function codesword_utr($real, $periodLookback = 14)
{
$atr = codesword_atr($real, $periodLookback);
for ($i = 0; $i < count($atr); $i++) {
//multiply by period
$atr[$i][1] = $atr[$i][1] * $periodLookback;
}
return $atr;
}
function getAverageTrueRange($company, $from = "1900-01-01 00:00:00", $to = null, $dataorg = "json", $host, $db, $user, $pass)
{
// Create connection
$con = mysqli_connect($host, $user, $pass, $db);
// Check connection
if (mysqli_connect_errno()) {
echo "Failed to connect to MySQL: " . mysqli_connect_error();
return;
}
$studyPeriod = 14;
$smoothingPeriod = 0;
$offsetPeriod = $studyPeriod + $smoothingPeriod;
if ($dataorg == "highchart") {
//Added 8 hours to timestamp because of the Philippine Timezone WRT GMT (+8:00)
$sql = "SELECT (UNIX_TIMESTAMP(DATE_ADD(timestamp, INTERVAL 8 HOUR)) * 1000) as timestamp, \n\t\t\t\t\thigh, low, close\n\t\t\t\t\tFROM {$company} \n\t\t\t\t\tWHERE timestamp >= DATE_ADD('" . $from . "', INTERVAL -{$offsetPeriod} DAY) \n\t\t\t\t\tAND timestamp <= '" . $to . "' ORDER BY timestamp ASC";
} else {
$sql = "SELECT DATE_FORMAT(timestamp, '%Y-%m-%d') as timestamp, high, low, close \n\t\t\t\t\tFROM {$company} \n\t\t\t\t\tWHERE timestamp >= DATE_ADD('" . $from . "', INTERVAL -{$offsetPeriod} DAY) \n\t\t\t\t\tAND timestamp <= '" . $to . "' ORDER BY timestamp ASC";
}
$result = mysqli_query($con, $sql);
$dbreturn = "";
$ctr = 0;
$temp;
$returnATR;
while ($row = mysqli_fetch_array($result)) {
if ($dataorg == "json") {
$dbreturn[$ctr][0] = $row['timestamp'];
$dbreturn[$ctr][1] = floatval($row['high']);
$dbreturn[$ctr][2] = floatval($row['low']);
$dbreturn[$ctr][3] = floatval($row['close']);
} elseif ($dataorg == "highchart") {
$dbreturn[$ctr][0] = doubleval($row['timestamp']);
$dbreturn[$ctr][1] = floatval($row['high']);
$dbreturn[$ctr][2] = floatval($row['low']);
$dbreturn[$ctr][3] = floatval($row['close']);
} elseif ($dataorg == "array") {
//TODO: create code for organizing an array data output
} else {
$dbreturn[$ctr][0] = $row['timestamp'];
$dbreturn[$ctr][1] = floatval($row['high']);
$dbreturn[$ctr][2] = floatval($row['low']);
$dbreturn[$ctr][3] = floatval($row['close']);
}
$ctr = $ctr + 1;
}
if ($dataorg == "json") {
$returnATR = codesword_atr($dbreturn);
} elseif ($dataorg == "highchart") {
$returnATR = codesword_atr($dbreturn);
} elseif ($dataorg == "array") {
//TODO: create code for organizing an array data output
} else {
//json
$returnATR = codesword_atr($dbreturn);
}
echo json_encode($returnATR);
mysqli_close($con);
}
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);
}
