Artur
122 lines
8.4 KiB
Plaintext
122 lines
8.4 KiB
Plaintext
//+------------------------------------------------------------------+
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//| LRMA.mq5 |
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//| Copyright 2014, Vinin |
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//| vinin@mail.ru |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2014, Vinin"
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#property link "http:\\vinin.ucoz.ru"
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#property version "1.00"
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#property description "Ëèíåéíàÿ ðåãðåññèÿ ÿâëÿåòñÿ ñòàòèñòè÷åñêèì èíñòðóìåíòîì, èñïîëüçóåìûì äëÿ"
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#property description "ïðîãíîçèðîâàíèÿ áóäóùèõ öåí èñõîäÿ èç ïðîøëûõ äàííûõ. Èñïîëüçóåòñÿ ìåòîä "
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#property description "íàèìåíüøèõ êâàäðàòîâ äëÿ ïîñòðîåíèÿ «íàèáîëåå ïîäõîäÿùåé» ïðÿìîé ëèíèè "
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#property description "÷åðåç ðÿä òî÷åê öåíîâûõ çíà÷åíèé.  êà÷åñòâå âõîäíûõ ïàðàìåòðîâ èñïîëüçóåòñÿ "
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#property description "êîëè÷åñòâî ðàñ÷åòíûõ áàðîâ (ñâå÷åé). Äàííûé èíäèêàòîð õîðîøî èñïîëüçîâàòü äëÿ àâòîìàòè÷åñêîé òîðãîâëè"
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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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//--- plot LRMA
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#property indicator_label1 "LRMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- input parameters
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input int LRMAPeriod=14; // Period LRMA
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input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE;
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//--- indicator buffers
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double LRMABuffer[];
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//#include <MovingAverages.mqh>
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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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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,LRMABuffer,INDICATOR_DATA);
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PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
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ArraySetAsSeries(LRMABuffer,true);
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//
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// Indicator uses Price[] array for calculations so we need to set this in the MedianRenkoIndicator class
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//
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customChartIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
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//
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//
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//
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//---
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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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 &tick_volume[],
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const long &volume[],
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const int &spread[])
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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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//---
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// ArraySetAsSeries(LRMABuffer,true);
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//CIRP... ArraySetAsSeries(close,true);
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ArraySetAsSeries(customChartIndicator.Close,true);
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if(rates_total<=LRMAPeriod) return(0);
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int limit=rates_total-customChartIndicator.GetPrevCalculated(); //prev_calculated CIRP;
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if(limit>1)
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{
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ArrayInitialize(LRMABuffer,0.0);
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limit=rates_total-LRMAPeriod-1;
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}
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for(int pos=limit;pos>=0;pos--)
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{
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LRMABuffer[pos]=LRMA(pos,LRMAPeriod,customChartIndicator.Close);//close);
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// Print("Bar(",pos,")=", LRMABuffer[pos]);
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+\\
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// Calculate LRMA
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//+------------------------------------------------------------------+\\
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double LRMA(const int pos,const int period,const double &price[])
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{
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double Res=0;
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double tmpS=0,tmpW=0,wsum=0;;
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for(int i=0;i<period;i++)
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{
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tmpS+=price[pos+i];
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tmpW+=price[pos+i]*(period-i);
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wsum+=(period-i);
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}
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tmpS/=period;
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tmpW/=wsum;
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Res=3.0*tmpW-2.0*tmpS;
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return(Res);
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}
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//+------------------------------------------------------------------+
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