//+------------------------------------------------------------------+
//| Fourier_extrapolator_4th_cycle.mq4 |
//| Ïîääóáíûé Îëåã aka neoclassic |
//| Àâòîð ôóíêöèé af_FT, af_LR - ANG3100 |
//+------------------------------------------------------------------+
#property copyright "Ïîääóáíûé Îëåã"
#property indicator_chart_window
#property indicator_buffers 8
extern int Tstart=1000;
extern int shift=0;
extern bool delete=true;
int Tmin=60;
int bars=0;
int flagdrow=1;
int Ti;
int TLR;
double aa,bb,w;
double pi=3.1415926535897932384626433832795;
double ak0,ak[],bk[],spectr[],prognoz[];
double profit[];
int deinit()
{
if (delete==true)
{
for (int i=Tstart/3;i>20;i--)
{
for (int k=Tstart*4/3;k>=0;k--)
{
ObjectDelete("sinus_"+shift+"_"+i+"_"+k);
}
}
}
return(0);
}
int start()
{
int T=Tstart;
if ((T+shift)>Bars) T=Bars-shift;
if (bars==0)
{
SetIndexStyle(0,DRAW_NONE);
SetIndexBuffer(0, prognoz);
SetIndexStyle(1,DRAW_NONE);
SetIndexBuffer(1, ak);
SetIndexStyle(2,DRAW_NONE);
SetIndexBuffer(2, bk);
SetIndexStyle(3,DRAW_NONE);
SetIndexBuffer(3, spectr);
int count=0;
double h3[],ak3[],bk3[],aabuf[],bbbuf[],ak0buf[]; int Tbuf[];
ArrayInitialize(prognoz,EMPTY_VALUE);
ArrayResize(h3,T/3);
ArrayResize(ak3,T/3);
ArrayResize(bk3,T/3);
ArrayResize(aabuf,T/3);
ArrayResize(bbbuf,T/3);
ArrayResize(ak0buf,T/3);
ArrayResize(Tbuf,T/3);
ArrayInitialize(h3,0.0);
ArrayInitialize(ak3,0.0);
ArrayInitialize(bk3,0.0);
ArrayInitialize(aabuf,0.0);
ArrayInitialize(bbbuf,0.0);
ArrayInitialize(ak0buf,0.0);
ArrayInitialize(Tbuf,0.0);
while (T>=Tmin)
{
ArrayInitialize(ak,EMPTY_VALUE);
ArrayInitialize(bk,EMPTY_VALUE);
ArrayInitialize(spectr,0.0);
SetIndexShift(0,TLR-shift);
SetIndexShift(4,TLR-shift);
Ti=T+1;
af_LR(Ti,shift);
w=2*pi/Ti;
af_FT(Ti,shift);
for (int i=2;i<6;i++) {spectr[i]=MathPow(ak[i]*ak[i]+bk[i]*bk[i],0.5)/2;}
if (ArrayMaximum(spectr)==3)
{
h3[count]=spectr[3];
ak3[count]=ak[3];
bk3[count]=bk[3];
Tbuf[count]=T;
aabuf[count]=aa; bbbuf[count]=bb; ak0buf[count]=ak0;
count++;
}
if (ArrayMaximum(spectr)!=3 && count!=0)
{
count=0;
int amax=ArrayMaximum(h3);
w=2*pi/(Tbuf[amax]+1);
double delta=Close[shift]-(ak3[amax]*MathCos(3*Tbuf[amax]/3*w)+bk3[amax]*MathSin(3*Tbuf[amax]/3*w)+
bbbuf[amax]+aabuf[amax]*(Tbuf[amax]/3-Tbuf[amax]*4/3)+ak0buf[amax]);
for (i=Tbuf[amax]*4/3;i>=0;i--)
{
double p1=ak3[amax]*MathCos(3*i*w)+bk3[amax]*MathSin(3*i*w)+
bbbuf[amax]+aabuf[amax]*(i-Tbuf[amax]*4/3)+ak0buf[amax]+delta;
double p2=ak3[amax]*MathCos(3*(i-1)*w)+bk3[amax]*MathSin(3*(i-1)*w)+
bbbuf[amax]+aabuf[amax]*(i-1-Tbuf[amax]*4/3)+ak0buf[amax]+delta;
if ((shift+Tbuf[amax])>(Tbuf[amax]*4/3-i))
{ObjectCreate("sinus_"+shift+"_"+Tbuf[amax]/3+"_"+i,OBJ_TREND,0,Time[shift+i-Tbuf[amax]/3],p1,Time[shift+i-Tbuf[amax]/3-1],p2);}
else {ObjectCreate("sinus_"+shift+"_"+Tbuf[amax]/3+"_"+i,OBJ_TREND,0,Time[0]-Period()*60*(shift-Tbuf[amax]/3+i),p1,Time[0]-Period()*60*(shift-Tbuf[amax]/3+i-1),p2);}
ObjectSet("sinus_"+shift+"_"+Tbuf[amax]/3+"_"+i,OBJPROP_RAY,0);
ObjectSet("sinus_"+shift+"_"+Tbuf[amax]/3+"_"+i,OBJPROP_COLOR,DarkOrange);
}
ArrayInitialize(h3,0.0);
ArrayInitialize(ak3,0.0);
ArrayInitialize(bk3,0.0);
ArrayInitialize(Tbuf,0.0);
}
T=T-(T+1000)/1000;
}
bars=Bars;
}
return(0);
}
//*******************************************************************
void af_FT(int T,int i0)
{
int i,k;
double sum_cos,sum_sin,dci;
ak0=0.0;
for (i=0; i<T; i++) ak0+=Close[i+i0]-bb-aa*i;
ak0=ak0/T;
for (k=1; k<=6; k++)
{
sum_cos=0.0;
sum_sin=0.0;
for (i=0; i<T; i++)
{
dci=Close[i+i0]-bb-aa*i;
sum_cos+=dci*MathCos(k*i*w);
sum_sin+=dci*MathSin(k*i*w);
}
ak[k]=sum_cos*2/T;
bk[k]=sum_sin*2/T;
}
}
//*******************************************************************
void af_LR(int p,int i) // af_LR(Ti,i0)
{
double sx=0,sy=0,sxy=0,sxx=0;
if (p<2) p=2;
for (int n=0; n<p; n++)
{
sx+=n;
sy+=Close[n+i];
sxy+=n*Close[n+i];
sxx+=n*n;
}
aa=(sx*sy-p*sxy)/(sx*sx-p*sxx);
bb=(sy-aa*sx)/p;
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_NONE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: