iVeryCoolSpectrometr

#property copyright "http://dmffx.com"
#property link      "http://dmffx.com"

#property indicator_separate_window




#property indicator_buffers 2
#property indicator_color1 Gray
#property indicator_color2 Gray



//---- input parameters
extern int FFTPower=8;  // Ðàçìåð àíàëèçèðóåìîãî îêíà ñòåïåíü äâîéêè. Ïðè çíà÷åíèè 8 àíàëèçèðóåòñÿ 256 áàðîâ.
extern int ShowBars=500;   // Êîëè÷åñòâî áàðîâ äëÿ êîòîðûõ âûïîëíÿåòñÿ àíàëèç.
extern int Shift=1;  // Ñäâèã áàðîâ äëÿ êîòîðûõ âûïîëíÿåòñÿ àíàëèç
extern int From_T=4; // Ìèíèìàëüíûé îòîáðàæàåìûé ïåðèîä (çíà÷åíèå ïåðèîäà íà íèæíåé ãðàíèöå äèàãðàììû)
extern int To_T=50;  // Ìàêñèìàëüíûé îòîáðàæàåìûé ïåðèîä (çíà÷åíèå ïåðèîäà íà âåðõíåé ãðàíèöå äèàãðàììû) 
extern color MaxColor=Yellow; // Öâåò ìàêñèìàëüíîé àìïëèòóäû
extern color MinColor=Navy;   // Öâåò ìèíèìàëüíîé àìïëèòóäû

//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];
double ExtMapBuffer5[];
double ExtMapBuffer6[];
double Counter[];
double Signal[];

#define Pi 3.14159265358979323846
#define TwoPi 6.28318530717958647692

int FFTPeriod;
double FFTTmpOutput_1[];
double FFTSpectr[][3];
double FFTTmpOutput_2[];
double FFTPprocessedData[];
double FFTDC,FFTStartVShift;

double FFTFilterK[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+



int init(){

   fFFTInit(FFTPower,FFTPeriod,FFTTmpOutput_1,FFTSpectr,FFTTmpOutput_2,FFTPprocessedData);



//---- indicators

   IndicatorBuffers(8);

   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,ExtMapBuffer1);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,ExtMapBuffer2);

   SetIndexBuffer(2,Counter);
   SetIndexBuffer(3,Signal);
   
   SetIndexEmptyValue(2,0);
   
 
   
   IndicatorDigits(0);
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   fObjDeleteByPrefix(WindowExpertName());
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start(){
            int limit=Bars-IndicatorCounted()-1;
               for(int i=limit;i>=0;i--){
                  Signal[i]=Close[i]; 
                  Counter[i]=Counter[i+1]+1;
                  ExtMapBuffer1[i]=From_T-2;
                  ExtMapBuffer2[i]=MathMin(FFTPeriod/2-1,To_T)+2;
               }                   
            limit=MathMin(limit,ShowBars-1);
            limit+=Shift;
               for(i=limit;i>=Shift;i--){
                  fFFTDirectMain(Signal,i,FFTPeriod,FFTTmpOutput_1);
                  fFFTDirectConvertToSpectr(FFTTmpOutput_1,FFTPeriod,FFTSpectr,FFTDC,FFTStartVShift);
                  double Max=0;
                     for(int j=From_T;j<=MathMin(FFTPeriod/2-1,To_T);j++){
                        Max=MathMax(Max,FFTSpectr[j][0]);
                     }
                     for(j=From_T;j<=MathMin(FFTPeriod/2-1,To_T);j++){
                        string ObjName=WindowExpertName()+"_"+fInt(Counter[i])+"_"+j;
                        fObjTrendLine(ObjName,Time[i],j,Time[i+1],j,false,GetColor(FFTSpectr[j][0]/Max,MinColor,MaxColor),2,WindowFind(WindowExpertName()),0,false);
                        ObjectSetText(ObjName,""+DoubleToStr(1.0*FFTPeriod/j,1));
                     }
               }
          

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

void fObjTrendLine(
   string aObjectName,  // 1 èìÿ
   datetime aTime_1,    // 2 âðåìÿ 1
   double aPrice_1,     // 3 öåíà 1
   datetime aTime_2,    // 4 âðåìÿ 2
   double aPrice_2,     // 5 öåíà 2
   bool aRay=false,     // 6 ëó÷
   color aColor=Red,    // 7 öâåò
   int aWidth=1,        // 8 òîëùèíà
   int aWindowNumber=0, // 9 îêíî
   int aStyle=0,        // 10 0-STYLE_SOLID, 1-STYLE_DASH, 2-STYLE_DOT, 3-STYLE_DASHDOT, 4-STYLE_DASHDOTDOT
   bool aBack=false     // 11 ôîí
   ){
      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 fInt(double aArg){
   return(aArg);
}



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




color GetColor(double aK,int Col1,double Col2){
   int R1,G1,B1,R2,G2,B2;
   fGetRGB(R1,G1,B1,Col1);
   fGetRGB(R2,G2,B2,Col2);  
   return(fRGB(R1+aK*(R2-R1),G1+aK*(G2-G1),B1+aK*(B2-B1)));
}

void fGetRGB(int & aR,int & aG,int & aB,int aCol){
   aB=aCol/65536;
   aCol-=aB*65536;
   aG=aCol/256;
   aCol-=aG*256;
   aR=aCol;
}

color fRGB(int aR,int aG, int aB){
   return(aR+256*aG+65536*aB);
}



void fFFTInit(int aFFTPower,int & aPeriod,double & aTmpOutput_1[],double & aSpectr[][2],double & aTmpOutput_2[],double & aFFTPprocessedData[]){
   aPeriod=MathPow(2,FFTPower);
   ArrayResize(aTmpOutput_1,aPeriod);
   ArrayResize(aSpectr,aPeriod/2);
   ArrayResize(aTmpOutput_2,aPeriod);   
   ArrayResize(FFTPprocessedData,aPeriod);   
}

void fFFTDirectMain(double aInput[],int aInputStart,int aPeriod,double & aTmpOutput[]){
   
   double twr; double twi; double twpr; double twpi; double twtemp; double ttheta; int i; int i1; int i2; int i3; int i4; 
   double c1; double c2; double h1r; double h1i; double h2r; double h2i; double wrs; double wis; int HalfPeriod; int ii; 
   int jj; int n; int mmax; int m; int j; int istep; int isign; double wtemp; double wr; double wpr; double wpi; double wi; 
   double theta; double tempr; double tempi;
   
   ttheta=2.0*Pi/aPeriod;
   c1=0.5;
   c2=-0.5;
   isign=1;
   n=aPeriod;
   HalfPeriod=aPeriod/2;
   j=1;
   ArrayCopy(aTmpOutput,aInput,0,aInputStart,aPeriod);
      for(ii=1;ii<=HalfPeriod;ii++){
        i=2*ii-1;
            if(j>i){
               tempr=aTmpOutput[j-1];
               tempi=aTmpOutput[j];
               aTmpOutput[j-1]=aTmpOutput[i-1];
               aTmpOutput[j]=aTmpOutput[i];
               aTmpOutput[i-1]=tempr;
               aTmpOutput[i]=tempi;
            }
         m=n/2;
            while(m>=2 && j>m){
               j=j-m;
               m=m/2;
            }
         j=j+m;
      }
    mmax = 2;
      while(n>mmax){
        istep=2*mmax;
        theta=2.0*Pi/(isign*mmax);
        wpr=-2.0*MathPow(MathSin(0.5*theta),2);
        wpi=MathSin(theta);
        wr=1.0;
        wi=0.0;
            for(ii=1;ii<=mmax/2;ii++){
               m=2*ii-1;
                  for(jj=0;jj<=(n-m)/istep;jj++){
                     i=m+jj*istep;
                     j=i+mmax;
                     tempr=wr*aTmpOutput[j-1]-wi*aTmpOutput[j];
                     tempi=wr*aTmpOutput[j]+wi*aTmpOutput[j-1];
                     aTmpOutput[j-1]=aTmpOutput[i-1]-tempr;
                     aTmpOutput[j]=aTmpOutput[i]-tempi;
                     aTmpOutput[i-1]=aTmpOutput[i-1]+tempr;
                     aTmpOutput[i]=aTmpOutput[i]+tempi;
                  }
               wtemp=wr;
               wr=wr*wpr-wi*wpi+wr;
               wi=wi*wpr+wtemp*wpi+wi;
            }
        mmax = istep;
      }
   twpr=-2.0*MathPow(MathSin(0.5*ttheta),2);
   twpi=MathSin(ttheta);
   twr=1.0+twpr;
   twi=twpi;
        for(i=2;i<=aPeriod/4+1;i++){
            i1=i+i-2;
            i2=i1+1;
            i3=aPeriod+1-i2;
            i4=i3+1;
            wrs=twr;
            wis=twi;
            h1r=c1*(aTmpOutput[i1]+aTmpOutput[i3]);
            h1i=c1*(aTmpOutput[i2]-aTmpOutput[i4]);
            h2r=-c2*(aTmpOutput[i2]+aTmpOutput[i4]);
            h2i=c2*(aTmpOutput[i1]-aTmpOutput[i3]);
            aTmpOutput[i1]=h1r+wrs*h2r-wis*h2i;
            aTmpOutput[i2]=h1i+wrs*h2i+wis*h2r;
            aTmpOutput[i3]=h1r-wrs*h2r+wis*h2i;
            aTmpOutput[i4]=-h1i+wrs*h2i+wis*h2r;
            twtemp=twr;
            twr=twr*twpr-twi*twpi+twr;
            twi=twi*twpr+twtemp*twpi+twi;
        }
   h1r=aTmpOutput[0];
   aTmpOutput[0]=h1r+aTmpOutput[1];
   aTmpOutput[1]=h1r-aTmpOutput[1];   
   return;
}

void fFFTDirectConvertToSpectr(double aInput[],int aPeriod,double & aOutput[][2],double & aDCValue,double & aStartVShift){
   int i,j,HalfPeriod;
   HalfPeriod=aPeriod/2;
      for(i=2,j=1;i<aPeriod;i+=2,j++){
         aOutput[j][0]=MathSqrt(aInput[i]*aInput[i]+aInput[i+1]*aInput[i+1])/HalfPeriod;
         aOutput[j][1]=fMyArcTan2(aInput[i+1],aInput[i]);
      }
   aDCValue=aInput[0]/aPeriod;
   aStartVShift=aInput[1];
}



double fMyArcTan2(double aY,double aX){ // â îáå ñòîðîíû
   if(aY==0){
      if(aX==0){
         return(0);   
      }
      if(aX>0){
         return(0);   
      }      
      if(aX<0){
         return(MathArctan(1)*4);   
      }      
   }
   if(aX==0){
      if(aY>0){
         return(MathArctan(1)*2);
      }
      else{
         if(aY<0){
            return(-MathArctan(1)*2);         
         }
      }
   }
   else{
      if(aY>0){
         if(aX>0){
            return(MathArctan(aY/aX));  
         }
         else{
            return(MathArctan(aY/aX)+MathArctan(1)*4);          
         }   
      }
      else{
         if(aX>0){
            return(MathArctan(aY/aX));           
         }
         else{
            return(MathArctan(aY/aX)-MathArctan(1)*4);           
         }      
      }
   }
}