//+------------------------------------------------------------------+
//| #_i_SpecktrAnalis.mq4 |
//| Copyright © 2006, klot. |
//| klot@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, klot."
#property link "klot@mail.ru"
#import "#_lib_FFT.ex4"
void realfastfouriertransform(double& a[], int tnn, bool inversefft);
#import
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Yellow
#property indicator_color2 Blue
#property indicator_color3 Red
#property indicator_color4 Lime
#property indicator_level1 0.0
#property indicator_level2 0.005
#property indicator_level3 -0.005
#property indicator_level4 0.01
#property indicator_level5 -0.01
//---- buffers
double Buffer1[];
double Buffer2[];
double Buffer3[];
double Buffer4[];
//---
extern int n=7; // Äëèíà ðÿäà
extern int Fmin=2;//80;//2; // Ãðíèöà Ôèëüòðà ïî Í×.
extern int Fmax=60;//128; // Ãðàíèöà Ôèëüòðà ïî Â×.
//extern string sym="GBPUSD";
extern int shift=6;//extern string sym="EURUSD";
extern int MaPeriod=10;
double aa[];
double bb[];
int N;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE,0,1);
SetIndexBuffer(0,Buffer1);
SetIndexEmptyValue(0,0);
SetIndexStyle(1,DRAW_HISTOGRAM,0,1);
SetIndexBuffer(1,Buffer2);
SetIndexEmptyValue(1,0);
SetIndexStyle(2,DRAW_HISTOGRAM,0,1);
SetIndexBuffer(2,Buffer3);
SetIndexEmptyValue(2,0);
SetIndexStyle(3,DRAW_LINE,2,1);
SetIndexBuffer(3,Buffer4);
SetIndexEmptyValue(3,0);
//---
N=MathPow(2,n);
ArrayResize(aa,N);
ArrayResize(bb,N);
if( Fmax>=N ) Fmax=N;
if( Fmin<=2 ) Fmin=2;
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
if( Bars<N+shift) return(0);
//---
for(int i=N-1; i>=0; i--)
{
aa[i]=iClose(Symbol(),0,i);
bb[i]=iClose(Symbol(),0,i+shift);
}
//---
realfastfouriertransform(aa, N, false);
realfastfouriertransform(bb, N, false);
//---
N=ArraySize(aa);
//Comment("n= ",N);
//---
for( i=0; i<=N-1; i++)
{
if( i<Fmin || i>Fmax) { aa[i]=0.0;bb[i]=0.0; }
}
//---
realfastfouriertransform(aa, N, true);
realfastfouriertransform(bb, N, true);
//---
SetIndexDrawBegin(2,Bars-N);
//SetIndexDrawBegin(1,Bars-N-shift);
SetIndexDrawBegin(1,Bars-N);
SetIndexDrawBegin(0,Bars-N);
//---
for( i=0; i<=N-1; i++)
{
double diff1=bb[i]-aa[i];
if (diff1<0)
{
Buffer3[i]=0;//red
Buffer2[i]=-diff1;//blue
//Buffer2[i+shift]=bb[i];
}
else if (diff1>0)
{
Buffer3[i]=-diff1;//red
Buffer2[i]=0; //blue
}
Buffer1[i]=-diff1;
}
for( i=0; i<=N-1; i++)
{
Buffer4[i]=iMAOnArray(Buffer1,0,MaPeriod,0,MODE_SMA,i);
}
//----
return(0);
}
//-------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_HISTOGRAM
Indicators Used:
Moving average indicator
Custom Indicators Used:
#_lib_FFT
Order Management characteristics:
Other Features: