DigitalFilterTF

//------------------------------------------------------------------
//  Digital Filter
//  Dmitry Yakovlev 
//  dmitry_yakovlev@rambler.ru
//  WebMoney R865705290089
//------------------------------------------------------------------
//  Original DF.dll 
//  copyright "Copyright (c) 2005, Sergey Iljukhin, Novosibirsk"
//  "mailto:sergey@tibet.ru"
//------------------------------------------------------------------
#property copyright "Dmitry Yakovlev, Russia,Omsk, WM R865705290089"
#property link      "dmitry_yakovlev@rambler.ru"

#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 CLR_NONE
#property indicator_color2 Lime
#property indicator_color3 Red
#property indicator_width1 0
#property indicator_width2 2
#property indicator_width3 2

#import  "shell32.dll"           //Connect a dll (provided with Windows)             
  int ShellExecuteA(int hwnd,string Operation,string File,string Parameters,string Directory,int ShowCmd); 
#import "user32.dll"
  int MessageBoxA(int hWnd ,string lpText,string lpCaption,int uType);
#import "DF.dll"
 int DigitalFilter(int FType, int P1, int D1, int A1, int P2, int D2, int A2, double Ripple, int Delay, double& arr[]); 
#import

/*

  Öèôðîâûå ôèëüòðû äëÿ MetaTrader 4.
 
  Âíèìàíèå! Äëÿ ðàáîòû òðåáóåòñÿ òðè äîïîëíèòåëüíûõ DLL 
  ñîäåðæàùèõ áëîê ìàòåìàòè÷åñêîé îáðàáîòêè - bdsp.dll, lapack.dll, mkl_support.dll,
  êîòîðûå äîëæíû áûòü óñòàíîâëåíû â C:\Windows\System32\ èëè ðÿäîì ñ DF.dll â \experts\libraries\
 
  Ïåðåä èñïîëüçîâàíèåì óáåäèòåñü:
  
  1. ÷òî óñòàíîâëåíû ïóíêòû "Allow DLL import" è "Confirm DLL function's call" â íàñòðîéêàõ Options->Expert Advisors
  2. ×òî â äèðåêòîðèè C:\Windows\System32\ èìåþòñÿ Bdsp.dll, lapack.dll, mkl_support.dll - âñïîìîãàòåëüíûå ìàòåìàòè÷åñêèå áèáëèîòåêè. 
 
  Îïèñàíèå âõîäíûõ ïàðàìåòðîâ:
  
  Ftype - Òèï ôèëüòðà: 0 - ÔÍ× (FATL/SATL/KGLP), 1 - ÔÂ× (KGHP), 
          2 - ïîëîñîâîé (RBCI/KGBP), 3 - ðåæåêòîðíûé (KGBS)
  P1 -    Ïåðèîä îòñå÷êè P1, áàð
  D1 -    Ïåðèîä îòñå÷êè ïåðåõîäíîãî ïðîöåññà D1, áàð
  A1 -    Çàòóõàíèå â ïîëîñå çàäåðæêè À1, äÁ
  P2 -    Ïåðèîä îòñå÷êè P2, áàð
  D2 -    Ïåðèîä îòñå÷êè ïåðåõîäíîãî ïðîöåññà D2, áàð
  A2 -    Çàòóõàíèå â ïîëîñå çàäåðæêè À2, äÁ
  Ripple - Áèåíèÿ â ïîëîñå ïðîïóñêàíèÿ, äÁ
  Delay - Çàäåðæêà, áàð

  Äëÿ ÔÍ× è ÔÂ× çíà÷åíèÿ ïàðàìåòðîé P2,D2,A2 èãíîðèðóþòñÿ
  Óñëîâèÿ ðàáîòû:
  ÔÍ×: P1>D1
  ÔÂ×: P1<D1
  Ïîëîñîâîé è ðåæåêòîðíûé: D2>P2>P1>D1

*/

extern string  _tf="Òàéìôðåéì (0-òåêóùèé)";
extern int     tf=0;
extern string  _pr="Öåíà 0-cl,1-op,2-hi,3-lo";
extern int     pr=0;
extern string  _par="Preset 0-User,1-FATL,2-SATL,3-RFTL,4-RSTL";
extern int     preset=0;
extern string  _filt="Óêàçûâàåì ïàðàìåòðû ôèëüòðà";
extern int     FType=0;
extern int     P1=14;
extern int     D1=10;
extern int     A1=40;
extern int     P2=0;
extern int     D2=0;
extern int     A2=0;
extern int     Delay=0;
extern double  Ripple=0.08; 
extern int     BarShift=0; // Ñäâèã ãðàôèêà, áàð. Ìèíóñ - íàçàä, ïëþñ - âïåðåä
extern string  _donate1="Äëÿ $ áëàãîäàðíîñòè:";
extern string  _donate2="R865705290089";

//---- indicator buffers
double iBuffer[];
double up[];
double dn[];
double trend[];
//------

int FilterSize=0;
double F[1500];
//---

int init()
{
   CheckDonate();
   if(tf<Period()) tf=Period();

   if(preset==1) // FATL
   {
      FType=0;
      P1=14;
      D1=10;
      A1=40;
      P2=0;
      D2=0;
      A2=0;
      Delay=0;
      Ripple=0.08; 
      BarShift=0; // Ñäâèã ãðàôèêà, áàð. Ìèíóñ - íàçàä, ïëþñ - âïåðåä
   }
   if(preset==2) // SATL
   {
      FType=0;
      P1=52;
      D1=32;
      A1=40;
      P2=0;
      D2=0;
      A2=0;
      Delay=0;
      Ripple=0.08; 
      BarShift=0; // Ñäâèã ãðàôèêà, áàð. Ìèíóñ - íàçàä, ïëþñ - âïåðåä
   }
   // --- Parameters: P1=14, D1=10, A1=40
   // --- P2=52, D2=32, A2=40, Ripple=0.0864, Delay=5
   // --- Order [Auto]=40, Calculate method=2
   if(preset==3) // RFTL
   {
      FType=0;
      P1=14;
      D1=10;
      A1=40;
      P2=0;
      D2=0;
      A2=0;
      Delay=5;
      Ripple=0.08; 
      BarShift=0; // Ñäâèã ãðàôèêà, áàð. Ìèíóñ - íàçàä, ïëþñ - âïåðåä
   }
   // --- Parameters: P1=52, D1=32, A1=40
   // --- P2=52, D2=32, A2=40, Ripple=0.0864, Delay=15
   // --- Order [Auto]=97, Calculate method=2
   if(preset==4) // RSTL
   {
      FType=0;
      P1=52;
      D1=32;
      A1=40;
      P2=0;
      D2=0;
      A2=0;
      Delay=15;
      Ripple=0.08; 
      BarShift=0; // Ñäâèã ãðàôèêà, áàð. Ìèíóñ - íàçàä, ïëþñ - âïåðåä
   }

   IndicatorBuffers(4);
   //---- indicator line
   SetIndexStyle(0,DRAW_NONE);
   SetIndexBuffer(0,iBuffer);

   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(1,up);
   SetIndexLabel(1,"Up");

   SetIndexStyle(2,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(2,dn);
   SetIndexLabel(2,"Dn");
   
   SetIndexStyle(3,DRAW_NONE);
   SetIndexBuffer(3,trend);
   SetIndexLabel(3,"trend");

   ArraySetAsSeries(iBuffer, true); 
   ArraySetAsSeries(trend, true);

   // Âû÷èñëÿåì öèôðîâîé ôèëüòð
   FilterSize=DigitalFilter(FType, P1, D1, A1, P2, D2, A2, Ripple, Delay, F); 

   return(0);
}

double price(int i=0)
{
   if(pr==0) return(iClose(Symbol(),tf,i));
   else if(pr==1) return(iOpen(Symbol(),tf,i));
   else if(pr==2) return(iHigh(Symbol(),tf,i));
   else if(pr==3) return(iLow(Symbol(),tf,i));
}

//+------------------------------------------------------------------+
//| Digital filter main function                                     |
//+------------------------------------------------------------------+
int start()
{
   int k, nn, nn1, i, j, counted_bars=IndicatorCounted();
   int koef=(tf/Period());
   double res=0, step=0;
   // <--- ðàñ÷èòûâàåì çíà÷åíèÿ èíäèêàòîðà
   if (FilterSize>0)
   {
      if(Bars<=FilterSize) return(0);
      //-------------------------------
      i=(Bars-counted_bars+FilterSize-1)/koef+1;
      //-------------------------------
      while(i>=0)
      {
         res=0;
         for (j=0; j<FilterSize; j++)
            res+=F[j]*price(i+j);
         
         nn=i*koef;
         if(nn!=-1) iBuffer[nn]=res;
         
         nn1=(i+1)*koef;
         if(nn!=-1 && nn1!=-1 && iBuffer[nn1]!=EMPTY_VALUE && iBuffer[nn1]!=0)
         {
            step=(iBuffer[nn1]-iBuffer[nn])/koef;
            for(k=1;k<koef;k++) iBuffer[k+nn]=iBuffer[nn]+step*k;
         }
         i--;
      }
   } else return;
   // ðàñ÷èòûâàåì -->
   //-------------------------------------------------------------------------
   // <-- ðàñêðàøèâàåì 
   for(int x=Bars;x>=0;x--)
   {
      trend[x] = trend[x+1];
      if (iBuffer[x]> iBuffer[x+1]) trend[x] =1;
      if (iBuffer[x]< iBuffer[x+1]) trend[x] =-1;
 
      if (trend[x]>0)
      { up[x] = iBuffer[x]; 
        if (trend[x+1]<0) up[x+1]=iBuffer[x+1];
        dn[x] = EMPTY_VALUE;
      }
      else              
      if (trend[x]<0)
      { 
        dn[x] = iBuffer[x]; 
        if (trend[x+1]>0) dn[x+1]=iBuffer[x+1];
        up[x] = EMPTY_VALUE;
      }              
   }
   // ðàñêðàøèâàåì -->
   //-------------------------------------------------------------------------
   return(0);
}

void CheckDonate()
{
   int fd=0; string pay="0"; datetime dt=0;
   string fn="DigitalFilterTF.txt";
   fd=FileOpen(fn,FILE_READ|FILE_CSV,";");
   if(fd>=1)
   {
      pay=FileReadString(fd); if(pay!="0" && pay!="1") pay="0";
      dt=StrToTime(FileReadString(fd));
   }
   else
   {
      dt=TimeCurrent();
      fd=FileOpen(fn,FILE_WRITE|FILE_CSV,";");
      FileWrite(fd,"0",TimeToStr(dt,TIME_DATE));
   }
   FileClose(fd);
   
   if(pay=="0" && (TimeCurrent()-dt)>10*24*60*60) // 5 äíåé
   {
      if(MessageBoxA(0,"Åñëè Âàì ïîíðàâèëñÿ èíäèêàòîð DigitalFilterTF,\n õîòèòå ïîìî÷ü àâòîðó ìàòåðèàëüíî?","Âîïðîñ",4)==6)
      {
         ShellExecuteA(0,"Open","iexplore.exe","wmk:payto?Purse=R865705290089&Amount=100&Desc=Indicator&BringToFront=Y&ExecEvenKeeperIsOffline=Y","",7);
         pay="1";
      }
      dt=TimeCurrent();
      
      fd=FileOpen(fn,FILE_WRITE|FILE_CSV,";");
      FileWrite(fd,pay,TimeToStr(dt,TIME_DATE));
      FileClose(fd);
   }
   FileClose(fd);
}