<br/> Signal_Metod = «SMA», --SMA, EMA, VMA, SMMA, VMA<br/> Signal_Period = 9,<br/> Percent=1,<br/> line = {{<br/> Name = «MACDH»,<br/> Type = TYPE_HISTOGRAM,<br/> Color = RGB(255, 0, 0)<br/> },<br/> {<br/> Name = «MACDH — Signal»,<br/> Type = TYPE_LINE,<br/> Color = RGB(255, 255, 255)<br/> },<br/> {<br/> Name = «line 0»,<br/> Type = TYPE_LINE,<br/> Color = RGB(0, 255, 0)<br/> }<br/> }<br/> }</p><p>function Init()<br/> func = MACDH()<br/> return #Settings.line<br/> end</p><p>function OnCalculate(Index)<br/> return func(Index, Settings)<br/> end</p><p>function MACDH() --MACD Histogram («MACDH»)<br/> local MACDH_MACD=MACD()<br/> return function (I, Fsettings, ds)<br/> local Out = nil<br/> local Signal = nil<br/> local Fsettings=(Fsettings or {})<br/> local R = (Fsettings.round or «off»)<br/> local SP = (Fsettings.SHORT_Period or 12)<br/> local LP = (Fsettings.LONG_Period or 26)<br/> local M = (Fsettings.Metod or «EMA»)<br/> local VT = (Fsettings.VType or «Close»)<br/> local SiM = (Fsettings.Signal_Metod or «SMA»)<br/> local SiP = (Fsettings.Signal_Period or 9)<br/> local Perc=(Fsettings.Percent or 1)<br/> if (SiM~=«SMA») and (SiM~=«EMA») then SiM=«SMA» end<br/> Out, Signal = MACDH_MACD(I, {SHORT_Period=SP, LONG_Period=LP, Metod=M,<br/> VType=VT,Signal_Metod=SiM,Signal_Period=SiP,Percent=Perc,round=R}, ds)<br/> if (I >= math.max(SP, LP)+SiP-1) then<br/> return rounding(Out-Signal, R), rounding(Signal, R), 0<br/> else<br/> return nil, nil, 0<br/> end<br/> end<br/> end</p><p>function MACD() --Moving Average Convergence/Divergence («MACD»)<br/> local t_MACD = {}<br/> local MACD_MA = MA()<br/> local Short_MA = MA()<br/> local Long_MA = MA()<br/> return function (I, Fsettings, ds)<br/> local Out = nil<br/> local Fsettings=(Fsettings or {})<br/> local ShortP = (Fsettings.SHORT_Period or 12)<br/> local LongP = (Fsettings.LONG_Period or 26)<br/> local M = (Fsettings.Metod or «EMA»)<br/> local VT = (Fsettings.VType or «Close»)<br/> local R = (Fsettings.round or «off»)<br/> local SM = (Fsettings.Signal_Metod or «SMA»)<br/> local SP = (Fsettings.Signal_Period or 9)<br/> local Percent = (Fsettings.Percent or 1)</p><p>if (SM~=«SMA») and (SM~=«EMA») then SM=«SMA» end<br/> local So = Short_MA(I, {Period=ShortP, Metod = M, VType=VT, round=R}, ds)<br/> local Lo = Long_MA(I, {Period=LongP, Metod = M, VType=VT, round=R}, ds)<br/> local i = I-math.max(ShortP, LongP)+1<br/> if (i>0) then<br/> if Percent==0 then<br/> t_MACD[i]=So-Lo<br/> else<br/> t_MACD[i]=100*(So-Lo) / Lo<br/> end<br/> Out=MACD_MA(i, {Period=SP, Metod = SM, VType=«Any», round=R}, t_MACD)<br/> end<br/> return rounding(t_MACD[i], R),rounding(Out, R),0<br/> end<br/> end</p><p><br/> function MA() --Moving Average («MA»)<br/> local t_SMA = F_SMA()<br/> local t_EMA = F_EMA()<br/> local t_VMA = F_VMA()<br/> local t_SMMA = F_SMMA()<br/> local t_WMA = F_WMA()<br/> return function(I, Fsettings, ds)<br/> local Out = nil<br/> local Fsettings=(Fsettings or {})<br/> local P = (Fsettings.Period or 9)<br/> local M = (Fsettings.Metod or «EMA»)<br/> local VT = (Fsettings.VType or «Close»)<br/> local R = (Fsettings.round or «off»)<br/> if M == «SMA» then<br/> Out = t_SMA(I, P, VT, ds, R)<br/> elseif M == «EMA» then<br/> Out = t_EMA(I, P, VT, ds, R)<br/> elseif M == «VMA» then<br/> Out = t_VMA(I, P, VT, ds, R)<br/> elseif M == «SMMA» then<br/> Out = t_SMMA(I, P, VT, ds, R)<br/> elseif M == «WMA» then<br/> Out = t_WMA(I, P, VT, ds, R)<br/> else<br/> Out = nil<br/> end<br/> return rounding(Out, R)<br/> end<br/> end<br/> ------------------------------------------------------------------<br/> --Moving Average SMA, EMA, VMA, SMMA, VMA<br/> ------------------------------------------------------------------<br/> --[[Simple Moving Average (SMA)<br/> SMA = sum(Pi) / n<br/> ]]<br/> function F_SMA()<br/> return function (I, Period, VType, ds, round)<br/> local Out = nil<br/> if I >= Period then<br/> local sum = 0<br/> for i = I-Period+1, I do<br/> sum = sum +Value(i, VType, ds)<br/> end<br/> Out = sum/Period<br/> end<br/> return rounding(Out,round)<br/> end<br/> end</p><p>--[[Exponential Moving Average (EMA)<br/> EMAi = (EMAi-1*(n-1)+2*Pi) / (n+1)<br/> ]]<br/> function F_EMA()<br/> local EMA_TMP={}<br/> return function(I, Period, VType, ds, round)<br/> local Out = nil<br/> if I == 1 then<br/> EMA_TMP[I]=rounding(Value(I, VType, ds),round)<br/> else<br/> EMA_TMP[I]=rounding((EMA_TMP[I-1]*(Period-1)+2*Value(I, VType, ds)) / (Period+1),round)<br/> EMA_TMP[I-2]=nil<br/> end<br/> <br/> if I >= Period then<br/> Out = EMA_TMP[I]<br/> end<br/> return rounding(Out,round)<br/> end<br/> end</p><p>--[[<br/> William Moving Average (WMA)<br/> ( Previous WILLMA * ( Period — 1 ) + Data ) / Period<br/> ]]<br/> function F_WMA()<br/> local WMA_TMP={}<br/> return function(I, Period, VType, ds, round)<br/> local Out = nil<br/> if I == 1 then<br/> WMA_TMP[I]=rounding(Value(I, VType, ds),round)<br/> else<br/> WMA_TMP[I]=rounding((WMA_TMP[I-1]*(Period-1)+Value(I, VType, ds)) / Period,round)<br/> WMA_TMP[I-2]=nil<br/> end<br/> if I >= Period then<br/> Out = WMA_TMP[I]<br/> end<br/> return rounding(Out,round)<br/> end<br/> end</p><p>--[[Volume Adjusted Moving Average (VMA)<br/> VMA = sum(Pi*Vi) / sum(Vi)<br/> ]]<br/> function F_VMA()<br/> return function (I, Period, VType, ds, round)<br/> local Out = nil<br/> if I >= Period then<br/> local sum = 0<br/> local sumV = 0<br/> for i = I-Period+1, I do<br/> sum = sum +Value(i, VType, ds)*Value(i, «Volume», ds)<br/> sumV = sumV +Value(i, «Volume», ds)<br/> end<br/> Out = sum/sumV<br/> end<br/> return rounding(Out,round)<br/> end<br/> end</p><p>--[[Smoothed Moving Average (SMMA)<br/> SMMAi = (sum(Pi) — SMMAi-1 + Pi) / n<br/> ]]<br/> function F_SMMA()<br/> local SMMA_TMP={}<br/> return function(I, Period, VType, ds, round)<br/> local Out = nil<br/> if I >= Period then<br/> local sum = 0<br/> for i = I-Period+1, I do<br/> sum = sum +Value(i, VType, ds)<br/> end<br/> <br/> if I == Period then<br/> SMMA_TMP[I]=rounding((sum-Value(I, VType, ds)+Value(I, VType, ds)) / Period, round)<br/> else<br/> SMMA_TMP[I]=rounding((sum-SMMA_TMP[I-1]+Value(I, VType, ds)) / Period, round)<br/> end<br/> SMMA_TMP[I-2]=nil<br/> Out = SMMA_TMP[I]<br/> end<br/> return rounding(Out,round)<br/> end<br/> end</p><p>function rounding(num, round)<br/> if round and string.upper(round)== «ON» then round=0 end<br/> if num and tonumber(round) then<br/> local mult = 10^round<br/> if num >= 0 then return math.floor(num * mult + 0.5) / mult<br/> else return math.ceil(num * mult — 0.5) / mult end<br/> else return num end<br/> end</p><p>function Value(I,VType,ds)<br/> local Out = nil<br/> VType=(VType and string.upper(string.sub(VType,1,1))) or «A»<br/> if VType == «O» then --Open<br/> Out = (O and O(I)) or (ds and ds:O(I))<br/> elseif VType == «H» then --High<br/> Out = (H and H(I)) or (ds and ds:H(I))<br/> elseif VType == «L» then --Low<br/> Out = (L and L(I)) or (ds and ds:L(I))<br/> elseif VType == «C» then --Close<br/> Out = (C and C(I)) or (ds and ds:C(I))<br/> elseif VType == «V» then --Volume<br/> Out = (V and V(I)) or (ds and ds:V(I))<br/> elseif VType == «M» then --Median<br/> Out = ((Value(I,«H»,ds) + Value(I,«L»,ds)) / 2)<br/> elseif VType == «T» then --Typical<br/> Out = ((Value(I,«M»,ds) * 2 + Value(I,«C»,ds))/3)<br/> elseif VType == «W» then --Weighted<br/> Out = ((Value(I,«T»,ds) * 3 + Value(I,«O»,ds))/4)<br/> elseif VType == «D» then --Difference<br/> Out = (Value(I,«H»,ds) — Value(I,«L»,ds))<br/> elseif VType == «A» then --Any<br/> if ds then Out = ds[I] else Out = nil end<br/> end<br/> return Out<br/> end</p>"