//+------------------------------------------------------------------+
//|                                                                  |
//|            Filename:   FutureCandle_v011.mq4                     |統計表示の合計期限追加
//|                                                                  |勝率の高いパラメータを自動選択
//+------------------------------------------------------------------+
#property copyright "alohafx"
#property link "http://alohafx.blog36.fc2.com/"

#property indicator_chart_window
#property indicator_buffers 2
//----
#property indicator_color1  Red
#property indicator_color2  White
#property indicator_width1  3
#property indicator_width2  3
//----
extern int perStart       =10;
extern int perStep       =1;
extern int perEnd       =50;
extern int countbars =36;//Max100
extern bool AutoPeriod=true;
//extern bool ShowRatio=true;
int i, shift, bar, Win, Loss, Wina, Lossa, per;
double WLtemp0, WLtemp1, WLtemp2, imp, ratioB;
double ExtMapBufferOpen[];
double ExtMapBufferClose[];
double impBuffer[];
int WL[];

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
  int init() 
  {
   Win=0;Loss=0;
   Wina=0;Lossa=0;//bar=Bars-1;
   per=perStart;
   string title="FutureCandle(" + per + ")";
   SetIndexBuffer(0, ExtMapBufferOpen);
   SetIndexBuffer(1, ExtMapBufferClose);
//   SetIndexBuffer(2, WLa);
   SetIndexStyle(0, DRAW_HISTOGRAM,0,3);
   SetIndexStyle(1, DRAW_HISTOGRAM,0,3);
//   SetIndexStyle(2, DRAW_NONE);
   SetIndexShift(0, per+1);
   SetIndexShift(1, per+1);
   if(countbars>100)countbars=100;
   ArrayResize(WL,countbars+perEnd);
   ArrayResize(impBuffer,countbars+perEnd);
//----
//   IndicatorShortName(title);
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   ObjectDelete("Ratio_Main");
   Comment("");
//----
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
  int start() 
  {
   double barClose;
   WLtemp0=ExtMapBufferClose[per]-ExtMapBufferOpen[per];
   if(AutoPeriod && bar!=Bars)AutoPeriod();
   ArrayInitialize(ExtMapBufferClose,EMPTY_VALUE);
   ArrayInitialize(ExtMapBufferOpen,EMPTY_VALUE);
   imp=0;
   for(i=per+1; i>=1; i--) 
      {
      imp=imp + (Close[i] - Open[i]);
      }
   barClose=Close[0]-imp;
   for(shift=per; shift>=0; shift--) 
      {
      imp=0;
        for(i=shift; i>=0; i--) 
         {
          imp=imp + (Close[i] - Open[i]);
         }
      ExtMapBufferClose[per+1]=Close[0];
      ExtMapBufferOpen[shift]=ExtMapBufferClose[shift+1];
      ExtMapBufferClose[shift]=barClose+imp;
      }
   SetIndexShift(0, per+1);
   SetIndexShift(1, per+1);

//----
   if(bar!=Bars)
      {
      CalcRatio();
      bar=Bars;
      }
//----
   return(0);
  }
//+------------------------------------------------------------------+
void AutoPeriod()
{
   ratioB=0;
   for(int j=perStart; j<=perEnd; j+=perStep)
      {
      ArrayInitialize(impBuffer,0.0);
      for(shift=countbars-1+j; shift>=j; shift--) 
         {
         imp=0;
         for(i=j; i>=0; i--) 
           {
            imp=imp + (Close[i+shift] - Open[i+shift]);
           }
         impBuffer[shift]=imp;
         }
      
      ArrayInitialize(WL,0);
      for(shift=countbars-1; shift>=0; shift--) 
         {
         if(Close[shift+1]>Open[shift+1] && impBuffer[shift+j+2]<0)WL[shift]=-1;
         if(Close[shift+1]<Open[shift+1] && impBuffer[shift+j+2]>0)WL[shift]=-1;
         if(Close[shift+1]==Open[shift+1] || impBuffer[shift+j+2]==0)WL[shift]=0;
         if(Close[shift+1]>Open[shift+1] && impBuffer[shift+j+2]>0)WL[shift]=1;
         if(Close[shift+1]<Open[shift+1] && impBuffer[shift+j+2]<0)WL[shift]=1;
         }

      int total=0;
      int def=0;
      for(i=0; i<=countbars-1; i++)
         {
         total+=MathAbs(WL[i]);
         def+=WL[i];
         }
      Win=(total-def)/2+def;
      Loss=(total+def)/2-def;
      double ratio=Win+Loss;
      if(ratio>0)ratio=(Win/ratio)*100;

      if(ratioB<ratio)
         {
         per=j;
         ratioB=ratio;
         }
      }
//impBuffer[j]=20.5;
//double comm=per;
//Comment(comm); 

   return(0);
}
//+------------------------------------------------------------------+
void CalcRatio()
{
   WLtemp2=WLtemp1;
   WLtemp1=WLtemp0;

   if(Close[1]>Open[1] && WLtemp2<0)Lossa++;
   if(Close[1]<Open[1] && WLtemp2>0)Lossa++;
   if(Close[1]>Open[1] && WLtemp2>0)Wina++;
   if(Close[1]<Open[1] && WLtemp2<0)Wina++;
   double ratio=Wina+Lossa;if(ratio>0)ratio=(Wina/ratio)*100;

   int window=0;
	if(ObjectFind("Ratio_Main") != window) ObjectCreate("Ratio_Main",OBJ_LABEL,window,0,0);
   ObjectSetText("Ratio_Main", per+" "+DoubleToStr(ratioB,1)+"% :  Win "+Wina+" / Loss "+Lossa+" / "+DoubleToStr(ratio,1)+"%",10,"MS Gothic", White);//, FontSize, FontStyle, FontColor);
	ObjectSet("Ratio_Main", OBJPROP_CORNER, 2);
	ObjectSet("Ratio_Main", OBJPROP_XDISTANCE, 5);
	ObjectSet("Ratio_Main", OBJPROP_YDISTANCE, 10);
   
   return(0);
}

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