AntRobot/ea/TopoBeta.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                     TopoBeta.mq5 |
//|                                  Copyright 2021, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"

#include <Trade\Trade.mqh>
#include <Trade\HistoryOrderInfo.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Trade\PositionInfo.mqh>
#include <Trade\AccountInfo.mqh>
#include <MovingAverages.mqh>

#include "..\\utils\\Utils.mqh"
#include "..\\utils\\ChartUtils.mqh"
#include "..\\models\\PositionInfo.mqh"
#include "..\\models\\HistoryPositionInfo.mqh"
#include "..\\models\\RiskInfo.mqh"

CTrade trade;
Utils utils;
ChartUtils chartUtils;

//utils
#define TOPO_MAGIC 47829674
enum IntervalsToAmplitude {all = 0, id5 = 5, id10 = 10, id30 = 30, id50 = 50, id70 = 70, id100 = 100, id120 = 120, id150 = 150, id240 = 240, id500 = 500, id1440 = 1440}; // select Predefined intervals with good results
enum ModeEnv {dev = 0, test = 1, prod = 2};
//input
input group "--- Generals ---"
input ModeEnv modeEnv = 0; // env mode
input IntervalsToAmplitude temporalToAmplitude = 0; // temporals to analize the amplitude
input group "--- Risk ---"
input double MaxRiskByTradeInPercent = 1;    // Max Risk by trade in percentage
input double MaxDrawdownInPercent = 10;    // Max Risk by day in percentage
input int numberConsecutiveLossToStop = 40;    // number of the consecutive loss to stop
input int timeInMinuteToStopConsecutiveLoss = 5;    // time in minutes to stop after consecutive loss
input bool useDisableRisk = false; // disable drawdown and consecutive loss risk
input group "--- lotage, positions, takeprofit and stoploss ---"
input bool useMoveStoploss = true; // use movement of stoploss
input bool usePartialClose = false; // use partial close
input bool useMinLotInTradeIfNotEnough = true;   // use min lot in a trade if not enough to operate
input bool useFixedLotage = false;    // use fixed lotage(0.01)
input bool useFixedStopLoss = true; // use fixed stopLoss 0.5%
input bool useFixedTakeProfit = true; // use fixed takeProfit = amplitude
input double numberPeriodsToClosePosition = 20; // number of periods to close positions
input group "--- confirmations ---"
input double spreadUmbral = 10;
input bool useMacDConfirm = true; // use macd to confirm
input int SIGNAL=9; // macd signal for each period
input bool useRegressionConfirm = false; // use regression confirm
input double macdUmbral = 70; // macd umbral, (lastHistBar - penultimeHistBar) > macdUmbral
input group "--- TODO confirmations, please do not change them ---"
input int numberToDivPeriod = 0;
input int consecutiveCandleToConfirmInPercentUmbral = 4;
input group "--- to try period and amplitude umbrals in test mode ---"
input int periodSelected = 5; // period in bars to analize the amplitude (only in test mode)
input double amplitudeValues = 2; // umbral values to analize the amplitude (only in test mode))
//consts
const int positionsInfoLength = 1500;
const int tradeDeviation = 10;
//amplitude data
int periodInBars[];
double amplitudeUmbrals[];
//trade info
PositionInfo positionsInfo[];
HistoryPositionInfo historyPositionsInfo[];
int periodInBarsLength;
//init time
datetime initTime;
//risk info
RiskInfo riskInfo;
//indicators handles
int MACDhadlingBuffer[];
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit() {
   //--- initialize common information
   trade.SetExpertMagicNumber(TOPO_MAGIC); // magic
   trade.SetMarginMode();
   trade.SetTypeFillingBySymbol(Symbol());
   chartUtils.setChartTemplate();
   //initTime
   initTime = TimeCurrent();
   //init periodInBars and amplitudeUmbrals
   setTemporalsAmplitudes();
   periodInBarsLength = ArraySize(periodInBars);
   //init risk info
   double moneyAllowToLoss = NormalizeDouble(AccountInfoDouble(ACCOUNT_BALANCE)*(MaxDrawdownInPercent/100),_Digits);
   riskInfo = initRiskInfo(MaxRiskByTradeInPercent, MaxDrawdownInPercent, initTime,moneyAllowToLoss,numberConsecutiveLossToStop,timeInMinuteToStopConsecutiveLoss);
   //initial positionInfo with default values
   ArrayResize(positionsInfo,positionsInfoLength);
   ArrayResize(historyPositionsInfo,positionsInfoLength);
   ArrayResize(MACDhadlingBuffer,positionsInfoLength);
   for(int i = 0; i < positionsInfoLength; i++) {
      positionsInfo[i] = createEmptyPosition(initTime);
      historyPositionsInfo[i] = createEmptyHistoryPosition(initTime);
   }
   //restrictions
   if(!useDisableRisk && useFixedLotage) {
      Print("we need calculate better the riskInMoney when the lotage is a value fixed");
      return -10;
   }
   TesterHideIndicators(true);
   for(int i=0; i<periodInBarsLength && !IsStopped(); i++) {
      int bars = periodInBars[i];
      int MACDhadling=iMACD(NULL,0,1,bars,SIGNAL,PRICE_CLOSE);
      MACDhadlingBuffer[i] = MACDhadling;
      if(MACDhadling == INVALID_HANDLE) {
         Print("Macd error inicialization, Code = ",GetLastError());
         return -1;
      }
   }
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason) {
}
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick() {
   // check if close positions by expiration
   checkIfClosePositionByExpiration();
   //check if we can move stoploss
   if(useMoveStoploss) {
      tryMoveStopLoss();
   }
   //check if we can make partial close
   if(usePartialClose) {
      tryPartialClose();
   }
   if(!utils.checkIfNewBar())
      return;
   //try open positions
   int positionPendingToMakeTrade = openPositions();
   //there position opened
   if(positionPendingToMakeTrade == 0)
      return;
   // make trade in position opened
   for(int i=0; i<periodInBarsLength && !IsStopped(); i++) {
      int bars = periodInBars[i];
      bool canMakeTrade = canMakeTradeFromRiskInfo(riskInfo, periodInBars, positionsInfo, periodInBarsLength, initTime);
      if(useDisableRisk || (!useDisableRisk && canMakeTrade)) {
         MakeTrade(bars);
      } else {
         positionsInfo[bars] = createEmptyPosition(initTime);
      }
   }
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnTrade() {
   // update position info
   updatePositionInfo();
   //update risk info
   updateRiskInfo(riskInfo,TOPO_MAGIC);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void updatePositionInfo () {
   for(int i=0; i<periodInBarsLength && !IsStopped(); i++) {
      int index = periodInBars[i];
      PositionInfo currentPositionInfo = positionsInfo[index];
      bool active = PositionSelectByTicket(currentPositionInfo.ticket);
      if(!active) {
         MqlRates rates[];
         if(CopyRates(Symbol(),Period(),0, 1,rates)==-1) {
            Print("CopyRates error de copia, Code = ",GetLastError());
            return;
         }
         positionsInfo[index] = createEmptyPosition(initTime);
         historyPositionsInfo[index] = createHistoryPositionInfo(currentPositionInfo.position,rates[0].open,TimeCurrent(),currentPositionInfo.openPositionTime,currentPositionInfo.signal);
      }
   }
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void tryMoveStopLoss() {
   int total = PositionsTotal();
   for(int i=0; i<total && !IsStopped(); i++) {
      ulong ticket = PositionGetTicket(i);
      bool selected = PositionSelectByTicket(ticket);
      if(!selected)
         continue;
      if(PositionGetDouble(POSITION_PROFIT) < 0)
         continue;
      double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
      double currentPrice = PositionGetDouble(POSITION_PRICE_CURRENT);
      double tp = PositionGetDouble(POSITION_TP);
      double sl = PositionGetDouble(POSITION_SL);
      bool isLong = currentPrice > sl;
      double currentAmplitudeFromSl = utils.absDiffInPercent(sl,currentPrice);
      double displacement = sl * (1/100);
      if(currentAmplitudeFromSl < 0.5)
         continue;
      if(currentAmplitudeFromSl < 1.5)
         displacement = sl * (0.3/100);
      double newStopLossLevel = isLong ? (sl + displacement) : (sl - displacement);
      bool moved = trade.PositionModify(ticket,newStopLossLevel,tp);
      ulong code = trade.ResultRetcode();
      string msj = "";
      if(moved && code == TRADE_RETCODE_DONE) {
         msj = StringFormat("moved SL: ticket:(%d) ,openPrice:(%f) ,Sl:(%f) ,newSL:(%f)", ticket, openPrice, sl, newStopLossLevel);
      } else {
         msj = StringFormat("ERROR code(%d): in move SL with: ticket:(%d) ,openPrice:(%f) ,Sl:(%f) ,newSL:(%f)", code, ticket, openPrice, sl, newStopLossLevel);
      }
      Print(msj);
      Alert(msj);
      for(int j=0; j<periodInBarsLength && !IsStopped(); j++) {
         int bars = periodInBars[j];
         PositionInfo curr = positionsInfo[bars];
         if(curr.ticket == ticket) {
            curr.stopLossLevel = newStopLossLevel;
            positionsInfo[bars] = curr;
         }
      }
   }
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void tryPartialClose() {
   int total = PositionsTotal();
   for(int i=0; i<total && !IsStopped(); i++) {
      ulong ticket = PositionGetTicket(i);
      bool selected = PositionSelectByTicket(ticket);
      if(!selected)
         continue;
      if(PositionGetInteger(POSITION_TIME) != PositionGetInteger(POSITION_TIME_UPDATE))
         continue;
      double profit = PositionGetDouble(POSITION_PROFIT);
      if(PositionGetDouble(POSITION_PROFIT) < 0)
         continue;
      double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
      double currentPrice = PositionGetDouble(POSITION_PRICE_CURRENT);
      double tp = PositionGetDouble(POSITION_TP);
      double currentAmplitude = utils.absDiffInPercent(openPrice,currentPrice);
      double tpAmplitude = utils.absDiffInPercent(openPrice,tp);
      double amplitudeUmbral = tpAmplitude / 2;
      if(currentAmplitude < amplitudeUmbral)
         continue;
      double v = PositionGetDouble(POSITION_VOLUME);
      double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
      double maxLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
      double lotStep = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
      if(v > minLot) {
         double newVToClose = v / 4;
         newVToClose = NormalizeDouble(NormalizeDouble(newVToClose/lotStep,_Digits)*lotStep, 2);
         if(newVToClose < minLot)
            newVToClose = minLot;
         if(newVToClose > maxLot )
            newVToClose = maxLot;
         trade.PositionClosePartial(ticket,newVToClose,tradeDeviation);
      }
   }
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int openPositions() {
   ResetLastError();
   int cantPositionsOpen = 0;
   datetime timeCurrent = TimeCurrent();
   for(int i=0; i<periodInBarsLength && !IsStopped(); i++) {
      int bars = periodInBars[i];
      bool exitPosition = exitPositionByPeriodInBars(positionsInfo, bars);
      if(exitPosition)
         continue;
      int operation = 0;
      MqlRates rates[];
      int ratesPos = 0;
      if(CopyRates(Symbol(),Period(),ratesPos, bars + 2,rates)==-1) {
         Print("CopyRates error de copia, Code = ",GetLastError());
         return cantPositionsOpen;
      }
      if(ArraySize(rates) <= bars) {
         return cantPositionsOpen; // only pass when we analize all the historial
      }
      ArraySetAsSeries(rates, true);

      datetime timeCloseInPassed = rates[bars + 1].time;
      ulong timePassed = rates[1].time - timeCloseInPassed;
      if(modeEnv == 0 && modeEnv == 1) {
         ulong timeRequeredToPass = bars * 60;
         // check of there empty data in the history
         if(timePassed != timeRequeredToPass)
            continue;
      }
      double lastClose = rates[1].close; // last bar completed
      double closeInPassed = rates[bars + 1].close;
      double amplitude = utils.absDiffInPercent(closeInPassed, lastClose);
      if(amplitude <= amplitudeUmbrals[i])
         continue;
      if(closeInPassed < lastClose) {
         operation = -1;
      }
      if(closeInPassed > lastClose) {
         operation = 1;
      }
      //int stopK = bars < 20 ? 1 : bars - 20;
      //int index = 0;
      //for(int k = bars; k > stopK; k--) {
      //   lastClose = rates[1].close; // last bar completed
      //   closeInPassed = rates[k + 1].close;
      //   amplitude = utils.absDiffInPercent(closeInPassed, lastClose);
      //   if(amplitude <= amplitudeUmbrals[i])
      //      continue;
      //   index = k;
      //   if(closeInPassed < lastClose) {
      //      operation = -1;
      //      break;
      //   }
      //   if(closeInPassed > lastClose) {
      //      operation = 1;
      //      break;
      //   }
      //}
      // confirm segment
      // passed oportunity confirm ins small period
      if(useRegressionConfirm) {
         double umBuffer [6] = {0.8, 1, 3, 3, 3, 4};
         double backUmBuffer [6] = {1, 1, 4, 3, 3.5, 0};
         int barsByPeriod = 5;
         double m = (closeInPassed - lastClose) / (barsByPeriod + 1 - 1);
         double um = umBuffer[i];
         double backUm = backUmBuffer[i];
         int turnBackInBuy = 0;
         int turnBackInSell = 0;
         int passedUmInBuy = 0;
         int passedUmInSell = 0;
         int displacement = bars / barsByPeriod;
         int lengthFor = bars % 2 == 0 ? (int)(bars / 2) : (int)((bars + 1)/ 2);
         for(int j = 1; j <= lengthFor; j += displacement) {
            int closePos = j;
            int openPos = j + displacement - 1;
            int rest = displacement == 1 ? 1 : 0;
            double linePoint = lastClose + m * ((int)(j / displacement) - rest);
            double closeJ = rates[closePos].close;
            double openJ = rates[openPos].open;

            double dist = utils.absDiffInPercent(linePoint, closeJ);
            double backDist = utils.absDiffInPercent(openJ, closeJ);
            if(operation > 0 && openJ < closeJ && backDist > backUm) {
               turnBackInBuy += 1;
            }
            if(operation < 0 && openJ > closeJ && backDist > backUm) {
               turnBackInBuy += 1;
            }
            if(operation > 0 && linePoint > closeJ && dist > um) {
               chartUtils.drawLine(string((string)timeCurrent + (string)bars + (string)j + "trend"), rates[bars + 1].time, closeInPassed, rates[1].time, rates[1].close);
               chartUtils.drawLine(string((string)timeCurrent + (string)bars + (string)j + "linePoint"), rates[bars + 1].time, linePoint, rates[closePos].time, linePoint);
               passedUmInBuy += 1;
               if(turnBackInBuy > 0) {
                  break;
               }
            }
            if(operation < 0 && linePoint < closeJ && dist > um) {
               chartUtils.drawLine(string((string)timeCurrent + (string)bars + (string)j + "trend"), rates[bars + 1].time, closeInPassed, rates[1].time, rates[1].close);
               chartUtils.drawLine(string((string)timeCurrent + (string)bars + (string)j + "linePoint"), rates[bars + 1].time, linePoint, rates[closePos].time, linePoint);
               passedUmInSell += 1;
               if(turnBackInSell) {
                  break;
               }
            }
         }
         if(operation > 0 && passedUmInBuy > 0 && turnBackInBuy > 0) {
            operation = 0;
         }
         if(operation < 0 && passedUmInSell > 0 && turnBackInSell > 0) {
            operation = 0;
         }
      }
      // end passed oportunity confirm
      // spread confirm
      double ask = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits);
      double bid = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
      double spread=ask-bid;
      if(spread > spreadUmbral) {
         operation = 0;
      }
      // end spread confirm
      //macd confirm
      double MACDlineBuffer[];
      double signallineBuffer[];
      CopyBuffer(MACDhadlingBuffer[i],0,1,2,MACDlineBuffer);
      CopyBuffer(MACDhadlingBuffer[i],1,1,2,signallineBuffer);
      ArraySetAsSeries(MACDlineBuffer,true);
      ArraySetAsSeries(signallineBuffer,true);
      double lasthist = MathAbs(MACDlineBuffer[0]-signallineBuffer[0]);
      double penultimehist = MathAbs(MACDlineBuffer[1]-signallineBuffer[1]);
      double diff = utils.absDiffInPercent(lasthist,penultimehist);
      if(useMacDConfirm && penultimehist < lasthist && diff > macdUmbral)
         operation = 0;
      //end macd confirm
      // TODO this confirm code there are in testing, please use numberToDivPeriod in 0 for now
      if(bars >= numberToDivPeriod && consecutiveCandleToConfirmInPercentUmbral !=0 && numberToDivPeriod != 0) {
         int consecutiveCandleToConfirm = 0;
         int length = bars / numberToDivPeriod;
         int consecutiveUmbral = consecutiveCandleToConfirmInPercentUmbral * length / 100;
         for(int k = 0; k < length; k++) {
            int closePos = k*numberToDivPeriod + 1;
            int openPos = k*numberToDivPeriod + numberToDivPeriod;
            double close = rates[closePos].close;
            double open = rates[openPos].open;
            if(close > open) {
               consecutiveCandleToConfirm += 1;
            } else {
               consecutiveCandleToConfirm-=1;
            }
         }
         if(MathAbs(consecutiveCandleToConfirm) >= consecutiveUmbral)
            operation = 0;
      }
      //end confirm segment
      if (operation != 0) {
         double takeProfit = amplitude / 2;
         double stopLoss = amplitude / 4;
         double lotage = 0.01;
         double riskInMoney = 0;
         double position = 0;
         double takeProfitLevel = 0;
         double stopLossLevel = 0;
         if(useFixedTakeProfit) {
            takeProfit = amplitude;
         }
         if(useFixedStopLoss) {
            stopLoss = 0.5;
         }
         bool isLong = utils.isLong(operation);

         if(isLong) {
            position=ask;
            takeProfitLevel = NormalizeDouble(position * ((100 + takeProfit)/100), _Digits) + spread;
            stopLossLevel = NormalizeDouble(position * ((100 - stopLoss)/100), _Digits) - spread;
         } else {
            position=bid;
            takeProfitLevel = NormalizeDouble(position * ((100 - takeProfit)/100), _Digits) - spread;
            stopLossLevel = NormalizeDouble(position * ((100 + stopLoss)/100), _Digits) + spread;
         }
         if(!useFixedLotage) {
            lotage = utils.betterLotage(MaxRiskByTradeInPercent, stopLossLevel,isLong, useMinLotInTradeIfNotEnough,true);
            // TODO we need calculate better the riskInMoney when the lotage is a value fixed
            riskInMoney = NormalizeDouble(AccountInfoDouble(ACCOUNT_MARGIN_FREE)*(MaxRiskByTradeInPercent/100),_Digits);
         }
         PositionInfo tmp = createPositionInfo(-1,position,amplitude,lotage,riskInMoney,bars,timeCurrent,operation,takeProfit,takeProfitLevel,stopLoss,stopLossLevel);
         positionsInfo[bars] = tmp;
         cantPositionsOpen +=1;
         chartUtils.drawLine(string(timeCurrent + bars), rates[bars + 1].time, closeInPassed, rates[1].time, rates[1].close);
      }
   }
   return cantPositionsOpen;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void MakeTrade(int bars) {
   ResetLastError();
   //if position don't was open
   bool exitPosition = exitPositionByPeriodInBars(positionsInfo, bars);
   if(!exitPosition)
      return;
   // if position was trade
   bool madeTrade = madeTradeInPosition(positionsInfo, bars);
   if(madeTrade)
      return;
   PositionInfo currentPositionInfo = positionsInfo[bars];
   bool isLong = utils.isLong(currentPositionInfo.signal);
   double position = currentPositionInfo.position;
   double takeProfit = currentPositionInfo.takeProfit;
   double takeProfitLevel = currentPositionInfo.takeProfitLevel;
   double stopLoss = currentPositionInfo.stopLoss;
   double lotage = currentPositionInfo.lotage;
   double stopLossLevel = currentPositionInfo.stopLossLevel;
   string comment = "sl: " + (string)NormalizeDouble(stopLoss, 2) + " tp: " + (string)NormalizeDouble(takeProfit, 2);
   bool orderCompleted = false;
   if(isLong) {
      orderCompleted = trade.Buy(lotage,_Symbol,position,stopLossLevel,takeProfitLevel,comment);
   } else {
      orderCompleted = trade.Sell(lotage,_Symbol,position,stopLossLevel,takeProfitLevel,comment);
   }
   ulong code = trade.ResultRetcode();
   string order = isLong ? "buy" : "sell";
   long ticket = (long)trade.ResultOrder();
   string msj = "";
   if( orderCompleted && code == TRADE_RETCODE_DONE) {
      msj = StringFormat("(%s): ticket:(%d) ,position:(%f) ,stopLossLevel:(%f) ,takeProfitLevel:(%f), comment: (%s)", order, ticket, position, stopLossLevel, takeProfitLevel, comment);
   } else {
      msj = StringFormat("ERROR code(%d): in (%s) with: ticket:(%d) ,position:(%f) ,stopLossLevel:(%f) ,takeProfitLevel:(%f), comment: (%s)", code, order, ticket, position, stopLossLevel, takeProfitLevel, comment);
   }
   Print(msj);
   Alert(msj);
   currentPositionInfo.ticket = ticket;
   currentPositionInfo.openPositionTime = TimeCurrent();
   datetime curr = TimeCurrent();
   positionsInfo[bars] = currentPositionInfo;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void checkIfClosePositionByExpiration() {
   for( int i=0; i < periodInBarsLength; i++) {
      int bars = periodInBars[i];
      bool exitPosition = exitPositionByPeriodInBars(positionsInfo, bars);
      if(!exitPosition) {
         continue;
      }
      PositionInfo currentPositionInfo = positionsInfo[bars];
      ulong timePassedInSec = TimeCurrent() - currentPositionInfo.openPositionTime;
      ulong timeToClose = (int)numberPeriodsToClosePosition * bars * 60;
      if(timePassedInSec >= timeToClose) {
         trade.PositionClose(currentPositionInfo.ticket,tradeDeviation);
         positionsInfo[bars] = createEmptyPosition(initTime);
      }
   }
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void setTemporalsAmplitudes() {
   // if mode test
   if(modeEnv == 1) {
      double periodInBarsTmp [1]= {5};
      periodInBarsTmp[0] = periodSelected;
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {0.5};
      amplitudeUmbralsTmp[0] = amplitudeValues;
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      return;
   }
   switch (temporalToAmplitude) {
   case 0: {
      double periodInBarsTmp [12]= {2, 4, 6, 10, 13, 15, 17, 19, 25, 27, 30, 40};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[12] = {2, 2, 2.5, 3, 4, 4.5, 4.5, 4.5, 5, 5.5, 5.5, 6.5};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   case 5: {
      double periodInBarsTmp [1]= {5};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {2};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   case 10: {
      double periodInBarsTmp [1]= {10};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {2.5};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   case 30: {
      double periodInBarsTmp [1]= {30};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {3};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   case 50: {
      double periodInBarsTmp [1]= {50};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {2.5};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   case 70: {
      double periodInBarsTmp [1]= {70};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {3};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   case 100: {
      double periodInBarsTmp [1]= {100};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {7.5};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   case 120: {
      double periodInBarsTmp [1]= {120};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {4.5};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   case 150: {
      double periodInBarsTmp [1]= {150};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {5.5};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   case 240: {
      double periodInBarsTmp [1]= {240};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {8.5};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   case 500: {
      double periodInBarsTmp [1]= {500};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {11};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   case 1440: {
      double periodInBarsTmp [1]= {1440};
      ArrayCopy(periodInBars, periodInBarsTmp, 0, 0, WHOLE_ARRAY);
      double amplitudeUmbralsTmp[1] = {17};
      ArrayCopy(amplitudeUmbrals, amplitudeUmbralsTmp, 0, 0, WHOLE_ARRAY);
      break;
   }
   }
}
//+------------------------------------------------------------------+

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