function getSMACombined($company, $from = "1900-01-01 00:00:00", $to = null, $dataorg = "json", $periodShort = 20, $periodMedium = 50, $periodLong = 120, $enSignals = false, $host, $db, $user, $pass)
{
$smaShort = getSMA($company, $from, $to, $dataorg, $periodShort, $enSignals, false, $host, $db, $user, $pass);
$smaMedium = getSMA($company, $from, $to, $dataorg, $periodMedium, $enSignals, false, $host, $db, $user, $pass);
$smaLong = getSMA($company, $from, $to, $dataorg, $periodLong, $enSignals, false, $host, $db, $user, $pass);
$real = getSMA_sub_real($company, $from, $to, $dataorg, $periodShort, $enSignals, $host, $db, $user, $pass);
if ($smaShort == 0 || $smaMedium == 0 || $smaLong == 0 || $real == 0) {
return 0;
}
$allData = [];
if (strcasecmp($enSignals, "latest") == 0) {
//return only the latest signal
// [timestamp,trade signal]
$lastSignal = codesword_smaBuySellSignalCombinedLatests($real, $smaShort, $smaMedium, $smaLong, $dataorg);
return $lastSignal;
} elseif ($enSignals) {
$allData = codesword_smaBuySellSignalCombined($real, $smaShort, $smaMedium, $smaLong, $dataorg);
echo json_encode($allData);
} else {
$allData[0] = codesword_smaConsolidate($real, $smaShort, $smaMedium, $smaLong);
$allData[1] = 0;
echo json_encode($allData);
}
}
function codesword_smaBuySellSignalCombined($real, $smaShort, $smaMedium, $smaLong, $dataorg = "json")
{
$smaConsolidated = codesword_smaConsolidate($real, $smaShort, $smaMedium, $smaLong);
$tradeSignals = [];
if ($smaConsolidated == 0) {
//echo "codesword_smaBuySellSignalCombined: stock has low chance of being traded<Br>";
return 0;
}
$ctr = 0;
for ($i = 0; $i < count($smaConsolidated); $i++) {
$curDate = $smaConsolidated[$i][0];
$curPrice = isset($smaConsolidated[$i][1]) ? $smaConsolidated[$i][1] : -1;
$curSmaShort = isset($smaConsolidated[$i][2]) ? $smaConsolidated[$i][2] : -1;
$curSmaMedium = isset($smaConsolidated[$i][3]) ? $smaConsolidated[$i][3] : -1;
$curSmaLong = isset($smaConsolidated[$i][4]) ? $smaConsolidated[$i][4] : -1;
if ($i == 0) {
$prevPrice = $smaConsolidated[$i][1];
$prevSmaShort = $smaConsolidated[$i][2];
continue;
}
//Only make decisions for cases where all SMAs have values
if ($curSmaShort > 0 && $curSmaMedium > 0 && $curSmaLong > 0) {
//Segregate into uptrend, downtrend and sideways
//Uptrend
// SMA short > SMA medium > SMA long
if ($curSmaShort >= $curSmaMedium && $curSmaMedium >= $curSmaLong) {
//RoT #1: Buy. Price > s20 > s50 > s120
if ($curPrice > $curSmaShort && $curPrice > $curSmaMedium && $curPrice > $curSmaLong) {
$prevPrevPrice = isset($smaConsolidated[$i - 2][1]) ? $smaConsolidated[$i - 2][1] : 100000;
if ($curPrice > $prevPrice && $curPrice > $prevPrevPrice) {
//Buy only if price increase wrt to the sma short is 5% higher
if ($curPrice / $curSmaShort - 1 > 0.05) {
if ($ctr > 0) {
//to filter out redundant buy signals
if ($tradeSignals[$ctr - 1][1] == "sell") {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "buy";
$tradeSignals[$ctr][2] = codesword_dateDiff($tradeSignals[$ctr - 1][0], $tradeSignals[$ctr][0], $dataorg);
$ctr++;
}
} else {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "buy";
$tradeSignals[$ctr][2] = 0;
$ctr++;
}
}
/* if ($ctr > 0) {
//to filter out redundant buy signals
if ($tradeSignals[$ctr-1][1] == "sell") {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "buy";
$tradeSignals[$ctr][2] = codesword_dateDiff($tradeSignals[$ctr-1][0],
$tradeSignals[$ctr][0],
$dataorg);
$ctr++;
}
}
else {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "buy";
$tradeSignals[$ctr][2] = 0;
$ctr++;
}*/
}
}
//RoT #2.2: Sell. Price < s20 (if Uptrending)
if ($curPrice < $curSmaShort) {
if ($ctr > 0) {
//generate a sell signal only if last one was a buy signal
if ($tradeSignals[$ctr - 1][1] == "buy") {
//different thresholds depending on current price
if ($curPrice <= 35) {
//check if |curPrice/prevPrice - 1| > 2.5%
if ($prevPrice / $curPrice - 1 > 0.025) {
//sell if s20/curPrice - 1 > 0.025
if ($curSmaShort / $curPrice - 1 > 0.025) {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "sell";
$tradeSignals[$ctr][2] = codesword_dateDiff($tradeSignals[$ctr - 1][0], $tradeSignals[$ctr][0], $dataorg);
$ctr++;
}
} elseif ($curSmaShort / $curPrice - 1 > 0.03) {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "sell";
$tradeSignals[$ctr][2] = codesword_dateDiff($tradeSignals[$ctr - 1][0], $tradeSignals[$ctr][0], $dataorg);
$ctr++;
}
} else {
//check if |curPrice/prevPrice - 1| > 1%
if ($prevPrice / $curPrice - 1 > 0.01) {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "sell";
$tradeSignals[$ctr][2] = codesword_dateDiff($tradeSignals[$ctr - 1][0], $tradeSignals[$ctr][0], $dataorg);
$ctr++;
}
//TODO: if s20/curPrice - 1 > [arbitrary number for bigger prices]
}
}
} else {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "sell";
$tradeSignals[$ctr][2] = 0;
$ctr++;
}
}
} elseif ($curSmaShort <= $curSmaLong && $curSmaMedium <= $curSmaLong) {
//new RoT (unlabeled)
//you need at least 5 samples to make this conclusion
//price is greater than sma short and sma medium
//and the difference between sma short and sma medium is
//getting smaller
if ($i >= 4) {
$curTempSma = 0;
if ($curSmaShort >= $curSmaMedium) {
$curTempSma = $curSmaShort;
} else {
$curTempSma = $curSmaMedium;
}
//Price should at least be 5% greater than both SMAs
if ($curPrice > $curSmaShort && $curPrice > $curSmaMedium && $curPrice / $curTempSma - 1 > 0.05) {
$divergencePoints = 0;
$prevDiff = 100;
//check the differences of sma short and sma medium
// to see if its getting smaller
for ($k = 4; $k >= 0; $k--) {
$tempSmaShort = isset($smaConsolidated[$i - $k][2]) ? $smaConsolidated[$i - $k][2] : -1;
$tempSmaMedium = isset($smaConsolidated[$i - $k][3]) ? $smaConsolidated[$i - $k][3] : -1;
$tempDiff = abs($tempSmaShort - $tempSmaMedium);
if ($tempDiff <= $prevDiff) {
$divergencePoints++;
}
$prevDiff = $tempDiff;
}
if ($divergencePoints >= 3) {
if ($ctr > 0) {
//to filter out redundant buy signals
if ($tradeSignals[$ctr - 1][1] == "sell") {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "buy";
$tradeSignals[$ctr][2] = codesword_dateDiff($tradeSignals[$ctr - 1][0], $tradeSignals[$ctr][0], $dataorg);
$ctr++;
}
} else {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "buy";
$tradeSignals[$ctr][2] = 0;
$ctr++;
}
}
}
}
} else {
}
//RoT #2.1: Sell automatically when Price < sma medium
if ($curPrice < $curSmaMedium) {
if ($ctr > 0) {
//generate a sell signal only if last one was a buy signal
if ($tradeSignals[$ctr - 1][1] == "buy") {
//different thresholds depending on current price
if ($curPrice <= 35) {
//check if |curSmaMedium/prevPrice - 1| > 2.5%
if ($curSmaMedium / $curPrice - 1 > 0.025) {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "sell";
$tradeSignals[$ctr][2] = codesword_dateDiff($tradeSignals[$ctr - 1][0], $tradeSignals[$ctr][0], $dataorg);
$ctr++;
}
} else {
//check if |curSmaMedium/prevPrice - 1| > 1.3%
if ($curSmaMedium / $curPrice - 1 > 0.013) {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "sell";
$tradeSignals[$ctr][2] = codesword_dateDiff($tradeSignals[$ctr - 1][0], $tradeSignals[$ctr][0], $dataorg);
$ctr++;
}
}
}
} else {
$tradeSignals[$ctr][0] = $smaConsolidated[$i][0];
$tradeSignals[$ctr][1] = "sell";
$tradeSignals[$ctr][2] = 0;
$ctr++;
}
}
}
//fix for "undefined offset" notice
$prevPrice = isset($smaConsolidated[$i][1]) ? $smaConsolidated[$i][1] : -1;
$prevSmaShort = isset($smaConsolidated[$i][2]) ? $smaConsolidated[$i][2] : -1;
}
$allData = [];
$allData[0] = $smaConsolidated;
$allData[1] = $tradeSignals;
return $allData;
}
