function tradeTrend()
{
TimeFrame = 1;
vars Price = series(price());
vars Trend = series(LowPass(Price,optimize(500,300,700)));
Stop = optimize(4,2,10) * ATR(100);
Trail = 0;
vars MMI_Raw = series(MMI(Price,300));
vars MMI_Smooth = series(LowPass(MMI_Raw,500));
if(falling(MMI_Smooth)) {
if(valley(Trend))
enterLong();
else if(peak(Trend))
enterShort();
}
}
void plot3(TString infile = "fp-d", TString pltmd = "cos") {
// CHECK FOR RIGHT INPUT ////////////////////////////////////////////////
string strpltmd = pltmd, filename = infile, strfile = infile;
if( (strpltmd.compare("cos") != 0 ) &&
(strpltmd.compare("sin") != 0 ) &&
(strpltmd.compare("tan") != 0 ) &&
(strpltmd.compare("mmp") != 0 ) ) {error(4);};
// GLOBAL VARIABLES ////////////////////////////////////////////////////
Int_t file, point, color, style;
Float_t fits2b, fittph, tphold, fitsph, fitcph, fitx, fitxmin, fitxmax = -1.0;
Float_t xVal, yVal;
Float_t xMin = 100000, xMax = -1.0, yMin = 100000, yMax = -1.0;
Float_t MZ, MW, Mmin = 100000;
Float_t Cz1, Cz2, Cz3, Cw1, Cw2, Cw3, Cw4, C1, C2;
Float_t phiMin, phiMax, cphmin, cphmax, sphmin, sphmax;
// CUSTOMIZE PLOT ///////////////////////////////////////////////////////
gROOT->Reset();
gROOT->SetStyle("Plain");
gStyle->SetTitleBorderSize(0);
gStyle->SetPalette(1);
TCanvas *MyC = new TCanvas("MyC","Plot of the GAPP fit results",200,10,700,500);
Float_t mmlegxmin, mmlegxmax, mmlegymin, mmlegymax;
Float_t s2blegxmin, s2blegymin, s2blegxmax, s2blegymax;
Float_t lblxmin, lblxmax, lblymin, lblymax;
string plottitle = "Model: " + infile + " | Plot: ";
string xtitle, ytitle, NPleg, SMleg, display;
NPleg = "#font[52]{M_{H}^{(NP)}, #bar{m}_{t}^{(NP)}}";
SMleg = "#font[52]{M_{H}^{(SM)}, #bar{m}_{t}^{(SM)}}";
if (strpltmd.compare("tan") == 0) {
plottitle += "#font[42]{tan^{2}(#tilde{#phi}) over }#font[52]{#tilde{x}}#font[42]{.}";
xtitle = "#font[52]{#tilde{x}}";
ytitle = "#font[42]{tan^{2}(#tilde{#phi})}";
display = "C";
mmlegxmin = 0.15;
mmlegxmax = 0.30;
mmlegymin = 0.75;
mmlegymax = 0.85;
s2blegxmin = 0.15;
s2blegxmax = 0.40;
s2blegymin = 0.30;
s2blegymax = 0.50;
lblxmin = 0.88;
lblxmax = 0.88;
lblymin = 0.60;
lblymax = 0.65;
} else if (strpltmd.compare("cos") == 0) {
plottitle += "#font[42]{cos(#tilde{#phi}) over }#font[52]{#tilde{x}}#font[42]{.}";
xtitle = "#font[52]{#tilde{x}}";
ytitle = "#font[42]{cos(#tilde{#phi})}";
display = "C";
mmlegxmin = 0.70;
mmlegxmax = 0.85;
mmlegymin = 0.75;
mmlegymax = 0.85;
s2blegxmin = 0.15;
s2blegxmax = 0.40;
s2blegymin = 0.30;
s2blegymax = 0.50;
lblxmin = 0.65;
lblxmax = 0.80;
lblymin = 0.60;
lblymax = 0.65;
} else if (strpltmd.compare("sin") == 0) {
plottitle += "#font[42]{sin(#tilde{#phi}) over }#font[52]{#tilde{x}}#font[42]{.}";
xtitle = "#font[52]{#tilde{x}}";
ytitle = "#font[42]{sin(#tilde{#phi})}";
display = "C";
mmlegxmin = 0.15;
mmlegxmax = 0.30;
mmlegymin = 0.75;
mmlegymax = 0.85;
s2blegxmin = 0.60;
s2blegxmax = 0.85;
s2blegymin = 0.30;
s2blegymax = 0.50;
lblxmin = 0.65;
lblxmax = 0.80;
lblymin = 0.60;
lblymax = 0.65;
} else if (strpltmd.compare("mmp") == 0) {
plottitle += "#font[42]{Masses of the new heavy gauge bosons.}";
xtitle = "#font[52]{M_{Z'}}#font[42]{ (TeV)}";
ytitle = "#font[52]{M_{W'}}#font[42]{ (TeV)}";
display = "C";
mmlegxmin = 0.15;
mmlegxmax = 0.30;
mmlegymin = 0.75;
mmlegymax = 0.85;
s2blegxmin = 0.60;
s2blegxmax = 0.85;
s2blegymin = 0.45;
s2blegymax = 0.65;
lblxmin = 0.35;
lblxmax = 0.50;
lblymin = 0.45;
lblymax = 0.50;
};
// PREPARE BOSON MASSES AND PHI BOUNDS //////////////////////////////////
string mdl(filename,0,2);
if ( (mdl.compare("lr") == 0) ||
(mdl.compare("lp") == 0) ||
(mdl.compare("hp") == 0) ||
(mdl.compare("fp") == 0) ) {
phiMin = 5.600; phiMax = 84.400;
string Higgs(filename,3,1);
if (Higgs.compare("d") == 0) {
Cz1 = 11.95349795785275;
Cz2 = 30.63269990028513;
Cz3 = 42.58619785813789;
Cw1 = 21.29309892906894;
Cw2 = 9.339600971216193;
Cw3 = 30.63269990028513;
Cw4 = 42.58619785813789;
}
else if (Higgs.compare("t") == 0) {
Cz1 = 5.976748978926375;
Cz2 = 30.63269990028513;
Cz3 = 85.17239571627579;
Cw1 = 15.05649464522066;
Cw2 = 3.302047590161717;
Cw3 = 21.66058982554409;
Cw4 = 60.22597858088265;
}
}
else if ( (mdl.compare("uu") == 0) ||
(mdl.compare("nu") == 0) ) {
phiMin = 10.179, phiMax = 79.821;
C1 = 94.0397928463607;
C2 = 77.1253849720165;
} else {error(6);}
cphmin = cos(TMath::Pi()*phiMin/180.0)*cos(TMath::Pi()*phiMin/180.0);
cphmax = cos(TMath::Pi()*phiMax/180.0)*cos(TMath::Pi()*phiMax/180.0);
sphmin = sin(TMath::Pi()*phiMin/180.0)*sin(TMath::Pi()*phiMin/180.0);
sphmax = sin(TMath::Pi()*phiMax/180.0)*sin(TMath::Pi()*phiMax/180.0);
// LOOP OVER ROOT FILES ////////////////////////////////////////////////
for(file=0; file<=1; file++) {
if(file==0) string epsfile = filename + "_" + strpltmd + ".eps";
if(file==1) string filename = filename + "_sm";
string rootname = filename + ".root";
TFile *rootfile = TFile::Open(rootname.c_str());
if(rootfile == NULL) error(1);
TTree *tree = (TTree*)rootfile->Get(filename.c_str());
if(tree == NULL) error(2);
TBranch *fits2bbranch = (TBranch*)tree->GetBranch("fits2b");
TBranch *fittphbranch = (TBranch*)tree->GetBranch("fittph");
TBranch *fitxbranch = (TBranch*)tree->GetBranch("fitx");
if( (fits2bbranch == NULL) ||
(fittphbranch == NULL) ||
(fitxbranch == NULL) ) error(3);
tree->SetBranchAddress("fits2b",&fits2b);
tree->SetBranchAddress("fittph",&fittph);
tree->SetBranchAddress("fitx", &fitx);
// GET ARRAYS ///////////////////////////////////////////////////////////
Int_t Npoints = (Int_t)tree->GetEntries();
Int_t tphStep = 0;
Float_t tphMax = -1.0;
for(point=0; point<Npoints; point++) {
tree->GetEntry(point);
if( fittph > tphMax ) {tphStep++; tphMax = fittph;}
};
const int tphSteps = tphStep;
Float_t xArray[tphSteps], yArray[tphSteps], zArray[tphSteps];
tphStep = -1, tphold = -1.0, fitxmin = 100000;
for(point=0; point<Npoints; point++) {
tree->GetEntry(point);
if(fittph > tphold) {tphStep++; fitxmin = 100000;}
fitsph = fittph / (1.0 + fittph);
fitcph = 1.0 - fitsph;
if (strpltmd.compare("tan") == 0) {
xVal = fitx;
yVal = fittph;
} else if (strpltmd.compare("cos") == 0) {
xVal = fitx;
yVal = sqrt(fitcph);
} else if (strpltmd.compare("sin") == 0) {
xVal = fitx;
yVal = sqrt(fitsph);
} else if (strpltmd.compare("mmp") == 0) {
if (fitsph != 0.0) {
if ( (mdl.compare("lr") == 0) ||
(mdl.compare("lp") == 0) ||
(mdl.compare("hp") == 0) ||
(mdl.compare("fp") == 0) ) {
MMI(Cz1,Cz2,Cz3,Cw1,Cw2,Cw3,Cw4,fitx,fitsph,fitcph,fits2b,xVal,yVal);
} else if ( (mdl.compare("uu") == 0) ||
(mdl.compare("nu") == 0) ) {
MMII(C1,C2,fitx,fitsph,fitcph,xVal,yVal);
}
}
}
if( (strpltmd.compare("mmp") == 0) && (tphStep==1) ) {
xArray[0] = xArray[1];
yArray[0] = yArray[1];
zArray[0] = zArray[1];
}
if(fitx>fitxmax) fitxmax = fitx;
if(fitx<fitxmin) {
xArray[tphStep] = xVal;
yArray[tphStep] = yVal;
zArray[tphStep] = fits2b;
fitxmin = fitx;
}
tphold = fittph;
}
if(file==0) TGraph *NPplot = new TGraph(tphSteps,xArray,yArray);
if(file==1) TGraph *SMplot = new TGraph(tphSteps,xArray,yArray);
TMarker *NPmrk[tphSteps], *SMmrk[tphSteps];
for(tphStep=0; tphStep<tphSteps; tphStep++){
marker(zArray[tphStep],color,style);
if(file==0) { NPmrk[tphStep] = new TMarker(xArray[tphStep],yArray[tphStep],style);
NPmrk[tphStep]->SetMarkerSize(0.8);
NPmrk[tphStep]->SetMarkerColor(color);}
if(file==1) { SMmrk[tphStep] = new TMarker(xArray[tphStep],yArray[tphStep],style);
SMmrk[tphStep]->SetMarkerSize(0.8);
SMmrk[tphStep]->SetMarkerColor(color);}
if( (strpltmd.compare("mmp") != 0) || (tphStep !=0 )) {
if (xArray[tphStep] < xMin) xMin = xArray[tphStep];
if (xArray[tphStep] > xMax) xMax = xArray[tphStep];
if (yArray[tphStep] < yMin) yMin = yArray[tphStep];
if (yArray[tphStep] > yMax) yMax = yArray[tphStep];
}
if( ((strfile.compare("uu-d") == 0) || (strfile.compare("nu-d") == 0)) && (strpltmd.compare("sin") == 0) ) {
fitx = xArray[tphStep];
fitsph = yArray[tphStep]*yArray[tphStep];
fitcph = 1.0 - fitsph;
if( (sphmin < fitsph) && (fitsph<sphmax) ) {
MMII(C1,C2,fitx,fitsph,fitcph,MZ,MW);
if(MZ < Mmin) { Mmin = MZ; cout << MZ << "\t" << sqrt(fitsph) << endl;}
}
}
}
}
// CREATE PLOTS /////////////////////////////////////////////////////////
NPplot->SetLineStyle(2);
NPplot->SetMarkerStyle(20);
NPplot->SetMarkerSize(0.4);
SMplot->SetMarkerStyle(20);
SMplot->SetMarkerSize(0.4);
if(strpltmd.compare("cos") == 0) {yMin = 0.0; yMax = 1.0;}
if(strpltmd.compare("sin") == 0) {yMin = 0.0; yMax = 1.0;}
if(strpltmd.compare("mmp") == 0) {xMin = 0.0; xMax = 5.0; yMin = 0.0; yMax = 5;}
TH1F* frame = MyC->DrawFrame(0.9*xMin,0.9*yMin,1.1*xMax,1.0*yMax);
frame->SetTitle(plottitle.c_str());
TAxis *xaxis = frame->GetXaxis();
TAxis *yaxis = frame->GetYaxis();
xaxis->SetTitle(xtitle.c_str());
xaxis->CenterTitle();
xaxis->SetTitleOffset(1.);
xaxis->SetDecimals();
xaxis->SetLabelSize(0.03);
xaxis->SetLabelOffset(0.01);
yaxis->SetTitle(ytitle.c_str());
yaxis->CenterTitle();
yaxis->SetTitleOffset(1.2);
yaxis->SetDecimals();
yaxis->SetLabelSize(0.03);
yaxis->SetLabelOffset(0.01);
TLegend *mmleg = new TLegend(mmlegxmin,mmlegymin,mmlegxmax,mmlegymax);
mmleg->AddEntry(NPplot,NPleg.c_str(),"l");
mmleg->AddEntry(SMplot,SMleg.c_str(),"l");
mmleg->SetTextSize(0.025);
mmleg->SetFillStyle(0);
if( (strfile.compare("uu-d") != 0) && (strfile.compare("nu-d") != 0) ) {
for(tphStep=0; tphStep<tphSteps; tphStep++){NPmrk[tphStep]->Draw(); SMmrk[tphStep]->Draw();}
}
Float_t xdummy[1] = {0.0}, ydummy[1] = {0.0};
TGraph *circle = new TGraph(1,xdummy,ydummy);
circle->SetMarkerStyle(24);
circle->SetMarkerColor(kGreen+1);
circle->SetMarkerSize(0.8);
TGraph *square = new TGraph(1,xdummy,ydummy);
square->SetMarkerStyle(25);
square->SetMarkerColor(kCyan+1);
square->SetMarkerSize(0.8);
TGraph *triangle = new TGraph(1,xdummy,ydummy);
triangle->SetMarkerStyle(26);
triangle->SetMarkerColor(kBlue+1);
triangle->SetMarkerSize(0.8);
TGraph *diamond = new TGraph(1,xdummy,ydummy);
diamond->SetMarkerStyle(27);
diamond->SetMarkerColor(kMagenta+1);
diamond->SetMarkerSize(0.8);
TLegend *s2bleg = new TLegend(s2blegxmin,s2blegymin,s2blegxmax,s2blegymax);
s2bleg->AddEntry(circle,"#font[42]{0.00 < sin^{2}(2#tilde{#beta}) #leq 0.25}","p");
s2bleg->AddEntry(square,"#font[42]{0.25 < sin^{2}(2#tilde{#beta}) #leq 0.50}","p");
s2bleg->AddEntry(triangle,"#font[42]{0.50 < sin^{2}(2#tilde{#beta}) #leq 0.75}","p");
s2bleg->AddEntry(diamond,"#font[42]{0.75 < sin^{2}(2#tilde{#beta}) #leq 1.00}","p");
s2bleg->SetTextSize(0.025);
s2bleg->SetFillStyle(0);
NPplot->Draw(display.c_str());
SMplot->Draw(display.c_str());
mmleg->Draw();
if( (strfile.compare("uu-d") != 0) && (strfile.compare("nu-d") != 0) ) s2bleg->Draw();
// BOUNDS ON PHI //////////////////////////////////////////////////////
Int_t i;
const int iSteps = 100;
fitxmin = 1.0, fitxmax *= 1.5;
Float_t deltax = (fitxmax-fitxmin)/iSteps;
Float_t phixmin0[iSteps], phixmax0[iSteps], phixmin1[iSteps], phixmax1[iSteps];
Float_t phiymin0[iSteps], phiymax0[iSteps], phiymin1[iSteps], phiymax1[iSteps];
if ( (strpltmd.compare("tan") == 0) ||
(strpltmd.compare("cos") == 0) ||
(strpltmd.compare("sin") == 0) ) {
for(i=0; i<100; i++) {
fitx = fitxmin + i*deltax;
phixmin0[i] = fitx;
if (strpltmd.compare("tan") == 0) { phiymin0[i] = sphmin / cphmin; phiymax0[i] = sphmax / cphmax; }
if (strpltmd.compare("cos") == 0) { phiymin0[i] = sqrt(cphmin); phiymax0[i] = sqrt(cphmax); }
if (strpltmd.compare("sin") == 0) { phiymin0[i] = sqrt(sphmin); phiymax0[i] = sqrt(sphmax); }
}
TGraph *phiMin0 = new TGraph(iSteps,phixmin0,phiymin0);
TGraph *phiMax0 = new TGraph(iSteps,phixmin0,phiymax0);
} else if (strpltmd.compare("mmp") == 0) {
if ( (mdl.compare("lr") == 0) ||
(mdl.compare("lp") == 0) ||
(mdl.compare("hp") == 0) ||
(mdl.compare("fp") == 0) ) {
for(i=0; i<100; i++) {
fitx = fitxmin + i*deltax;
MMI(Cz1,Cz2,Cz3,Cw1,Cw2,Cw3,Cw4,fitx,sphmin,cphmin,0.0,phixmin0[i],phiymin0[i]);
MMI(Cz1,Cz2,Cz3,Cw1,Cw2,Cw3,Cw4,fitx,sphmin,cphmin,1.0,phixmin1[i],phiymin1[i]);
MMI(Cz1,Cz2,Cz3,Cw1,Cw2,Cw3,Cw4,fitx,sphmax,cphmax,0.0,phixmax0[i],phiymax0[i]);
MMI(Cz1,Cz2,Cz3,Cw1,Cw2,Cw3,Cw4,fitx,sphmax,cphmax,1.0,phixmax1[i],phiymax1[i]);
}
TGraph *phiMin0 = new TGraph(iSteps,phixmin0,phiymin0);
TGraph *phiMin1 = new TGraph(iSteps,phixmin1,phiymin1);
TGraph *phiMax0 = new TGraph(iSteps,phixmax0,phiymax0);
TGraph *phiMax1 = new TGraph(iSteps,phixmax1,phiymax1);
phiMin1->SetLineStyle(7);
phiMin1->SetMarkerStyle(22);
phiMin1->SetMarkerSize(1.0);
phiMax1->SetLineStyle(7);
phiMax1->SetMarkerStyle(22);
phiMax1->SetMarkerSize(1.0);
phiMin1->Draw("C");
phiMax1->Draw("C");
} else if ( (mdl.compare("uu") == 0) ||
(mdl.compare("nu") == 0) ) {
for(i=0; i<100; i++) {
fitx = fitxmin + i*deltax;
MMII(C1,C2,fitx,sphmin,cphmin,phixmin0[i],phiymin0[i]);
MMII(C1,C2,fitx,sphmax,cphmax,phixmax0[i],phiymax0[i]);
}
TGraph *phiMin0 = new TGraph(iSteps,phixmin0,phiymin0);
TGraph *phiMax0 = new TGraph(iSteps,phixmax0,phiymax0);
}
}
phiMin0->SetLineStyle(3);
phiMin0->SetMarkerStyle(20);
phiMin0->SetMarkerSize(0.4);
phiMax0->SetLineStyle(3);
phiMax0->SetMarkerStyle(20);
phiMax0->SetMarkerSize(0.4);
phiMin0->Draw("C");
phiMax0->Draw("C");
// LABEL ALLOWED REGION ///////////////////////////////////////////////
TPaveText *allowed = new TPaveText(lblxmin,lblymin,lblxmax,lblymax,"NDC");
TText *text = allowed->AddText("#font[42]{allowed (95% CL)}");
allowed->SetTextSize(0.04);
if (strpltmd.compare("tan") == 0) text->SetTextAngle(270);
allowed->SetFillStyle(0);
allowed->SetLineColor(0);
allowed->SetBorderSize(1);
allowed->Draw();
// SAVE GRAPHIC ///////////////////////////////////////////////////////
MyC->Print(epsfile.c_str());
}
