//------------------------------------------------------------------
// Digital Filter
// Dmitry Yakovlev
// dmitry_yakovlev@rambler.ru
// WebMoney R865705290089
//------------------------------------------------------------------
// Original DF.dll
// copyright "Copyright (c) 2005, Sergey Iljukhin, Novosibirsk"
// "mailto:sergey@tibet.ru"
//------------------------------------------------------------------
#property copyright "Dmitry Yakovlev, Russia,Omsk, WM R865705290089"
#property link "dmitry_yakovlev@rambler.ru"
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 CLR_NONE
#property indicator_color2 Lime
#property indicator_color3 Red
#property indicator_width1 0
#property indicator_width2 2
#property indicator_width3 2
#import "shell32.dll" //Connect a dll (provided with Windows)
int ShellExecuteA(int hwnd,string Operation,string File,string Parameters,string Directory,int ShowCmd);
#import "user32.dll"
int MessageBoxA(int hWnd ,string lpText,string lpCaption,int uType);
#import "DF.dll"
int DigitalFilter(int FType, int P1, int D1, int A1, int P2, int D2, int A2, double Ripple, int Delay, double& arr[]);
#import
/*
Öèôðîâûå ôèëüòðû äëÿ MetaTrader 4.
Âíèìàíèå! Äëÿ ðàáîòû òðåáóåòñÿ òðè äîïîëíèòåëüíûõ DLL
ñîäåðæàùèõ áëîê ìàòåìàòè÷åñêîé îáðàáîòêè - bdsp.dll, lapack.dll, mkl_support.dll,
êîòîðûå äîëæíû áûòü óñòàíîâëåíû â C:\Windows\System32\ èëè ðÿäîì ñ DF.dll â \experts\libraries\
Ïåðåä èñïîëüçîâàíèåì óáåäèòåñü:
1. ÷òî óñòàíîâëåíû ïóíêòû "Allow DLL import" è "Confirm DLL function's call" â íàñòðîéêàõ Options->Expert Advisors
2. ×òî â äèðåêòîðèè C:\Windows\System32\ èìåþòñÿ Bdsp.dll, lapack.dll, mkl_support.dll - âñïîìîãàòåëüíûå ìàòåìàòè÷åñêèå áèáëèîòåêè.
Îïèñàíèå âõîäíûõ ïàðàìåòðîâ:
Ftype - Òèï ôèëüòðà: 0 - ÔÍ× (FATL/SATL/KGLP), 1 - ÔÂ× (KGHP),
2 - ïîëîñîâîé (RBCI/KGBP), 3 - ðåæåêòîðíûé (KGBS)
P1 - Ïåðèîä îòñå÷êè P1, áàð
D1 - Ïåðèîä îòñå÷êè ïåðåõîäíîãî ïðîöåññà D1, áàð
A1 - Çàòóõàíèå â ïîëîñå çàäåðæêè À1, äÁ
P2 - Ïåðèîä îòñå÷êè P2, áàð
D2 - Ïåðèîä îòñå÷êè ïåðåõîäíîãî ïðîöåññà D2, áàð
A2 - Çàòóõàíèå â ïîëîñå çàäåðæêè À2, äÁ
Ripple - Áèåíèÿ â ïîëîñå ïðîïóñêàíèÿ, äÁ
Delay - Çàäåðæêà, áàð
Äëÿ ÔÍ× è ÔÂ× çíà÷åíèÿ ïàðàìåòðîé P2,D2,A2 èãíîðèðóþòñÿ
Óñëîâèÿ ðàáîòû:
ÔÍ×: P1>D1
ÔÂ×: P1<D1
Ïîëîñîâîé è ðåæåêòîðíûé: D2>P2>P1>D1
*/
extern string _tf="Òàéìôðåéì (0-òåêóùèé)";
extern int tf=0;
extern string _pr="Öåíà 0-cl,1-op,2-hi,3-lo";
extern int pr=0;
extern string _par="Preset 0-User,1-FATL,2-SATL,3-RFTL,4-RSTL";
extern int preset=0;
extern string _filt="Óêàçûâàåì ïàðàìåòðû ôèëüòðà";
extern int FType=0;
extern int P1=14;
extern int D1=10;
extern int A1=40;
extern int P2=0;
extern int D2=0;
extern int A2=0;
extern int Delay=0;
extern double Ripple=0.08;
extern int BarShift=0; // Ñäâèã ãðàôèêà, áàð. Ìèíóñ - íàçàä, ïëþñ - âïåðåä
extern string _donate1="Äëÿ $ áëàãîäàðíîñòè:";
extern string _donate2="R865705290089";
//---- indicator buffers
double iBuffer[];
double up[];
double dn[];
double trend[];
//------
int FilterSize=0;
double F[1500];
//---
int init()
{
CheckDonate();
if(tf<Period()) tf=Period();
if(preset==1) // FATL
{
FType=0;
P1=14;
D1=10;
A1=40;
P2=0;
D2=0;
A2=0;
Delay=0;
Ripple=0.08;
BarShift=0; // Ñäâèã ãðàôèêà, áàð. Ìèíóñ - íàçàä, ïëþñ - âïåðåä
}
if(preset==2) // SATL
{
FType=0;
P1=52;
D1=32;
A1=40;
P2=0;
D2=0;
A2=0;
Delay=0;
Ripple=0.08;
BarShift=0; // Ñäâèã ãðàôèêà, áàð. Ìèíóñ - íàçàä, ïëþñ - âïåðåä
}
// --- Parameters: P1=14, D1=10, A1=40
// --- P2=52, D2=32, A2=40, Ripple=0.0864, Delay=5
// --- Order [Auto]=40, Calculate method=2
if(preset==3) // RFTL
{
FType=0;
P1=14;
D1=10;
A1=40;
P2=0;
D2=0;
A2=0;
Delay=5;
Ripple=0.08;
BarShift=0; // Ñäâèã ãðàôèêà, áàð. Ìèíóñ - íàçàä, ïëþñ - âïåðåä
}
// --- Parameters: P1=52, D1=32, A1=40
// --- P2=52, D2=32, A2=40, Ripple=0.0864, Delay=15
// --- Order [Auto]=97, Calculate method=2
if(preset==4) // RSTL
{
FType=0;
P1=52;
D1=32;
A1=40;
P2=0;
D2=0;
A2=0;
Delay=15;
Ripple=0.08;
BarShift=0; // Ñäâèã ãðàôèêà, áàð. Ìèíóñ - íàçàä, ïëþñ - âïåðåä
}
IndicatorBuffers(4);
//---- indicator line
SetIndexStyle(0,DRAW_NONE);
SetIndexBuffer(0,iBuffer);
SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2);
SetIndexBuffer(1,up);
SetIndexLabel(1,"Up");
SetIndexStyle(2,DRAW_LINE,STYLE_SOLID,2);
SetIndexBuffer(2,dn);
SetIndexLabel(2,"Dn");
SetIndexStyle(3,DRAW_NONE);
SetIndexBuffer(3,trend);
SetIndexLabel(3,"trend");
ArraySetAsSeries(iBuffer, true);
ArraySetAsSeries(trend, true);
// Âû÷èñëÿåì öèôðîâîé ôèëüòð
FilterSize=DigitalFilter(FType, P1, D1, A1, P2, D2, A2, Ripple, Delay, F);
return(0);
}
double price(int i=0)
{
if(pr==0) return(iClose(Symbol(),tf,i));
else if(pr==1) return(iOpen(Symbol(),tf,i));
else if(pr==2) return(iHigh(Symbol(),tf,i));
else if(pr==3) return(iLow(Symbol(),tf,i));
}
//+------------------------------------------------------------------+
//| Digital filter main function |
//+------------------------------------------------------------------+
int start()
{
int k, nn, nn1, i, j, counted_bars=IndicatorCounted();
int koef=(tf/Period());
double res=0, step=0;
// <--- ðàñ÷èòûâàåì çíà÷åíèÿ èíäèêàòîðà
if (FilterSize>0)
{
if(Bars<=FilterSize) return(0);
//-------------------------------
i=(Bars-counted_bars+FilterSize-1)/koef+1;
//-------------------------------
while(i>=0)
{
res=0;
for (j=0; j<FilterSize; j++)
res+=F[j]*price(i+j);
nn=i*koef;
if(nn!=-1) iBuffer[nn]=res;
nn1=(i+1)*koef;
if(nn!=-1 && nn1!=-1 && iBuffer[nn1]!=EMPTY_VALUE && iBuffer[nn1]!=0)
{
step=(iBuffer[nn1]-iBuffer[nn])/koef;
for(k=1;k<koef;k++) iBuffer[k+nn]=iBuffer[nn]+step*k;
}
i--;
}
} else return;
// ðàñ÷èòûâàåì -->
//-------------------------------------------------------------------------
// <-- ðàñêðàøèâàåì
for(int x=Bars;x>=0;x--)
{
trend[x] = trend[x+1];
if (iBuffer[x]> iBuffer[x+1]) trend[x] =1;
if (iBuffer[x]< iBuffer[x+1]) trend[x] =-1;
if (trend[x]>0)
{ up[x] = iBuffer[x];
if (trend[x+1]<0) up[x+1]=iBuffer[x+1];
dn[x] = EMPTY_VALUE;
}
else
if (trend[x]<0)
{
dn[x] = iBuffer[x];
if (trend[x+1]>0) dn[x+1]=iBuffer[x+1];
up[x] = EMPTY_VALUE;
}
}
// ðàñêðàøèâàåì -->
//-------------------------------------------------------------------------
return(0);
}
void CheckDonate()
{
int fd=0; string pay="0"; datetime dt=0;
string fn="DigitalFilterTF.txt";
fd=FileOpen(fn,FILE_READ|FILE_CSV,";");
if(fd>=1)
{
pay=FileReadString(fd); if(pay!="0" && pay!="1") pay="0";
dt=StrToTime(FileReadString(fd));
}
else
{
dt=TimeCurrent();
fd=FileOpen(fn,FILE_WRITE|FILE_CSV,";");
FileWrite(fd,"0",TimeToStr(dt,TIME_DATE));
}
FileClose(fd);
if(pay=="0" && (TimeCurrent()-dt)>10*24*60*60) // 5 äíåé
{
if(MessageBoxA(0,"Åñëè Âàì ïîíðàâèëñÿ èíäèêàòîð DigitalFilterTF,\n õîòèòå ïîìî÷ü àâòîðó ìàòåðèàëüíî?","Âîïðîñ",4)==6)
{
ShellExecuteA(0,"Open","iexplore.exe","wmk:payto?Purse=R865705290089&Amount=100&Desc=Indicator&BringToFront=Y&ExecEvenKeeperIsOffline=Y","",7);
pay="1";
}
dt=TimeCurrent();
fd=FileOpen(fn,FILE_WRITE|FILE_CSV,";");
FileWrite(fd,pay,TimeToStr(dt,TIME_DATE));
FileClose(fd);
}
FileClose(fd);
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_NONE
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
shell32
user32
DF
Order Management characteristics:
Other Features:
Uses files from the file system
It reads information from a file
It writes information to file