#property copyright "http://dmffx.com"
#property link "http://dmffx.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Gray
#property indicator_color2 Gray
//---- input parameters
extern int FFTPower=8; // Ðàçìåð àíàëèçèðóåìîãî îêíà ñòåïåíü äâîéêè. Ïðè çíà÷åíèè 8 àíàëèçèðóåòñÿ 256 áàðîâ.
extern int ShowBars=500; // Êîëè÷åñòâî áàðîâ äëÿ êîòîðûõ âûïîëíÿåòñÿ àíàëèç.
extern int Shift=1; // Ñäâèã áàðîâ äëÿ êîòîðûõ âûïîëíÿåòñÿ àíàëèç
extern int From_T=4; // Ìèíèìàëüíûé îòîáðàæàåìûé ïåðèîä (çíà÷åíèå ïåðèîäà íà íèæíåé ãðàíèöå äèàãðàììû)
extern int To_T=50; // Ìàêñèìàëüíûé îòîáðàæàåìûé ïåðèîä (çíà÷åíèå ïåðèîäà íà âåðõíåé ãðàíèöå äèàãðàììû)
extern color MaxColor=Yellow; // Öâåò ìàêñèìàëüíîé àìïëèòóäû
extern color MinColor=Navy; // Öâåò ìèíèìàëüíîé àìïëèòóäû
//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];
double ExtMapBuffer5[];
double ExtMapBuffer6[];
double Counter[];
double Signal[];
#define Pi 3.14159265358979323846
#define TwoPi 6.28318530717958647692
int FFTPeriod;
double FFTTmpOutput_1[];
double FFTSpectr[][3];
double FFTTmpOutput_2[];
double FFTPprocessedData[];
double FFTDC,FFTStartVShift;
double FFTFilterK[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init(){
fFFTInit(FFTPower,FFTPeriod,FFTTmpOutput_1,FFTSpectr,FFTTmpOutput_2,FFTPprocessedData);
//---- indicators
IndicatorBuffers(8);
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,ExtMapBuffer1);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,ExtMapBuffer2);
SetIndexBuffer(2,Counter);
SetIndexBuffer(3,Signal);
SetIndexEmptyValue(2,0);
IndicatorDigits(0);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
fObjDeleteByPrefix(WindowExpertName());
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start(){
int limit=Bars-IndicatorCounted()-1;
for(int i=limit;i>=0;i--){
Signal[i]=Close[i];
Counter[i]=Counter[i+1]+1;
ExtMapBuffer1[i]=From_T-2;
ExtMapBuffer2[i]=MathMin(FFTPeriod/2-1,To_T)+2;
}
limit=MathMin(limit,ShowBars-1);
limit+=Shift;
for(i=limit;i>=Shift;i--){
fFFTDirectMain(Signal,i,FFTPeriod,FFTTmpOutput_1);
fFFTDirectConvertToSpectr(FFTTmpOutput_1,FFTPeriod,FFTSpectr,FFTDC,FFTStartVShift);
double Max=0;
for(int j=From_T;j<=MathMin(FFTPeriod/2-1,To_T);j++){
Max=MathMax(Max,FFTSpectr[j][0]);
}
for(j=From_T;j<=MathMin(FFTPeriod/2-1,To_T);j++){
string ObjName=WindowExpertName()+"_"+fInt(Counter[i])+"_"+j;
fObjTrendLine(ObjName,Time[i],j,Time[i+1],j,false,GetColor(FFTSpectr[j][0]/Max,MinColor,MaxColor),2,WindowFind(WindowExpertName()),0,false);
ObjectSetText(ObjName,""+DoubleToStr(1.0*FFTPeriod/j,1));
}
}
return(0);
}
//+------------------------------------------------------------------+
void fObjTrendLine(
string aObjectName, // 1 èìÿ
datetime aTime_1, // 2 âðåìÿ 1
double aPrice_1, // 3 öåíà 1
datetime aTime_2, // 4 âðåìÿ 2
double aPrice_2, // 5 öåíà 2
bool aRay=false, // 6 ëó÷
color aColor=Red, // 7 öâåò
int aWidth=1, // 8 òîëùèíà
int aWindowNumber=0, // 9 îêíî
int aStyle=0, // 10 0-STYLE_SOLID, 1-STYLE_DASH, 2-STYLE_DOT, 3-STYLE_DASHDOT, 4-STYLE_DASHDOTDOT
bool aBack=false // 11 ôîí
){
if(ObjectFind(aObjectName)!=aWindowNumber){
ObjectCreate(aObjectName,OBJ_TREND,aWindowNumber,aTime_1,aPrice_1,aTime_2,aPrice_2);
}
ObjectSet(aObjectName,OBJPROP_TIME1,aTime_1);
ObjectSet(aObjectName,OBJPROP_PRICE1,aPrice_1);
ObjectSet(aObjectName,OBJPROP_TIME2,aTime_2);
ObjectSet(aObjectName,OBJPROP_PRICE2,aPrice_2);
ObjectSet(aObjectName,OBJPROP_RAY,aRay);
ObjectSet(aObjectName,OBJPROP_COLOR,aColor);
ObjectSet(aObjectName,OBJPROP_WIDTH,aWidth);
ObjectSet(aObjectName,OBJPROP_BACK,aBack);
ObjectSet(aObjectName,OBJPROP_STYLE,aStyle);
}
int fInt(double aArg){
return(aArg);
}
void fObjDeleteByPrefix(string aPrefix){
//fObjDeleteByPrefix("");
for(int i=ObjectsTotal()-1;i>=0;i--){
if(StringFind(ObjectName(i),aPrefix,0)==0){
ObjectDelete(ObjectName(i));
}
}
}
color GetColor(double aK,int Col1,double Col2){
int R1,G1,B1,R2,G2,B2;
fGetRGB(R1,G1,B1,Col1);
fGetRGB(R2,G2,B2,Col2);
return(fRGB(R1+aK*(R2-R1),G1+aK*(G2-G1),B1+aK*(B2-B1)));
}
void fGetRGB(int & aR,int & aG,int & aB,int aCol){
aB=aCol/65536;
aCol-=aB*65536;
aG=aCol/256;
aCol-=aG*256;
aR=aCol;
}
color fRGB(int aR,int aG, int aB){
return(aR+256*aG+65536*aB);
}
void fFFTInit(int aFFTPower,int & aPeriod,double & aTmpOutput_1[],double & aSpectr[][2],double & aTmpOutput_2[],double & aFFTPprocessedData[]){
aPeriod=MathPow(2,FFTPower);
ArrayResize(aTmpOutput_1,aPeriod);
ArrayResize(aSpectr,aPeriod/2);
ArrayResize(aTmpOutput_2,aPeriod);
ArrayResize(FFTPprocessedData,aPeriod);
}
void fFFTDirectMain(double aInput[],int aInputStart,int aPeriod,double & aTmpOutput[]){
double twr; double twi; double twpr; double twpi; double twtemp; double ttheta; int i; int i1; int i2; int i3; int i4;
double c1; double c2; double h1r; double h1i; double h2r; double h2i; double wrs; double wis; int HalfPeriod; int ii;
int jj; int n; int mmax; int m; int j; int istep; int isign; double wtemp; double wr; double wpr; double wpi; double wi;
double theta; double tempr; double tempi;
ttheta=2.0*Pi/aPeriod;
c1=0.5;
c2=-0.5;
isign=1;
n=aPeriod;
HalfPeriod=aPeriod/2;
j=1;
ArrayCopy(aTmpOutput,aInput,0,aInputStart,aPeriod);
for(ii=1;ii<=HalfPeriod;ii++){
i=2*ii-1;
if(j>i){
tempr=aTmpOutput[j-1];
tempi=aTmpOutput[j];
aTmpOutput[j-1]=aTmpOutput[i-1];
aTmpOutput[j]=aTmpOutput[i];
aTmpOutput[i-1]=tempr;
aTmpOutput[i]=tempi;
}
m=n/2;
while(m>=2 && j>m){
j=j-m;
m=m/2;
}
j=j+m;
}
mmax = 2;
while(n>mmax){
istep=2*mmax;
theta=2.0*Pi/(isign*mmax);
wpr=-2.0*MathPow(MathSin(0.5*theta),2);
wpi=MathSin(theta);
wr=1.0;
wi=0.0;
for(ii=1;ii<=mmax/2;ii++){
m=2*ii-1;
for(jj=0;jj<=(n-m)/istep;jj++){
i=m+jj*istep;
j=i+mmax;
tempr=wr*aTmpOutput[j-1]-wi*aTmpOutput[j];
tempi=wr*aTmpOutput[j]+wi*aTmpOutput[j-1];
aTmpOutput[j-1]=aTmpOutput[i-1]-tempr;
aTmpOutput[j]=aTmpOutput[i]-tempi;
aTmpOutput[i-1]=aTmpOutput[i-1]+tempr;
aTmpOutput[i]=aTmpOutput[i]+tempi;
}
wtemp=wr;
wr=wr*wpr-wi*wpi+wr;
wi=wi*wpr+wtemp*wpi+wi;
}
mmax = istep;
}
twpr=-2.0*MathPow(MathSin(0.5*ttheta),2);
twpi=MathSin(ttheta);
twr=1.0+twpr;
twi=twpi;
for(i=2;i<=aPeriod/4+1;i++){
i1=i+i-2;
i2=i1+1;
i3=aPeriod+1-i2;
i4=i3+1;
wrs=twr;
wis=twi;
h1r=c1*(aTmpOutput[i1]+aTmpOutput[i3]);
h1i=c1*(aTmpOutput[i2]-aTmpOutput[i4]);
h2r=-c2*(aTmpOutput[i2]+aTmpOutput[i4]);
h2i=c2*(aTmpOutput[i1]-aTmpOutput[i3]);
aTmpOutput[i1]=h1r+wrs*h2r-wis*h2i;
aTmpOutput[i2]=h1i+wrs*h2i+wis*h2r;
aTmpOutput[i3]=h1r-wrs*h2r+wis*h2i;
aTmpOutput[i4]=-h1i+wrs*h2i+wis*h2r;
twtemp=twr;
twr=twr*twpr-twi*twpi+twr;
twi=twi*twpr+twtemp*twpi+twi;
}
h1r=aTmpOutput[0];
aTmpOutput[0]=h1r+aTmpOutput[1];
aTmpOutput[1]=h1r-aTmpOutput[1];
return;
}
void fFFTDirectConvertToSpectr(double aInput[],int aPeriod,double & aOutput[][2],double & aDCValue,double & aStartVShift){
int i,j,HalfPeriod;
HalfPeriod=aPeriod/2;
for(i=2,j=1;i<aPeriod;i+=2,j++){
aOutput[j][0]=MathSqrt(aInput[i]*aInput[i]+aInput[i+1]*aInput[i+1])/HalfPeriod;
aOutput[j][1]=fMyArcTan2(aInput[i+1],aInput[i]);
}
aDCValue=aInput[0]/aPeriod;
aStartVShift=aInput[1];
}
double fMyArcTan2(double aY,double aX){ // â îáå ñòîðîíû
if(aY==0){
if(aX==0){
return(0);
}
if(aX>0){
return(0);
}
if(aX<0){
return(MathArctan(1)*4);
}
}
if(aX==0){
if(aY>0){
return(MathArctan(1)*2);
}
else{
if(aY<0){
return(-MathArctan(1)*2);
}
}
}
else{
if(aY>0){
if(aX>0){
return(MathArctan(aY/aX));
}
else{
return(MathArctan(aY/aX)+MathArctan(1)*4);
}
}
else{
if(aX>0){
return(MathArctan(aY/aX));
}
else{
return(MathArctan(aY/aX)-MathArctan(1)*4);
}
}
}
}
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_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: