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 +1,139 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| LinearRegression_Slope_Pro.mq5|
|
||||
//| Copyright 2026, xxxxxxxx|
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2026, xxxxxxxx"
|
||||
#property version "1.00"
|
||||
#property description "Linear Regression Slope (Smart)."
|
||||
#property description "Height = Velocity. Color = Quality (R2)."
|
||||
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 2
|
||||
#property indicator_plots 1
|
||||
|
||||
// Plot: Smart Slope Histogram
|
||||
#property indicator_label1 "Slope"
|
||||
#property indicator_type1 DRAW_COLOR_HISTOGRAM
|
||||
// Colors:
|
||||
// 0: Weak Bull (Green)
|
||||
// 1: Strong Bull (Lime) <- High R2
|
||||
// 2: Weak Bear (Maroon)
|
||||
// 3: Strong Bear (Red) <- High R2
|
||||
#property indicator_color1 clrSeaGreen, clrLime, clrMaroon, clrRed
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 2
|
||||
|
||||
#include <MyIncludes\LinearRegression_Calculator.mqh>
|
||||
#include <MyIncludes\ATR_Calculator.mqh>
|
||||
|
||||
//--- Parameters
|
||||
input int InpPeriod = 20; // Regression Period
|
||||
input int InpATRPeriod = 14; // Normalization Period
|
||||
input double InpStrongR2 = 0.7; // High Quality Threshold
|
||||
|
||||
//--- Buffers
|
||||
double BufSlope[];
|
||||
double BufColors[];
|
||||
|
||||
CLinearRegressionCalculator *g_calc;
|
||||
CATRCalculator *g_atr;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Init |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
SetIndexBuffer(0, BufSlope, INDICATOR_DATA);
|
||||
SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
|
||||
|
||||
string name = StringFormat("LR-Slope(%d)", InpPeriod);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, name);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
||||
|
||||
g_calc = new CLinearRegressionCalculator();
|
||||
g_calc.Init(InpPeriod);
|
||||
|
||||
g_atr = new CATRCalculator();
|
||||
g_atr.Init(InpATRPeriod, ATR_POINTS);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int r)
|
||||
{
|
||||
if(CheckPointer(g_calc)==POINTER_DYNAMIC)
|
||||
delete g_calc;
|
||||
if(CheckPointer(g_atr)==POINTER_DYNAMIC)
|
||||
delete g_atr;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| 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 < MathMax(InpPeriod, InpATRPeriod))
|
||||
return 0;
|
||||
|
||||
double s[], r2[], f[], atr[];
|
||||
int total = rates_total;
|
||||
|
||||
// Resize temp arrays
|
||||
ArrayResize(s, total);
|
||||
ArrayResize(r2, total);
|
||||
ArrayResize(f, total);
|
||||
ArrayResize(atr, total); // Actually ATR Calc handles this internally if passed but we need output buffer.
|
||||
|
||||
// Run Calcs
|
||||
g_calc.CalculateState(total, prev_calculated, open, high, low, close, PRICE_CLOSE, s, r2, f);
|
||||
g_atr.Calculate(total, prev_calculated, open, high, low, close, atr);
|
||||
|
||||
int start = (prev_calculated > 0) ? prev_calculated - 1 : MathMax(InpPeriod, InpATRPeriod);
|
||||
|
||||
for(int i = start; i < rates_total; i++)
|
||||
{
|
||||
double raw_slope = s[i];
|
||||
double current_atr = atr[i];
|
||||
double quality_r2 = r2[i];
|
||||
|
||||
// Normalized Slope = Change per bar in ATR units
|
||||
// (e.g., +0.5 means price rises 0.5 ATR per bar).
|
||||
double norm_slope = 0;
|
||||
if(current_atr > 0)
|
||||
norm_slope = raw_slope / current_atr;
|
||||
|
||||
BufSlope[i] = norm_slope;
|
||||
|
||||
// Smart Coloring
|
||||
if(norm_slope > 0)
|
||||
{
|
||||
if(quality_r2 > InpStrongR2)
|
||||
BufColors[i] = 1.0; // Strong Bull (Lime)
|
||||
else
|
||||
BufColors[i] = 0.0; // Weak Bull (SeaGreen)
|
||||
}
|
||||
else
|
||||
{
|
||||
if(quality_r2 > InpStrongR2)
|
||||
BufColors[i] = 3.0; // Strong Bear (Red)
|
||||
else
|
||||
BufColors[i] = 2.0; // Weak Bear (Maroon)
|
||||
}
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user