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geFiboExpand_v1
//+------------------------------------------------------------------+
//| geFiboExpand.mq4 |
//| Copyright © 2007, ver 1.0 |
//| Forte928 |
//+------------------------------------------------------------------+
#property copyright "Forte928"
#property link ""
#define IndicatorName "geFiboExpand"
#property indicator_chart_window
//#property indicator_minimum -100
//#property indicator_maximum 100
#property indicator_buffers 3
#property indicator_color1 Aqua //Goldenrod//LightSkyBlue
#property indicator_color2 Khaki
#property indicator_color3 DodgerBlue //PaleGreen
extern int Alpha = 200;
extern color ColorFibo = Plum;
extern int Counter = 5000;
//double FreqTOL =0.0001;//Tolerance of frequency calculation for Method 1
double FxView1[];
double FxView2[];
double FxView3[];
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Work Variables ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
datetime TimeCalc;
double IndexBuf1[];
double IndexBuf2[];
double IndexBuf3[];
double TimeBuf1[];
double TimeBuf2[];
double TimeBuf3[];
double TimeBuf4[];
double TimeBuf5[];
double TimeBuf6[];
double TimeBuf7[];
double TimeBuf8[];
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Initialization program Buffers ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
void InitBufferam(int iBufferSize)
{
ArrayResize(IndexBuf1,iBufferSize);
ArrayResize(IndexBuf2,iBufferSize);
ArrayResize(IndexBuf3,iBufferSize);
ArrayResize(TimeBuf1,iBufferSize);
ArrayResize(TimeBuf2,iBufferSize);
ArrayResize(TimeBuf3,iBufferSize);
ArrayResize(TimeBuf4,iBufferSize);
ArrayResize(TimeBuf5,iBufferSize);
ArrayResize(TimeBuf6,iBufferSize);
ArrayResize(TimeBuf7,iBufferSize);
ArrayResize(TimeBuf8,iBufferSize);
// ------------------------
return;
}
void EmptyBufferam()
{
ArrayInitialize(IndexBuf1,EMPTY_VALUE);
ArrayInitialize(IndexBuf2,EMPTY_VALUE);
ArrayInitialize(IndexBuf3,EMPTY_VALUE);
ArrayInitialize(TimeBuf1,EMPTY_VALUE);
ArrayInitialize(TimeBuf2,EMPTY_VALUE);
ArrayInitialize(TimeBuf3,EMPTY_VALUE);
ArrayInitialize(TimeBuf4,EMPTY_VALUE);
ArrayInitialize(TimeBuf5,EMPTY_VALUE);
ArrayInitialize(TimeBuf6,EMPTY_VALUE);
ArrayInitialize(TimeBuf7,EMPTY_VALUE);
ArrayInitialize(TimeBuf8,EMPTY_VALUE);
// -->
InitChart(FxView1); // -->
InitChart(FxView2); // -->
InitChart(FxView3); // -->
return;
}
void DoneBufferam()
{
ArrayResize(IndexBuf1,0);
ArrayResize(IndexBuf2,0);
ArrayResize(IndexBuf3,0);
ArrayResize(TimeBuf1,0);
ArrayResize(TimeBuf2,0);
ArrayResize(TimeBuf3,0);
ArrayResize(TimeBuf4,0);
ArrayResize(TimeBuf5,0);
ArrayResize(TimeBuf6,0);
ArrayResize(TimeBuf7,0);
ArrayResize(TimeBuf8,0);
//---------------------------------
return;
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Program Constants ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int MaxPeriod=0;
int CalcCount=0;
string FiboLeft="_FiboLeft";
string FiboRight="_FiboRight";
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Custom indicator initialization function ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int init()
{
FiboLeft=Symbol()+FiboLeft;
FiboRight=Symbol()+FiboRight;
//---- initialization program values --------------------------------
MaxPeriod=0;//MathMax(ELMAPrd,MathMax(SlowPrd,MathMax(SlowPrd,SlowPrd)));
InitBufferam(MaxCounter(Counter,MaxPeriod));
CalcCount=InitCounter(Counter,MaxPeriod);
TimeCalc=0; // Ticket èíäåêñà âðåìåíè, íà÷àëà îáíîâëåíèÿ áóôåðà õðàíåíèÿ
//---- initialization indicators -------------------------------------
SetupChartLine(0,FxView1,0,1,"Close ");
SetupChartLine(1,FxView2,2,2,"Close ");
SetupChartLine(2,FxView3,2,2,"Close ");
//IndicatorShortName(IndicatorName);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
SetIndexStyle(0,DRAW_LINE,STYLE_DOT);
TicketGo(0);
//----
return(0);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~ TickGo ~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
datetime TickGo; // ñòàðîå çíà÷åíèå òèêåòà âðåìåíè
bool TicketGo(int TickInit)
{
if (TickInit==0) TickGo=0;
else {
if (TickGo==Time[0]) return(false);
TickGo=Time[0];
}
return(true);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Custom indicator deinitialization function ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int deinit()
{
//----
ObjectDelete(FiboLeft);
ObjectDelete(FiboRight);
DoneBufferam();
//----
return(0);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Start defination ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int start()
{
if (!TicketGo(1)) return(0);
if (!StartCounter(IndicatorName,Counter,CalcCount,MaxPeriod)) return(-1);
//------------------------------------------------------------------------------------
string iTools=Symbol();
int BaseFrame=Period();
int Shifter=0;
CopySeriesTools(TimeBuf1,Symbol(),Period(),MODE_HIGH,Shifter);
CopySeriesTools(TimeBuf2,Symbol(),Period(),MODE_CLOSE,Shifter);
CopySeriesTools(TimeBuf3,Symbol(),Period(),MODE_LOW,Shifter);
HPFilter(TimeBuf2,TimeBuf4,Alpha,CalcCount);
int IxState=0;
int SxState=0;
if (TimeBuf4[CalcCount-1]>TimeBuf4[CalcCount]) SxState=1;
if (TimeBuf4[CalcCount-1]<TimeBuf4[CalcCount]) SxState=-1;
int IxLeft=EMPTY_VALUE;
int IxMidle=EMPTY_VALUE;
int IxRight=EMPTY_VALUE;
int IxIndex=0;
ArrayInitialize(IndexBuf2,EMPTY_VALUE);
for (int Rx=CalcCount-1;Rx>=0;Rx--){
IxState=0; // îáíóëåíèå íàïðàâëåíèÿ êðèâîé
if (TimeBuf4[Rx]>TimeBuf4[Rx+1]) IxState=1; // Îïðåäåëåíî íàïðàâëåíèå êðèâîé ââåðõ
if (TimeBuf4[Rx]<TimeBuf4[Rx+1]) IxState=-1; // Îïðåäåëåíî íàïðàâëåíèå êðèâîé âíèç
// if (Rx<50) Print(Rx," ",IxState," ",SxState);
if ((SxState!=IxState)&&(IxState!=0)) { // Ïðîâåðêà íà èçìåíåíèå íàïðàâëåíèÿ êðèâîé
// if (Rx<50) Print(Rx," ",IxState," ",SxState," ",IxRight," ",IxMidle," ",IxLeft);
if (IxRight==EMPTY_VALUE) IxRight=(Rx-1)*SxState;
if (IxMidle!=EMPTY_VALUE){
if (IxLeft!=EMPTY_VALUE) {
IxIndex=MathAbs(IxLeft);
IndexBuf2[IxIndex]=IxLeft;
}
}
IxLeft=IxMidle;
IxMidle=IxRight;
IxRight=EMPTY_VALUE;
SxState=IxState;
}
else IxRight=(Rx+1)*SxState;
}
IxIndex=MathAbs(IxLeft);
if (IxLeft!=EMPTY_VALUE) IndexBuf2[IxIndex]=IxLeft;
IxIndex=MathAbs(IxMidle);
if (IxMidle!=EMPTY_VALUE) IndexBuf2[IxIndex]=IxMidle;
IxIndex=MathAbs(IxRight);
if (IxRight!=EMPTY_VALUE) IndexBuf2[IxIndex]=IxRight;
ArrayInitialize(TimeBuf5,EMPTY_VALUE);
ArrayInitialize(TimeBuf6,EMPTY_VALUE);
IxLeft=EMPTY_VALUE;
IxMidle=EMPTY_VALUE;
IxRight=CalcCount-1;
double FiboValue[3];
int FiboIndex[3];
for (Rx=CalcCount-1;Rx>=0;Rx--) {
if (IndexBuf2[Rx]!=EMPTY_VALUE) {
IxLeft=IxMidle;
IxMidle=IxRight;
IxRight=IndexBuf2[Rx];
if (IxLeft!=EMPTY_VALUE) {
if (IxMidle>0) {
IxIndex=ArrayMaximum(TimeBuf1,MathAbs(IxLeft)-MathAbs(IxRight),MathAbs(IxRight));
TimeBuf5[IxIndex]=TimeBuf1[IxIndex];
FiboValue[2]=FiboValue[1];FiboValue[1]=FiboValue[0];
FiboIndex[2]=FiboIndex[1];FiboIndex[1]=FiboIndex[0];
FiboValue[0]=TimeBuf1[IxIndex];
FiboIndex[0]=Time[IxIndex];
}
if (IxMidle<0) {
IxIndex=ArrayMinimum(TimeBuf3,MathAbs(IxLeft)-MathAbs(IxRight),MathAbs(IxRight));
TimeBuf6[IxIndex]=TimeBuf3[IxIndex];
FiboValue[2]=FiboValue[1];FiboValue[1]=FiboValue[0];
FiboIndex[2]=FiboIndex[1];FiboIndex[1]=FiboIndex[0];
FiboValue[0]=TimeBuf3[IxIndex];
FiboIndex[0]=Time[IxIndex];
}
}
if ((IxLeft==EMPTY_VALUE)&&(IxMidle!=EMPTY_VALUE)) {
if (IxMidle>0) {
IxIndex=ArrayMaximum(TimeBuf1,CalcCount-MathAbs(IxRight),MathAbs(IxRight));
TimeBuf5[IxIndex]=TimeBuf1[IxIndex];
FiboValue[2]=FiboValue[1];FiboValue[1]=FiboValue[0];
FiboIndex[2]=FiboIndex[1];FiboIndex[1]=FiboIndex[0];
FiboValue[0]=TimeBuf1[IxIndex];
FiboIndex[0]=Time[IxIndex];
}
if (IxMidle<0) {
IxIndex=ArrayMinimum(TimeBuf3,CalcCount-MathAbs(IxRight),MathAbs(IxRight));
TimeBuf6[IxIndex]=TimeBuf3[IxIndex];
FiboValue[2]=FiboValue[1];FiboValue[1]=FiboValue[0];
FiboIndex[2]=FiboIndex[1];FiboIndex[1]=FiboIndex[0];
FiboValue[0]=TimeBuf3[IxIndex];
FiboIndex[0]=Time[IxIndex];
}
}
// if (Rx<50) Print(Rx,") ",IxRight," ",IxMidle," ",IxLeft,"> ",IxIndex);
}
if (Rx==0) {
if (IxRight>0) {
IxIndex=ArrayMaximum(TimeBuf1,MathAbs(IxMidle),0);
TimeBuf5[IxIndex]=TimeBuf1[IxIndex];
FiboValue[2]=FiboValue[1];FiboValue[1]=FiboValue[0];
FiboIndex[2]=FiboIndex[1];FiboIndex[1]=FiboIndex[0];
FiboValue[0]=TimeBuf1[IxIndex];
FiboIndex[0]=Time[IxIndex];
}
if (IxRight<0) {
IxIndex=ArrayMinimum(TimeBuf3,MathAbs(IxMidle),0);
TimeBuf6[IxIndex]=TimeBuf3[IxIndex];
FiboValue[2]=FiboValue[1];FiboValue[1]=FiboValue[0];
FiboIndex[2]=FiboIndex[1];FiboIndex[1]=FiboIndex[0];
FiboValue[0]=TimeBuf3[IxIndex];
FiboIndex[0]=Time[IxIndex];
// if (Rx<50) Print(Rx,") ",IxRight," ",IxMidle," ",IxLeft,"> ",IxIndex," Min ");
}
}
}
FiboExpand(FiboLeft,0,FiboIndex[2],FiboValue[2],FiboIndex[1],FiboValue[1],FiboIndex[0],FiboValue[0],ColorFibo);
ArrayCopy(FxView1,TimeBuf4,Shifter,0,CalcCount);
ArrayCopy(FxView2,TimeBuf5,Shifter,0,CalcCount);
ArrayCopy(FxView3,TimeBuf6,Shifter,0,CalcCount);
//----
return(0);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
void FiboExpand(string FiboName,int iWindow,double iTime1,double iPrice1,double iTime2,double iPrice2,double iTime3,double iPrice3,color iColor)
{
if (ObjectFind(FiboName)<0) {
ObjectCreate(FiboName,OBJ_EXPANSION,0,0,0,0,0,0,0);
ObjectSet(FiboName,OBJPROP_FIBOLEVELS,6);
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+0,0); ObjectSetFiboDescription(FiboName,0,"0");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+1,0.146); ObjectSetFiboDescription(FiboName,1,"14.6");
ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+0,0.236); ObjectSetFiboDescription(FiboName,0,"FE 23.6");
ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+1,0.382); ObjectSetFiboDescription(FiboName,1,"FE 38.2");
ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+2,0.618); ObjectSetFiboDescription(FiboName,2,"FE 61.8");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+5,0.50); ObjectSetFiboDescription(FiboName,5,"50.0");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+6,0.764); ObjectSetFiboDescription(FiboName,6,"76.4");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+7,0.809); ObjectSetFiboDescription(FiboName,7,"80.9");
ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+3,0.854); ObjectSetFiboDescription(FiboName,3,"FE 85.4");
ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+4,1.00); ObjectSetFiboDescription(FiboName,4,"FE 100.0");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+10,1.146); ObjectSetFiboDescription(FiboName,10,"114.6");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+5,1.236); ObjectSetFiboDescription(FiboName,5,"123.6");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+6,1.382); ObjectSetFiboDescription(FiboName,6,"138.2");
ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+5,1.618); ObjectSetFiboDescription(FiboName,5,"FE 161.8");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+14,1.50); ObjectSetFiboDescription(FiboName,14,"150.0");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+15,1.764); ObjectSetFiboDescription(FiboName,15,"176.4");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+16,1.809); ObjectSetFiboDescription(FiboName,16,"180.9");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+8,1.854); ObjectSetFiboDescription(FiboName,8,"185.4");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+9,2.00); ObjectSetFiboDescription(FiboName,9,"200.0");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+19,2.146); ObjectSetFiboDescription(FiboName,19,"214.6");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+10,2.236); ObjectSetFiboDescription(FiboName,10,"223.6");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+11,2.382); ObjectSetFiboDescription(FiboName,11,"238.2");
// ObjectSet(FiboName,OBJPROP_FIRSTLEVEL+12,2.618); ObjectSetFiboDescription(FiboName,12,"261.8");
ObjectSet(FiboName,OBJPROP_LEVELCOLOR,iColor);
ObjectSet(FiboName,OBJPROP_LEVELSTYLE,STYLE_DOT);
ObjectSet(FiboName,OBJPROP_RAY,false);
}
ObjectSet(FiboName,OBJPROP_TIME1,iTime1);ObjectSet(FiboName,OBJPROP_PRICE1,iPrice1);
ObjectSet(FiboName,OBJPROP_TIME2,iTime2);ObjectSet(FiboName,OBJPROP_PRICE2,iPrice2);
ObjectSet(FiboName,OBJPROP_TIME3,iTime3);ObjectSet(FiboName,OBJPROP_PRICE3,iPrice3);
return;
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
void InitChart(double& ayShift[]) // Ñìåùåíèå
{
if (ArraySize(ayShift)>0) ArrayInitialize(ayShift,EMPTY_VALUE);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~ InitCounter ~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int InitCounter(int iPreCount,int iMaxPeriod)
{
// Rule 1
//if ((Result==0)||(Result>Bars)) Result=Bars;
int Result=MaxCounter(iPreCount,iMaxPeriod);
// Rule 2
if ((Result+iMaxPeriod)>Bars) Result=Bars-iMaxPeriod;
// Rule 3
if (Result<iMaxPeriod) Result=0;
else Result=Result+iMaxPeriod;
return(Result);
}
//------------------------------------------ StartCounter --------------------------
bool StartCounter(string WindowName,int iPreCount,int& iCalcCount,int iMaxPeriod)
{
if ((iPreCount>iCalcCount)||(iPreCount==0)) iCalcCount=InitCounter(iPreCount,iMaxPeriod);
if (iCalcCount==0)
{
Alert(WindowName+" "+Symbol()+"("+Period()+") - Limited Calculate Period");
return(false);
}
return(true);
//int iBarCount=IndicatorCounted();
//if (iBarCount>0) return(true);
//Print("StartCounter");
return(false);
}
//------------------------------------------ StartCounter --------------------------
int MaxCounter(int iPreCount,int iMaxPeriod)
{
int Result=iPreCount;
// Rule 1
//if ((Result==0)||(Result>Bars)) Result=Bars;
if (Result==0) Result=Bars-1;
if (Result<iMaxPeriod) Result=iMaxPeriod;
return(Result+iMaxPeriod);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~ Style active Line ~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
void SetupChartLine(int Index,double& ViewAy[],int Style,int Width,string Label)
{
switch(Style)
{
case 0 : SetIndexStyle(Index,DRAW_LINE,STYLE_SOLID,Width);break;
case 1 : SetIndexStyle(Index,DRAW_HISTOGRAM,STYLE_SOLID,Width);break;
case 2 : SetIndexStyle(Index,DRAW_ARROW,STYLE_SOLID,Width);break;
default : SetIndexStyle(Index,DRAW_LINE,STYLE_SOLID,Width);break;
}
if (Label!="") SetIndexLabel(Index,Label);
SetIndexBuffer(Index,ViewAy);
return(0);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~ CopySeriesTools ~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
void CopySeriesTools(double& CopyRate[],string iTools,int iFrame,int iModePrice,int iShift)
{
for (int Cx=0;Cx<ArraySize(CopyRate);Cx++){
switch (iModePrice) {
case MODE_OPEN : CopyRate[Cx]=iOpen(iTools,iFrame,Cx+iShift);break;
case MODE_LOW : CopyRate[Cx]=iLow(iTools,iFrame,Cx+iShift);break;
case MODE_HIGH : CopyRate[Cx]=iHigh(iTools,iFrame,Cx+iShift);break;
case MODE_CLOSE : CopyRate[Cx]=iClose(iTools,iFrame,Cx+iShift);break;
case MODE_VOLUME : CopyRate[Cx]=iVolume(iTools,iFrame,Cx+iShift);break;
case MODE_TIME : CopyRate[Cx]=iTime(iTools,iFrame,Cx+iShift);break;
//case MODE_MEDIAN : CopyRate[Cx]=(iHigh(iTools,iFrame,Cx+iShift)+iLow(iTools,iFrame,Cx+iShift))/2;break;
//case MODE_TYPICAL : CopyRate[Cx]=(iHigh(iTools,iFrame,Cx+iShift)+iLow(iTools,iFrame,Cx+iShift)+iClose(iTools,iFrame,Cx+iShift))/3;break;
//case MODE_WEIGHTED: CopyRate[Cx]=(iHigh(iTools,iFrame,Cx+iShift)+iLow(iTools,iFrame,Cx+iShift)+iOpen(iTools,iFrame,Cx+iShift)+iClose(iTools,iFrame,Cx+iShift))/4;break;
//PRICE_MEDIAN 4 Ñðåäíÿÿ öåíà, (high+low)/2
//PRICE_TYPICAL 5 Òèïè÷íàÿ öåíà, (high+low+close)/3
//PRICE_WEIGHTED 6 Âçâåøåííàÿ öåíà çàêðûòèÿ, (high+low+close+close)/4
}
}
return;
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~ HPFilter - Ôèëüòð Õîäðèêà-Ïðåñêîòòà ~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// Hodrick-Prescott Filter-----------------------------------------------------------------+
void HPFilter(double& aySource[],double& ayResult[],int Lambda,int iCount)
{
double Ak[],Bk[],Ck[],H1,H2,H3,H4,H5,HH1,HH2,HH3,HH4,HH5,HB,HC,Z;
ArrayResize(Ak,iCount);
ArrayResize(Bk,iCount);
ArrayResize(Ck,iCount);
Ak[0]=1.0+Lambda;
Bk[0]=-2.0*Lambda;
Ck[0]=Lambda;
for(int Hx=1;Hx<iCount-2;Hx++)
{
Ak[Hx]=6.0*Lambda+1.0;
Bk[Hx]=-4.0*Lambda;
Ck[Hx]=Lambda;
}
Ak[1]=5.0*Lambda+1;
Ak[iCount-1]=1.0+Lambda;
Ak[iCount-2]=5.0*Lambda+1.0;
Bk[iCount-2]=-2.0*Lambda;
Bk[iCount-1]=0.0;
Ck[iCount-2]=0.0;
Ck[iCount-1]=0.0;
//Forward
for(Hx=0;Hx<iCount;Hx++)
{
Z=Ak[Hx]-H4*H1-HH5*HH2;
HB=Bk[Hx];
HH1=H1;
H1=(HB-H4*H2)/Z;
Bk[Hx]=H1;
HC=Ck[Hx];
HH2=H2;
H2=HC/Z;
Ck[Hx]=H2;
Ak[Hx]=(aySource[Hx]-HH3*HH5-H3*H4)/Z;
HH3=H3;
H3=Ak[Hx];
H4=HB-H5*HH1;
HH5=H5;
H5=HC;
}
//Backward
H2=0;
H1=Ak[iCount-1];
ayResult[iCount-1]=H1;
for(Hx=iCount-2;Hx>=0;Hx--)
{
ayResult[Hx]=Ak[Hx]-Bk[Hx]*H1-Ck[Hx]*H2;
H2=H1;
H1=ayResult[Hx];
}
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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