Biblioteca2/Include/defs.mqh

<EFBFBD><EFBFBD>enum ENUM_OP_TYPES
{
   Buy=0,
   Sell=1,
   None=2
};

enum ENUM_STOP_TYPES
{
   Fluctuation=0,
   Minimum=1,
   Maximum=2,
   Mean=3,
   Fixed=4
};

enum MODEL_TYPES
{
   Buy_hold,//Compra e segura
   Sell_hold,//Venda e segura
   Tendencia,//Tend<EFBFBD>ncia
   Retorno,//Retorno
   Gap_alta_baixa,//Modelo de Gap
   Python_scripts,//Scripts Python
   Buy_hold_sell_neutral//Compra e segura, vende para neutralizar
};

enum Neutralization_TYPES
{
   NTTotal=0,//Total
   NTBeta=1,//Beta
   NTPearson=2,//Pearson
   NTRisco=3,//Risco
   NTBetaRisco=4,//Beta*Risco
   NTPearsonRisco=5//Pearson*Risco
};

enum Periodicity
{
   Mes=27*24*3600,
   Dias15=15*24*3600,
   Dias7=7*24*3600,
   Dia=24*3600,
   Horas4=4*3600,
   Hora=3600,
   Minutos30=1800,
   Minutos15=900,
   Minutos10=600,
   Minutos5=300,
   Minutos2=120,
   Minuto=60,
   Segundos30=30,
   Segundos10=10
};

enum RankTypes
{
   RTRent,//Rentabilidade
   RTRent_atr,//Rentabilidade/atr
   RTRent_mvol,//Rentabilidade/stddev
   RTRent_atr_mvol,//Rentabilidade/stdrel
   RTHighVolidx,//Alta volatilidade ATR
   RTLowVolidx,//Baixa volatilidade 1.0/ATR
   RTHighLiq,//Alto volume financeiro
   RTLowLiq,//Baixo volume financeiro
   RTHighNeg,//Alto volume de neg<EFBFBD>cios
   RTLowNeg,//Baixo volume de neg<EFBFBD>cios
   RTHighGap,//Maiores gaps de abertura
   RTLowGap,//Menores gaps de abertura
   RTHighGapLow,//Menores gaps de m<EFBFBD>nimo
   RTLowGapLow,//Elasticidade 
   RTInvRent,//1/|Rentabilidade|
   RTAleatory,//Aleat<EFBFBD>rio
   RTHighVolstd,//Alta volatilidade desvio padr<EFBFBD>o
   RTLowVolstd,//Baixa volatilidade 1.0/desvio padr<EFBFBD>o
   RTHighVolrel,//Alta volatilidade desvio padr<EFBFBD>o relativo
   RTLowVolrel,//Baixa volatilidade 1.0/desvio padr<EFBFBD>o relativo
   RTLowVolatrpr,//Baixa volatilidade pre<EFBFBD>o/atr
   RTLowVolstdpr,//Baixa volatilidade pre<EFBFBD>o/desvio padr<EFBFBD>o
   RTHighCorre,//Alta correla<EFBFBD><EFBFBD>o com IBOV
   RTLowCorre,//Baixa correla<EFBFBD><EFBFBD>o com IBOV
   RTHighPr,//Alta pre<EFBFBD>o de fechamento
   RTLowPr//Baixo pre<EFBFBD>o de fechamento
};

enum RankSelectTypes
{
   RSTFixed,//N<EFBFBD>mero fixo
   RSTCharge,//Seleciona at<EFBFBD> esgotar o capital
   RSTPositive,//Seleciona somente os positivos
   RSTAll//Seleciona todos
};

enum VolumeTypes
{
   VTFixed_Lots,//Quantidade fixa de lotes
   VTFixed_Money,//Capital dividido igualmente na carteira
   VTOptim_ATR,//Otimiza<EFBFBD><EFBFBD>o usando ATR
   VTOptim_Sigma,//Otimiza<EFBFBD><EFBFBD>o usando sigma(Pre<EFBFBD>o)
   VTOptim_SigmaRel,//Otimiza<EFBFBD><EFBFBD>o usando sigma(ln(Pre<EFBFBD>o))
   VTOptim_ATRRel,//Otimiza<EFBFBD><EFBFBD>o usando ATR/Pre<EFBFBD>o
   VTOptim_SigmaPrice//Otimiza<EFBFBD><EFBFBD>o usando sigma(Pre<EFBFBD>o)/Pre<EFBFBD>o
};

enum OrderTypes//tipos de ordens pendentes
{
   OTNone,//Nenhum
   OTOpen,//Ordem pendente para abertura
   OTSL,//Ordem pendente para SL
   OTTP,//Ordem pendente para TP
   OTClose//Ordem pendente para fechamento
};

void MyPrint(string p1)
{if (UseTelegram) StringConcatenate(TelegramBuffer,TelegramBuffer,p1,"\n");Print(p1);}                   
void MyPrint(string p1,string p2)
{if (UseTelegram) StringConcatenate(TelegramBuffer,TelegramBuffer,p1,p2,"\n");Print(p1,p2);}                    
void MyPrint(string p1,string p2,string p3)
{if (UseTelegram) StringConcatenate(TelegramBuffer,TelegramBuffer,p1,p2,p3,"\n");Print(p1,p2,p3);}                    
void MyPrint(string p1,string p2,string p3,string p4)
{if (UseTelegram) StringConcatenate(TelegramBuffer,TelegramBuffer,p1,p2,p3,p4,"\n");Print(p1,p2,p3,p4);}                    
void MyPrint(string p1,string p2,string p3,string p4,string p5)
{if (UseTelegram) StringConcatenate(TelegramBuffer,TelegramBuffer,p1,p2,p3,p4,p5,"\n");Print(p1,p2,p3,p4,p5);}                    
void MyPrint(string p1,string p2,string p3,string p4,string p5,string p6)
{if (UseTelegram) StringConcatenate(TelegramBuffer,TelegramBuffer,p1,p2,p3,p4,p5,p6,"\n");Print(p1,p2,p3,p4,p5,p6);}                    
void MyPrint(string p1,string p2,string p3,string p4,string p5,string p6,string p7)
{if (UseTelegram) StringConcatenate(TelegramBuffer,TelegramBuffer,p1,p2,p3,p4,p5,p6,p7,"\n");Print(p1,p2,p3,p4,p5,p6,p7);}                    
void MyPrint(string p1,string p2,string p3,string p4,string p5,string p6,string p7,string p8)
{if (UseTelegram) StringConcatenate(TelegramBuffer,TelegramBuffer,p1,p2,p3,p4,p5,p6,p7,p8,"\n");Print(p1,p2,p3,p4,p5,p6,p7,p8);}                    
void MyPrint(string p1,string p2,string p3,string p4,string p5,string p6,string p7,string p8,string p9)
{if (UseTelegram) StringConcatenate(TelegramBuffer,TelegramBuffer,p1,p2,p3,p4,p5,p6,p7,p8,p9,"\n");Print(p1,p2,p3,p4,p5,p6,p7,p8,p9);}                    
void MyPrint(string p1,string p2,string p3,string p4,string p5,string p6,string p7,string p8,string p9,string p10)
{if (UseTelegram) StringConcatenate(TelegramBuffer,TelegramBuffer,p1,p2,p3,p4,p5,p6,p7,p8,p9,p10,"\n");Print(p1,p2,p3,p4,p5,p6,p7,p8,p9,p10);}                    

input bool Forex1 = false;//Desabilita hor<EFBFBD>rio de abertura
input bool Forex2 = false;//Desabilita day trade
input bool SaveTable=false;//Salva a tabela
input bool SaveData=false;//Coleta e grava<EFBFBD><EFBFBD>o de dados
input Periodicity SaveDataPeriod=Dia;//per<EFBFBD>odo da coleta de dados
input bool UseBook=false;//Usar o book para rodar ontick
input string SaveSymbolRef="IBOV";//Ativo refer<EFBFBD>ncia para coleta de dados/relat<EFBFBD>rio do tester
input bool MakePdf=false;//Gerar pdf com relat<EFBFBD>rio do teste
input bool UseAssetLock=false;//Usar trava de ativos
input int EAMAGIC=100;//magic para a trava de ativos 
input bool PosTake=true;//habilitar hierarquia e tomada de posi<EFBFBD><EFBFBD>o
//input string lA2="-----------------------Bloco estrat<00>gia esgotamento-----------------";
//input ENUM_TIMEFRAMES MTrendTimeFrame=PERIOD_M15;//Timeframe
//input int PAtr=21;//Per<EFBFBD>odo do ATR
input string lB="***************  Compra  ***************";
input bool EnableB=true;//Habilita compra
//input double FracB=1.0;//Tamanho do candle elefante em unidades de atr
input bool UseDTB=true;//Habilitar day trade
input int PosExpB=8;//N<EFBFBD>mero de horas para a expira<EFBFBD><EFBFBD>o

input string lS="***************  Venda  ***************";
input bool EnableS=true;//Habilita venda
//input int PatrS=21;//Per<EFBFBD>odo do ATR
//input double FracS=1.0;//Tamanho do candle elefante em unidades de atr
input bool UseDTS=true;//Habilitar day trade
input int PosExpS=8;//N<EFBFBD>mero de horas para a expira<EFBFBD><EFBFBD>o

input string lsl="-----------------------SL-----------------";
input ENUM_STOP_TYPES Sl_Type=Fluctuation;//Tipo de SL
input double SLLevel=2;//Dist<EFBFBD>ncia entre SL e res em unidades de ATR (Fluctuation) 
input ENUM_TIMEFRAMES SlTimeframe=PERIOD_M5;//Timeframe do SL 
input int SlBars=9;//Barras do SL
//input ENUM_TIMEFRAMES SlMeanTimeframe=PERIOD_M5;//Timeframe do SL (Mean)
//input int SlMeanBars=9;//Barras do SL (Mean)
input string ltp="-----------------------TP-----------------";
input ENUM_STOP_TYPES Tp_Type=Fluctuation;//Tipo de TP
input double TPLevel=1;//Dist<EFBFBD>ncia entre TP e sup em unidades de ATR (Fluctuation)
input ENUM_TIMEFRAMES TpTimeframe=PERIOD_M5;//Timeframe do TP 
input int TpBars=9;//Barras do TP 
//input ENUM_TIMEFRAMES TpMeanTimeframe=PERIOD_M5;//Timeframe do TP (Mean)
//input int TpMeanBars=9;//Barras do TP (Mean)

input string lG1="-----------------------Par<00>metros gerais-----------------";
//input bool PersistSignal=false;//Usar sinal persistente
input bool AdjustSlTp=true;//Ajustar o SL/TP devido ao spread
input bool PosExp=true;//Usar expira<EFBFBD><EFBFBD>o de posi<EFBFBD><EFBFBD>es
input bool PosExpTP=false;//Usar fade para TP
input bool PosExpSL=false;//Usar fade para SL

input double Risk=0.005;//Risco por ativo
input bool UseVolLimit=false;//Habilitar limita<EFBFBD><EFBFBD>o de volume
input double VolLimit=0.01;//Fra<EFBFBD><EFBFBD>o do volume em % da m<EFBFBD>dia di<EFBFBD>ria
input VolumeTypes VolType=VTOptim_ATR;//Tipo de otimiza<EFBFBD><EFBFBD>o de portfolio
//input bool VolFixed=false;//Volume fixo
input int Nvol=5;//Quantidade de contrato (lotes) no caso de volume fixo
//bool UseRiskVol=true;//Usar risco no c<EFBFBD>lculo de volume
//int PRisk=21;//Per<EFBFBD>odo do risco
//ENUM_TIMEFRAMES RiskTimeframe=PERIOD_D1;//Timeframe do risco
input bool UseTimer=false;//Executar o rob<EFBFBD> no timer
input Periodicity TimerPeriod=Hora;//Per<EFBFBD>odo do timer(min)

input bool UseTrailingSL=false;//Trailing de SL
input bool UseTrailingTP=false;//Trailing de TP

input int LockExp=60;//Expiracao da trava em segundos
input bool UseCloseBy=false;//Muda a dire<EFBFBD><EFBFBD>o do trade se tiver sinal oposto
input int OHour=10;//Hora de abertura
input int OMin=00;//Minuto de abertura

input string pend1="//------------------Ordens pendentes--------------------";
input int OrdExp=10;//Expira<EFBFBD><EFBFBD>o das pendentes em minutos
input double OrderSlippage=0.00;//Slippage das pendentes em centavos
input string pendopen="//------------------Abertura--------------------";
input bool UsePendingOpen=false;//Usar ordens pendentes para abrir as posi<EFBFBD><EFBFBD>es
input bool UseTrailingOp=false;//Usar trailing nas ordens pendentes
input bool TrailingTopOp=false;//Mant<EFBFBD>m a pendente no topo (bid/ask)
input bool TrailingMountainOp=false;//Mant<EFBFBD>m a pendente antes da montanha de volume
input bool TrailingEscapeOp=false;//Escape - incompat<EFBFBD>vel com soma 1
input bool TrailingSoma1Op=false;//Soma 1 ticksize a cada minuto- incompat<EFBFBD>vel com escape
input bool TrailingTargetOp=false;//Usar alvo
input bool TrailingTolOp=false;//Usar toler<EFBFBD>ncia
input double TrailingTolFracOp=0.1;//Toler<EFBFBD>ncia em uindades de atr
input bool TrailingAggressionOp=false;//Usar agress<EFBFBD>o
input string pendclose="//------------------Fechamento--------------------";
input bool UsePendingClose=false;//Usar ordens pendentes para fechar as posi<EFBFBD><EFBFBD>es (Expira<EFBFBD><EFBFBD>o/N<EFBFBD>o selecionado)
input bool UseTrailingCl=false;//Usar trailing nas ordens pendentes
input bool TrailingTopCl=false;//Mant<EFBFBD>m a pendente no topo (bid/ask)
input bool TrailingMountainCl=false;//Mant<EFBFBD>m a pendente antes da montanha de volume
input bool TrailingEscapeCl=false;//Escape - incompat<EFBFBD>vel com soma 1
input bool TrailingSoma1Cl=false;//Soma 1 ticksize a cada minuto- incompat<EFBFBD>vel com escape
input bool TrailingTargetCl=false;//Usar alvo
input bool TrailingTolCl=false;//Usar toler<EFBFBD>ncia
input double TrailingTolFracCl=0.1;//Toler<EFBFBD>ncia em uindades de atr
input bool TrailingAggressionCl=false;//Usar agress<EFBFBD>o
input string pendsl="//------------------SL--------------------";
input bool UsePendingSl=false;//Usar ordens pendentes para SL
input bool UseTrailingSl=false;//Usar trailing nas ordens pendentes
input bool TrailingTopSl=false;//Mant<EFBFBD>m a pendente no topo (bid/ask)
input bool TrailingMountainSl=false;//Mant<EFBFBD>m a pendente antes da montanha de volume
input bool TrailingEscapeSl=false;//Escape - incompat<EFBFBD>vel com soma 1
input bool TrailingSoma1Sl=false;//Soma 1 ticksize a cada minuto- incompat<EFBFBD>vel com escape
input bool TrailingTargetSl=false;//Usar alvo
input bool TrailingTolSl=false;//Usar toler<EFBFBD>ncia
input double TrailingTolFracSl=0.1;//Toler<EFBFBD>ncia em uindades de atr
input bool TrailingAggressionSl=false;//Usar agress<EFBFBD>o
input string pendtp="//------------------TP--------------------";
input bool UsePendingTp=false;//Usar ordens pendentes para SL
input bool UseTrailingTp=false;//Usar trailing nas ordens pendentes
input bool TrailingTopTp=false;//Mant<EFBFBD>m a pendente no topo (bid/ask)
input bool TrailingMountainTp=false;//Mant<EFBFBD>m a pendente antes da montanha de volume
input bool TrailingEscapeTp=false;//Escape - incompat<EFBFBD>vel com soma 1
input bool TrailingSoma1Tp=false;//Soma 1 ticksize a cada minuto- incompat<EFBFBD>vel com escape
input bool TrailingTargetTp=false;//Usar alvo
input bool TrailingTolTp=false;//Usar toler<EFBFBD>ncia
input double TrailingTolFracTp=0.1;//Toler<EFBFBD>ncia em uindades de atr
input bool TrailingAggressionTp=false;//Usar agress<EFBFBD>o
input string pend2="//------------------------------------------------------";

input string G2="-----------------------Hor<00>rios day trade -----------------";
input int OCHour=15;//Hora de bloqueio de ordens
input int OCMin=30;//Minuto de bloqueio de ordens
input int DTHour=16;//Hora de encerramento day trade
input int DTMin=25;//Minuto de encerramento day trade

#ifdef USE_DLL
#import "shell32.dll"
   int ShellExecuteW(int hWnd, string Verb, string File, string Parameter, string Path, int ShowCmd);
#import
#else
   int ShellExecuteW(int hWnd, string Verb, string File, string Parameter, string Path, int ShowCmd){return (0);}
#endif

bool Shell(string file, string parameters="",string directory="")
{
    //#define OPERATION "open"    // or print
    #define SW_SHOWNORMAL 1
    #define SW_HIDE 0
    int r=ShellExecuteW(0, "open", file, parameters, directory, SW_HIDE);
    if (r > 32) return(true);
    Alert("Shell failed: ",r);
    return(false);
}

bool RunPython(string fname)
{
    string termPath    = ((MQLInfoInteger(MQL_TESTER))?
                           (TerminalInfoString(TERMINAL_COMMONDATA_PATH)+ "\\Files\\")://Tester
                           (TerminalInfoString(TERMINAL_DATA_PATH)+ "\\MQL5\\Files\\")),//Online+Optimization
    
           script = fname,
           command = "python";
    return (Shell(command,script,termPath));
}

bool RunLatex(string fname)
{
    string termPath    = ((MQLInfoInteger(MQL_TESTER))?
                           (TerminalInfoString(TERMINAL_COMMONDATA_PATH)+ "\\Files\\")://Tester
                           (TerminalInfoString(TERMINAL_DATA_PATH)+ "\\MQL5\\Files\\")),//Online+Optimization
           script = " -interaction=batchmode "  + fname, 
           command = "pdflatex";
    return (Shell(command,script,termPath));
}

bool RunGnuplot(string fname)
{
    string termPath    = ((MQLInfoInteger(MQL_TESTER))?
                           (TerminalInfoString(TERMINAL_COMMONDATA_PATH)+ "\\Files\\")://Tester
                           (TerminalInfoString(TERMINAL_DATA_PATH)+ "\\MQL5\\Files\\")),//Online+Optimization
           script = fname, 
           command = "gnuplot";
    return (Shell(command,script,termPath));
}

bool ShellOpenFile(string fname)
{
    string termPath    = ((MQLInfoInteger(MQL_TESTER))?
                           (TerminalInfoString(TERMINAL_COMMONDATA_PATH)+ "\\Files\\")://Tester
                           (TerminalInfoString(TERMINAL_DATA_PATH)+ "\\MQL5\\Files\\")),//Online+Optimization
           command = fname;
    return (Shell(command,"",termPath));
}

double Atr(string names,int Patr5,ENUM_TIMEFRAMES AtrTimeframe,int shift=0)
{
   MqlRates rt[];
   ArrayResize(rt,(Patr5+1));
   double atr=0;
   if (CopyRates(names,AtrTimeframe,shift,Patr5+1,rt)==(Patr5+1))
   {
      {
         for (int cnt=1;cnt<(Patr5+1);cnt++) 
            atr+=(MathMax(rt[cnt].high,rt[cnt-1].close)-MathMin(rt[cnt].low,rt[cnt-1].close));
         atr/=(double)Patr5;
      }
   }
   ArrayFree(rt);
   return(atr);            
}

double Pearson(string nameref,string name,int period,ENUM_TIMEFRAMES timeframe)
{
   MqlRates rt[],rtref[];
   ArrayResize(rt,period);
   ArrayResize(rtref,period);
   double correlation=INT_MIN;
   if (CopyRates(name,timeframe,0,period,rt)==period)
      if (CopyRates(nameref,timeframe,0,period,rtref)==period)
      {
         double x=0,y=0,xm=0,ym=0,sxx=0,sxy=0,syy=0;
         for (int j=0;j<period;j++)
         {
            xm+=rt[j].close;
            ym+=rtref[j].close;
         }
         xm/=(double)period;
         ym/=(double)period;
         for (int j=0;j<period;j++)
         {
            x=rt[j].close;
            y=rtref[j].close;
            sxy+=(x-xm)*(y-ym);
            sxx+=(x-xm)*(x-xm);
            syy+=(y-ym)*(y-ym);
         }
         correlation=sxy/sqrt(sxx*syy);
      }
   return(correlation);
}

double Stddev(string name,int period,ENUM_TIMEFRAMES timeframe)
{
   double pricevector[];
   MqlRates rt[];
   ArrayResize(rt,period);
   double stddev=0;
   if (CopyRates(name,timeframe,0,period,rt)==period)
   {
      ArrayResize(pricevector,period);
      for (int j=0;j<period;j++) pricevector[j]=rt[j].close;
      stddev=MathStandardDeviation(pricevector);
   }
   return(stddev);
}

double Stdrel(string name,int period,ENUM_TIMEFRAMES timeframe)
{
   double pricevector[];
   MqlRates rt[];
   ArrayResize(rt,period);
   double stddev=0;
   if (CopyRates(name,timeframe,0,period,rt)==period)
   {
      ArrayResize(pricevector,period);
      for (int j=0;j<period;j++) pricevector[j]=MathLog(rt[j].close);
      stddev=MathStandardDeviation(pricevector);
   }
   return(stddev);
}

double Elasticity(string name,int period,ENUM_TIMEFRAMES timeframe)
{
   MqlRates rt[];
   ArrayResize(rt,period);
   double elasticity=0;
   if (CopyRates(name,timeframe,0,period,rt)==period)
   {
      for (int cnt=0;cnt<period;cnt++)
         //elasticity+=(rt[cnt].close!=rt[cnt].open)?(rt[cnt].high-rt[cnt].low)/MathAbs(rt[cnt].open-rt[cnt].close):1;//(H!=L)?<|O-C|/(H-L)>:1
         elasticity+=(rt[cnt].high-rt[cnt].low+0.01)/(MathAbs(rt[cnt].open-rt[cnt].close)+0.01);//(H!=L)?<|O-C|/(H-L)>:1
         //elasticity+=(rt[cnt].high!=rt[cnt].low)?(MathAbs(rt[cnt].open-rt[cnt].close)+0.01)/(rt[cnt].high-rt[cnt].low+0.01):1;//(H!=L)?<|O-C|/(H-L)>:1
         //elasticity+=(MathAbs(rt[cnt].open-rt[cnt].close)+0.01)/(rt[cnt].high-rt[cnt].low+0.01);//(H!=L)?<|O-C|/(H-L)>:1
      elasticity/=(double)period;
   }
   ArrayFree(rt);
   return(elasticity);            
}

double Avg(string psymbol,int period,ENUM_TIMEFRAMES timeframe,int shift=0)
{
   MqlRates rt[];
   if (CopyRates(psymbol,timeframe,shift,period,rt)==period)
   {
      double avg=0;
      for (int i=0;i<period;i++) avg+=rt[i].close;
      avg/=(double)period;
      return(avg);
   }
   return(0);
}

double AvgVol(string psymbol,int period,ENUM_TIMEFRAMES timeframe)
{
   MqlRates rt[];
   if (CopyRates(psymbol,timeframe,0,period,rt)==period)
   {
      double avg=0;
      for (int i=0;i<period;i++) avg+=(double)rt[i].real_volume;
      avg/=(double)period;
      return(avg);
   }
   return(0);
}

double SSB(string psymbol,ENUM_TIMEFRAMES timeframe,int shift=0)
{
   double max=iHigh(psymbol,timeframe,iHighest(psymbol,timeframe,MODE_HIGH,52,shift));
   double min=iLow(psymbol,timeframe,iLowest(psymbol,timeframe,MODE_LOW,52,shift));
   return((max+min)/2.0);
}

//+------------------------------------------------------------------+
//| Fun<EFBFBD><EFBFBD>o para ajuste de rentabilidade, algoritmo quadrados m<EFBFBD>nimos.|
//| Tamb<EFBFBD>m calcula volume m<EFBFBD>dio, sharp e m<EFBFBD>dia de neg<EFBFBD>cios           |
//+------------------------------------------------------------------+
void MSQ(MqlRates &rt[],double &slope,double &r2,double &sharp,double &mvol,double &mtick,int npoints)
{

   int i;
   double x,y,sx=0,sy=0,sxx=0,syy=0,sxy=0,mret=0,sret=0;
   mvol=0;
   mtick=0;
   for (i=0;i<npoints-1;i++)
   {
      y=MathLog(rt[i].close);
      x=i;
      sx+=x;
      sy+=y;
      sxx+=x*x;
      syy+=y*y;
      sxy+=x*y;
      mvol+=(double)rt[i].real_volume;
      mtick+=(double)rt[i].tick_volume;
   }
   sx/=(double)npoints;
   sy/=(double)npoints;
   sxx=sxx-npoints*sx*sx;
   syy=syy-npoints*sy*sy;
   sxy=sxy-npoints*sx*sy;
   mvol/=(double)npoints;
   mtick/=(double)npoints;
   
   for (i=1;i<(npoints-1);i++)
   {
      y=(rt[i].close-rt[i-1].close)/rt[i-1].close;
      mret+=y;
      sret+=y*y;
   }
   mret/=(double)(npoints-1);
   sret-=(npoints-1)*mret*mret;
   sret/=(double)(npoints-2);
   if (sret>0) sret=MathSqrt(sret);
   else sret=0;
   
   slope=sxy/sxx;
   r2=sxy*sxy/(sxx*syy);
   sharp=mret/sret;
   return;
}

class MyTimer
{
public:
   datetime LastUpdate;
   Periodicity Periodicidade;
   MyTimer(void){LastUpdate=0;Periodicidade=Dia;}
   bool UpdateTime(bool disable_open_time=false,int Ohour=10,int Omin=0)
   {
      MqlDateTime today,lastupdate;
      TimeLocal(today);
      TimeToStruct(LastUpdate,lastupdate);
      if ((LastUpdate+Periodicidade)<=TimeLocal())
      { 
         if (Periodicidade==Dia)
         {
            if (today.day!=lastupdate.day)
            {
               if (disable_open_time) return(true);
               else if ( ((today.hour>=Ohour)&&(today.min>=Omin))||(today.hour>=(Ohour+1)) ) return(true);
            }
            return(false);
         }
         else if ((Periodicidade==Dias7)||(Periodicidade==Dias15))
         {
            if (today.day_of_week>=WEDNESDAY)
            {
               if (disable_open_time) return(true);
               else if ( ((today.hour>=Ohour)&&(today.min>=Omin))||(today.hour>=(Ohour+1)) ) return(true);
            }
            return(false);
         }
         else if(Periodicidade==Mes)
         {
            if ((today.day>=1)&&(today.mon!=lastupdate.mon))
            {
               if (disable_open_time) return(true);
               else if ( ((today.hour>=Ohour)&&(today.min>=Omin))||(today.hour>=(Ohour+1)) ) return(true);
            }
            return(false);
         }         
         else return(true);
      }
      return(false);      
   }
   void SetLastUpdate(int Ohour=10,int Omin=0)
   {
      MqlDateTime lasttime;
      TimeLocal(lasttime);
      if (Periodicidade==Dia)
      {
         lasttime.hour=Ohour-1;
         lasttime.min=Omin;
         LastUpdate=StructToTime(lasttime);
      }
      if ((Periodicidade==Dias7)||(Periodicidade==Dias15))
      {
         lasttime.hour=Ohour-1;
         lasttime.min=Omin;
         lasttime.day+=WEDNESDAY-lasttime.day_of_week;
         LastUpdate=StructToTime(lasttime);
      }
      if (Periodicidade==Mes)
      {
         lasttime.hour=Ohour-1;
         lasttime.min=Omin;
         lasttime.day=1;
         LastUpdate=StructToTime(lasttime);
      }
      else
         LastUpdate=Periodicidade*(datetime)floor(TimeLocal()/Periodicidade);
   }      
};