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#TickA_SineWavePeriods
//+------------------------------------------------------------------+
//| Instantaneous Trend Line by John Ehlers |
//| Copyright © JDP |
//| |
//| |
//+------------------------------------------------------------------+
#property copyright "JDP"
#property link ""
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 Red
//---- buffers
extern int Len=200;
double Periods[];
double Value1[],Value2,Value3,Value4,Value5[2],Value11[2];
double RealPart,ImagPart,DCPhase;
double Pi;
double Price[],InPhase[2],Quadrature[2],Phase[2],DeltaPhase[],InstPeriod[2],Period_;
double test[];
int LastTm;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
IndicatorBuffers(4);
//---- indicator line
SetIndexStyle(0,DRAW_LINE,EMPTY,2,Red);
SetIndexBuffer(0,Periods);
SetIndexBuffer(2,Value1);
SetIndexBuffer(1,Price);
SetIndexBuffer(3,DeltaPhase);
SetIndexEmptyValue(0,0);
//---- name for DataWindow and indicator subwindow label
short_name="Sine Wave Periods";
IndicatorShortName(short_name);
SetIndexLabel(0,short_name);
//----
SetIndexDrawBegin(0,30);
//----
return(0);
}
int deinit(){return(0);}
int start()
{
int i,shift,count;
Pi = 4 * MathArctan(1);
if (LastTm < Time[0]) {
for (i = 0;i<1000;i++) {
Periods[i] = Periods[i+1];
Value1[i] = Value1[i+1];
Price[i] = Price[i+1];
DeltaPhase[i] = DeltaPhase[i+1];
}
LastTm = Time[0];
}
for (i = 1001;i>0;i--) {
Periods[i] = Periods[i-1];
Value1[i] = Value1[i-1];
Price[i] = Price[i-1];
DeltaPhase[i] = DeltaPhase[i-1];
}
i = 0;
for (shift=i; shift>=0;shift--)
{
InPhase[1] =InPhase[0]; Quadrature[1] =Quadrature[0];
Phase[1]=Phase[0]; InstPeriod[1] = InstPeriod[0];
Value5[1] =Value5[0];Value11[1] =Value11[0];
Price[shift]=(Ask+Bid)/2;
//Price[shift]=iCustom(Symbol(),0,"Heiken_Ashi_Smoothed",6,shift);
// {Compute InPhase and Quadrature components}
Value1[shift] = Price[shift] - Price[shift+6];
Value2 =Value1[shift+3];
Value3 =0.75*(Value1[shift] - Value1[shift+6]) + 0.25*(Value1[shift+2] - Value1[shift+4]);
InPhase[0] = 0.33*Value2 + 0.67*InPhase[1];
Quadrature[0] = 0.2*Value3 + 0.8*Quadrature[1];
// {Use ArcTangent to compute the current phase}
// ???if (MathAbs(InPhase[0]+InPhase[1])>0) Phase[0]=MathArctan(MathAbs((Quadrature[0]+Quadrature[1])/(InPhase[0]+InPhase[1])))*(180/Pi);
if (MathAbs(InPhase[0]+InPhase[1])>0) Phase[0]=MathArctan(MathAbs((Quadrature[0]+Quadrature[1])/(InPhase[0]+InPhase[1])));
// {Resolve the ArcTangent ambiguity}
if (InPhase[0] < 0 && Quadrature[0] > 0) Phase[0] = 180 - Phase[0];
if (InPhase[0] < 0 && Quadrature[0] < 0) Phase[0] = 180 + Phase[0];
if (InPhase[0] > 0 && Quadrature[0] < 0) Phase[0] = 360 - Phase[0];
// {Compute a differential phase, resolve phase wraparound, and limit delta phase errors}
DeltaPhase[shift] = Phase[1] - Phase[0];
if (Phase[1] < 90 && Phase[0] > 270) DeltaPhase[shift] = 360 + Phase[1] - Phase[0];
if (DeltaPhase[shift] < 1) DeltaPhase[shift] = 1;
if (DeltaPhase[shift] > 60) DeltaPhase[shift] = 60;
// {Sum DeltaPhases to reach 360 degrees. The sum is the instantaneous period.}
InstPeriod[0] = 0;
Value4 = 0;
for (count = 0;count<=Len;count++)
{
Value4 = Value4 + DeltaPhase[shift+count];
if (Value4 > 360 && InstPeriod[0] == 0) InstPeriod[0] = count;
}
// {Resolve Instantaneous Period errors and smooth}
if (InstPeriod[0] == 0) InstPeriod[0] = InstPeriod[1];
Value5[0] = 0.25*(InstPeriod[0]) + 0.75*Value5[1];
// {Compute Trendline as simple average over the measured dominant cycle period}
Period_ = MathCeil(Value5[0]);///Period_ = IntPortion(Value5)
Periods[shift]= Period_;
//----
}
return(0);
}
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