#_i_FFT_separate_Volume2_W_D_diff

//+------------------------------------------------------------------+
//|                                            #_i_SpecktrAnalis.mq4 |
//|                                          Copyright © 2006, klot. |
//|                                                     klot@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, klot."
#property link      "klot@mail.ru"



#import "#_lib_FFT.ex4"
void realfastfouriertransform(double& a[], int tnn, bool inversefft);
#import

#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Yellow
#property indicator_color2 Blue
#property indicator_color3 Red
#property indicator_color4 Lime
#property indicator_level1 0.0
//#property indicator_level1 0.0
//#property indicator_level1 0.0
//---- buffers
double Buffer1[];
double Buffer2[];
double Buffer3[];
double Buffer4[];
//---
extern int n=7; // Äëèíà ðÿäà
extern int Fmin=2;//2; // Ãðíèöà Ôèëüòðà ïî Í×.
extern int Fmax=60;//128; // Ãðàíèöà Ôèëüòðà ïî Â×.
extern int shift=6;//127;
extern int MaPeriod=10;
//extern string sym="GBPUSD";
//extern string sym="EURUSD";

double aa[];
double bb[];
int N;
//+------------------------------------------------------------------+
//| ???????????? ???????? ????????                                   |
//+------------------------------------------------------------------+
void Normalize2(double& aa[])
{
   int n=ArraySize(aa);
   double sum_sqrt=0;
   for(int i=0; i<=n-1; i++)
   {
      sum_sqrt+=MathPow(aa[i],2);
   }
   sum_sqrt=MathSqrt(sum_sqrt);
   //---
   if (sum_sqrt!=0)
   {
     for( i=0; i<=n-1; i++)
     {
       aa[i]=aa[i]/sum_sqrt;
     }
   }
   //---
   return;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
SetIndexStyle(0,DRAW_LINE,0,1);
SetIndexBuffer(0,Buffer1);
SetIndexEmptyValue(0,0);
SetIndexStyle(1,DRAW_HISTOGRAM,0,1);
SetIndexBuffer(1,Buffer2);
SetIndexEmptyValue(1,0);
SetIndexStyle(2,DRAW_HISTOGRAM,0,1);
SetIndexBuffer(2,Buffer3);
SetIndexEmptyValue(2,0);
SetIndexStyle(3,DRAW_LINE,2,1);
SetIndexBuffer(3,Buffer4);
SetIndexEmptyValue(3,0);
//---
   N=MathPow(2,n);
   ArrayResize(aa,N);
   ArrayResize(bb,N);

if( Fmax>=N ) Fmax=N;
if( Fmin<=2 ) Fmin=2;

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

   if( Bars<N+shift) return(0);
   
   //---
   for(int i=N-1; i>=0; i--) 
   { 
     aa[i]=iVolume(Symbol(),0,i); 
     //Normalize2(aa);
     bb[i]=iVolume(Symbol(),0,i+shift); 
     //Normalize2(bb);
   }
   //---
   realfastfouriertransform(aa, N, false);
   realfastfouriertransform(bb, N, false);
   //---
   N=ArraySize(aa);
   //Comment("n= ",N);
   //---
   for( i=0; i<=N-1; i++) 
   { 
      if( i<Fmin || i>Fmax) { aa[i]=0.0;bb[i]=0.0; }
   }
   //---
   //realfastfouriertransform(double& a[], int tnn, bool inversefft);  
   realfastfouriertransform(aa, N, true);
   realfastfouriertransform(bb, N, true);
   //tworealffts(double a1[], double a2[],  double& a[],  double& b[], int tn); 
   //---
  SetIndexDrawBegin(0,Bars-N);
   //SetIndexDrawBegin(1,Bars-N-shift);
   SetIndexDrawBegin(1,Bars-N);   
   //---
   for( i=0; i<=N-1; i++)
   {
      double diff1=bb[i]-aa[i];
      if (diff1<0)
      {
        Buffer3[i]=0;//red
        Buffer2[i]=-diff1;//blue
      //Buffer2[i+shift]=bb[i];
      }
      else if (diff1>0)
      {
        Buffer3[i]=-diff1;//red          
        Buffer2[i]=0; //blue         
      }  
      Buffer1[i]=-diff1;   
   }
   //----
   for( i=0; i<=N-1; i++)
   {  
     Buffer4[i]=iMAOnArray(Buffer1,0,MaPeriod,0,MODE_SMA,i);  
   }     
   return(0);
  }
//-------------------------------------------------------------------+