Индикатор MARKET POWER

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