#define PAUSE 100
#define MAX_AMOUNTSYMBOLS 15
#define MAX_POINTS 100000
string SymbolsStr;
bool Variance;
int Height, Depth;
string Symbols[MAX_AMOUNTSYMBOLS];
int AmountSymbols;
double Vectors[][MAX_POINTS], Divers[MAX_POINTS], Recycles[MAX_POINTS];
int CurrTime, Times[MAX_POINTS];
int MatrixRows;
string UName, NameVar, SymbolPosName;
double V[];
int SymbolPos;
string FontName = "Arial";
void GetConfig( string FileName )
{
int handle = FileOpen(FileName, FILE_CSV|FILE_READ);
SymbolsStr = FileReadString(handle);
FileReadNumber(handle); // Correlation
Depth = FileReadNumber(handle);
FileReadNumber(handle); // Iterations
Height = FileReadNumber(handle);
FileClose(handle);
return;
}
string StrDelSpaces( string Str )
{
int Pos, Length;
Str = StringTrimLeft(Str);
Str = StringTrimRight(Str);
Length = StringLen(Str) - 1;
Pos = 1;
while (Pos < Length)
if (StringGetChar(Str, Pos) == ' ')
{
Str = StringSubstr(Str, 0, Pos) + StringSubstr(Str, Pos + 1, 0);
Length--;
}
else
Pos++;
return(Str);
}
int StrToStringS( string Str, string Razdelitel, string &Output[] )
{
int Pos, LengthSh;
int Count = 0;
Str = StrDelSpaces(Str);
Razdelitel = StrDelSpaces(Razdelitel);
LengthSh = StringLen(Razdelitel);
while (TRUE)
{
Pos = StringFind(Str, Razdelitel);
Output[Count] = StringSubstr(Str, 0, Pos);
Count++;
if (Pos == -1)
break;
Pos += LengthSh;
Str = StringSubstr(Str, Pos);
}
return(Count);
}
int GetRightSideTime()
{
int Pos = WindowFirstVisibleBar() - WindowBarsPerChart();
if (Pos < 0)
Pos = 0;
return(Time[iBarShift(Symbol(), Period(), GlobalVariableGet(UName + "LastTime")) + Pos]);
}
void GetData( string FileName )
{
int i;
int handle = FileOpen(FileName, FILE_BIN|FILE_READ);
ArrayResize(Vectors, AmountSymbols);
MatrixRows = 0;
while (FileTell(handle) < FileSize(handle))
{
Times[MatrixRows] = FileReadInteger(handle);
Recycles[MatrixRows] = FileReadDouble(handle);
Divers[MatrixRows] = FileReadDouble(handle);
for (i = 0; i < AmountSymbols; i++)
Vectors[i][MatrixRows] = FileReadDouble(handle);
MatrixRows++;
}
FileClose(handle);
return;
}
int GetTimePos( int time )
{
int Pos = MatrixRows - 1;
while (Pos > 0)
{
if (Times[Pos] <= time)
break;
Pos--;
}
return(Pos);
}
void GetVector( int time, double& V[] )
{
int Pos = GetTimePos(time);
for (int i = 0; i < AmountSymbols; i++)
V[i] = Vectors[i][Pos];
return;
}
void HideObject( string Name, bool Hide )
{
if (Hide)
ObjectSet(Name, OBJPROP_TIMEFRAMES, EMPTY);
else
ObjectSet(Name, OBJPROP_TIMEFRAMES, NULL);
return;
}
void SetBar( string Name, double Value )
{
int i, Pos;
string Tmp;
int Avg = Height / 2;
HideObject(Name + "Plus", TRUE);
HideObject(Name + "Minus", TRUE);
if (Value >= 0)
Tmp = "Plus";
else
Tmp = "Minus";
ModifyTextObject(Name + Tmp, DoubleToStr(Value, 4));
HideObject(Name + Tmp, FALSE);
for (i = 0; i <= Height; i++)
HideObject(Name + i, TRUE);
Pos = Value * Avg;
if (Value >= 0)
for (i = Avg; i >= Avg - Pos; i--)
HideObject(Name + i, FALSE);
else
for (i = Avg; i <= Avg - Pos; i++)
HideObject(Name + i, FALSE);
return;
}
double iIF( bool Cond, double Num1, double Num2 )
{
if (Cond)
return(Num1);
return(Num2);
}
void ModifyTextObject( string Name, string Text )
{
int Color = ObjectGet(Name, OBJPROP_COLOR);
int FontSize = ObjectGet(Name, OBJPROP_FONTSIZE);
ObjectSetText(Name, Text, FontSize, FontName, Color);
return;
}
void SetArrow()
{
int Pos = GetTimePos(CurrTime);
ObjectSet("Arrow", OBJPROP_TIME1, Times[Pos]);
ObjectSet("Arrow", OBJPROP_PRICE1, iIF(SymbolPos < AmountSymbols, MathAbs(Vectors[SymbolPos][Pos]),
iIF(Variance, Divers[Pos], Recycles[Pos])));
return;
}
void SetVertLine( string Name, int Pos)
{
ObjectSet(Name, OBJPROP_TIME1, Pos);
return;
}
void DrawVector( double& Vector[] )
{
string Tmp, Tmp2 = "";
int time, Pos = GetTimePos(CurrTime);
SetArrow();
if (Pos < Depth - 1)
{
time = Time[iBarShift(Symbol(), Period(), Times[0]) + Depth - 1 - Pos];
Tmp2 = " (about)";
}
else
time = Times[Pos - Depth + 1];
SetVertLine("BeginInterval", time);
SetVertLine("EndInterval", Times[Pos]);
Tmp = "Depth = " + Depth + " bars (" + TimeToStr(time) + Tmp2 + " - " + TimeToStr(Times[Pos]) + ")";
ModifyTextObject("Depth", Tmp);
Tmp = "Variance = " + DoubleToStr(Divers[Pos], 8);
ModifyTextObject("Variance", Tmp);
Tmp = "Recycle = " + DoubleToStr(Recycles[Pos], 8);
ModifyTextObject("Recycle", Tmp);
if (SymbolPos < AmountSymbols)
{
Tmp = Symbol() + " Koef = " + DoubleToStr(MathAbs(Vector[SymbolPos]), 8);
ModifyTextObject("SymbolKoef", Tmp);
}
for (int i = 0; i < AmountSymbols; i++)
SetBar(Symbols[i], Vector[i]);
WindowRedraw();
return;
}
void CheckVariance()
{
bool Var = (GlobalVariableGet(NameVar) == 1);
if ((Var != Variance) && (SymbolPos == AmountSymbols))
{
Variance = Var;
SetArrow();
}
return;
}
bool GetGlobalVar( string Name, int& Value )
{
if (!GlobalVariableCheck(Name))
return(FALSE);
Value = GlobalVariableGet(Name);
return(TRUE);
}
void Shadowing3( int PrevGlobal )
{
int Global, PrevTime = 0;
while (!IsStopped())
{
if (!GetGlobalVar(UName, Global))
break;
if (Global != PrevGlobal)
break;
RefreshRates();
CurrTime = GetRightSideTime();
CheckVariance();
if (CurrTime != PrevTime)
{
GetVector(CurrTime, V);
DrawVector(V);
PrevTime = CurrTime;
}
Sleep(PAUSE);
}
return;
}
void Shadowing2()
{
int PrevGlobal, Global;
if (!GetGlobalVar(UName, PrevGlobal))
return;
while (!IsStopped())
{
if (!GetGlobalVar(UName, Global))
break;
CheckVariance();
if (Global != PrevGlobal)
{
PrevGlobal = Global;
GetData(UName + "i.dat");
Shadowing3(Global);
}
Sleep(PAUSE);
}
return;
}
void Shadowing()
{
UName = "hwnd" + WindowHandle(Symbol(), Period());
NameVar = UName + "Variance";
SymbolPosName = UName + "SymbolPos";
while (!IsStopped())
{
if (GlobalVariableCheck(UName))
{
GetConfig(UName + ".ini");
Variance = (GlobalVariableGet(NameVar) == 1);
SymbolPos = GlobalVariableGet(SymbolPosName);
AmountSymbols = StrToStringS(SymbolsStr, ",", Symbols);
ArrayResize(V, AmountSymbols);
Shadowing2();
}
Sleep(PAUSE);
}
return;
}
void init()
{
Shadowing();
return;
}
void start()
{
return;
}
Comments