include/cotlib.mq4.orig

   1 //+------------------------------------------------------------------+\r
   2 //|                                              Meta COT cotlib.mq4 |\r
   3 //|   Copyright © 2009, C-4 (Vasiliy Sokolov, Russia, St.-Petersburg,|\r
   4 //|                                      2009), All Rights Reserved. |\r
   5 //|                                                   vs-box@mail.ru |\r
   6 //+------------------------------------------------------------------+\r
   7 #property copyright "Copyright © 2009, C-4 (Vasiliy Sokolov, SPb), All Rights Reserved."\r
   8 #property link      "vs-box@mail.ru"\r
   9 \r
  10 // Âîçìîæíûå çíà÷åíèÿ ïàðàìåòðà "type" ôóíêöèè get_data()\r
  11 #define OI                    0\r
  12 #define NONCOMM_LONG          1\r
  13 #define NONCOMM_SHORT         2\r
  14 #define OPERATORS_LONG        3\r
  15 #define OPERATORS_SHORT       4\r
  16 #define NONREP_LONG           5\r
  17 #define NONREP_SHORT          6\r
  18 #define NET_NONCOMM           7\r
  19 #define NET_OPERATORS         8\r
  20 #define NET_NONREP            9\r
  21 #define OI_NONCOMM_LONG       10\r
  22 #define OI_NONCOMM_SHORT      11\r
  23 #define OI_OPERATORS_LONG     12\r
  24 #define OI_OPERATORS_SHORT    13\r
  25 #define OI_NONREP_LONG        14\r
  26 #define OI_NONREP_SHORT       15\r
  27 #define WILLCO_NONCOMM        16\r
  28 #define WILLCO_OPERATORS      17\r
  29 #define WILLCO_NONREP         18\r
  30 #define INDEX_OI              19\r
  31 #define INDEX_NONCOMM         20\r
  32 #define INDEX_OPERATORS       21\r
  33 #define INDEX_NONREP          22\r
  34 #define MOVEMENT_NONCOMM      23\r
  35 #define MOVEMENT_OPERATORS    24\r
  36 #define MOVEMENT_NONREP       25\r
  37 #define MOVEMENT_OI           26\r
  38 #define OI_NET_NONCOMM        27\r
  39 #define OI_NET_OPERATORS      28\r
  40 #define OI_NET_NONREP         29\r
  41 \r
  42 \r
  43 extern bool   load_cot_file=false;\r
  44 extern string cot_file="COT - U.S. DOLLAR CONCATENATE.csv";\r
  45 extern string settings="settings.ini";\r
  46 string name;\r
  47 bool error=false;\r
  48 int column;\r
  49 bool DrawData=true;\r
  50 bool LoadData=true;\r
  51 \r
  52 \r
  53 //***************************************************************************************************************\r
  54 //                                     ÒÀÁËÈÖÀ ÄÀÍÍÛÕ COT\r
  55 int n_str;                    //ñîäåðæèò êîë-âî ñòðîê\r
  56 \r
  57 // Ìàññèâ ñîäåðæèò äàòó\r
  58 datetime realize_data[];\r
  59 // Ìàññèâû ñîäåðæàò îáñîëþòíûå ïîçèöèè \r
  60 double open_interest[];       // Îòêðûòûé èíòåðåñ\r
  61 double noncomm_long[];        // Äëèííûå ïîçèöèè íåêîììåð÷åñêèõ òðåéäåðîâ\r
  62 double noncomm_short[];       // Êîðîòêèå ïîçèöèè íåêîììåð÷åñêèõ òðåéäåðîâ\r
  63 double noncomm_spread[];      // Ïîêðûòèå íåêîììåð÷åñêèõ òðåéäåðîâ\r
  64 double operators_long[];      // Äëèííûå ïîçèöèè íåêîììåð÷åñêèõ òðåéäåðîâ (îïåðàòîðîâ)\r
  65 double operators_short[];     // Êîðîòêèå ïîçèöèè íåêîììåð÷åñêèõ òðåéäåðîâ (îïåðàòîðîâ)\r
  66 double nonrep_long[];         // Äëèííûå ïîçèöèè íåïîäîò÷åòíûõ òðåéäåðîâ (ïóáëèêè)\r
  67 double nonrep_short[];        // Êîðîòêèå îïçèöèè íåïîäîò÷åòíûõ òðåéäåðîâ (ïóáëèêè)\r
  68 \r
  69 // Ìàññèâû ñîäåðæàò ðåçóëüòàò äåëåíèÿ îáñîëþòíîé äëèííîé è êîðîòêîé ïîçèöèè êàæäîé èç òðåõ ãðóïï òðåéäåðîâ íà îòêðûòûé èíòåðåñ\r
  70 double oi_noncomm_long[];     // Îòêðûòûé èíòåðåñ / Äëèííûå ïîçèöèè íåêîììåð÷åñêèõ òðåéäåðîâ\r
  71 double oi_noncomm_short[];    // Îòêðûòûé èíòåðåñ / Êîðîòêèå ïîçèöèè íåêîììåð÷åñêèõ òðåéäåðîâ\r
  72 double oi_operators_long[];   // Îòêðûòûé èíòåðåñ / Äëèííûå ïîçèöèè íåêîììåð÷åñêèõ òðåéäåðîâ (îïåðàòîðîâ)\r
  73 double oi_operators_short[];  // Îòêðûòûé èíòåðåñ / Êîðîòêèå ïîçèöèè íåêîììåð÷åñêèõ òðåéäåðîâ (îïåðàòîðîâ)\r
  74 double oi_nonrep_long[];      // Îòêðûòûé èíòåðåñ / Äëèííûå ïîçèöèè íåïîäîò÷åòíûõ òðåéäåðîâ (ïóáëèêè)\r
  75 double oi_nonrep_short[];     // Îòêðûòûé èíòåðåñ / Êîðîòêèå îïçèöèè íåïîäîò÷åòíûõ òðåéäåðîâ (ïóáëèêè)\r
  76 \r
  77 //Ìàññèâû ñîäåðæàò ðåçóëüòàò äåëåíèÿ ÷èñòîé ïîçèöèè êàæäîé èç òðåõ ãðóïï òðåéäåðîâ íà îòêðûòûé èíòåðåñ\r
  78 //èñïîëüçóåòñÿ äëÿ ïîñòðîåíèÿ èíäåêñà WILLCO\r
  79 double oi_net_noncomm[];\r
  80 double oi_net_operators[];\r
  81 double oi_net_nonrep[];\r
  82 \r
  83 // Ìàññèâû ñîäåðæàò ÷èñòûå ïîçèöèè êîììåð÷åñêèõ òðåéäåðîâ, îïåðàòîðîâ è íå ïîäîò÷åòíîé ïóáëèêè\r
  84 double net_noncomm[];         // ×èñòûå ïîçèöèè íåêîììåð÷åñêèõ òðåéäåðîâ\r
  85 double net_operators[];       // ×èñòûå ïîçèöèè êîììåð÷åñêèõ òðåéäåðîâ\r
  86 double net_nonrep[];          // ×èñòûå ïîçèöèè íåïîäîò÷åòíûõ òðåéäåðîâ\r
  87 \r
  88 // Ìàññèâû ñîäåðæàò èíäåêñ ÷èñòûõ ïîçèöèé êàæäîé èç òðåõ ãðóïï\r
  89 double index_oi[];            // Èíäåêñ îòêðûòîãî èíòåðåñà\r
  90 double index_ncomm[];         // Èíäåêñ íåêîììåð÷åñêèõ òðåéäåðîâ\r
  91 double index_operators[];     // Èíäåêñ êîììåð÷åñêèõ òðåéäåðîâ (îïåðàòîðîâ)\r
  92 double index_nonrep[];        // Èíääåêñ íåïîäîò÷åòíûõ òðåéäåðîâ (ïóáëèêè)\r
  93 \r
  94 // Ìàññèâû ñîäåðæàò ñòîõàñòè÷åñêèé îñöèëÿòîð âûñ÷èòàííûé èç îòíîøåíèÿ îòêðûòîãî èíòåðåñà ê ÷èñòîé ïîçèèöèè êàæäîé èç òðåõ ãðóïï\r
  95 // Stohastic(OI/NET_POSITION)\r
  96 double willco_ncomm[];        // \r
  97 double willco_operators[];    //\r
  98 double willco_nonrep[];       //\r
  99 \r
 100 //MOVEMENT INDEX\r
 101 double movement_oi[];\r
 102 double movement_ncomm[];\r
 103 double movement_operators[];\r
 104 double movement_nonrep[];\r
 105 //***********************************************************************************************************************************\r
 106 \r
 107 //\r
 108 bool init_data()\r
 109 {\r
 110    string data;\r
 111    int handle_cotfile;\r
 112    int str;\r
 113    //settings_load();\r
 114    settings_load();\r
 115    handle_cotfile=FileOpen(cot_file,FILE_READ|FILE_CSV);\r
 116    //handle_cotfile=FileOpen("COT - U.S. DOLLAR CONCATENATE.csv",FILE_READ|FILE_CSV);\r
 117    if(handle_cotfile==-1){\r
 118       Print("Íå óäàëîñü çàãðóçèòü ôàéë. Äàëüíåéøåå ïðîäîëæåíèå íåâîçìîæíî ", cot_file);\r
 119       Print(GetLastError());\r
 120       return(false);\r
 121    }\r
 122    while(FileIsEnding(handle_cotfile)==false){\r
 123       data=FileReadString(handle_cotfile);\r
 124       if(FileIsLineEnding(handle_cotfile)&&data!="")str++;\r
 125    }\r
 126    ArrayResize(realize_data,str);\r
 127    \r
 128    ArrayResize(open_interest,str);\r
 129    ArrayResize(noncomm_long,str);\r
 130    ArrayResize(noncomm_short,str);\r
 131    ArrayResize(noncomm_spread,str);\r
 132    ArrayResize(operators_long,str);\r
 133    ArrayResize(operators_short,str);\r
 134    ArrayResize(nonrep_long,str);\r
 135    ArrayResize(nonrep_short,str);\r
 136    \r
 137    ArrayResize(oi_noncomm_long,str);\r
 138    ArrayResize(oi_noncomm_short,str);\r
 139    ArrayResize(oi_operators_long,str);\r
 140    ArrayResize(oi_operators_short,str);\r
 141    ArrayResize(oi_nonrep_long,str);\r
 142    ArrayResize(oi_nonrep_short,str);\r
 143    \r
 144    ArrayResize(oi_net_noncomm,str);\r
 145    ArrayResize(oi_net_operators,str);\r
 146    ArrayResize(oi_net_nonrep,str);\r
 147    \r
 148    ArrayResize(net_noncomm,str);\r
 149    ArrayResize(net_operators,str);\r
 150    ArrayResize(net_nonrep,str);\r
 151    \r
 152    ArrayResize(index_oi,str);\r
 153    ArrayResize(index_ncomm,str);\r
 154    ArrayResize(index_operators,str);\r
 155    ArrayResize(index_nonrep,str);\r
 156    \r
 157    ArrayResize(willco_ncomm,str);\r
 158    ArrayResize(willco_operators,str);\r
 159    ArrayResize(willco_nonrep,str);\r
 160    \r
 161    ArrayResize(movement_oi,str);\r
 162    ArrayResize(movement_ncomm,str);\r
 163    ArrayResize(movement_operators,str);\r
 164    ArrayResize(movement_nonrep,str);\r
 165    \r
 166    FileClose(handle_cotfile);\r
 167    return(true);\r
 168 }\r
 169 \r
 170 \r
 171 /*void settings_load()\r
 172 {\r
 173    int h_set, _column;\r
 174    string set, sname;\r
 175    if(load_cot_file==true)return;\r
 176    h_set=FileOpen(settings,FILE_READ|FILE_CSV,";");\r
 177    //FileOpen("\Temp\Cot_file.txt",FILE_WRITE,FILE_CSV);\r
 178    if(h_set==-1)return;\r
 179    while(FileIsEnding(h_set)==false){\r
 180       set=FileReadString(h_set);\r
 181       _column++;\r
 182       if(set==Symbol()&&_column!=1){cot_file=sname;return;}\r
 183       if(_column==2&&set!="")name=set;             // Âòîðàÿ êîëîíêà - æåëàåìîå íàçâàíèå èíäèêàòîðà\r
 184       if(FileIsLineEnding(h_set)==true)_column=0;\r
 185       if(_column==1)sname=set;\r
 186       \r
 187    }\r
 188    FileClose(h_set);\r
 189 }*/\r
 190 \r
 191 // Íà ñåãîäíÿøíèé äåíü, åäèíñòâåííûé áðîêåð â Ðîññèè, êîòîðûé ïîääåðæèâàåò ïðàêòè÷åñêè âñå èíñòðóìåíòû\r
 192 // ïîïàäàþùèå â îò÷åò òðåéäåðîâ ÿâëÿåòñÿ Broco Company. Ïîýòîìó ïîääåðæêà áðîêåðà âêëþ÷åíà â ïðîåêò.\r
 193 // Ýòî îçíà÷àåò, ÷òî âàì íå íàäî áóäåò âûáèðàòü íàçâàíèå èíñòðóìåíòà, èç ñîòíè ôàéëîâ, âñå áóäåò ñäåëàíî\r
 194 // àâòîìàòè÷åñêè!!!\r
 195 void settings_load()\r
 196 {\r
 197    int h_set, _column;\r
 198    string set, sname;\r
 199    if(load_cot_file==true)return;\r
 200    h_set=FileOpen(settings,FILE_READ|FILE_CSV,";");\r
 201    //FileOpen("\Temp\Cot_file.txt",FILE_WRITE,FILE_CSV);\r
 202    if(h_set==-1)return;\r
 203    while(FileIsEnding(h_set)==false){\r
 204       set=FileReadString(h_set);\r
 205       _column++;\r
 206       if(_column==1&&set!="")sname=set;\r
 207       if(_column==2&&set!="")name=set;             // Âòîðàÿ êîëîíêà - æåëàåìîå íàçâàíèå èíäèêàòîðà\r
 208       if(_column>2&&set!=""&&StringFind(Symbol(),set)==0){cot_file=sname;return;}\r
 209       if(FileIsLineEnding(h_set)==true)_column=0;\r
 210    }\r
 211 }\r
 212 \r
 213 void load_data()\r
 214 {\r
 215    datetime data_realize;\r
 216    int handle_cotfile;\r
 217    string data;\r
 218    handle_cotfile=FileOpen(cot_file,FILE_READ|FILE_CSV, ";");\r
 219    Print("Ôàéë íàéäåí");\r
 220    while(FileIsEnding(handle_cotfile)==false){\r
 221       data=FileReadString(handle_cotfile);\r
 222       column++;\r
 223       if(FileIsLineEnding(handle_cotfile)==true||FileIsEnding(handle_cotfile)==true){//column=12 - îáíóëÿåò ðàíüøå âðåìåíè\r
 224         if(column==12)\r
 225            nonrep_short[n_str]=StrToDouble(data);\r
 226         column=0;\r
 227         if(data!="")n_str++;\r
 228       }\r
 229       else{\r
 230          switch(column){\r
 231             case 2:\r
 232                realize_data[n_str]=StrToTime(data);\r
 233                break;\r
 234             case 3:\r
 235                open_interest[n_str]=StrToDouble(data);\r
 236                //Print(open_interest[n_str]);\r
 237                break;\r
 238             case 4:\r
 239                noncomm_long[n_str]=StrToDouble(data);\r
 240                break;\r
 241             case 5:\r
 242                noncomm_short[n_str]=StrToDouble(data);\r
 243                break;          \r
 244             case 6:\r
 245                noncomm_spread[n_str]=StrToDouble(data);\r
 246                break;\r
 247             case 7:\r
 248                operators_long[n_str]=StrToDouble(data);\r
 249                break;\r
 250             case 8:\r
 251                operators_short[n_str]=StrToDouble(data);\r
 252                break;\r
 253             case 11:\r
 254                nonrep_long[n_str]=StrToDouble(data);\r
 255                break;\r
 256          }\r
 257       } \r
 258    }\r
 259    FileClose(handle_cotfile);\r
 260    Print("Ôàéë çàãðóæåí");\r
 261 }\r
 262 \r
 263 void count_data()\r
 264 {\r
 265    int    max,\r
 266           min;\r
 267    double delta;\r
 268    \r
 269    for(int i=0;i<n_str;i++){\r
 270       index_oi[i]=EMPTY_VALUE;\r
 271       index_ncomm[i]=EMPTY_VALUE;\r
 272       index_operators[i]=EMPTY_VALUE;\r
 273       index_nonrep[i]=EMPTY_VALUE;\r
 274       willco_ncomm[i]=EMPTY_VALUE;\r
 275       willco_operators[i]=EMPTY_VALUE;\r
 276       willco_nonrep[i]=EMPTY_VALUE;\r
 277       movement_ncomm[i]=EMPTY_VALUE;\r
 278       movement_operators[i]=EMPTY_VALUE;\r
 279       movement_nonrep[i]=EMPTY_VALUE;\r
 280    }\r
 281    for(i=0;i<n_str;i++){\r
 282       if(open_interest[i]==0){\r
 283          oi_noncomm_long[i]=0;\r
 284          oi_noncomm_short[i]=0;\r
 285          oi_operators_long[i]=0;\r
 286          oi_operators_short[i]=0;\r
 287          oi_nonrep_long[i]=0;\r
 288          oi_nonrep_short[i]=0;\r
 289       }\r
 290       else{\r
 291          oi_noncomm_long[i]=noncomm_long[i]/open_interest[i];\r
 292          oi_noncomm_short[i]=noncomm_short[i]/open_interest[i];\r
 293          oi_operators_long[i]=operators_long[i]/open_interest[i];\r
 294          oi_operators_short[i]=operators_short[i]/open_interest[i];\r
 295          oi_nonrep_long[i]=nonrep_long[i]/open_interest[i];\r
 296          oi_nonrep_short[i]=nonrep_short[i]/open_interest[i];\r
 297       }\r
 298       \r
 299       net_noncomm[i]=noncomm_long[i]-noncomm_short[i];\r
 300       net_operators[i]=operators_long[i]-operators_short[i];\r
 301       net_nonrep[i]=nonrep_long[i]-nonrep_short[i];\r
 302       \r
 303       if(open_interest[i]==0){\r
 304          oi_net_noncomm[i]=0;\r
 305          oi_net_operators[i]=0;\r
 306          oi_net_nonrep[i]=0;\r
 307       }\r
 308       else{\r
 309          oi_net_noncomm[i]=net_noncomm[i]/open_interest[i];\r
 310          oi_net_operators[i]=net_operators[i]/open_interest[i];\r
 311          oi_net_nonrep[i]=net_nonrep[i]/open_interest[i];\r
 312       }  \r
 313    }\r
 314    \r
 315    for(i=0;i<n_str-period;i++){  \r
 316       \r
 317       max=ArrayMaximum(open_interest,period,i);\r
 318       min=ArrayMinimum(open_interest,period,i);\r
 319       delta=open_interest[max]-open_interest[min];\r
 320       if(delta==0)delta=1;\r
 321       index_oi[i]=(open_interest[i]-open_interest[min])/delta*100;\r
 322       \r
 323       max=ArrayMaximum(net_noncomm,period,i);\r
 324       min=ArrayMinimum(net_noncomm,period,i);\r
 325       delta=net_noncomm[max]-net_noncomm[min];\r
 326       if(delta==0)delta=1;\r
 327       index_ncomm[i]=(net_noncomm[i]-net_noncomm[min])/delta*100;\r
 328       \r
 329       max=ArrayMaximum(net_operators,period,i);\r
 330       min=ArrayMinimum(net_operators,period,i);\r
 331       delta=net_operators[max]-net_operators[min];\r
 332       if(delta==0)delta=1;\r
 333       index_operators[i]=(net_operators[i]-net_operators[min])/delta*100;\r
 334       \r
 335       max=ArrayMaximum(net_nonrep,period,i);\r
 336       min=ArrayMinimum(net_nonrep,period,i);\r
 337       delta=net_nonrep[max]-net_nonrep[min];\r
 338       if(delta==0)delta=1;\r
 339       index_nonrep[i]=(net_nonrep[i]-net_nonrep[min])/delta*100;\r
 340       \r
 341       max=ArrayMaximum(oi_net_noncomm,period,i);\r
 342       min=ArrayMinimum(oi_net_noncomm,period,i);\r
 343       delta=oi_net_noncomm[max]-oi_net_noncomm[min];\r
 344       if(delta==0)delta=1;\r
 345       willco_ncomm[i]=(oi_net_noncomm[i]-oi_net_noncomm[min])/delta*100;\r
 346       \r
 347       max=ArrayMaximum(oi_net_operators,period,i);\r
 348       min=ArrayMinimum(oi_net_operators,period,i);\r
 349       delta=oi_net_operators[max]-oi_net_operators[min];\r
 350       if(delta==0)delta=1;\r
 351       willco_operators[i]=(oi_net_operators[i]-oi_net_operators[min])/delta*100;\r
 352       \r
 353       max=ArrayMaximum(oi_net_nonrep,period,i);\r
 354       min=ArrayMinimum(oi_net_nonrep,period,i);\r
 355       delta=oi_net_nonrep[max]-oi_net_nonrep[min];\r
 356       if(delta==0)delta=1;\r
 357       willco_nonrep[i]=(oi_net_nonrep[i]-oi_net_nonrep[min])/delta*100;\r
 358    }\r
 359    for(i=0;i<n_str-period-movement_index;i++){\r
 360       movement_oi[i]=index_oi[i]-index_oi[i-movement_index];\r
 361       movement_ncomm[i]=index_ncomm[i]-index_ncomm[i-movement_index];\r
 362       movement_operators[i]=index_operators[i]-index_operators[i-movement_index];\r
 363       movement_nonrep[i]=index_nonrep[i]-index_nonrep[i-movement_index];\r
 364    }\r
 365 }\r
 366 \r
 367 // Âîçâðàùàåò îäíî èç çíà÷åíèé COT òàáëèöû îïðåäåëåííîå ïåðåìåííîé "type" äëÿ áàðà "bar"\r
 368 double get_data(int type, int bar)\r
 369 {\r
 370    double data;\r
 371    int i_data=get_cot(bar);\r
 372    if(i_data==EMPTY_VALUE)return(EMPTY_VALUE);\r
 373    switch (type){\r
 374       case OI:\r
 375          return(open_interest[i_data]);\r
 376       case NONCOMM_LONG:\r
 377          return(noncomm_long[i_data]+noncomm_spread[i_data]);\r
 378          //return(noncomm_long[i_data]);\r
 379       case NONCOMM_SHORT:\r
 380          return(noncomm_short[i_data]+noncomm_spread[i_data]);\r
 381          //return(noncomm_short[i_data]);\r
 382       case OPERATORS_LONG:\r
 383          return(operators_long[i_data]);\r
 384       case OPERATORS_SHORT:\r
 385          return(operators_short[i_data]);\r
 386       case NONREP_LONG:\r
 387          return(nonrep_long[i_data]);\r
 388       case NONREP_SHORT:\r
 389          return(nonrep_short[i_data]);\r
 390       case NET_NONCOMM:\r
 391          return(net_noncomm[i_data]);\r
 392       case NET_OPERATORS:\r
 393          return(net_operators[i_data]);\r
 394       case NET_NONREP:\r
 395          return(net_nonrep[i_data]);\r
 396       case INDEX_OI:\r
 397          return(index_oi[i_data]);\r
 398       case INDEX_NONCOMM:\r
 399          return(index_ncomm[i_data]);\r
 400       case INDEX_OPERATORS:\r
 401          return(index_operators[i_data]);\r
 402       case INDEX_NONREP:\r
 403          return(index_nonrep[i_data]);\r
 404       case OI_NONCOMM_LONG:\r
 405          return(oi_noncomm_long[i_data]);\r
 406       case OI_NONCOMM_SHORT:\r
 407          return(oi_noncomm_short[i_data]);\r
 408       case OI_OPERATORS_LONG:\r
 409          return(oi_operators_long[i_data]);\r
 410       case OI_OPERATORS_SHORT:\r
 411          return(oi_operators_short[i_data]);\r
 412       case OI_NONREP_LONG:\r
 413          return(oi_nonrep_long[i_data]);\r
 414       case OI_NONREP_SHORT:\r
 415          return(oi_nonrep_short[i_data]);\r
 416       case WILLCO_NONCOMM:\r
 417          return(willco_ncomm[i_data]);\r
 418       case WILLCO_OPERATORS:\r
 419          return(willco_operators[i_data]);\r
 420       case WILLCO_NONREP:\r
 421          return(willco_nonrep[i_data]);\r
 422       case OI_NET_NONCOMM:\r
 423          return(oi_net_nonrep[i_data]);\r
 424       case OI_NET_OPERATORS:\r
 425          return(oi_net_operators[i_data]);\r
 426       case OI_NET_NONREP:\r
 427          return(oi_net_nonrep[i_data]);\r
 428       case MOVEMENT_NONCOMM:\r
 429          return(movement_ncomm[i_data]);\r
 430       case MOVEMENT_OPERATORS:\r
 431          return(movement_operators[i_data]);\r
 432       case MOVEMENT_NONREP:\r
 433          return(movement_nonrep[i_data]);\r
 434       case MOVEMENT_OI:\r
 435          return(movement_oi[i_data]);\r
 436    }\r
 437    return(EMPTY_VALUE);\r
 438 }\r
 439 \r
 440 //Âîçâðàùàåò íîìåð ÿ÷åéêå â ìàññèâå, â êîòîðîì ýòè äàííûå õðàíÿòñÿ, âîçâðàùàåò çíà÷åíèå EMPTY_VALUE, åñëè íå óäàëîñü íàéòè áàð\r
 441 int get_cot(int i)\r
 442 {\r
 443    datetime tbar=iTime(Symbol(),0,i);\r
 444    for(int k=0;k<n_str;k++)\r
 445       if(realize_data[k]<tbar)return(k);\r
 446    return(EMPTY_VALUE);\r
 447 }\r
 448 \r
 449 // Âîçâðàùàåò áàð äëÿ êîòîðîãî èçâåñòíî ïîñëåäíåå çíà÷åíèå COT äàííûõ\r
 450 int get_lastdata()\r
 451 {\r
 452    return(iBarShift(Symbol(),0,realize_data[n_str-1],false));\r
 453 }\r
 454 \r
 455 // Âîçâðàùàåò ñòðîêó áåç ðàñøèðåíèÿ è ïåðâûõ 6 ñèìâîëîâ (áûëî "COT - FileName.csv" ñòàëî "FileName")\r
 456 string str_trim(string fname)\r
 457 {\r
 458    int strlen=StringLen(fname)-1;\r
 459    int char;\r
 460    string str;\r
 461    for(int i=strlen;i>0;i--){\r
 462       char=StringGetChar(fname,i);\r
 463       if(char=='.'){\r
 464          for(int b=6;b<i;b++)//ïîìåíÿòü íà b=0 åñëè íå òðåáóåòñÿ óäàëÿòü ïåðâûå 6 ñèìâîëîâ\r
 465             str=str+CharToStr(StringGetChar(fname,b));\r
 466          return(str);\r
 467       }\r
 468    }\r
 469    return(fname);\r
 470 }