mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
@@ -0,0 +1,110 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| LinReg_R2_Pro.mq5 |
|
||||
//| Copyright 2026, xxxxxxxx|
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2026, xxxxxxxx"
|
||||
#property version "1.00"
|
||||
#property description "Linear Regression R-Squared & Slope."
|
||||
#property description "R2 measures Trend Integrity. Slope measures Direction."
|
||||
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 3
|
||||
#property indicator_plots 2
|
||||
|
||||
// Levels for R2
|
||||
#property indicator_level1 0.7
|
||||
#property indicator_level2 0.3
|
||||
#property indicator_levelcolor clrSilver
|
||||
#property indicator_levelstyle STYLE_DOT
|
||||
#property indicator_maximum 1.0
|
||||
#property indicator_minimum 0.0
|
||||
|
||||
// Plot 1: R-Squared (Histogram)
|
||||
#property indicator_label1 "R-Squared"
|
||||
#property indicator_type1 DRAW_COLOR_HISTOGRAM
|
||||
// Colors: No Trend (Gray), Weak (Orange), Strong (Lime)
|
||||
#property indicator_color1 clrGray, clrOrange, clrLime
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
|
||||
#include <MyIncludes\LinearRegression_Calculator.mqh>
|
||||
|
||||
//--- Parameters
|
||||
input int InpPeriod = 20; // Regression Period
|
||||
input double InpTrendLevel = 0.7; // Strong Trend Level (R2)
|
||||
|
||||
//--- Buffers
|
||||
double BufR2[];
|
||||
double BufColors[];
|
||||
double BufSlope[]; // Calculations only (visible in Data Window)
|
||||
|
||||
CLinearRegressionCalculator *g_calc;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Init |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
SetIndexBuffer(0, BufR2, INDICATOR_DATA);
|
||||
SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
|
||||
SetIndexBuffer(2, BufSlope, INDICATOR_CALCULATIONS); // Not drawn
|
||||
|
||||
string name = StringFormat("LinReg R2(%d)", InpPeriod);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, name);
|
||||
|
||||
g_calc = new CLinearRegressionCalculator();
|
||||
if(!g_calc.Init(InpPeriod))
|
||||
return INIT_FAILED;
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; }
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Calculate |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
const datetime &time[],
|
||||
const double &open[],
|
||||
const double &high[],
|
||||
const double &low[],
|
||||
const double &close[],
|
||||
const long &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
if(rates_total < InpPeriod)
|
||||
return 0;
|
||||
|
||||
double s[], r2[], f[];
|
||||
ArrayResize(s, rates_total);
|
||||
ArrayResize(r2, rates_total);
|
||||
ArrayResize(f, rates_total);
|
||||
|
||||
// Run Engine
|
||||
g_calc.CalculateState(rates_total, prev_calculated, open, high, low, close, PRICE_CLOSE, s, r2, f);
|
||||
|
||||
int start = (prev_calculated > 0) ? prev_calculated - 1 : InpPeriod;
|
||||
|
||||
for(int i = start; i < rates_total; i++)
|
||||
{
|
||||
double val = r2[i];
|
||||
BufR2[i] = val;
|
||||
BufSlope[i] = s[i]; // Raw slope
|
||||
|
||||
// Color Logic
|
||||
if(val >= InpTrendLevel)
|
||||
BufColors[i] = 2.0; // Lime (Strong)
|
||||
else
|
||||
if(val <= 0.3)
|
||||
BufColors[i] = 0.0; // Gray (Noise)
|
||||
else
|
||||
BufColors[i] = 1.0; // Orange (Weak/Transition)
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user