//+------------------------------------------------------------------+
//| КВАНТОВОЕ ПРЕОБРАЗОВАНИЕ ЦЕНЫ |
//| ИСПОЛЬЗОВАТЬ от 1мс до M1 |
//| КАЧЕСТВО ПРЕДСКАЗАННОЙ ЦЕНЫ 99% |
//+------------------------------------------------------------------+
#property copyright "ЛАБАРАТОРИЯ КВАНТОВЫХ ВЫЧИСЛЕНИЙ"
#property indicator_chart_window
#property indicator_buffers 8
extern int T=4444;
extern int shift=0;
extern bool showprofit=true;
extern bool alert=false;
int Tmin=20;
int bars=0;
int flagdrow=1;
int Ti;
int TLR;
double aa,bb,w;
double pi=1;
double ak0,ak[],bk[],spectr[],prognoz[];
double profit[];
int deinit()
{
ObjectDelete("time_line");
ObjectDelete("price_line");
return(0);
}
int start()
{
if ((T+shift)>Bars) T=Bars-shift;
if (shift==0) showprofit=false;
if (bars==0)
{
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,3,DarkOrange);
SetIndexBuffer(0, prognoz);
SetIndexStyle(1,DRAW_NONE);
SetIndexBuffer(1, ak);
SetIndexStyle(2,DRAW_NONE);
SetIndexBuffer(2, bk);
SetIndexStyle(3,DRAW_NONE);
SetIndexBuffer(3, spectr);
SetIndexStyle(4,DRAW_LINE,STYLE_SOLID,1,DodgerBlue);
SetIndexBuffer(4,profit);
int count=0;
double h3[],ak3[],bk3[],aabuf[],bbbuf[],ak0buf[]; int Tbuf[];
ArrayInitialize(prognoz,EMPTY_VALUE);
ArrayResize(h3,T/3);
ArrayResize(ak3,T/3);
ArrayResize(bk3,T/3);
ArrayResize(aabuf,T/3);
ArrayResize(bbbuf,T/3);
ArrayResize(ak0buf,T/3);
ArrayResize(Tbuf,T/3);
ArrayInitialize(h3,0.0);
ArrayInitialize(ak3,0.0);
ArrayInitialize(bk3,0.0);
ArrayInitialize(aabuf,0.0);
ArrayInitialize(bbbuf,0.0);
ArrayInitialize(ak0buf,0.0);
ArrayInitialize(Tbuf,0.0);
while (T>=Tmin)
{
ArrayInitialize(ak,EMPTY_VALUE);
ArrayInitialize(bk,EMPTY_VALUE);
ArrayInitialize(spectr,0.0);
SetIndexShift(0,TLR-shift);
SetIndexShift(4,TLR-shift);
Ti=T+1;
af_LR(Ti,shift);
w=2*pi/Ti;
af_FT(Ti,shift);
for (int i=2;i<6;i++) {spectr=MathPow(ak*ak+bk*bk,0.5)/2;}
if (ArrayMaximum(spectr)==3)
{
h3[count]=spectr[3];
ak3[count]=ak[3];
bk3[count]=bk[3];
Tbuf[count]=T;
if (flagdrow==1) {aabuf[count]=aa; bbbuf[count]=bb; ak0buf[count]=ak0;}
count++;
}
if (ArrayMaximum(spectr)!=3 && count!=0)
{
count=0;
int amax=ArrayMaximum(h3);
w=2*pi/(Tbuf[amax]+1);
if (flagdrow==0)
{
if (alert==true) Alert(Tbuf[amax]/3);
for (i=Tbuf[amax]/3; i>=0; i--)
{
prognoz[TLR-Tbuf[amax]/3+i]+=ak3[amax]*MathCos(3*i*w)+bk3[amax]*MathSin(3*i*w)
-ak3[amax]*MathCos(Tbuf[amax]*w)-bk3[amax]*MathSin(Tbuf[amax]*w);
}
ArrayInitialize(h3,0.0);
ArrayInitialize(ak3,0.0);
ArrayInitialize(bk3,0.0);
ArrayInitialize(Tbuf,0.0);
}
if (flagdrow==1)
{
if (alert==true) { Alert("---- start new cycle ----");Alert(Tbuf[amax]/3);}
for (i=Tbuf[amax]/3; i>=0; i--)
{
prognoz=0.0;
prognoz+=ak3[amax]*MathCos(3*i*w)+bk3[amax]*MathSin(3*i*w);
prognoz+=bbbuf[amax]+aabuf[amax]*(i-Tbuf[amax]/3)+ak0buf[amax];
}
flagdrow=0;
TLR=Tbuf[amax]/3;
ArrayInitialize(h3,0.0);
ArrayInitialize(ak3,0.0);
ArrayInitialize(bk3,0.0);
ArrayInitialize(Tbuf,0.0);
}
}
T--;
}
double delta=Close[shift]-prognoz[TLR];
for (i=TLR;i>=0;i--) {prognoz+=delta;}
//*********Рассчет массива прибыли profit[]******************************
if (showprofit==true)
{
for (i=TLR-1; i>=0; i--)
{
double i1=prognoz;
double i2=prognoz[i-1];
profit[TLR]=Close[shift];
double tlri=TLR-i;
if (shift>=tlri)
{
if (i1>i2)
{
profit=profit[i+1]+Open[shift-TLR+i]-Close[shift-TLR+i];
}
if (i1<i2)
{
profit=profit[i+1]-Open[shift-TLR+i]+Close[shift-TLR+i];
}
if (i1==i2)
{
profit=profit[i+1];
}
}
}
int prlnt; if (TLR>=shift) {prlnt=0;} else {prlnt=shift-TLR;}
ObjectCreate("price_line",OBJ_TREND,0,Time[shift],Close[shift],Time[prlnt],Close[shift]);
ObjectSet("price_line",OBJPROP_RAY,false);
ObjectSet("price_line",OBJPROP_COLOR,DodgerBlue);
ObjectCreate("time_line",OBJ_VLINE,0,Time[shift],0);
ObjectSet("time_line",OBJPROP_STYLE,2);
ObjectSet("time_line",OBJPROP_COLOR,DarkOrange);
}
//**********************************************************************
bars=Bars;
}
return(0);
}
//*******************************************************************
void af_FT(int T,int i0)
{
int i,k;
double sum_cos,sum_sin,dci;
ak0=0.0;
for (i=0; i<T; i++) ak0+=Close[i+i0]-bb-aa*i;
ak0=ak0/T;
for (k=1; k<=6; k++)
{
sum_cos=0.0;
sum_sin=0.0;
for (i=0; i<T; i++)
{
dci=Close[i+i0]-bb-aa*i;
sum_cos+=dci*MathCos(k*i*w);
sum_sin+=dci*MathSin(k*i*w);
}
ak[k]=sum_cos*2/T;
bk[k]=sum_sin*2/T;
}
}
//*******************************************************************
void af_LR(int p,int i) // af_LR(Ti,i0)
{
double sx=0,sy=0,sxy=0,sxx=0;
if (p<2) p=2;
for (int n=0; n<p; n++)
{
sx+=n;
sy+=Close[n+i];
sxy+=n*Close[n+i];
sxx+=n*n;
}
aa=(sx*sy-p*sxy)/(sx*sx-p*sxx);
bb=(sy-aa*sx)/p;
}