function getSMA($company, $from = "1900-01-01 00:00:00", $to = null, $dataorg = "json", $samplePeriod = 15, $enSignals = false, $enJsonEncode = "false", $host, $db, $user, $pass)
{
$dbreturn = getSMA_sub_real($company, $from, $to, $dataorg, $samplePeriod, $enSignals, $host, $db, $user, $pass);
if ($dataorg == "json") {
$sma = codesword_sma($dbreturn, $samplePeriod);
} elseif ($dataorg == "highchart") {
$sma = codesword_sma($dbreturn, $samplePeriod);
} elseif ($dataorg == "array") {
//TODO: create code for organizing an array data output
} else {
//json
$sma = codesword_sma($dbreturn, $samplePeriod);
}
if ($enSignals) {
$buysellSignals = codesword_smaBuySellSignal($dbreturn, $sma);
} else {
$buysellSignals = 0;
}
if ($enJsonEncode) {
$allData = [];
$allData[0] = $sma;
$allData[1] = $buysellSignals;
echo json_encode($allData);
} else {
return $sma;
}
}
function codesword_stochastic($real, $periodLookback = 14, $periodSmoothing = 3)
{
//echo json_encode($real) . "<Br><Br>";
$nHighestLowest = [];
$ctr = 0;
// Get the highest highs for the past $periodLookback days (nHighestLowest[i][1])
// Get the lowest lows for the past $periodLookback days (nHighestLowest[i][2])
for ($i = $periodLookback - 1; $i < count($real); $i++) {
$currentTimestamp = $real[$i][0];
$currentHighest = $real[$i][1];
$currentLowest = $real[$i][2];
for ($j = 0; $j < $periodLookback; $j++) {
$index = $i - $j;
// Get Highest High for the period
if ($real[$index][1] > $currentHighest) {
$currentHighest = $real[$index][1];
}
// Get Lowest Low for the period
if ($real[$index][2] < $currentLowest) {
$currentLowest = $real[$index][2];
}
}
$nHighestLowest[$ctr][0] = $currentTimestamp;
$nHighestLowest[$ctr][1] = $currentHighest;
$nHighestLowest[$ctr][2] = $currentLowest;
$ctr += 1;
}
//echo json_encode($nHighestLowest) . "<Br><Br>";
// Get %K = [(nClose - nLowestLow) / (nHighestHigh - nLowestLow)] * 100
$percentK = [];
// Default offset is zero
$kOffset = 0;
for ($i = 0; $i < count($nHighestLowest); $i++) {
if ($i == 0) {
for ($j = 0; $j < $periodLookback; $j++) {
if ($real[$j][0] == $nHighestLowest[0][0]) {
$kOffset = $j;
debug_print("start of comparison: {$kOffset} <Br>");
break;
}
}
}
$percentK[$i][0] = $nHighestLowest[$i][0];
$percentK[$i][1] = ($real[$i + $kOffset][3] - $nHighestLowest[$i][2]) / ($nHighestLowest[$i][1] - $nHighestLowest[$i][2]) * 100;
}
//echo json_encode($percentK);
// Get %D = Simple Moving Average of %K for $periodSmoothing days
$percentD = codesword_sma($percentK, $periodSmoothing);
//echo json_encode($percentD);
// Organize data for returning [timestamp, %k, %d]
$stochastic = [];
$dOffset = $periodSmoothing - 1;
$realOffset = $kOffset + $dOffset;
for ($i = 0; $i < count($percentD); $i++) {
$stochastic[$i][0] = $percentD[$i][0];
//Timestamp
$stochastic[$i][1] = $percentK[$i + $dOffset][1];
//%K
$stochastic[$i][2] = $percentD[$i][1];
//%D
}
//echo json_encode($stochastic);
return $stochastic;
}
function getSMAentryATRstop($company, $from = "1900-01-01 00:00:00", $to = null, $dataorg = "json", $samplePeriod = 15, $enSignals = false, $enJsonEncode = "false", $enProfitComputation = true, $host, $db, $user, $pass)
{
// TODO: Get OHLC data
$intervalPeriod = $samplePeriod * 1.5;
//from date has to be adjusted for the bollinger bands
$date = date_create($from);
date_add($date, date_interval_create_from_date_string("-{$intervalPeriod} days"));
$fromAdjusted = date_format($date, "Y-m-d");
$dataOhlc = [];
//OHLC data format [timestamp,open,high,low,close,volume]
if ($dataorg == "highchart") {
$dataOhlc = getOHLC($company, $fromAdjusted, $to, "array2", $host, $db, $user, $pass);
} else {
$dataOhlc = getOHLC($company, $fromAdjusted, $to, "array", $host, $db, $user, $pass);
}
//Return if $dataOhlc is null
if ($dataOhlc == [] || $dataOhlc == 0) {
return 0;
}
//Tailor data for the SMA input
//Input for SMA functions should be [timestamp,close]
$ctr = 0;
$dataOhlcForSMA = [];
foreach ((array) $dataOhlc as $ohlc) {
$dataOhlcForSMA[$ctr][0] = $ohlc[0];
//timestamp
$dataOhlcForSMA[$ctr++][1] = $ohlc[4];
//close
}
//Get SMA Signal
$sma = codesword_sma($dataOhlcForSMA, $samplePeriod);
//Get SMA Buy Signals
$smaBuy = [];
$ctrBuy = 0;
$buysellSignals = codesword_smaBuySellSignal($dataOhlcForSMA, $sma);
foreach ($buysellSignals as $signal) {
if ($signal[1] == "buy") {
$smaBuy[$ctrBuy++] = $signal;
}
}
// echo json_encode($smaBuy);
//Tailor data for the ATR input
$ctr = 0;
$dataOhlcForATR = [];
foreach ((array) $dataOhlc as $ohlc) {
$dataOhlcForATR[$ctr][0] = $ohlc[0];
//timestamp
$dataOhlcForATR[$ctr][1] = $ohlc[2];
//high
$dataOhlcForATR[$ctr][2] = $ohlc[3];
//low
$dataOhlcForATR[$ctr][3] = $ohlc[4];
//close
$ctr = $ctr + 1;
}
// echo json_encode($dataOhlcForATR);
// Compute the ATR
$atr = codesword_atr($dataOhlcForATR);
// echo json_encode($atr);
// TODO: Get ATR Stop/Sell Signals
// the stop signal is based on the entry price that we'll get from
// the SMA Buy Signal
// Inputs:
// 1. Data OHLC for ATR (ts,open,high,low,close)
// 2. SMA Buy Signals (ts, buy)
// 3. ATR Values (ts, atr)
$smaEntryAtrStopSignals = codesword_smaEntryATRstopTradeDetector($company, $dataOhlc, $smaBuy, $atr, 2, 4, $enProfitComputation);
}
