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//+------------------------------------------------------------------+
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//| LinearRegression_Pro_HeikinAshi.mq5|
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "1.00"
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#property description "A flexible, manually calculated Linear Regression Channel on Heikin Ashi data."
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#property description "Updates only on new bars for efficiency."
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Indicator Window and Plot Properties ---
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#property indicator_chart_window
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#property indicator_buffers 3 // Upper, Lower, Middle
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#property indicator_plots 3
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//--- Plot 1: Upper Channel
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#property indicator_label1 "HA_Upper"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_DOT
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//--- Plot 2: Lower Channel
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#property indicator_label2 "HA_Lower"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrDodgerBlue
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#property indicator_style2 STYLE_DOT
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//--- Plot 3: Regression Line (Middle)
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#property indicator_label3 "HA_Regression"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrRed
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#property indicator_style3 STYLE_SOLID
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//--- Enum for Channel Calculation Mode ---
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enum ENUM_CHANNEL_MODE
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{
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DEVIATION_STANDARD, // Channel width based on Standard Deviation
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DEVIATION_MAXIMUM // Channel width based on Maximum Deviation
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};
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//--- Enum for selecting Heikin Ashi price source ---
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enum ENUM_HA_APPLIED_PRICE
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{
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HA_PRICE_CLOSE, HA_PRICE_OPEN, HA_PRICE_HIGH, HA_PRICE_LOW, HA_PRICE_TYPICAL, HA_PRICE_MEDIAN
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};
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//--- Input Parameters ---
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input int InpRegressionPeriod = 100;
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input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE;
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input ENUM_CHANNEL_MODE InpChannelMode = DEVIATION_STANDARD;
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input double InpDeviations = 2.0;
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//--- Indicator Buffers ---
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double BufferUpper[];
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double BufferLower[];
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double BufferMiddle[];
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//--- Global Objects and Variables ---
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int g_ExtPeriod;
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double g_ExtDeviations;
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datetime g_last_update_time;
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CHeikinAshi_Calculator *g_ha_calculator;
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//--- Forward declarations ---
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void CalculateChannel(int rates_total, const double &ha_open[], const double &ha_high[], const double &ha_low[], const double &ha_close[]);
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double GetHAPrice(int index, ENUM_HA_APPLIED_PRICE type, const double &ha_open[], const double &ha_high[], const double &ha_low[], const double &ha_close[]);
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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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g_ExtPeriod = (InpRegressionPeriod < 2) ? 2 : InpRegressionPeriod;
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g_ExtDeviations = (InpDeviations <= 0) ? 2.0 : InpDeviations;
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g_last_update_time = 0;
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SetIndexBuffer(0, BufferUpper, INDICATOR_DATA);
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SetIndexBuffer(1, BufferLower, INDICATOR_DATA);
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SetIndexBuffer(2, BufferMiddle, INDICATOR_DATA);
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ArraySetAsSeries(BufferUpper, false);
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ArraySetAsSeries(BufferLower, false);
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ArraySetAsSeries(BufferMiddle, false);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA LinReg Pro(%d)", g_ExtPeriod));
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g_ha_calculator = new CHeikinAshi_Calculator();
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if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
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{
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Print("Error creating CHeikinAshi_Calculator object");
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return(INIT_FAILED);
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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 deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
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{
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delete g_ha_calculator;
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g_ha_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Linear Regression Channel on Heikin Ashi calculation 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(rates_total < g_ExtPeriod)
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return(0);
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if(time[rates_total - 1] > g_last_update_time)
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{
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ArrayInitialize(BufferUpper, EMPTY_VALUE);
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ArrayInitialize(BufferLower, EMPTY_VALUE);
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ArrayInitialize(BufferMiddle, EMPTY_VALUE);
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//--- Intermediate Heikin Ashi Buffers
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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//--- Calculate Heikin Ashi bars
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g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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//--- Calculate the channel using HA data
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CalculateChannel(rates_total, ha_open, ha_high, ha_low, ha_close);
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g_last_update_time = time[rates_total - 1];
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Main calculation logic moved to a helper function |
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//+------------------------------------------------------------------+
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void CalculateChannel(int rates_total, const double &ha_open[], const double &ha_high[], const double &ha_low[], const double &ha_close[])
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{
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int start_index = rates_total - g_ExtPeriod;
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//--- STEP 1: Calculate sums for the regression formula
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double sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0;
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for(int i = 0; i < g_ExtPeriod; i++)
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{
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double y = GetHAPrice(start_index + i, InpAppliedPrice, ha_open, ha_high, ha_low, ha_close);
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double x = i;
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sum_x += x;
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sum_y += y;
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sum_xy += x * y;
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sum_x2 += x * x;
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}
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//--- STEP 2: Calculate slope (b) and intercept (a)
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double b = (g_ExtPeriod * sum_xy - sum_x * sum_y) / (g_ExtPeriod * sum_x2 - sum_x * sum_x);
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double a = (sum_y - b * sum_x) / g_ExtPeriod;
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//--- STEP 3: Calculate regression values and deviation
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double deviation_offset = 0;
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double regression_values[];
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ArrayResize(regression_values, g_ExtPeriod);
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if(InpChannelMode == DEVIATION_STANDARD)
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{
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double deviation_sum_sq = 0;
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for(int i = 0; i < g_ExtPeriod; i++)
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{
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regression_values[i] = a + b * i;
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double price = GetHAPrice(start_index + i, InpAppliedPrice, ha_open, ha_high, ha_low, ha_close);
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double diff = price - regression_values[i];
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deviation_sum_sq += diff * diff;
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}
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double std_dev = MathSqrt(deviation_sum_sq / g_ExtPeriod);
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deviation_offset = g_ExtDeviations * std_dev;
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}
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else // DEVIATION_MAXIMUM
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{
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double max_dev = 0;
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for(int i = 0; i < g_ExtPeriod; i++)
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{
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regression_values[i] = a + b * i;
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double price = GetHAPrice(start_index + i, InpAppliedPrice, ha_open, ha_high, ha_low, ha_close);
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double dev = MathAbs(price - regression_values[i]);
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if(dev > max_dev)
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max_dev = dev;
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}
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deviation_offset = max_dev;
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}
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//--- STEP 4: Fill the indicator buffers for the last N bars
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for(int i = 0; i < g_ExtPeriod; i++)
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{
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int buffer_index = start_index + i;
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BufferMiddle[buffer_index] = regression_values[i];
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BufferUpper[buffer_index] = regression_values[i] + deviation_offset;
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BufferLower[buffer_index] = regression_values[i] - deviation_offset;
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}
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//--- Dynamically set the draw begin to only show the last channel
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, start_index);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, start_index);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, start_index);
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}
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//+------------------------------------------------------------------+
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//| Helper function to get the correct Heikin Ashi price type |
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//+------------------------------------------------------------------+
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double GetHAPrice(int index, ENUM_HA_APPLIED_PRICE type, const double &ha_open[], const double &ha_high[], const double &ha_low[], const double &ha_close[])
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{
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switch(type)
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{
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case HA_PRICE_OPEN:
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return ha_open[index];
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case HA_PRICE_HIGH:
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return ha_high[index];
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case HA_PRICE_LOW:
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return ha_low[index];
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case HA_PRICE_MEDIAN:
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return (ha_high[index] + ha_low[index]) / 2.0;
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case HA_PRICE_TYPICAL:
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return (ha_high[index] + ha_low[index] + ha_close[index]) / 3.0;
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default:
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return ha_close[index];
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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