/*
 * GMMA Signal.
 */

// a link to the company website
#property link      ""
// the company name
#property copyright ""
// チャートウィンドウ上に指標を表示する.
#property indicator_separate_window
// 表示する指標の数.
#property indicator_buffers 5
// 線の色
#property indicator_color1  Red
#property indicator_color2  Blue
#property indicator_color3  Red
#property indicator_color4  Blue
#property indicator_color5  Green

#property indicator_width5  3

#property indicator_minimum -0.4
#property indicator_maximum 0.4

#property indicator_level1 -0.2
#property indicator_level2 -0.1
#property indicator_level3 -0.05
#property indicator_level4 0.05
#property indicator_level5 0.1
#property indicator_level6 0.2

#property indicator_level1 -0.2
#property indicator_level2 -0.1
#property indicator_level3 -0.05
#property indicator_level4 0.05
#property indicator_level5 0.1
#property indicator_level6 0.2

/*
 * 外部変数.
 */
// Averaging period for calculation.
// Timeframes.
extern int MA_TIMEFRAME = 0;      // Timeframe used on the chart.
// MA shift. Indicators line offset relate to the chart by timeframe.
extern int MA_SHIFT = 0;
// Moving Average methods.
extern int MA_METHOD = MODE_EMA;
// Price constants.
extern int MA_APPLIED_PRICE = PRICE_CLOSE;
// output file name.
extern string OUTPUT_FILE_NAME = "SampleGMMATrend.log";
// debug
extern bool DEBUG = false;

// チャート表示用のバッファ.
double BUFFER_BAND_WIDTH_LONG[];
double BUFFER_BAND_WIDTH_SHORT[];
double BUFFER_LONG_TREND[];
double BUFFER_SHORT_TREND[];
double BUFFER_DISTANCE[];

int MA_PERIOD_LONG[] = {30 ,35, 40, 45, 50, 60};
int MA_PERIOD_SHORT[] = {3, 5, 8, 10, 12, 15};

/*
 * 初期化処理.
 * チャートを表示するときに実行する.
 */
int init() {
    output("start 'init' function");

    SetIndexBuffer(0, BUFFER_BAND_WIDTH_LONG);
    SetIndexLabel(0, "long period group band width");

    SetIndexBuffer(1, BUFFER_BAND_WIDTH_SHORT);
    SetIndexLabel(1, "short period group band width");

    SetIndexBuffer(2, BUFFER_LONG_TREND);
    SetIndexLabel(2, "long period group trend");
    SetIndexStyle(2, DRAW_ARROW);
    SetIndexArrow(2, 117);

    SetIndexBuffer(3, BUFFER_SHORT_TREND);
    SetIndexLabel(3, "short period group trend");
    SetIndexStyle(3, DRAW_ARROW);
    SetIndexArrow(3, 117);

    SetIndexBuffer(4, BUFFER_DISTANCE);
    SetIndexLabel(4, "distance");

    output("finish 'init' function");
    return(0);
}

/*
 * 後処理.
 * チャートから削除するときに実行する.
 */
int deinit() {
    output("start 'deinit' function");
    output("finish 'deinit' function");
    return(0);
}

/*
 * 基本処理.
 * 次の tick が決まるたびに実行する. 
 */
int start() {
    output("start 'start' function");
    int countingBars = getCountingBars();
    datetime currentPeriodTime;
    int specifiedPeriodIndex;
    // 過去から現在に向かってバーのインデックスを移動する.  
    for (int i = countingBars - 1; i >= 0; i--) {
	    currentPeriodTime = currentPeriodIndex2Time(i);
	    specifiedPeriodIndex = time2SpecifiedPeriodIndex(currentPeriodTime);
        output(createDatetimeMessage(i, currentPeriodTime));
        
        BUFFER_BAND_WIDTH_LONG[i] = getBandWidth(specifiedPeriodIndex, MA_PERIOD_LONG);
        output(createValueMessage(i, BUFFER_BAND_WIDTH_LONG[i]));
        BUFFER_BAND_WIDTH_SHORT[i] = getBandWidth(specifiedPeriodIndex, MA_PERIOD_SHORT);
        output(createValueMessage(i, BUFFER_BAND_WIDTH_SHORT[i]));

        BUFFER_LONG_TREND[i] = getTrendMark(specifiedPeriodIndex, MA_PERIOD_LONG, BUFFER_BAND_WIDTH_LONG[i]);
        output(createValueMessage(i, BUFFER_LONG_TREND[i]));
        BUFFER_SHORT_TREND[i] = getTrendMark(specifiedPeriodIndex, MA_PERIOD_SHORT, BUFFER_BAND_WIDTH_SHORT[i]);
        output(createValueMessage(i, BUFFER_SHORT_TREND[i]));

        BUFFER_DISTANCE[i] = getDistance(specifiedPeriodIndex);
    }

    output("finish 'start' function");
    return(0);
}

double getDistance(int index) {
    double lpgMaximum = getMaximumValue(index, MA_PERIOD_LONG);
    double lpgMinimum = getMinimumValue(index, MA_PERIOD_LONG);
    double spgMaximum = getMaximumValue(index, MA_PERIOD_SHORT);
    double spgMinimum = getMinimumValue(index, MA_PERIOD_SHORT);
    
    double value;
    if (lpgMaximum < spgMinimum) {
    	value = spgMinimum - lpgMaximum;
    } else if (lpgMinimum > spgMaximum) {
    	value = spgMaximum - lpgMinimum;
    } else {
    	value = 0;
    }
    double base = getMA(index, 1);
    return(value * 100 / base);
}

double getMaximumValue(int index, int maPeriodArray[]) {
	double maximum = getMA(index, maPeriodArray[0]);
	double value;
    for (int i = 1; i < 5; i++) {
        value = getMA(index, maPeriodArray[i]);
        if (value > maximum) {
        	maximum = value;
        }
    }
    return(maximum);
}

double getMinimumValue(int index, int maPeriodArray[]) {
    double minimum = getMA(index, maPeriodArray[0]);
    double value;
    for (int i = 1; i < 5; i++) {
        value = getMA(index, maPeriodArray[i]);
        if (value < minimum) {
            minimum = value;
        }
    }
    return(minimum);
}

/**
 * 
 * @return -100 〜 +100. plus:up minus:down.
 */
double getTrendMark(int index, int maPeriodArray[], double markValue) {
    double diff = 0;
    for (int i = 0; i < 5; i++) {
    	if (diff == 0) {
            diff = getMA(index, maPeriodArray[i]) - getMA(index, maPeriodArray[i + 1]);
    	} else if (diff > 0) { // plus
    		diff = getMA(index, maPeriodArray[i]) - getMA(index, maPeriodArray[i + 1]);
    		if (diff <= 0) {
    			return(EMPTY_VALUE);
    		}
    	} else {   // minus
            diff = getMA(index, maPeriodArray[i]) - getMA(index, maPeriodArray[i + 1]);
            if (diff >= 0) {
                return(EMPTY_VALUE);
            }
    	}
    }
    return(markValue);
}

/**
 * 
 * @return -100 〜 +100. plus:up minus:down.
 */
double getBandWidth(int index, int maPeriodArray[]) {
    double base = getMA(index, 1);
    double allDiff = 0;
    double diff;
    for (int i = 0; i < 5; i++) {
        diff = getMA(index, maPeriodArray[i]) - getMA(index, maPeriodArray[i + 1]);
        allDiff += diff;
    }
    return (allDiff * 100 / base);
}

double getMA(int index, int period) {
    double value = iMA(
            Symbol(),               // 通貨ペア名
            MA_TIMEFRAME,           // 時間枠
            period,                 // 移動平均線を計算する期間
            MA_SHIFT,               // 
            MA_METHOD,              // 移動平均線を計算する方式
            MA_APPLIED_PRICE,       // 移動平均線を計算する際に使う値の種類
            index);  // 設定するインデックス
    return(value);
}
/*
 * 指定した時刻、時間枠からインデックスを返す.
 */
int time2SpecifiedPeriodIndex(datetime time) {
    int index = iBarShift(
           Symbol(),           // Symbol the data of which should be used to calculate indicator. NULL means the current symbol.
           MA_TIMEFRAME,       // Timeframe. It can be any of Timeframe enumeration values. 0 means the current chart timeframe.
           time,               // value to find (bar's open time).
           false);             // Return mode when bar not found. false - iBarShift returns nearest. true - iBarShift returns -1.
    datetime specifiedPeriodTime = iTime(Symbol(), MA_TIMEFRAME, index);
    string message = StringConcatenate(
        "specified period time:",
        datetime2String(specifiedPeriodTime));
    output(message);
    return(index);
}
/*
 * 現在の時間枠でのインデックスから対応する時刻を返す.
 */
datetime currentPeriodIndex2Time(int index) {
    datetime currentTime = iTime(Symbol(), 0, index);
    string currentTimeString = datetime2String(currentTime);
    string message = StringConcatenate(
        "current period time:",
        currentTimeString);
    output(message);
    return(currentTime);
}
    
/*
 * メッセージを作る.
 * format
 *      symbol, datetime, price
 */
string createValueMessage(int index, double price) {
    string symbolString = Symbol();
    string datetimeString = datetime2String(
            iTime(symbolString, 0, index));
    string priceString = DoubleToStr(
            price,
            Digits);
    string message = StringConcatenate(
            symbolString,
            ",",
            datetimeString,
            ",",
            priceString);
    return(message);
}

string createDatetimeMessage(int index, datetime dt) {
    string symbolString = Symbol();
    string datetimeString = datetime2String(
            iTime(symbolString, 0, index));
    string targetDatetimeString = TimeToStr(dt, TIME_DATE) + "_" + TimeToStr(dt, TIME_MINUTES);
    string message = StringConcatenate(
            symbolString,
            ",",
            datetimeString,
            ",",
            targetDatetimeString);
    return(message);
}
/*
 * 日時から文字列に変換する
 */
string datetime2String(datetime dt) {
    string value = TimeToStr(dt, TIME_DATE | TIME_SECONDS);
    return(value);
}                
/*
 * ファイルに出力する.
 */
void output(string message) {
    if (!DEBUG) {
        return;
    }
    int handle = openFile();    
    if (handle == -1) {
        return;
    }
    writeFile(handle, "info", message);
    closeFile(handle);
}

/*
 * 今回計算するバーの数を返す.
 */
int getCountingBars() {
   // チャート上のバーの数.
    int bars = Bars;
    // 変化のなかったバーの数.
    int countedBars = IndicatorCounted();
    if (countedBars < 0) {
        return(0);
    }
    // 今回計算するバーの数.
    int countingBars = bars - countedBars - 1;
    return(countingBars);
}

/*
 * ファイルを開く.
 * return file handle.
 *      not -1 : opened file
 *      -1     : fail
 */
int openFile() {
    /*
     * FileOpen.
     * http://docs.mql4.com/files/FileOpen
     */
    int handle = FileOpen(OUTPUT_FILE_NAME, FILE_CSV|FILE_READ|FILE_WRITE, ",");
    if (handle != -1) {
        FileSeek(handle, 0, SEEK_END);
    } else {
        int errorCode = GetLastError();
        Print("Cannot open file. [name:", OUTPUT_FILE_NAME, "][errorCode:", errorCode, "]");
    }
    return(handle);
}

/*
 * ファイルを閉じる.
 */
void closeFile(int handle) {
    FileClose(handle);
}

/*
 * ファイルに文字列を書く.
 */
void writeFile(int handle, string typeName, string message) {
    datetime current = TimeCurrent();
    int result = FileWrite(
           handle,
           datetime2String(current),
           typeName,
           message);
    if (result >= 0) {
        FileFlush(handle);
        return;
    }
    
    int errorCode = GetLastError();
    Print("Cannot write file. [name:", OUTPUT_FILE_NAME, "][errorCode:", errorCode, "]");
    return; 
}