//+------------------------------------------------------------------+
//| ##FFTSpectr.mq4 |
//| Copyright © 2009, sHell |
//| diakin@narod.ru |
//+------------------------------------------------------------------+
//Based on
//+------------------------------------------------------------------+
//| i_i_SpecktrAnalis_1.mq4|
//| Copyright © 2006, klot. |
//| klot@mail.ru |
//+------------------------------------------------------------------+
// Ïðèìåð èñïîëüçîâàíèÿ áûñòðîãî ïðåîáðàçîâàíèÿ ôóðüå (ÁÏÔ)\ Fast Fourier transform (FFT)
//  êà÷åñòâå òåñòîâîé çàäàåòñÿ ôóíêöèÿ èç òðåõ ñèíóñîèä ñ ðàçíûìè ÷àñòîòàìè è àìïëèòóäàìè.
// Äëÿ ïåðåõîäà ê öåíàì ðàçêîììåíòàðüòå sig=Close[i];
#property copyright "Copyright © 2009, sHell"
#property link "diakin@narod.ru"
//---
#include <stdlib.mqh>
#define pi 3.14159265358979323846
//---
#import "#_lib_FFT.ex4"
void realfastfouriertransform(double& a[], int tnn, bool inversefft);
#import
//---
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- buffers
double SpectrBuffer[];
//---
extern double n=8;// Çàäàåò ðàçìåð ìàññèâà - êîëè÷åñòâî ñâå÷åé íà êîòîðûõ ïðîèçâîäÿòñÿ âû÷èñëåíèÿ. Ïðè n=8 ÷èñëî ñâå÷åé = 2^8=256 ñâå÷åé
// ïàðàìåòðû òåñòîâîé ôóíêöèè
extern double a1=1.0;// Àìïëèòóäà ïåðèîäè÷åñêîé ôóíêöèè
extern double f1=1.0;// ×àñòîòà ïåðèîäè÷åñêîé ôóíêöèè
extern double ff1=0;// Ôàçà ïåðèîäè÷åñêîé ôóíêöèè
extern double a2=4.0;// Àìïëèòóäà ïåðèîäè÷åñêîé ôóíêöèè
extern double f2=4.0;// ×àñòîòà ïåðèîäè÷åñêîé ôóíêöèè
extern double ff2=0;// Ôàçà ïåðèîäè÷åñêîé ôóíêöèè
extern double a3=8.0;// Àìïëèòóäà ïåðèîäè÷åñêîé ôóíêöèè
extern double f3=8.0;// ×àñòîòà ïåðèîäè÷åñêîé ôóíêöèè
extern double ff3=0;// Ôàçà ïåðèîäè÷åñêîé ôóíêöèè
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexBuffer(0,SpectrBuffer);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int tnn1=MathPow(2,n);// ðàçìåð ìàññèâà äîëæåí áûòü ñòåïåíüþ äâîéêè
double aa[];
int N=ArrayResize(aa,tnn1);
SetIndexDrawBegin(0,Bars-N);
// Ïîñòðîåíèå ñïåêòðà
double sig;
for(int i=0; i<=N-1; i++)
{
//
sig=a1*MathCos(f1*i/N*(2.0*pi)+ff1*pi)+a2*MathCos(f2*i/N*(2.0*pi)+ff2*pi)+a3*MathCos(f3*i/N*(2.0*pi)+ff3*pi); // Îáûêíîâåííàÿ ïåðèîäè÷åñêàÿ ôóíêöèÿ - ê ðûíêó íå èìåååò îòíîøåíèÿ
//sig=Close[i]; // ðûíî÷íûå öåíû
//sig=iRSI(NULL,0,14,PRICE_CLOSE,i+1); // ????????
aa[i]=sig;
}
// Ïðÿìîå ïðåîáðàçîâàíèå Ôóðüå - ïîñëå âûïîíåíèÿ ôóíêöèè â ìàññèâå aa[] - ñïåêòðîãðàììà
realfastfouriertransform(aa, tnn1, false);
//--- Âûâîä ñïåêòðîãðàììû íà ýêðàí
for( i=0; i<=(N-1)/2; i++)
{
// Ìîäóëü êîìïëåêñíîãî ÷èñëà
SpectrBuffer[i]=(MathSqrt(aa[i*2]*aa[i*2]+aa[i*2+1]*aa[i*2+1]))/(N/2);
}
//--- îáðàòíîå ïðåîáðàçîâàíèå ôóðüå
/*
//realfastfouriertransform(aa, tnn1, true);
for( i=0; i<=N; i++)
{
SpectrBuffer[i]=aa[i];
}*/
//----
return(0);
}
//+------------------------------------------------------------------+
//--------------------------------------------------------------------+
// íå çíàþ çà÷åì ýòà ôóíêöèÿ ;)
void InSigNormalize(double& aa[])
{
double sum_sqrt;
int element_count=ArraySize(aa);
sum_sqrt=0;
for( int i=0; i<=element_count-1; i++)
{
sum_sqrt+=MathPow(aa[i],2);
}
sum_sqrt=MathSqrt(sum_sqrt);
if (sum_sqrt!=0)
{
for( i=0; i<=element_count-1; i++)
{
aa[i]=aa[i]/sum_sqrt;
}
}
return;
}
//---------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Indicators Used:
Custom Indicators Used:
#_lib_FFT
Order Management characteristics:
Other Features: