Spectrometr　separateのソースコード

2023-03-07 20:46:36 | FX

#property copyright ""
#property link ""

#property indicator_separate_window
#property indicator_buffers 8
#property indicator_color1 Red
#property indicator_color2 Orange
#property indicator_color3 Yellow
#property indicator_color4 Lime
#property indicator_color5 Blue
#property indicator_color6 DodgerBlue
#property indicator_color7 DarkViolet
#property indicator_color8 DimGray

//---- input parameters

extern int iPeriod=240;
extern int iStartFrom=1;
extern string AddToObjName="1";
extern color HandlerColor=Gray;
extern color TextColor=Black;

string ObjNPref="Spectrometr";
string ShortName;

int LastTime;
double A[],B[],R[],F[];

//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];
double ExtMapBuffer5[];
double ExtMapBuffer6[];
double ExtMapBuffer7[];
double ExtMapBuffer8[];

int LastLeftBar;
int LastRightBar;
int LastLeftTime;
int LastRightTime;
int LastStartFrom;
int LastiStartFrom;
int LastiPeriod;

//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init(){
ShortName=ObjNPref+"_"+AddToObjName;
ObjNPref=ObjNPref+"_"+AddToObjName+"_";

IndicatorShortName(ShortName);

SetIndexStyle(0,DRAW_LINE,DRAW_LINE,2);
SetIndexBuffer(0,ExtMapBuffer1);

SetIndexStyle(1,DRAW_LINE,DRAW_LINE,2);
SetIndexBuffer(1,ExtMapBuffer2);

SetIndexStyle(2,DRAW_LINE,DRAW_LINE,2);
SetIndexBuffer(2,ExtMapBuffer3);

SetIndexStyle(3,DRAW_LINE,DRAW_LINE,2);
SetIndexBuffer(3,ExtMapBuffer4);

SetIndexStyle(4,DRAW_LINE,DRAW_LINE,2);
SetIndexBuffer(4,ExtMapBuffer5);

SetIndexStyle(5,DRAW_LINE,DRAW_LINE,2);
SetIndexBuffer(5,ExtMapBuffer6);

SetIndexStyle(6,DRAW_LINE,DRAW_LINE,2);
SetIndexBuffer(6,ExtMapBuffer7);

SetIndexStyle(7,DRAW_LINE,DRAW_LINE,2);
SetIndexBuffer(7,ExtMapBuffer8);

//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
fObjDeleteByPrefix(ObjNPref);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+

int start(){

string ObjName=ObjNPref+"ﾍ裘・・湜";

if(ObjectFind(ObjName)!=WindowFind(ShortName)){
LastStartFrom=iStartFrom;//
LastLeftBar=iStartFrom+iPeriod-1;
LastRightBar=iStartFrom;
LastLeftTime=Time[LastLeftBar];
LastRightTime=Time[LastRightBar];
fObjTrendLine(ObjName,LastLeftTime,0,LastRightTime,0,false,HandlerColor,3,WindowFind(ShortName),0,true);
}

int NowLeftTime=ObjectGet(ObjName,OBJPROP_TIME1);
int NowRightTime=ObjectGet(ObjName,OBJPROP_TIME2);
if(NowRightTime>Time[1])NowRightTime=Time[1];

int NowLeftBar=iBarShift(NULL,0,NowLeftTime,false);
int NowRightBar=iBarShift(NULL,0,NowRightTime,false);
iPeriod=NowLeftBar-NowRightBar+1;
int LastStartFromTime=iBarShift(NULL,0,LastRightTime,false);
iStartFrom=(NowRightBar-LastStartFromTime)+LastStartFrom;

LastStartFrom=iStartFrom;
LastLeftBar=iStartFrom+iPeriod-1;
LastRightBar=iStartFrom;
LastLeftTime=Time[LastLeftBar];
LastRightTime=Time[LastRightBar];
fObjTrendLine(ObjName,LastLeftTime,0,LastRightTime,0,false,HandlerColor,3,WindowFind(ShortName),0,true);

ObjName=ObjNPref+"iPeriod";
fObjLabel(ObjName,80,5,"Period: "+iPeriod,3,TextColor,8,WindowFind(ShortName),"Arial Black",false);
ObjName=ObjNPref+"iStartFrom";
fObjLabel(ObjName,10,5,"StartFrom: "+iStartFrom,3,TextColor,8,WindowFind(ShortName),"Arial Black",false);

//=====================================================================================================

static int LastBars=0;

if(iStartFrom==LastiStartFrom && iPeriod==LastiPeriod)if(Bars
LastiStartFrom=iStartFrom;
LastiPeriod=iPeriod;
LastBars=Bars;

ArrayInitialize(ExtMapBuffer1,EMPTY_VALUE);
ArrayInitialize(ExtMapBuffer2,EMPTY_VALUE);
ArrayInitialize(ExtMapBuffer3,EMPTY_VALUE);
ArrayInitialize(ExtMapBuffer4,EMPTY_VALUE);
ArrayInitialize(ExtMapBuffer5,EMPTY_VALUE);
ArrayInitialize(ExtMapBuffer6,EMPTY_VALUE);
ArrayInitialize(ExtMapBuffer7,EMPTY_VALUE);
ArrayInitialize(ExtMapBuffer8,EMPTY_VALUE);

//=====================================================================================================

int tPeriod;
double tVal_0;
double tVal_1;
double tB;
double tMaxDev;
double tStdError;
double tRSquared;
double Arr[];

fLinearRegressionAll2(iStartFrom,iStartFrom+iPeriod-1,0,tPeriod,tVal_0,tVal_1,tB,tMaxDev,tStdError,tRSquared,Arr);

//======================================================================================================

fFurie(Arr,A,B,R,F);
//======================================================================================================

int N=ArraySize(Arr);
for(int i=0;i
int ii=i+iStartFrom;
ExtMapBuffer1[ii]=A[1]*MathSin(1*6.28*i/(N-1))+B[1]*MathCos(1*6.28*i/(N-1));
ExtMapBuffer2[ii]=A[2]*MathSin(2*6.28*i/(N-1))+B[2]*MathCos(2*6.28*i/(N-1));
ExtMapBuffer3[ii]=A[3]*MathSin(3*6.28*i/(N-1))+B[3]*MathCos(3*6.28*i/(N-1));
ExtMapBuffer4[ii]=A[4]*MathSin(4*6.28*i/(N-1))+B[4]*MathCos(4*6.28*i/(N-1));
ExtMapBuffer5[ii]=A[5]*MathSin(5*6.28*i/(N-1))+B[5]*MathCos(5*6.28*i/(N-1));
ExtMapBuffer6[ii]=A[6]*MathSin(6*6.28*i/(N-1))+B[6]*MathCos(6*6.28*i/(N-1));
ExtMapBuffer7[ii]=A[7]*MathSin(7*6.28*i/(N-1))+B[7]*MathCos(7*6.28*i/(N-1));
ExtMapBuffer8[ii]=A[8]*MathSin(8*6.28*i/(N-1))+B[8]*MathCos(8*6.28*i/(N-1));
}

//======================================================================================================
//・湜・籵
fObjTrendLine(ObjNPref+"1",Time[0]+Period()*60*3,R[1],Time[0]+Period()*60*3,-R[1],false,indicator_color1,8,WindowFind(ShortName),0,false);
fObjTrendLine(ObjNPref+"2",Time[0]+Period()*60*5,R[2],Time[0]+Period()*60*5,-R[2],false,indicator_color2,8,WindowFind(ShortName),0,false);
fObjTrendLine(ObjNPref+"3",Time[0]+Period()*60*7,R[3],Time[0]+Period()*60*7,-R[3],false,indicator_color3,8,WindowFind(ShortName),0,false);
fObjTrendLine(ObjNPref+"4",Time[0]+Period()*60*9,R[4],Time[0]+Period()*60*9,-R[4],false,indicator_color4,8,WindowFind(ShortName),0,false);
fObjTrendLine(ObjNPref+"5",Time[0]+Period()*60*11,R[5],Time[0]+Period()*60*11,-R[5],false,indicator_color5,8,WindowFind(ShortName),0,false);
fObjTrendLine(ObjNPref+"6",Time[0]+Period()*60*13,R[6],Time[0]+Period()*60*13,-R[6],false,indicator_color6,8,WindowFind(ShortName),0,false);
fObjTrendLine(ObjNPref+"7",Time[0]+Period()*60*15,R[7],Time[0]+Period()*60*15,-R[7],false,indicator_color7,8,WindowFind(ShortName),0,false);
fObjTrendLine(ObjNPref+"8",Time[0]+Period()*60*17,R[8],Time[0]+Period()*60*17,-R[8],false,indicator_color8,8,WindowFind(ShortName),0,false);

return(0);
}
//+------------------------------------------------------------------+

//浯蔡頌・湜跫韜・糺・鸙
void fObjLabel(
string aObjectName, // 1 韲
int aX, // 2 ・
int aY, // 3 ・
string aText, // 4 ・・
int aCorner=0, // 5 鸙 0 1
// 2 3
color aColor=Black, // 6 褪
int aFontSize=8, // 7 銕褞頡
int aWindowNumber=0, // 8 鶴濵
string aFont="Arial Black", // 9 頡・
bool aBack=false // 10 ・
){

if(ObjectFind(aObjectName)!=aWindowNumber){
ObjectCreate(aObjectName,OBJ_LABEL,aWindowNumber,0,0);
}
ObjectSet(aObjectName,OBJPROP_XDISTANCE,aX);
ObjectSet(aObjectName,OBJPROP_YDISTANCE,aY);
ObjectSetText(aObjectName,aText,aFontSize,aFont,aColor);
ObjectSet(aObjectName,OBJPROP_BACK,aBack);
ObjectSet(aObjectName,OBJPROP_CORNER,aCorner);
}

//ⅳ粲・粢韭・湜・
void fObjTrendLine(
string aObjectName, // 1 韲
datetime aTime_1, // 2 糅褌 1
double aPrice_1, // 3 浯 1
datetime aTime_2, // 4 糅褌 2
double aPrice_2, // 5 浯 2
bool aRay=false, // 6 ・・
color aColor=Black, // 7 褪
int aWidth=1, // 8 ・竟・
int aWindowNumber=0, // 9 鶴濵
int aStyle=1, // 10 0-STYLE_SOLID, 1-STYLE_DASH, 2-STYLE_DOT, 3-STYLE_DASHDOT, 4-STYLE_DASHDOTDOT
bool aBack=false // 11 ・
){
if(ObjectFind(aObjectName)!=aWindowNumber){
ObjectCreate(aObjectName,OBJ_TREND,aWindowNumber,aTime_1,aPrice_1,aTime_2,aPrice_2);
}
ObjectSet(aObjectName,OBJPROP_TIME1,aTime_1);
ObjectSet(aObjectName,OBJPROP_PRICE1,aPrice_1);
ObjectSet(aObjectName,OBJPROP_TIME2,aTime_2);
ObjectSet(aObjectName,OBJPROP_PRICE2,aPrice_2);
ObjectSet(aObjectName,OBJPROP_RAY,aRay);
ObjectSet(aObjectName,OBJPROP_COLOR,aColor);
ObjectSet(aObjectName,OBJPROP_WIDTH,aWidth);
ObjectSet(aObjectName,OBJPROP_BACK,aBack);
ObjectSet(aObjectName,OBJPROP_STYLE,aStyle);
}

int fLinearRegressionAll2(int i0,int i1, int aPrice, int & aPeriod, double & aVal_0, double & aVal_1, double & aB, double & aMaxDev, double & aStdError, double & aRSquared,double & aArr[]){
int rRetError=0;
double x,y,y1,y2,sumy,sumx,sumxy,sumx2,sumy2,sumx22,sumy22,div1,div2;
aPeriod=i1-i0+1;
sumy=0.0;sumx=0.0;sumxy=0.0;sumx2=0.0;sumy2=0.0;
for(int i=0; i
y=iMA(NULL,0,1,0,0,aPrice,i0+i);
x=i;
sumy+=y;
sumxy+=y*i;
sumx+=x;
sumx2+=MathPow(x,2);
sumy2+=MathPow(y,2);
}
sumx22=MathPow(sumx,2);
sumy22=MathPow(sumy,2);
div1=sumx2*aPeriod-sumx22;
div2=MathSqrt((aPeriod*sumx2-sumx22)*(aPeriod*sumy2-sumy22));

//---- regression line ----

if(div1!=0.0){
aB=(sumxy*aPeriod-sumx*sumy)/div1;
aVal_0=(sumy-sumx*aB)/aPeriod;
aVal_1=aVal_0+aB*(aPeriod-1);
rRetError+=-1;
}
else{
rRetError+=-1;
}

//--- stderr & maxdev

aMaxDev=0;aStdError=0;

for(i=0;i
y1=iMA(NULL,0,1,0,0,aPrice,i0+i);
y2=aVal_0+aB*i;
aMaxDev=MathMax(MathAbs(y1-y2),aMaxDev);
aStdError+=MathPow(y1-y2,2);
}

aStdError=MathSqrt(aStdError/aPeriod);

//--- rsquared ---

if(div2!=0){
aRSquared=MathPow((aPeriod*sumxy-sumx*sumy)/div2,2);
}
else{
rRetError+=-2;
}

//----

ArrayResize(aArr,aPeriod);
for(i=0; i
y=iMA(NULL,0,1,0,0,aPrice,i0+i);
x=aVal_0+i*(aVal_1-aVal_0)/aPeriod;
aArr[i]=y-x;
}
return(rRetError);
}

void fFurie(double aArr[],double & aA[],double & aB[],double & aR[], double & aF[]){
int tN=ArraySize(aArr);
int tM=tN/2;

ArrayResize(aA,tM);
ArrayResize(aB,tM);
ArrayResize(aR,tM);
ArrayResize(aF,tM);

for (int ti=1;ti
aA[ti]=0;
aB[ti]=0;
for(int tj=0;tj
aA[ti]+=aArr[tj]*MathSin(ti*6.28*tj/tN);
aB[ti]+=aArr[tj]*MathCos(ti*6.28*tj/tN);
}
aA[ti]=2*aA[ti]/tN;
aB[ti]=2*aB[ti]/tN;
aR[ti]=MathSqrt(MathPow(aA[ti],2)+MathPow(aB[ti],2));
aF[ti]=fMyArcTan(aB[ti],aA[ti]);
}

}

double fMyArcTan(double aS,double aC){
if(aS==0){
return(0);
}
if(aC==0){
if(aS>0){
return(MathArctan(1)*2);
}
else{
if(aS<0){
return(MathArctan(1)*6);
}
}
}
else{
if(aS>0){
if(aC>0){
return(MathArctan(aS/aC));
}
else{
return(MathArctan(aS/aC)+MathArctan(1)*4);
}
}
else{
if(aC>0){
return(MathArctan(aS/aC)+MathArctan(1)*8);
}
else{
return(MathArctan(aS/aC)+MathArctan(1)*4);
}
}
}
}

void fObjDeleteByPrefix(string aPrefix){
for(int i=ObjectsTotal()-1;i>=0;i--){
if(StringFind(ObjectName(i),aPrefix,0)==0){
ObjectDelete(ObjectName(i));
}
}
}

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