LibreOCL/Lesson01/Part02/Prog01_02B/Prog01_02B.mq5

<EFBFBD><EFBFBD>//============================================================================================= MQL5 ===
//    LibreFEI v1.006 (MQL5)
//    ;02=K9 <>4C;L >1@01>B:8 A>1KB89
//    Librecoin(c)2014-2017
//============================================================================================= MQL5 ===
//    REVIEWS
//------------------------------------------------------------------------------------------------------
//    Fourier Extrapolator Adaptive - M:AB@0?>;OB>@ DC@L5 B2>@G5A:0O ?5@5@01>B:0.
//============================================================================================= MQL5 ===
//    IDEAS
//------------------------------------------------------------------------------------------------------
// 12.12.2017 45O:  @0AG5B=CN G0ABL 2K?>;=8BL A 8A?>;L7>20=85< OpenCL
//============================================================================================= MQL5 ===
//    PROPERTY
//------------------------------------------------------------------------------------------------------
#property   strict
#define     ver            "1.006"
#property   copyright      "Librecoin(c)2014-2017, gpwr(c)2008-2010"
#property   link           "https://www.mql5.com/ru/users/kirillovyv"
#property   description    "**************************************************"
#property   description    "  Indicator LibreFEI v"+ver+" Lite (MQL5)" 
#property   description    "  Extrapolator by trigonometric (multitone) model" 
#property   description    "  From Russia with Love!  :-)"
#property   description    "  https://www.mql5.com/ru/users/kirillovyv"
#property   description    "  Based from: gpwr(c)2008-2010, neoclassic(c)2009"
#property   description    "**************************************************"
#property   version        ver
const       string         vers  =  "LibreFEI v"+ver;    //Version
//----- indicator property
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_plots   2
#resource "Kernels/Prog01_02B.cl" as string CL_Source//>4 :5@=5;-?@>3@0<< <>6=> ?>4:;NG0BL :0: @5AC@A
//
//============================================================================================= MQL5 ===
//    INTERFACE
//------------------------------------------------------------------------------------------------------
input int      Npast          =  650;           //Past bars, to which trigonometric series is fitted
input int      Nfut           =  20;            //Predicted future bars
input int      Nharm          =  9;             //Min Narmonics in model
input double   FreqTOL        =  0.0000001;     //Tolerance of frequency calculations
input int      StartBar       =  15;            //! :0:>3> 10@0 =0G8=05<
input int      MSTimerSet     =  500;           //#AB0=>2:0 B09<5@0 xxx <8;;8A5:C=4
input int      nTickDelay     =  5;             //=B5@20; ?@>?CA:0 B8:>2 4;O B5AB8@>20=8O
input ulong    IterLimit      =  60;            //Iteration limit 4;O Freq
input bool     CommentOn      =  false;         //K2>4 :><<5=B0@852 =0 M:@0=
input bool     PrintOn        =  false;         //5G0BL :><<5=B0@852 2 6C@=0;
input bool     OCLSelector    =  true;          //A?>;L7>20BL OpenCL
//============================================================================================= MQL5 === OCLSelector
//    Global variable definition
//------------------------------------------------------------------------------------------------------
bool     TimeInterrupt;
int      nTickSumm;
//----- indicator buffers
double   pv[];                                  //0 B>1@0605<K9 1CD5@ 8AB>@88 PAST
double   fv[];                                  //1 B>1@0605<K9 1CD5@ ?@>3=>70 FUTURE
double   pc[];                                  //2  0AG5B=K9 1CD5@ 8AB>@88 PAST
double   fc[];                                  //3  0AG5B=K9 1CD5@ ?@>3=>70 FUTURE
//----- CD5@ @0AG5B=>3> ?0@0<5B@0
double   xc[];                                  //CD5@ @0AG5B=>3> ?0@0<5B@0 (Close())
//----- :;NG0B5;L >B;04>G=>9 ?5G0B8
bool  PrintDebugSelector=true;
//----- %5=4;K 4;O >1J5:B>2 OpenCL
int h_CL_Context=INVALID_HANDLE;                //%5=4; :>=B5:AB0
int h_CL_Program=INVALID_HANDLE;                //%5=4; ?@>3@0<<K
int h_CL_Kernel=INVALID_HANDLE;                 //%5=4; :5@=5;0
int h_CL_Buffers[];                             //%5=4;K 1CD5@>2
//
//============================================================================================= MQL5 ===
// OnInit() -  Custom indicator initialization function
//------------------------------------------------------------------------------------------------------
int OnInit()
{
//----- initialize global variables
   TimeInterrupt=true;
   nTickSumm=0;
//----- indicator parametrs
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
   IndicatorSetString(INDICATOR_SHORTNAME,"LibreFEI");
//----- indicator buffers mapping
   //@>H;>5 - 1CD5@ >B>1@065=8O PAST
   ArraySetAsSeries(pv,true);
   ArrayInitialize(pv,EMPTY_VALUE);
   SetIndexBuffer(0,pv,INDICATOR_DATA);
   PlotIndexSetString(0,PLOT_LABEL,"Past"); 
   PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_LINE); 
   PlotIndexSetInteger(0,PLOT_LINE_STYLE,STYLE_SOLID);
   PlotIndexSetInteger(0,PLOT_LINE_WIDTH,2);
   PlotIndexSetInteger(0,PLOT_LINE_COLOR,clrBlue);
   //C4CI55 - 1CD5@ >B>1@065=8O FUTURE
   ArraySetAsSeries(fv,true);
   ArrayInitialize(fv,EMPTY_VALUE);
   SetIndexBuffer(1,fv,INDICATOR_DATA);
   PlotIndexSetString(1,PLOT_LABEL,"Future");    
   PlotIndexSetInteger(1,PLOT_DRAW_TYPE,DRAW_LINE); 
   PlotIndexSetInteger(1,PLOT_LINE_STYLE,STYLE_SOLID);
   PlotIndexSetInteger(1,PLOT_LINE_WIDTH,2);
   PlotIndexSetInteger(1,PLOT_LINE_COLOR,clrRed);
   PlotIndexSetInteger(1,PLOT_SHIFT,Nfut);                                                //future data vector i=0..Nfut; Nfut corresponds to bar=StartBar
   //@>H;>5 - 1CD5@ @0AG5B0 PAST - @07>1@0BLAO A AsSeries(), A45;0BL false
   ArraySetAsSeries(pc,false);
   ArrayInitialize(pc,EMPTY_VALUE);
   SetIndexBuffer(2,pc,INDICATOR_CALCULATIONS);
   //C4CI55 - 1CD5@ @0AG5B0 FUTURE
   ArraySetAsSeries(fc,true);//false
   ArrayInitialize(fc,EMPTY_VALUE);
   SetIndexBuffer(3,fc,INDICATOR_CALCULATIONS);
   //CD5@ @0AG5B=>3> ?0@0<5B@0
   ArraySetAsSeries(xc,false);//A5340!
   ArrayResize(xc,Npast+1);
//----- 0AB@>9:8 B09<5@0 8 3;>10;L=KE AG5BG8:>2
   {if(!MQLInfoInteger(MQL_TESTER))//5 B5AB8@>20=85
   { 
      int err=-1;
      int count=50;
      {while((err!=0)&&(count>0))
      {
         ResetLastError();
         EventSetMillisecondTimer(MSTimerSet);                                            //#AB0=>2:0 B09<5@0 XXX <8;;8A5:C=4
         err=GetLastError();
         {if(err!=0)
         {
            Sleep(50);
         }}//if(err!=0)
         count--;
      }}//while((err!=0)&&(count>0))
   }}//if(!MQLInfoInteger(MQL_TESTER))
//----- >43>B>28B5;L=K5 >?5@0F88 OpenCL
   {if(OCLSelector)
   {   
      //----- :;NG0B5;L >B;04>G=>9 ?5G0B8
      PrintDebugSelector=true;
      //----- %5=4;K 4;O >1J5:B>2 OpenCL
      h_CL_Context=INVALID_HANDLE;       //%5=4; :>=B5:AB0
      h_CL_Program=INVALID_HANDLE;       //%5=4; ?@>3@0<<K
      h_CL_Kernel=INVALID_HANDLE;        //%5=4; :5@=5;0
      //----- ?@545;5=85 G8A;0 1CD5@>2 ?>4 ?5@5<5==K5
      ArrayResize(h_CL_Buffers,5);//x,ipc,im,ic,is
      ArrayFill(h_CL_Buffers,0,ArraySize(h_CL_Buffers),INVALID_HANDLE);
      //----- !>740=85 :>=B5:AB0 (A@54K) 4;O ?@>3@0<<K OpenCL (2K1>@ 45209A0)
      ResetLastError();
      {if((h_CL_Context=CLContextCreate(CL_USE_ANY))==INVALID_HANDLE)                     //CL_USE_ANY - 8A?>;L7>20BL ;N1>5 4>ABC?=>5 CAB@>9AB2> A ?>445@6:>9 OpenCL
      {
         Print("OpenCL not found, error:",GetLastError());
         ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
         return(INIT_FAILED);
      }else{
         Print("OpenCL found, %5=4; =0 :>=B5:AB OpenCL:",h_CL_Context," Error:",GetLastError());
      }}//if((h_CL_Context=CLContextCreate(CL_USE_ANY))==INVALID_HANDLE)
      //----- !>740=85 2 :>=B5:AB5 ?@>3@0<<K =0 >A=>25 :>40 2 AB@>:5 CL_Source
      string BuildLog="";                                                                 //>3 :><?8;OF88
      ResetLastError();
      {if((h_CL_Program=CLProgramCreate(h_CL_Context,CL_Source,BuildLog))==INVALID_HANDLE)// B@5BL5< ?0@0<5B@5 - ;>3 :><?8;OF88
      {
         Print("OpenCL program create failed, error:",GetLastError()," BuildLog=",BuildLog);
         ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers,BuildLog,PrintDebugSelector);
         return(INIT_FAILED);
      }else{
         Print("OpenCL program create, %5=4; ?@>3@0<<K OpenCL:",h_CL_Program," Error:",GetLastError());
      }}//if((h_CL_Program=CLProgramCreate(h_CL_Context,CL_Source,BuildLog))==INVALID_HANDLE)
      //----- !>740=85 :5@=5;0 4;O @0AG5B0 7=0G5=89 DC=:F88 >B 42CE ?5@5<5==KE
      string CL_Kernel_Name="TrigFit_OCL";                                                //040=85 8<5=8 :5@=5;0 - 7040BL 2@CG=CN
      ResetLastError();
      {if((h_CL_Kernel=CLKernelCreate(h_CL_Program,CL_Kernel_Name))==INVALID_HANDLE)      //<O DC=:F88 4>;6=> A>>B25BAB2>20BL 8<5=8 2 ?@>3@0<<=>9 AB@>:5 CL_Source
      {
         Print("OpenCL kernel create failed, error:",GetLastError());
         ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
         return(INIT_FAILED);
      }else{
         Print("OpenCL kernel create, %5=4; :5@=5;0 OpenCL:",h_CL_Kernel," Error:",GetLastError());
      }}//if((h_CL_Kernel=CLKernelCreate(h_CL_Program,"Exch"))==INVALID_HANDLE)
      //----- !>740=85 1CD5@>2
      //----- !>740=85 1CD5@0[0] OpenCL 4;O 7=0G5=89 x[]
      ResetLastError();
      {if((h_CL_Buffers[0]=CLBufferCreate(h_CL_Context,Npast*sizeof(double),CL_MEM_READ_WRITE))==INVALID_HANDLE)//__global double *x,
      {
         Print("OpenCL buffer create failed, error:",GetLastError());
         ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
         return(INIT_FAILED);
      }else{
         Print("OpenCL buffer create, %5=4; 1CD5@0 OpenCL:",h_CL_Buffers[0]," Error:",GetLastError());
      }}//if((h_CL_Buffer=CLBufferCreate(h_CL_Context,ArraySize(x)*sizeof(double),CL_MEM_READ_WRITE))==INVALID_HANDLE)
      //----- !>740=85 1CD5@0[1] OpenCL 4;O 7=0G5=89 ipc[] - ?5@545;0BL, B>;L:> ?@8 87<5=5=88 @07<5@=>AB8 <0AA820
      ResetLastError();
      {if((h_CL_Buffers[1]=CLBufferCreate(h_CL_Context,Npast*sizeof(double),CL_MEM_READ_WRITE))==INVALID_HANDLE)//__global double *ipc,
      {
         Print("OpenCL buffer create failed, error:",GetLastError());
         ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
         return(INIT_FAILED);
      }else{
         Print("OpenCL buffer create, %5=4; 1CD5@0 OpenCL:",h_CL_Buffers[1]," Error:",GetLastError());
      }}//if((h_CL_Buffer=CLBufferCreate(h_CL_Context,ArraySize(x)*sizeof(double),CL_MEM_READ_WRITE))==INVALID_HANDLE)
      //----- !>740=85 1CD5@0[2] OpenCL 4;O 7=0G5=89 im[]
      ResetLastError();
      {if((h_CL_Buffers[2]=CLBufferCreate(h_CL_Context,sizeof(double),CL_MEM_READ_WRITE))==INVALID_HANDLE)//__global double *m,
      {
         Print("OpenCL buffer create failed, error:",GetLastError());
         ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
         return(INIT_FAILED);
      }else{
         Print("OpenCL buffer create, %5=4; 1CD5@0 OpenCL:",h_CL_Buffers[2]," Error:",GetLastError());
      }}//if((h_CL_Buffer=CLBufferCreate(h_CL_Context,ArraySize(x)*sizeof(double),CL_MEM_READ_WRITE))==INVALID_HANDLE)
      //----- !>740=85 1CD5@0[3] OpenCL 4;O 7=0G5=89 ic[]
      ResetLastError();
      {if((h_CL_Buffers[3]=CLBufferCreate(h_CL_Context,sizeof(double),CL_MEM_READ_WRITE))==INVALID_HANDLE)//__global double *c,
      {
         Print("OpenCL buffer create failed, error:",GetLastError());
         ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
         return(INIT_FAILED);
      }else{
         Print("OpenCL buffer create, %5=4; 1CD5@0 OpenCL:",h_CL_Buffers[3]," Error:",GetLastError());
      }}//if((h_CL_Buffer=CLBufferCreate(h_CL_Context,ArraySize(x)*sizeof(double),CL_MEM_READ_WRITE))==INVALID_HANDLE)
      //----- !>740=85 1CD5@0[4] OpenCL 4;O 7=0G5=89 is[]
      ResetLastError();
      {if((h_CL_Buffers[4]=CLBufferCreate(h_CL_Context,sizeof(double),CL_MEM_READ_WRITE))==INVALID_HANDLE)//__global double *s,
      {
         Print("OpenCL buffer create failed, error:",GetLastError());
         ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
         return(INIT_FAILED);
      }else{
         Print("OpenCL buffer create, %5=4; 1CD5@0 OpenCL:",h_CL_Buffers[4]," Error:",GetLastError());
      }}//if((h_CL_Buffer=CLBufferCreate(h_CL_Context,ArraySize(x)*sizeof(double),CL_MEM_READ_WRITE))==INVALID_HANDLE)
   }else{
   
   }}//if(OCLSelector)
//----- KE>4 BCB   
   return(INIT_SUCCEEDED);
}//OnInit()
//
//============================================================================================= MQL5 ===
// OnDeinit()  -  Custom indicator iteration function                              |
//------------------------------------------------------------------------------------------------------
void OnDeinit(const int reason){
   Comment("");
   return;
}//OnDeinit()
//
//============================================================================================= MQL5 ===
//    OnTimer()
//------------------------------------------------------------------------------------------------------
void OnTimer(){
   TimeInterrupt=true;
   nTickSumm=0;
}//OnTimer()
//
//============================================================================================= MQL5 ===
//    OnCalculate()  -     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[])
{
//----- Check for insufficient data
   {if(rates_total<Npast+StartBar+1)
   {
      {if(PrintOn)
      {
         Print("Error: not enough bars in history!"
               +" Total="+IntegerToString(rates_total)
               +" needed="+IntegerToString(Npast+StartBar+1));
      }}//if(PrintOn)
      return(0);
   }}//if(rates_total<Npast)
//----- @>25@:0 =5>1E>48<>AB8 ?5@5AG5B0 ?> B8:0<
   {if(MQLInfoInteger(MQL_TESTER))
   {
      nTickSumm++;
      {if(MathMod(nTickSumm,nTickDelay)<1.0)
      {
         nTickSumm=0;
         TimeInterrupt=true;
      }}//if(MathMod(nTickSumm,7)<1.0)
   }}//if(MQLInfoInteger(MQL_TESTER))
//----- @>25@:0 =5>1E>48<>AB8 ?5@5AG5B0 ?> B09<5@C
   {if(rates_total<=prev_calculated)//@07<5@ 2E>4=KE B09<A5@89 <5=LH5 8;8 @025=, G5< @0=55 >1@01>B0=> (>1KG=> @07<5@ 2E>4=KE =0 ?@54H5AB2CNI5< B8:5)
   {//7<5=5=89 =5B - ?@>25@O5< B09<5@
      {if(!TimeInterrupt)//5A;8 =5B ?@5@K20=8O >B msec B09<5@0
      {
         return(rates_total);                                  //!20;8205<, 81> =5B 87<5=5=89 8 ?@5@K20=8O B09<5@0
      }else{//5ABL ?@5@K20=85 B09<5@0 - A1@0AK205< 8 2K?>;=O5< @0AG5B
         TimeInterrupt=false;
      }}//if(!TimeInterrupt)
   }}//if(rates_total<=prev_calculated)
//----- ?@545;5=85 A5@89=>AB8 <0AA82>2 40==KE
   ArraySetAsSeries(open,true);
   ArraySetAsSeries(close,true);
   ArraySetAsSeries(high,true);
   ArraySetAsSeries(low,true);
   ArraySetAsSeries(spread,true);
//----- 0?>;=5=85 8AE>4=>3> <0AA820 4;O @0AG5B0 ?@>3=>70
   {for(int i=0;i<Npast;i++)
   {
      xc[i]=close[i];
   }}//for(int i=0;i<Npast;i++)
//-----  0AG5B 8=48:0B>@=KE 1CD5@>2 
   Calc_Fourier(xc,pc,fc,Npast,Nharm);
//-----  0AG5B 8 2K2>4 8=48:0B>@=KE 1CD5@>2 8 A?@02>G=>9 8=D>@<0F88
   {if(CommentOn)
   {
      Comment( "LibreFEI"+" "+
               string(TimeCurrent())+" "+
               "ST="+IntegerToString(StartBar)+" "+
               "NF="+IntegerToString(Nfut)+" "+
               "NP="+IntegerToString(Npast)+" "+
               "NH="+IntegerToString(Nharm)+" "
             );
   }}//if(CommentOn)
   {if(PrintOn)
   {
      Print(   string(TimeCurrent())+" "+
               "NP="+IntegerToString(Npast)+" "+
               "NH="+IntegerToString(Nharm)+" "
            );
   }}//if(PrintOn)
//----- 0A8< 8=48:0F8N
   PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_NONE);   //pv  Past     View
   PlotIndexSetInteger(1,PLOT_DRAW_TYPE,DRAW_NONE);   //fv  Future   View
   PlotIndexSetInteger(2,PLOT_DRAW_TYPE,DRAW_NONE);   //pc  Past     Calculate
   PlotIndexSetInteger(3,PLOT_DRAW_TYPE,DRAW_NONE);   //fc  Future   Calculate
   ArrayInitialize(pv,EMPTY_VALUE);
   ArrayInitialize(fv,EMPTY_VALUE);
//----- 5@5:;04:0 <0AA82>2 4;O >B>1@065=8O
   //ArrayCopy(pv,pc,0,0,Npast+StartBar+1); - A;8 >48= <0AA82 AsSeries, 0 2B>@>9 =5B, B> @072>@0G8205B
   {for(int i=0;i<=Npast+StartBar;i++) 
   {
      pv[i]=pc[i];
   }}//for(int i=0;i<=Npast+StartBar;i++) 
   {for(int i=0;i<=Nfut;i++) 
   {
      fv[Nfut-i]=fc[i];
   }}//for(int i=0;i<=Nfut;i++)
//----- :;NG05< 8=48:0F8N
   PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_LINE);   //pv
   PlotIndexSetInteger(1,PLOT_DRAW_TYPE,DRAW_LINE);   //fv
   PlotIndexSetInteger(2,PLOT_DRAW_TYPE,DRAW_LINE);   //pc
   PlotIndexSetInteger(3,PLOT_DRAW_TYPE,DRAW_LINE);   //fs
   ChartRedraw(ChartID());
//-----
   return(rates_total);
}//OnCalculate()
//  
//============================================================================================= MQL5 ===
//    Calc_Fourier()    -     Calc_Fourier
//------------------------------------------------------------------------------------------------------
void Calc_Fourier(double &x[],double &p[],double &f[],int iNpast,int iNharm){
//-----
      //----- initialize indicator buffers to EMPTY_VALUE
      ArrayInitialize(p,EMPTY_VALUE);
      ArrayInitialize(f,EMPTY_VALUE);
      //----- Find average of past values
      double av=0.0;
      //0?>;=5=85 8AE>4=>3> <0AA820 4;O @0AG5B0 8 =0:>?;5=85 AC<<K 4;O 2KG8A;5=8O A@54=53> 
      {for(int i=0;i<iNpast;i++)
      {
         av=av+x[i];
      }}//for(int i=0;i<Npast;i++)
      // 0AG5B A@54=53>
      av=av/iNpast;
      //----- initialize model outputs
      {for(int i=0;i<iNpast;i++)
      {
         p[i]=av;                           //@>H;>5 70?>;=O5< A@54=8< 7=0G5=85< >B [0] =0 <0:A8<0;L=CN 3;C18=C
      }}//for(int i=0;i<iNpast;i++)
      {for(int i=0;i<=Nfut;i++)
      {
         f[i]=av;                           //C4CI55 70?>;=O5< A@54=8< 7=0G5=85< >B [0] =0 3;C18=C Nfut
      }}//for(int i=0;i<iNpast;i++)
      //----- fit trigonometric model and calculate predictions
      double w,m,c,s;
      {for(int harm=1;harm<=iNharm;harm++)//Nharmm - @07 ?@>3>=O5<AO 2 F8:;5
      {
         Freq(x,p,iNpast,w,m,c,s);
         double mcc=0.0;
         double ss=0.0;
         {for(int i=0;i<iNpast;i++) 
         {
            mcc=m+c*MathCos(w*i);
            ss=s*MathSin(w*i);
            p[i]+=mcc+ss;
            {if(i<=Nfut)
            {
               f[i]+=mcc-ss;
            }}//if(i<=Nfut)
         }}//for(int i=0;i<iNpast;i++)  
      }}//for(int harm=1;harm<=Nharmm;harm++)
      return;
}//Calc_Fourier()
//  
//============================================================================================= MQL5 ===
//    Freq()   -     Quinn and Fernandes algorithm for finding frequency
//------------------------------------------------------------------------------------------------------
void Freq(double& x[],double& ipc[],int n,double& w,double& m,double& c,double& s)
{
   double z[];
   ArrayResize(z,n);
   double alpha=0.0;
   double beta=2.0;
   z[0]=x[0]-ipc[0];
   ulong IterCount=0;
   {while((MathAbs(alpha-beta)>FreqTOL)&&(IterCount<IterLimit))
   {
      alpha=beta;
      z[1]=x[1]-ipc[1]+alpha*z[0];
      double num=z[0]*z[1];
      double den=z[0]*z[0];
      {for(int i=2;i<n;i++)
      {
         z[i]=x[i]-ipc[i]+alpha*z[i-1]-z[i-2];
         num+=z[i-1]*(z[i]+z[i-2]);
         den+=z[i-1]*z[i-1];
      }}//for(int i=2;i<n;i++)
      beta=num/den;
      IterCount++;
   }}//while(MathAbs(alpha-beta)>FreqTOL)
   w=MathArccos(beta/2.0);
   ////----- !@02=5=85 @0AG5B>2
   //double m1,c1,s1;
   //m1=m;c1=c;s1=s;
   //TrigFitOCL(x,ipc,n,w,m,c,s);
   //Print("1. m=",DoubleToString(m,8)," c=",DoubleToString(c,8)," s=",DoubleToString(s,8));
   //m=m1;c=c1;s=s1;
   //TrigFit(x,ipc,n,w,m,c,s);
   //Print("2. m=",DoubleToString(m,8)," c=",DoubleToString(c,8)," s=",DoubleToString(s,8));
   {if(OCLSelector)
   {   
      TrigFitOCL(x,ipc,n,w,m,c,s);
   }else{
      TrigFit(x,ipc,n,w,m,c,s);
   }}//if(OCLSelector)
}//Freq()
//
//============================================================================================= MQL5 ===
//    TrigFitOCL()   -     Least-squares fitting of trigonometric series
//------------------------------------------------------------------------------------------------------
void TrigFitOCL(double& x[],double& ipc[],int n,double w,double& m,double& c,double& s)
{
//----- "@0=78B=K5 ?5@5<5==K5
double   im[1];//2 4;O m
double   ic[1];//3 4;O c
double   is[1];//4 4;O s
   im[0]=m;
   ic[0]=c;
   is[0]=s;
//----- #AB0=02;8205< 2 :0G5AB25 0-3> ?0@0<5B@0 DC=:F88 OpenCL (:5@=5;0) 1CD5@ ?> E5=4;C h_CL_Buffers[0]
   ResetLastError();
   {if(!CLSetKernelArgMem(h_CL_Kernel,0,h_CL_Buffers[0]))
   {
      Print("OpenCL set buffer failed, error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL set buffer, Error:",GetLastError());
   }}//if(CLSetKernelArgMem(h_CL_Kernel,0,h_CL_Buffer))
//----- #AB0=02;8205< 2 :0G5AB25 1-3> ?0@0<5B@0 DC=:F88 OpenCL (:5@=5;0) 1CD5@ ?> E5=4;C h_CL_Buffers[1]
   ResetLastError();
   {if(!CLSetKernelArgMem(h_CL_Kernel,1,h_CL_Buffers[1]))
   {
      Print("OpenCL set buffer failed, error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL set buffer, Error:",GetLastError());
   }}//if(CLSetKernelArgMem(h_CL_Kernel,0,h_CL_Buffer_ipc))
//----- #AB0=02;8205< 2 :0G5AB25 2-3> ?0@0<5B@0 DC=:F88 OpenCL (:5@=5;0) 7=0G5=85 ?5@5<5==>9 n
   ResetLastError();
   {if(!CLSetKernelArg(h_CL_Kernel,2,n))
   {
      Print("OpenCL set buffer failed, error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL set buffer, Error:",GetLastError());
   }}//if(CLSetKernelArgMem(h_CL_Kernel,0,h_CL_Buffer_ipc))
//----- #AB0=02;8205< 2 :0G5AB25 3-3> ?0@0<5B@0 DC=:F88 OpenCL (:5@=5;0) 7=0G5=85 ?5@5<5==>9 w
   ResetLastError();
   {if(!CLSetKernelArg(h_CL_Kernel,3,w))
   {
      Print("OpenCL set buffer failed, error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL set buffer, Error:",GetLastError());
   }}//if(CLSetKernelArgMem(h_CL_Kernel,0,h_CL_Buffer_ipc))
//----- #AB0=02;8205< 2 :0G5AB25 4-3> ?0@0<5B@0 DC=:F88 OpenCL (:5@=5;0) 1CD5@ ?> E5=4;C h_CL_Buffers[2]
   ResetLastError();
   {if(!CLSetKernelArgMem(h_CL_Kernel,4,h_CL_Buffers[2]))
   {
      Print("OpenCL set buffer failed, error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL set buffer, Error:",GetLastError());
   }}//if(CLSetKernelArgMem(h_CL_Kernel,0,h_CL_Buffer_ipc))
//----- #AB0=02;8205< 2 :0G5AB25 5-3> ?0@0<5B@0 DC=:F88 OpenCL (:5@=5;0) 1CD5@ ?> E5=4;C h_CL_Buffers[3]
   ResetLastError();
   {if(!CLSetKernelArgMem(h_CL_Kernel,5,h_CL_Buffers[3]))
   {
      Print("OpenCL set buffer failed, error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL set buffer, Error:",GetLastError());
   }}//if(CLSetKernelArgMem(h_CL_Kernel,0,h_CL_Buffer_ipc))
//----- #AB0=02;8205< 2 :0G5AB25 6-3> ?0@0<5B@0 DC=:F88 OpenCL (:5@=5;0) 1CD5@ ?> E5=4;C h_CL_Buffers[4]
   ResetLastError();
   {if(!CLSetKernelArgMem(h_CL_Kernel,6,h_CL_Buffers[4]))
   {
      Print("OpenCL set buffer failed, error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL set buffer, Error:",GetLastError());
   }}//if(!CLSetKernelArgMem(h_CL_Kernel,6,h_CL_Buffers[4]))
//----- 0?8AK205< 8AE>4=K5 7=0G5=8O x[] 2 1CD5@ ?> E5=4;C h_CL_Buffers[0]
   ResetLastError();
   uint nElementsWrite=CLBufferWrite(h_CL_Buffers[0],x,0,0,n);
   {if(nElementsWrite<(uint)n)
   {
      Print("OpenCL buffer x write failed, nElementsWrite=",nElementsWrite," error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL buffer write, nElementsWrite=",nElementsWrite," error:",GetLastError());
   }}//if(nElementsWrite<=0)
//----- 0?8AK205< 8AE>4=K5 7=0G5=8O ipc[] 2 1CD5@ ?> E5=4;C h_CL_Buffers[1]
   ResetLastError();
   nElementsWrite=CLBufferWrite(h_CL_Buffers[1],ipc,0,0,n);
   {if(nElementsWrite<(uint)n)
   {
      Print("OpenCL buffer ipc write failed, nElementsWrite=",nElementsWrite," error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL buffer write, nElementsWrite=",nElementsWrite," error:",GetLastError());
   }}//if(nElementsWrite<=0)
//----- 0?8AK205< 8AE>4=>5 7=0G5=85 m 2 1CD5@ ?> E5=4;C h_CL_Buffers[2]
   ResetLastError();
   nElementsWrite=CLBufferWrite(h_CL_Buffers[2],im,0,0,1);
   {if(nElementsWrite<1)
   {
      Print("OpenCL buffer write failed, nElementsWrite=",nElementsWrite," error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL buffer write, nElementsWrite=",nElementsWrite," error:",GetLastError());
   }}//if(nElementsWrite<=0)
//----- 0?8AK205< 8AE>4=>5 7=0G5=85 c 2 1CD5@ ?> E5=4;C h_CL_Buffers[3]
   ResetLastError();
   nElementsWrite=CLBufferWrite(h_CL_Buffers[3],ic,0,0,1);
   {if(nElementsWrite<1)
   {
      Print("OpenCL buffer write failed, nElementsWrite=",nElementsWrite," error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL buffer write, nElementsWrite=",nElementsWrite," error:",GetLastError());
   }}//if(nElementsWrite<=0)
//----- 0?8AK205< 8AE>4=>5 7=0G5=85 s 2 1CD5@ ?> E5=4;C h_CL_Buffers[4]
   ResetLastError();
   nElementsWrite=CLBufferWrite(h_CL_Buffers[4],is,0,0,1);
   {if(nElementsWrite<1)
   {
      Print("OpenCL buffer write failed, nElementsWrite=",nElementsWrite," error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL buffer write, nElementsWrite=",nElementsWrite," error:",GetLastError());
   }}//if(nElementsWrite<=0)
//----- 0?CA:05< 2K?>;=5=85 :5@=5;0
   ResetLastError();
   {if(!CLExecute(h_CL_Kernel))
   {
      Print("OpenCL execute failed, error:",GetLastError());
      ShutDown(h_CL_Context,h_CL_Program,h_CL_Kernel,h_CL_Buffers);
      return;
   }else{
      //Print("OpenCL execute, error:",GetLastError());
   }}//if(!CLExecute(h_CL_Kernel))
//----- !G8BK205< ?>;CG5==K5 7=0G5=8O 2 <0AA82K
   //Print("7 1CD5@0 ?@>G8B0=> ",CLBufferRead(h_CL_Buffers[0],x,0,0,5)," M;5<5=B>2");
   CLBufferRead(h_CL_Buffers[0],x,0,0,n);
   //Print("7 1CD5@0 ?@>G8B0=> ",CLBufferRead(h_CL_Buffers[1],ipc,0,0,3)," M;5<5=B>2");
   CLBufferRead(h_CL_Buffers[1],ipc,0,0,n);
   //Print("7 1CD5@0 ?@>G8B0=> ",CLBufferRead(h_CL_Buffers[2],im,0,0,1)," M;5<5=B>2");
   CLBufferRead(h_CL_Buffers[2],im,0,0,1);
   m=im[0];
   //Print("7 1CD5@0 ?@>G8B0=> ",CLBufferRead(h_CL_Buffers[3],ic,0,0,1)," M;5<5=B>2");
   CLBufferRead(h_CL_Buffers[3],ic,0,0,1);
   c=ic[0];
   //Print("7 1CD5@0 ?@>G8B0=> ",CLBufferRead(h_CL_Buffers[4],is,0,0,1)," M;5<5=B>2");
   CLBufferRead(h_CL_Buffers[4],is,0,0,1);
   s=is[0];
 return;
}//TrigFitOCL()
//
//============================================================================================= MQL5 ===
//    TrigFit()   -     Least-squares fitting of trigonometric series
//------------------------------------------------------------------------------------------------------
void TrigFit(
               double   &x[],
               double   &ipc[],
               int      n,
               double   w,
               double   &m,
               double   &c,
               double   &s
               )
{
   //c=ipc[0];
   double Sc =0.0;
   double Ss =0.0;
   double Scc=0.0;
   double Sss=0.0;
   double Scs=0.0;
   double Sx =0.0;
   double Sxc=0.0;
   double Sxs=0.0;
   {for(int i=0;i<n;i++)
   {
      double cos_w_i=cos(w*i);
      double sin_w_i=sin(w*i);
      double dx=x[i]-ipc[i];
      Sc +=cos_w_i;
      Ss +=sin_w_i;
      Scc+=cos_w_i*cos_w_i;
      Sss+=sin_w_i*sin_w_i;
      Scs+=cos_w_i*sin_w_i;
      Sx +=dx;
      Sxc+=dx*cos_w_i;
      Sxs+=dx*sin_w_i;
   }}//for(int i=0;i<n;i++)
   Sc /=n;
   Ss /=n;
   Scc/=n;
   Sss/=n;
   Scs/=n;
   Sx /=n;
   Sxc/=n;
   Sxs/=n;
   {if(w==0.0)
   {
      m=Sx;
      c=0.0;
      s=0.0;
   }else{
      // calculating a, b, and m
      double den=pow(Scs-Sc*Ss,2)-(Scc-Sc*Sc)*(Sss-Ss*Ss);
      c=((Sxs-Sx*Ss)*(Scs-Sc*Ss)-(Sxc-Sx*Sc)*(Sss-Ss*Ss))/den;
      s=((Sxc-Sx*Sc)*(Scs-Sc*Ss)-(Sxs-Sx*Ss)*(Scc-Sc*Sc))/den;
      m=Sx-c*Sc-s*Ss;
   }}//if(w==0.0)
   return;
}//TrigFit()
//
//============================================================================================= MQL5 ===
// ShutDown() function  
//------------------------------------------------------------------------------------------------------
void ShutDown(
                        int      &i_CL_Context,
                        int      &i_CL_Program,
                        int      &i_CL_Kernel,
                        int      &i_CL_Buffers[],
               const    string   i_BuildLog              =  "",
               const    bool     i_PrintDebugSelector    =  false
             )
{
//----- Build Log Print
   {if((i_PrintDebugSelector)&&(i_BuildLog!=""))
   {
      string LogLines[];
      StringSplit(i_BuildLog,'\n',LogLines);
      int LogLinesCount=ArraySize(LogLines);
      {for(int i=0; i<LogLinesCount; i++)
      {
         Print(LogLines[i]);
      }}//for(int i=0; i<LogLinesCount; i++)
   }}//if((i_PrintDebugSelector)&&(i_BuildLog!=""))
//----- Remove buffer
   {for(int i=0;i<=ArraySize(i_CL_Buffers)-1;i++)
   {
      {if(i_CL_Buffers[i]!=INVALID_HANDLE)
      {
         CLBufferFree(i_CL_Buffers[i]);
         i_CL_Buffers[i]=INVALID_HANDLE;
      }}//if(i_CL_Buffers[i]=INVALID_HANDLE)
   }}//for(i=0;i<=ArraySize(i_CL_Buffers);i++)
//----- Remove kernel
   {if(i_CL_Kernel!=INVALID_HANDLE)
   {
      CLKernelFree(i_CL_Kernel);
      i_CL_Kernel=INVALID_HANDLE;
   }}//if(i_CL_Kernel!=INVALID_HANDLE)
//----- Remove program
   {if(i_CL_Program!=INVALID_HANDLE)
   {
      CLProgramFree(i_CL_Program);
      i_CL_Program=INVALID_HANDLE;
   }}//if(m_program!=INVALID_HANDLE)
//----- Remove context
   {if(i_CL_Context!=INVALID_HANDLE)
   {
      CLContextFree(i_CL_Context);
      i_CL_Context=INVALID_HANDLE;
   }}//if(m_context!=INVALID_HANDLE)
}//ShutDown()
//