From da5d95f8114d0960ebc146c8875c7fbac959aecc Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Sat, 30 Aug 2025 16:16:02 +0200 Subject: [PATCH] new files added --- .../LinearRegression_Pro_HeikinAshi.mq5 | 246 ++++++++++++++++++ 1 file changed, 246 insertions(+) create mode 100644 Indicators/MyIndicators/LinearRegression_Pro_HeikinAshi.mq5 diff --git a/Indicators/MyIndicators/LinearRegression_Pro_HeikinAshi.mq5 b/Indicators/MyIndicators/LinearRegression_Pro_HeikinAshi.mq5 new file mode 100644 index 0000000..77bc95c --- /dev/null +++ b/Indicators/MyIndicators/LinearRegression_Pro_HeikinAshi.mq5 @@ -0,0 +1,246 @@ +//+------------------------------------------------------------------+ +//| LinearRegression_Pro_HeikinAshi.mq5| +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "1.00" +#property description "A flexible, manually calculated Linear Regression Channel on Heikin Ashi data." +#property description "Updates only on new bars for efficiency." + +#include + +//--- Indicator Window and Plot Properties --- +#property indicator_chart_window +#property indicator_buffers 3 // Upper, Lower, Middle +#property indicator_plots 3 + +//--- Plot 1: Upper Channel +#property indicator_label1 "HA_Upper" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrDodgerBlue +#property indicator_style1 STYLE_DOT + +//--- Plot 2: Lower Channel +#property indicator_label2 "HA_Lower" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrDodgerBlue +#property indicator_style2 STYLE_DOT + +//--- Plot 3: Regression Line (Middle) +#property indicator_label3 "HA_Regression" +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrRed +#property indicator_style3 STYLE_SOLID + +//--- Enum for Channel Calculation Mode --- +enum ENUM_CHANNEL_MODE + { + DEVIATION_STANDARD, // Channel width based on Standard Deviation + DEVIATION_MAXIMUM // Channel width based on Maximum Deviation + }; + +//--- Enum for selecting Heikin Ashi price source --- +enum ENUM_HA_APPLIED_PRICE + { + HA_PRICE_CLOSE, HA_PRICE_OPEN, HA_PRICE_HIGH, HA_PRICE_LOW, HA_PRICE_TYPICAL, HA_PRICE_MEDIAN + }; + +//--- Input Parameters --- +input int InpRegressionPeriod = 100; +input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE; +input ENUM_CHANNEL_MODE InpChannelMode = DEVIATION_STANDARD; +input double InpDeviations = 2.0; + +//--- Indicator Buffers --- +double BufferUpper[]; +double BufferLower[]; +double BufferMiddle[]; + +//--- Global Objects and Variables --- +int g_ExtPeriod; +double g_ExtDeviations; +datetime g_last_update_time; +CHeikinAshi_Calculator *g_ha_calculator; + +//--- Forward declarations --- +void CalculateChannel(int rates_total, const double &ha_open[], const double &ha_high[], const double &ha_low[], const double &ha_close[]); +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[]); + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + g_ExtPeriod = (InpRegressionPeriod < 2) ? 2 : InpRegressionPeriod; + g_ExtDeviations = (InpDeviations <= 0) ? 2.0 : InpDeviations; + g_last_update_time = 0; + + SetIndexBuffer(0, BufferUpper, INDICATOR_DATA); + SetIndexBuffer(1, BufferLower, INDICATOR_DATA); + SetIndexBuffer(2, BufferMiddle, INDICATOR_DATA); + + ArraySetAsSeries(BufferUpper, false); + ArraySetAsSeries(BufferLower, false); + ArraySetAsSeries(BufferMiddle, false); + + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA LinReg Pro(%d)", g_ExtPeriod)); + + g_ha_calculator = new CHeikinAshi_Calculator(); + if(CheckPointer(g_ha_calculator) == POINTER_INVALID) + { + Print("Error creating CHeikinAshi_Calculator object"); + return(INIT_FAILED); + } + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function. | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + if(CheckPointer(g_ha_calculator) != POINTER_INVALID) + { + delete g_ha_calculator; + g_ha_calculator = NULL; + } + } + +//+------------------------------------------------------------------+ +//| Linear Regression Channel on Heikin Ashi calculation function. | +//+------------------------------------------------------------------+ +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 < g_ExtPeriod) + return(0); + + if(time[rates_total - 1] > g_last_update_time) + { + ArrayInitialize(BufferUpper, EMPTY_VALUE); + ArrayInitialize(BufferLower, EMPTY_VALUE); + ArrayInitialize(BufferMiddle, EMPTY_VALUE); + + //--- Intermediate Heikin Ashi Buffers + double ha_open[], ha_high[], ha_low[], ha_close[]; + ArrayResize(ha_open, rates_total); + ArrayResize(ha_high, rates_total); + ArrayResize(ha_low, rates_total); + ArrayResize(ha_close, rates_total); + + //--- Calculate Heikin Ashi bars + g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); + + //--- Calculate the channel using HA data + CalculateChannel(rates_total, ha_open, ha_high, ha_low, ha_close); + + g_last_update_time = time[rates_total - 1]; + } + + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| Main calculation logic moved to a helper function | +//+------------------------------------------------------------------+ +void CalculateChannel(int rates_total, const double &ha_open[], const double &ha_high[], const double &ha_low[], const double &ha_close[]) + { + int start_index = rates_total - g_ExtPeriod; + +//--- STEP 1: Calculate sums for the regression formula + double sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0; + for(int i = 0; i < g_ExtPeriod; i++) + { + double y = GetHAPrice(start_index + i, InpAppliedPrice, ha_open, ha_high, ha_low, ha_close); + double x = i; + sum_x += x; + sum_y += y; + sum_xy += x * y; + sum_x2 += x * x; + } + +//--- STEP 2: Calculate slope (b) and intercept (a) + double b = (g_ExtPeriod * sum_xy - sum_x * sum_y) / (g_ExtPeriod * sum_x2 - sum_x * sum_x); + double a = (sum_y - b * sum_x) / g_ExtPeriod; + +//--- STEP 3: Calculate regression values and deviation + double deviation_offset = 0; + double regression_values[]; + ArrayResize(regression_values, g_ExtPeriod); + + if(InpChannelMode == DEVIATION_STANDARD) + { + double deviation_sum_sq = 0; + for(int i = 0; i < g_ExtPeriod; i++) + { + regression_values[i] = a + b * i; + double price = GetHAPrice(start_index + i, InpAppliedPrice, ha_open, ha_high, ha_low, ha_close); + double diff = price - regression_values[i]; + deviation_sum_sq += diff * diff; + } + double std_dev = MathSqrt(deviation_sum_sq / g_ExtPeriod); + deviation_offset = g_ExtDeviations * std_dev; + } + else // DEVIATION_MAXIMUM + { + double max_dev = 0; + for(int i = 0; i < g_ExtPeriod; i++) + { + regression_values[i] = a + b * i; + double price = GetHAPrice(start_index + i, InpAppliedPrice, ha_open, ha_high, ha_low, ha_close); + double dev = MathAbs(price - regression_values[i]); + if(dev > max_dev) + max_dev = dev; + } + deviation_offset = max_dev; + } + +//--- STEP 4: Fill the indicator buffers for the last N bars + for(int i = 0; i < g_ExtPeriod; i++) + { + int buffer_index = start_index + i; + BufferMiddle[buffer_index] = regression_values[i]; + BufferUpper[buffer_index] = regression_values[i] + deviation_offset; + BufferLower[buffer_index] = regression_values[i] - deviation_offset; + } + +//--- Dynamically set the draw begin to only show the last channel + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, start_index); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, start_index); + PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, start_index); + } + +//+------------------------------------------------------------------+ +//| Helper function to get the correct Heikin Ashi price type | +//+------------------------------------------------------------------+ +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[]) + { + switch(type) + { + case HA_PRICE_OPEN: + return ha_open[index]; + case HA_PRICE_HIGH: + return ha_high[index]; + case HA_PRICE_LOW: + return ha_low[index]; + case HA_PRICE_MEDIAN: + return (ha_high[index] + ha_low[index]) / 2.0; + case HA_PRICE_TYPICAL: + return (ha_high[index] + ha_low[index] + ha_close[index]) / 3.0; + default: + return ha_close[index]; + } + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+