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//+------------------------------------------------------------------+
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//| LinearRegression_Moving_Pro.mq5 |
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//| Copyright 2025, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "3.00" // True Moving Linear Regression
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#property description "Professional Moving Linear Regression (Curve)."
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#property description "Plots the end-point of the regression line for every bar."
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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 "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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#property indicator_width1 1
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//--- Plot 2: Lower Channel
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#property indicator_label2 "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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#property indicator_width2 1
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//--- Plot 3: Regression Line (Middle)
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#property indicator_label3 "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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#property indicator_width3 2
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//--- Include the calculator engine ---
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#include <MyIncludes\LinearRegression_Calculator.mqh>
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//--- Input Parameters ---
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input int InpRegressionPeriod = 100;
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
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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 Variables ---
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CLinearRegressionCalculator *g_calculator;
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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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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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// Standard indexing for buffers
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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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// Instantiate Calculator based on Price Source
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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{
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g_calculator = new CLinearRegressionCalculator_HA();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("LinReg Moving HA(%d)", InpRegressionPeriod));
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}
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else
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{
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g_calculator = new CLinearRegressionCalculator();
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("LinReg Moving(%d)", InpRegressionPeriod));
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}
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// Initialize Calculator
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpRegressionPeriod, InpChannelMode, InpDeviations))
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{
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Print("Failed to initialize Linear Regression Calculator.");
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return(INIT_FAILED);
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}
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// Set Draw Begin: Hide the initial period where regression cannot be calculated
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpRegressionPeriod);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpRegressionPeriod);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, InpRegressionPeriod);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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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_calculator) != POINTER_INVALID)
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delete g_calculator;
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}
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//+------------------------------------------------------------------+
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//| Linear Regression Channel 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(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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ENUM_APPLIED_PRICE price_type;
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
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else
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price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
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//--- Delegate calculation with prev_calculated optimization
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//--- Using CalculateMoving for the continuous curve
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g_calculator.CalculateMoving(rates_total, prev_calculated, open, high, low, close, price_type, BufferMiddle, BufferUpper, BufferLower);
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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