//+------------------------------------------------------------------+ //| Linear_Sinus_FT.mq5 | //| Copyright © 2009, buldakov_a | //| buldakov_a@mail.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2009, buldakov_a" #property link "mailto:buldakov_a@mail.ru" //---- indicator version number #property version "1.00" //---- drawing the indicator in the main window #property indicator_chart_window //---- two buffers are used for the indicator calculation and drawing #property indicator_buffers 2 //---- two plots are used #property indicator_plots 2 //+----------------------------------------------+ //| Sin indicator drawing parameters | //+----------------------------------------------+ //---- drawing indicator 1 as a line #property indicator_type1 DRAW_LINE //---- red color is used as the color of the bullish line of the indicator #property indicator_color1 clrRed //---- line of the indicator 1 is a continuous curve #property indicator_style1 STYLE_SOLID //---- thickness of line of the indicator 1 is equal to 1 #property indicator_width1 1 //---- displaying of the bullish label of the indicator #property indicator_label1 "Sinus" //+----------------------------------------------+ //| Out indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 2 as a line #property indicator_type2 DRAW_LINE //---- blue color is used for the indicator bearish line #property indicator_color2 clrBlue //---- the indicator 2 line is a continuous curve #property indicator_style2 STYLE_SOLID //---- indicator 2 line width is equal to 1 #property indicator_width2 1 //---- displaying of the bearish label of the indicator #property indicator_label2 "Out" //+-----------------------------------+ //| Declaration of constants | //+-----------------------------------+ #define RESET 0 // the constant for returning the indicator recalculation command to the terminal #define PI 3.14159265 // Pi character //+----------------------------------------------+ //| Indicator input parameters | //+----------------------------------------------+ input uint inHours=600; input int Shift=0; // horizontal shift of the indicator in bars //+----------------------------------------------+ //---- declaration of dynamic arrays that will further be // used as indicator buffers double SinBuffer[]; double OutBuffer[]; //---- Declaration of integer variables of data starting point int Hours,min_rates_total,Hour,n,n2,mBar120,mBar60; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- Initialization of variables of the start of data calculation Hours=int(MathMax(inHours,2)); int mPeriod=PeriodSeconds(PERIOD_CURRENT)/60; mBar120=120/mPeriod; mBar60=60/mPeriod; n=((Hours*60)/mPeriod)/2; n2=2*n; min_rates_total=2*n2+1; //---- set dynamic array as an indicator buffer SetIndexBuffer(0,SinBuffer,INDICATOR_DATA); //---- shifting indicator 1 horizontally by Shift PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- shifting the starting point for drawing indicator 1 by min_rates_total PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0); //---- indexing elements in the buffer as time series ArraySetAsSeries(SinBuffer,true); //---- set dynamic array as an indicator buffer SetIndexBuffer(1,OutBuffer,INDICATOR_DATA); //---- shifting the indicator 2 horizontally by Shift PlotIndexSetInteger(1,PLOT_SHIFT,Shift); //---- shifting the starting point for drawing indicator 2 by min_rates_total PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0); //---- indexing elements in the buffer as time series ArraySetAsSeries(OutBuffer,true); //---- initializations of variable for indicator short name string shortname; StringConcatenate(shortname,"Linear_Sinus_FT(",inHours,", ",Shift,")"); //--- creation of the name to be displayed in a separate sub-window and in a pop up help IndicatorSetString(INDICATOR_SHORTNAME,shortname); //--- determining the accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits); //---- } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //---- Comment(""); //---- } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate( const int rates_total, // amount of history in bars at the current tick const int prev_calculated,// amount of history in bars at the previous tick const int begin, // number of beginning of reliable counting of bars const double &price[] // price array for calculation of the indicator ) { //---- checking the number of bars to be enough for calculation if(rates_totalrates_total || prev_calculated<=0)// checking for the first start of the indicator calculation { limit=rates_total-min_rates_total-1; // starting index for the zeroing of all bars } else limit=rates_total-prev_calculated; // starting index for calculation of new bars //---- performing the shift of beginning of indicator drawing PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,rates_total-min_rates_total); PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,rates_total-min_rates_total); //---- Zeroing the data of previous calculation for(bar=limit+min_rates_total; bar>=0 && !IsStopped(); bar--) { SinBuffer[bar]=0.0; OutBuffer[bar]=0.0; } //---- Fast Fourier Transform for(j=n2; j>=0; j--) { Num=0;Den=0; for(i=(n+n); i>=0; i--) { Num=Num+MathSin(i*PI/n2)*price[j+i]; Den=Den+MathSin(i*PI/n2); } SinBuffer[j+n]=Num/Den; for(i=n; i>=0; i--) SinBuffer[i]=SinBuffer[n+0]+(SinBuffer[n+0]-SinBuffer[n+1])*(n-i); } //---- Approximation of second degree polynomial t=n2+1; stti=(t*t*t-t)/12; stttti=(3*t*t*t*t*t-10*t*t*t+7*t)/240; sOuti=0.0; si=0.0; sOutti=0.0; sOuttti=0.0; for(i=n2; i>=0; i--) { sOuti=sOuti+SinBuffer[i]; si=si+(-i+(t/2)); sOutti=sOutti+(SinBuffer[i]*(-i+(t/2))); sOuttti=sOuttti+(SinBuffer[i]*(-i+(t/2))*(-i+(t/2))); } b=sOutti/stti; c=-((sOuti/t)-(sOuttti/stti))/MathAbs((stti/t)-(stttti/stti)); a=(sOuti-stti*c)/t; for(i=(2*n); i>=0; i--) OutBuffer[i]=a+b*(-i+(t/2))+c*(-i+(t/2))*(-i+(t/2)); //---- dAlfa=0; Alfa=((OutBuffer[0]-OutBuffer[mBar60]))/_Point; if(Alfa>0) dAlfa=(((OutBuffer[0]-OutBuffer[mBar60])-(OutBuffer[mBar60]-OutBuffer[mBar120])))/_Point; if(Alfa<0) dAlfa=(((OutBuffer[mBar120]-OutBuffer[mBar60])-(OutBuffer[mBar60]-OutBuffer[0])))/_Point; //----- Comment( "Date and Time ",TimeToString(TimeCurrent()),"\n", "Period ",DoubleToString(Hours,0)," hour.","\n", "Tilt angle ",DoubleToString(Alfa,1)," points/hour.", " Tilt angle changing ",DoubleToString(dAlfa,3)," points/hour.^2"); //---- return(rates_total); } //+------------------------------------------------------------------+