OlivierF / Perfil

although the file mentions mq5 in the description, the file has an mq4 extension.

//+------------------------------------------------------------------+
//| CyclePeriod.mq5 |
//| Copyright 2011, Investeo.pl |
//| http://Investeo.pl |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, Investeo.pl"
#property link "http://Investeo.pl"
#property version "1.00"
#property indicator_separate_window

#property description "CyclePeriod indicator - described by John F. Ehlers"
#property description "in \"Cybernetic Analysis for Stocks and Futures\""

#property indicator_buffers 2
#property indicator_plots 2
#property indicator_width1 1
#property indicator_width2 1
#property indicator_type1 DRAW_LINE
#property indicator_type2 DRAW_LINE
#property indicator_color1 Green
#property indicator_color2 Red
#property indicator_label1 "Cycle"
#property indicator_label2 "Trigger Line"

#define Price(i) ((high[i]+low[i])/2.0)

double Smooth[];
double Cycle[];
double Trigger[];
//double Price[];
double Q1[]; // Quadrature component
double I1[]; // InPhase component
double DeltaPhase[];
double InstPeriod[];
double CyclePeriod[];


input double InpAlpha= 0.07; // alpha
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- indicator buffers mapping
ArraySetAsSeries(Cycle,false);
ArraySetAsSeries(CyclePeriod,false);
ArraySetAsSeries(Trigger,false);
ArraySetAsSeries(Smooth,false);
//ArraySetAsSeries(Price,true);

SetIndexBuffer(0,CyclePeriod,INDICATOR_DATA);
SetIndexBuffer(1,Trigger,INDICATOR_DATA);

PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);

return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//---
long tickCnt[1];
int i;
int ticks=CopyTickVolume(Symbol(), 0, 0, 1, tickCnt);
if(ticks!=1) return(rates_total);
double DC, MedianDelta;

Comment(tickCnt[0]);

if(prev_calculated==0 || tickCnt[0]==1)
{
//--- last counted bar will be recounted
int nLimit=rates_total-prev_calculated-1; // start index for calculations

ArraySetAsSeries(high,true);
ArraySetAsSeries(low,true);

ArrayResize(Smooth,Bars(_Symbol,_Period));
ArrayResize(Cycle,Bars(_Symbol,_Period));
//ArrayResize(Price,Bars(_Symbol,_Period));
ArrayResize(CyclePeriod,Bars(_Symbol,_Period));
ArrayResize(InstPeriod,Bars(_Symbol,_Period));
ArrayResize(Q1,Bars(_Symbol,_Period));
ArrayResize(I1,Bars(_Symbol,_Period));
ArrayResize(DeltaPhase,Bars(_Symbol,_Period));

//for(i=int(MathMax(nLimit,5.0));i>=0 && !IsStopped();i--)
// Price[i] = (high[i]+low[i])/2.0;

if (nLimit>rates_total-7) // adjust for last bars
nLimit=rates_total-7;

for(i=nLimit;i>=0 && !IsStopped();i--)
{
Smooth[i] = (Price(i)+2*Price(i+1)+2*Price(i+2)+Price(i+3))/6.0;

if (i<rates_total-7)
{
Cycle[i] = (1.0-0.5*InpAlpha) * (1.0-0.5*InpAlpha) * (Smooth[i]-2.0*Smooth[i+1]+Smooth[i+2])
+2.0*(1.0-InpAlpha)*Cycle[i+1]-(1.0-InpAlpha)*(1.0-InpAlpha)*Cycle[i+2];

// Print("Smooth["+IntegerToString(i)+"]="+DoubleToString(Smooth[i])+" Cycle["+IntegerToString(i)+"]="+DoubleToString(Cycle[i]));
} else
{
Cycle[i]=(Price(i)-2.0*Price(i+1)+Price(i+2))/4.0;
}

Q1[i] = (0.0962*Cycle[i]+0.5769*Cycle[i+2]-0.5769*Cycle[i+4]-0.0962*Cycle[i+6])*(0.5+0.08*InstPeriod[i+1]);
I1[i] = Cycle[i+3];

if (Q1[i]!=0.0 && Q1[i+1]!=0.0)
DeltaPhase[i] = (I1[i]/Q1[i]-I1[i+1]/Q1[i+1])/(1.0+I1[i]*I1[i+1]/(Q1[i]*Q1[i+1]));
if (DeltaPhase[i] 0.9)
DeltaPhase[i] = 0.9;

MedianDelta = Median(DeltaPhase, i, 5);

if (MedianDelta == 0.0)
DC = 15.0;
else
DC = (6.28318/MedianDelta) + 0.5;

InstPeriod[i] = 0.33 * DC + 0.67 * InstPeriod[i+1];
CyclePeriod[i] = 0.15 * InstPeriod[i] + 0.85 * CyclePeriod[i+1];
Trigger[i] = CyclePeriod[i+1];
}
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+

double Median(double& arr[], int idx, int m_len)
{
double MedianArr[];
int copied;
double result = 0.0;

ArraySetAsSeries(MedianArr, true);
ArrayResize(MedianArr, m_len);

copied = ArrayCopy(MedianArr, arr, 0, idx, m_len);
if (copied == m_len)
{
ArraySort(MedianArr);
if (m_len %2 == 0)
result = (MedianArr[m_len/2] + MedianArr[(m_len/2)+1])/2.0;
else
result = MedianArr[m_len / 2];

}
else Print(__FILE__+__FUNCTION__+"median error - wrong number of elements copied.");
return result;
}

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