Sinewave

ÿþ//+------------------------------------------------------------------+

//|                                                     Sinewave.mq5 |

//|                                                                  |

//| Sinewave                                                         |

//|                                                                  |

//| Algorithm taken from book                                        |

//|     "Cybernetics Analysis for Stock and Futures"                 |

//| by John F. Ehlers                                                |

//|                                                                  |

//|                                              contact@mqlsoft.com |

//|                                          http://www.mqlsoft.com/ |

//+------------------------------------------------------------------+

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Coded by Witold Wozniak"

//---- 02B>@AB2> 8=48:0B>@0

#property link      "www.mqlsoft.com"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.10"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

//---- 4;O @0AGQB0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> 420 1CD5@0

#property indicator_buffers 2

//---- 8A?>;L7>20=> 420 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   2

//+----------------------------------------------+

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 Sinewave     |

//+----------------------------------------------+

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 ;8=88

#property indicator_type1   DRAW_LINE

//---- 2 :0G5AB25 F25B0 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= :@0A=K9 F25B

#property indicator_color1  Red

//---- ;8=8O 8=48:0B>@0 1 - =5?@5@K2=0O :@820O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 1 @02=0 1

#property indicator_width1  1

//---- >B>1@065=85 1KG59 <5B:8 8=48:0B>@0

#property indicator_label1  "Sinewave"

//+----------------------------------------------+

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 LeadSinewave |

//+----------------------------------------------+

//---- >B@8A>2:0 8=48:0B>@0 2 2 2845 ;8=88

#property indicator_type2   DRAW_LINE

//---- 2 :0G5AB25 F25B0 <54256L59 ;8=88 8=48:0B>@0 8A?>;L7>20= A8=89 F25B

#property indicator_color2  Blue

//---- ;8=8O 8=48:0B>@0 2 - =5?@5@K2=0O :@820O

#property indicator_style2  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 2 @02=0 1

#property indicator_width2  1

//---- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label2  "LeadSinewave"

//+----------------------------------------------+

//| 0@0<5B@K >B>1@065=8O 3>@87>=B0;L=KE C@>2=59 |

//+----------------------------------------------+

#property indicator_level1 0.0

#property indicator_levelcolor Gray

#property indicator_levelstyle STYLE_DASHDOTDOT

//+----------------------------------------------+

//| 0@0<5B@K >:=0 8=48:0B>@0                    |

//+----------------------------------------------+

//#property indicator_minimum -1

//#property indicator_maximum 1

//+----------------------------------------------+

//|  >1JO2;5=85 :>=AB0=B                         |

//+----------------------------------------------+

#define RESET 0 // :>=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

#define MAXPERIOD 100 // :>=AB0=B0 4;O >3@0=8G5=8O <0A:8<0;L=>3> ?5@8>40

//+----------------------------------------------+

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

//+----------------------------------------------+

input double Alpha=0.07;// :>MDD8F85=B 8=48:0B>@0 

input int Shift=0; // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E 

//+----------------------------------------------+

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 

// 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double SineBuffer[];

double LeadSineBuffer[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int CP_Handle;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 :>;LF52KE 1CD5@>2

int Count[];

double Smooth[],Price[],Cycle[];

//---- 1JO2;5=85 3;>10;L=KE ?5@5<5==KE

double K0,K1,K2,K3;

double rad2Deg,deg2Rad;

//+------------------------------------------------------------------+

//|  ?5@5AGQB ?>78F88 A0<>3> =>2>3> M;5<5=B0 2 <0AA825               |

//+------------------------------------------------------------------+   

void Recount_ArrayZeroPos

(

 int &CoArr[],// >72@0B ?> AAK;:5 =><5@0 B5:CI53> 7=0G5=8O F5=>2>3> @O40

 int Size

 )

// Recount_ArrayZeroPos(count, DcPeriod)

//+ - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -+

  {

//----

   int numb,Max1,Max2;

   static int count=1;



   Max2=Size;

   Max1=Max2-1;



   count--;

   if(count<0) count=Max1;



   for(int iii=0; iii<Max2; iii++)

     {

      numb=iii+count;

      if(numb>Max1) numb-=Max2;

      CoArr[iii]=numb;

     }

//----

  }

//+------------------------------------------------------------------+

//|  ?>;CG5=85 @07=8FK 7=0G5=89 F5=>2KE B09<A5@89                    |

//+------------------------------------------------------------------+   

double Get_Price(const double  &High[],const double  &Low[],int bar)

// Get_Price(high, low, bar)

//+ - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -+

  {

//----

   return((High[bar]+Low[bar])/2.0);

  }

//+------------------------------------------------------------------+

//|   0AGQB A@54=59 F5=K D8=0=A>2>3> 0:B820                          |

//+------------------------------------------------------------------+   

double Get_SmoothVelue

(

 const double &PriceArray[],

 int &CountArray[],

 int bar

 )

// GetSmoothVelue(price, bar)

//+ - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -+

  {

//----

   return((PriceArray[CountArray[0]]+2*PriceArray[CountArray[1]]

          +2*PriceArray[CountArray[2]]+PriceArray[CountArray[3]])/6);

//----

  }

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+  

void OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=7;



//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 CyclePeriod

   CP_Handle=iCustom(NULL,0,"CyclePeriod",Alpha);

   if(CP_Handle==INVALID_HANDLE) Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 CyclePeriod");



//---- =8F80;870F8O ?5@5<5==KE

   K0=MathPow((1.0 - 0.5*Alpha),2);

   K1=2.0;

   K2=K1 *(1.0 - Alpha);

   K3=MathPow((1.0 - Alpha),2);

   rad2Deg = 45.0 / MathArctan(1.0);

   deg2Rad = 1.0 / rad2Deg;



//----  0A?@545;5=85 ?0<OB8 ?>4 <0AA82K ?5@5<5==KE  

   ArrayResize(Count,MAXPERIOD);

   ArrayResize(Price,MAXPERIOD);

   ArrayResize(Smooth,MAXPERIOD);

   ArrayResize(Cycle,MAXPERIOD);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,SineBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1 =0 min_rates_total

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(1,LeadSineBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 2 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 2 =0 min_rates_total+1

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total+1);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"Sinewave(",DoubleToString(Alpha,4),", ",Shift,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//----

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[]

                )

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(CP_Handle)<rates_total || rates_total<min_rates_total) return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int first,bar,DcPeriod;

   int bar0,bar1,bar2,bar3;

   double RealPart,ImagPart,DCPhase,Arg,period[1];



//---- @0AGQB AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      first=3; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      //---- =8F80;870F8O <0AA82>2 ?5@5<5==KE

      ArrayInitialize(Count,0.0);

      ArrayInitialize(Price,0.0);

      ArrayInitialize(Smooth,0.0);

      ArrayInitialize(Cycle,0.0);

     }

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      bar0=Count[0];

      bar1=Count[1];

      bar2=Count[2];

      bar3=Count[3];



      Price[bar0]=Get_Price(high,low,bar);

      Smooth[bar0]=Get_SmoothVelue(Price,Count,0);



      if(bar>min_rates_total) Cycle[bar0]=K0*(Smooth[bar0]-K1*Smooth[bar1]+Smooth[bar2])+K2*Cycle[bar1]-K3*Cycle[bar2];

      else Cycle[bar0]=(Price[bar0]-2.0*Price[bar1]+Price[bar2])/4.0;



      //---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82

      if(CopyBuffer(CP_Handle,0,rates_total-1-bar,1,period)<=0) return(RESET);



      DcPeriod=int(MathFloor(period[0]));

      DcPeriod=MathMin(DcPeriod,bar); // C@570=85 CA@54=5=8O 4> 459AB28B5;L=>3> G8A;0 10@>2



      RealPart=0.0;

      ImagPart=0.0;



      for(int iii=0; iii<DcPeriod; iii++)

        {

         Arg=deg2Rad*360.0*iii/DcPeriod;

         RealPart+=MathSin(Arg)*Cycle[Count[iii]];;

         ImagPart+=MathCos(Arg)*Cycle[Count[iii]];

        }



      DCPhase=0.0;



      if(MathAbs(ImagPart)>0.001) DCPhase=rad2Deg*MathArctan(RealPart/ImagPart);

      else

        {

         if(RealPart >= 0.0) DCPhase = 90.0;

         else DCPhase = -90.0;

        }



      DCPhase+=90.0;

      if(ImagPart<0) DCPhase+=180.0;

      if(DCPhase>315.0) DCPhase-=360.0;



      SineBuffer[bar]=MathSin(DCPhase*deg2Rad);

      LeadSineBuffer[bar]=MathSin((DCPhase+45.0)*deg2Rad);



      if(bar<rates_total-1) Recount_ArrayZeroPos(Count,MAXPERIOD);

     }

//----     

   return(rates_total);

  }

//+------------------------------------------------------------------+