\documentclass{article}
\usepackage[pdftex,active,tightpage]{preview}
\setlength\PreviewBorder{2mm}
\usepackage{amsmath,amssymb}
\usepackage{tikz}
\usetikzlibrary{calc}
\begin{document}
\begin{preview}
\begin{tikzpicture}
    \newcommand\angleR{35}
    \newcommand\radiusR{4cm}

    \coordinate[label=below left:$O$] (O) at (0,0);
    \draw[->,very thick] (0,0)--(0,5) node[above] {$x$};
    \draw[->,very thick] (0,0)--(-2.5,0) node[left] {$y$};
    \node at (90+15:\radiusR+0.5cm) {$\alpha > 0$};
    \node at (90-15:\radiusR+0.5cm) {$\alpha < 0$};
    \draw[fill=orange!30] (-1,-1) rectangle (1,2);
    \draw[fill=blue!30] (0,2) circle (0.3cm);

    % Draw angle
    \begin{scope}[shift={(0,0)}]
        \draw[thick, <->] ([shift={({90+\angleR}:\radiusR)}]-0.0,0) arc ({90+\angleR}:{90-\angleR}:\radiusR);
    \end{scope}
\end{tikzpicture}
\end{preview}
\end{document}