GeneralTradingSarl
105 lines
3.5 KiB
Plaintext
105 lines
3.5 KiB
Plaintext
//------------------------------------------------------------------------------------
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// EMDcotir.mq5
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// 2012, victorg
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// http://www.mql5.com
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//------------------------------------------------------------------------------------
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#property script_show_inputs
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#property copyright "2012, victorg"
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#property link "http://www.mql5.com"
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#property version "1.00"
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#property description "Empirical Mode Decomposition (EMD)"
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#include "CEMD_2.mqh"
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#include "ChartTools\CLinDrawMulti.mqh"
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input int Len=300; // DataLength. Len>5.
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input int AScale=1; // 1=AutoScale, 0=w/o AutoScale.
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input int ADraw=1; // 1=AutoDraw, 0=w/o AutoDraw.
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//------------------------------------------------------------------------------------
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// Script program start function
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//------------------------------------------------------------------------------------
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void OnStart()
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{
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int i,j,n,ret;
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double a,b,xx[],yy[],Sum[];
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//-------------------------- Preparation of the input sequence
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n=Len; // Data Length
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ArrayResize(xx,n);
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ArrayResize(yy,n);
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ArrayResize(Sum,n);
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CopyOpen(_Symbol,PERIOD_CURRENT,0,n,yy);
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for(i=0;i<n;i++)xx[i]=i;
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//-------------------------- EMD
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CEMD *emd=new CEMD();
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ret=emd.Decomp(yy);
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//-------------------------- Visualization
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CLinDrawMu *ld=new CLinDrawMu;
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ld.Legend("false");
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ld.SubTitle(_Symbol+", "+periodname(_Period)+", Data Length = "+(string)Len);
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a=DBL_MIN; b=DBL_MAX;
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for(j=0;j<emd.nIMF;j++)
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{
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emd.GetIMF(yy,j);
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for(i=0;i<n;i++)
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{
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if(yy[i]>a)a=yy[i];
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if(yy[i]<b)b=yy[i];
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}
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}
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if(AScale==1){ld.YMax=0; ld.YMin=0;} // Auto Scale
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else {ld.YMax=a+(a-b)*0.1; ld.YMin=b-(a-b)*0.1;}
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ld.YTitle("Data");
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emd.GetIMF(yy,0);
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ld.AddGraph(xx,yy,"line","",2);
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for(i=1;i<=emd.nIMF-1;i++)
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{
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ld.YTitle("IMF "+(string)i);
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emd.GetIMF(yy,i);
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ld.AddGraph(xx,yy,"line","",2,"180,110,50,1");
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}
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ld.YTitle("Residue");
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ld.SpBot=2;
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ld.XLab="true";
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emd.GetIMF(yy,emd.nIMF);
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ld.AddGraph(xx,yy,"line","",2,"130,150,180,1");
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if(ADraw==1)ld.LDraw(1); // With autodraw
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else ld.LDraw(0); // Without autodraw
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delete(ld);
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delete(emd);
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}
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//------------------------------------------------------------------------------------
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string periodname(ENUM_TIMEFRAMES per)
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{
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int m;
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switch(per)
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{
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case PERIOD_M1: return("M1");
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case PERIOD_M2: return("M2");
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case PERIOD_M3: return("M3");
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case PERIOD_M4: return("M4");
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case PERIOD_M5: return("M5");
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case PERIOD_M6: return("M6");
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case PERIOD_M10: return("M10");
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case PERIOD_M12: return("M12");
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case PERIOD_M15: return("M15");
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case PERIOD_M20: return("M20");
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case PERIOD_M30: return("M30");
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case PERIOD_H1: return("H1");
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case PERIOD_H2: return("H2");
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case PERIOD_H3: return("H3");
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case PERIOD_H4: return("H4");
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case PERIOD_H6: return("H6");
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case PERIOD_H8: return("H8");
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case PERIOD_H12: return("H12");
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case PERIOD_D1: return("D1");
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case PERIOD_W1: return("W1");
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case PERIOD_MN1: return("MN1");
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default:
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m=PeriodSeconds()/60;
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return("M"+(string)m);
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}
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}
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//------------------------------------------------------------------------------------ |