Artur
96 lines
2.9 KiB
Plaintext
96 lines
2.9 KiB
Plaintext
#property description "Linear Regression"
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#property description "https://www.mql5.com/en/articles/270"
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#property copyright "ds2"
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#property version "1.0"
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//+------------------------------------------------------------------+
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 Cyan
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//+------------------------------------------------------------------+
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input int LRPeriod = 20; // Bars in regression
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//+------------------------------------------------------------------+
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// The main buffer - drawing a line on a chart
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double ExtLRBuffer[];
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//
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#include <AZ-INVEST/CustomBarConfig.mqh>
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//
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//+------------------------------------------------------------------+
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void OnInit()
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{
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SetIndexBuffer(0, ExtLRBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, LRPeriod-1);
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IndicatorSetString (INDICATOR_SHORTNAME,"Linear Regression");
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
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customChartIndicator.SetUseAppliedPriceFlag(PRICE_CLOSE);
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}
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,const int prev_calculated,
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const datetime &Time[],
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const double &Open[],
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const double &High[],
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const double &Low[],
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const double &Close[],
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const long &TickVolume[],
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const long &Volume[],
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const int &Spread[])
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{
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////////////////////////////////////////////////////////////////////////
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if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
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return(0);
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if(!customChartIndicator.BufferSynchronizationCheck(Close))
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return(0);
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int _prev_calculated = customChartIndicator.GetPrevCalculated();
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////////////////////////////////////////////////////////////////////////
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if (rates_total < LRPeriod)
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return(0);
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int limit = _prev_calculated ? _prev_calculated-1 : LRPeriod-1;
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// The cycle along the calculated bars
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for (int bar = limit; bar < rates_total; bar++)
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{
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double lrvalue = 0; // the linear regression value in this bar
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double Sx=0, Sy=0, Sxy=0, Sxx=0;
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// Finding intermediate values-sums
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Sx = 0;
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Sy = 0;
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Sxx = 0;
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Sxy = 0;
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for (int x = 1; x <= LRPeriod; x++)
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{
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double y = customChartIndicator.GetPrice(bar-LRPeriod+x);
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Sx += x;
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Sy += y;
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Sxx += x*x;
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Sxy += x*y;
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}
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// Regression ratios
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double a = (LRPeriod * Sxy - Sx * Sy) / (LRPeriod * Sxx - Sx * Sx);
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double b = (Sy - a * Sx) / LRPeriod;
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lrvalue = a*LRPeriod + b;
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// Saving regression results
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ExtLRBuffer[bar] = lrvalue;
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+ |