diff --git a/Indicators/MyIndicators/Quant/LinReg_R2_Pro.mq5 b/Indicators/MyIndicators/Quant/LinReg_R2_Pro.mq5 new file mode 100644 index 0000000..9b9dc89 --- /dev/null +++ b/Indicators/MyIndicators/Quant/LinReg_R2_Pro.mq5 @@ -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 + +//--- 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); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+