function getSMA_sub_real($company, $from = "1900-01-01 00:00:00", $to = null, $dataorg = "json", $samplePeriod = 15, $enSignals = false, $host, $db, $user, $pass)
{
$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;
}
//Input for SMA functions should be [timestamp,close]
$ctr = 0;
foreach ((array) $dataOhlc as $ohlc) {
$dbreturn[$ctr][0] = $ohlc[0];
//timestamp
$dbreturn[$ctr++][1] = $ohlc[4];
//close
}
return $dbreturn;
}
function getMACD($company, $from = "1900-01-01 00:00:00", $to = null, $dataorg = "json", $host, $db, $user, $pass)
{
$macd = [];
$intervalPeriod = 55;
//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;
}
//Input for SMA functions should be [timestamp,close]
$ctr = 0;
foreach ($dataOhlc as $ohlc) {
if ($dataorg == "json") {
$dbreturn[$ctr][0] = $ohlc[0];
//timestamp
$dbreturn[$ctr][1] = $ohlc[4];
//close
} elseif ($dataorg == "highchart") {
$dbreturn[$ctr][0] = $ohlc[0];
//timestamp
$dbreturn[$ctr][1] = $ohlc[4];
//close
} elseif ($dataorg == "array") {
//TODO: create code for organizing an array data output
} else {
$dbreturn[$ctr][0] = $ohlc[0];
//timestamp
$dbreturn[$ctr][1] = $ohlc[4];
//close
}
$ctr++;
}
if ($dataorg == "json") {
//echo json_encode($dbreturn);
$macd = codesword_macd($dbreturn);
//echo json_encode($ema);
} elseif ($dataorg == "highchart") {
$macd = codesword_macd($dbreturn);
} elseif ($dataorg == "array") {
//TODO: create code for organizing an array data output
} else {
//json
$macd = codesword_macd($dbreturn);
}
echo json_encode($macd);
}
debug_print("Date range: from {$fromDate} to {$toDate}<Br>");
switch ($chartDataType) {
case 'close':
getClose($company, $fromDate, $toDate, $dataorg, $mysql_host, $mysql_database, $mysql_user, $mysql_password);
break;
case 'current':
getCurrentDayPrices($company, $dataorg, $mysql_host, $mysql_database, $mysql_user, $mysql_password);
break;
case 'volume':
getVolume($company, $fromDate, $toDate, $dataorg, $mysql_host, $mysql_database, $mysql_user, $mysql_password);
break;
case 'ohlcur':
getOHLCurrent($company, $dataorg, $mysql_host, $mysql_database, $mysql_user, $mysql_password);
break;
case 'ohlc':
getOHLC($company, $fromDate, $toDate, $dataorg, $mysql_host, $mysql_database, $mysql_user, $mysql_password);
break;
case 'ohlcha':
getOHLCHA($company, $fromDate, $toDate, $dataorg, $mysql_host, $mysql_database, $mysql_user, $mysql_password);
break;
case 'sohlcavv':
$targetDate = null;
if (isset($_GET['targetdate'])) {
$targetDate = isset($_GET['targetdate']) ? $_GET['targetdate'] : null;
}
getSingleOHLCAVV($company, $targetDate, $dataorg, $mysql_host, $mysql_database, $mysql_user, $mysql_password);
break;
case 'macd':
getMACD($company, $fromDate, $toDate, $dataorg, $mysql_host, $mysql_database, $mysql_user, $mysql_password);
break;
case 'rsi':
function getStoMACD($company, $from = "1900-01-01 00:00:00", $to = null, $dataorg = "json", $ensig = false, $host, $db, $user, $pass)
{
$thlc = [];
//[timestamp,high,low,close]
$stoch = [];
//[timestamp,%K,%D]
$stochSignals = [];
//[timestamp,signal,desc]
$stochSmaSignals = [];
//[timestamp,signal,desc]
$isCloseHigherThanSMA = [];
//[timestamp,boolean]
$dataOhlc = [];
//OHLC data format [timestamp,open,high,low,close,volume]
if ($dataorg == "highchart") {
$dataOhlc = getOHLC($company, $from, $to, "array2", $host, $db, $user, $pass);
} else {
$dataOhlc = getOHLC($company, $from, $to, "array", $host, $db, $user, $pass);
}
//echo json_encode($dataOhlc);
//Return if $dataOhlc is null
if ($dataOhlc == [] || $dataOhlc == 0) {
return 0;
}
//Input for stochastic convestion should be [timestamp,high,low,close]
$ctr = 0;
foreach ((array) $dataOhlc as $ohlc) {
$thlc[$ctr][0] = $ohlc[0];
//timestamp
$thlc[$ctr][1] = $ohlc[2];
//high
$thlc[$ctr][2] = $ohlc[3];
//low
$thlc[$ctr++][3] = $ohlc[4];
//close
}
//echo json_encode($thlc);
//generate stochastic values
$stoch = codesword_stochastic($thlc);
//echo json_encode($stoch);
//find out if the close/current price > sma
$isCloseHigherThanSMA = codesword_isHigherThanSMA($thlc);
//echo json_encode($isCloseHigherThanSMA);
//generate trade signals from stochastic values
$stochSignals = codesword_stochTradeDetector($stoch);
//do some more filtering
$stochSmaSignals = codesword_stochSmaTradeDetector($stochSignals, $isCloseHigherThanSMA);
if (strcasecmp($ensig, "latest") == 0) {
//return only the latest signal
// [timestamp,trade signal,... other info...]
if (count($stochSmaSignals) > 0) {
$lastSignal = $stochSmaSignals[count($stochSmaSignals) - 1];
//echo json_encode($lastSignal);
return $lastSignal;
} else {
return 0;
}
} elseif ($ensig) {
//echo json_encode($stochSignals);
$allData[0] = $stoch;
$allData[1] = $stochSmaSignals;
echo json_encode($allData);
} else {
echo json_encode($stoch);
}
}
function getBollingerBands3($company, $from = "1900-01-01 00:00:00", $to = null, $dataorg = "json", $enSignals = false, $host, $db, $user, $pass)
{
$studyPeriod = 20;
$offsetPeriod = $studyPeriod * 1;
//from date has to be adjusted for the bollinger bands
$date = date_create($from);
date_add($date, date_interval_create_from_date_string("-{$offsetPeriod} days"));
$fromAdjusted = date_format($date, "Y-m-d");
//echo "fromAdjusted: $fromAdjusted<Br>";
$dataOhlc = [];
//OHLC data format [timestamp,open,high,low,close,volume]
if ($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;
}
//Input for bollinger bands should be [timestamp,open,high,low,close]
$ctr = 0;
foreach ((array) $dataOhlc as $ohlc) {
$dbreturn[$ctr][0] = $ohlc[0];
//timestamp
$dbreturn[$ctr][1] = $ohlc[1];
//high
$dbreturn[$ctr][2] = $ohlc[2];
//low
$dbreturn[$ctr][3] = $ohlc[3];
//low
$dbreturn[$ctr++][4] = $ohlc[4];
//close
}
if ($dataorg == "json") {
$bbohlc = codesword_bollinger_bands3($dbreturn, $studyPeriod);
if (count($bbohlc) <= 1) {
//No Data
return 0;
}
$returnBB = $bbohlc;
} elseif ($dataorg == "highchart") {
$returnBB = codesword_bollinger_bands3($dbreturn, $studyPeriod);
if ($returnBB == 0) {
//No Data
return 0;
}
} elseif ($dataorg == "array") {
//TODO: create code for organizing an array data output
} else {
//json
$returnBB = codesword_bollinger_bands3($dbreturn, $studyPeriod);
if ($returnBB == 0) {
//No Data
return 0;
}
}
$allData = [];
if (strcasecmp($enSignals, "latest") == 0) {
//return only the latest signal
// [timestamp,trade signal,... other info...]
$lastSignal = codesword_bbTrendDetectorLatests($returnBB);
return $lastSignal;
} elseif ($enSignals) {
$allData[0] = $returnBB;
$allData[1] = codesword_bbTrendDetector($returnBB);
echo json_encode($allData);
} else {
$allData = $returnBB;
echo json_encode($allData);
}
}
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);
}
