diff --git a/Indicators/MyIndicators/LinearRegression_Moving_Pro.mq5 b/Indicators/MyIndicators/LinearRegression_Moving_Pro.mq5 new file mode 100644 index 0000000..287b0cf --- /dev/null +++ b/Indicators/MyIndicators/LinearRegression_Moving_Pro.mq5 @@ -0,0 +1,138 @@ +//+------------------------------------------------------------------+ +//| LinearRegression_Moving_Pro.mq5 | +//| Copyright 2025, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property version "3.00" // True Moving Linear Regression +#property description "Professional Moving Linear Regression (Curve)." +#property description "Plots the end-point of the regression line for every bar." + +//--- 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 "Upper" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrDodgerBlue +#property indicator_style1 STYLE_DOT +#property indicator_width1 1 + +//--- Plot 2: Lower Channel +#property indicator_label2 "Lower" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrDodgerBlue +#property indicator_style2 STYLE_DOT +#property indicator_width2 1 + +//--- Plot 3: Regression Line (Middle) +#property indicator_label3 "Regression" +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrRed +#property indicator_style3 STYLE_SOLID +#property indicator_width3 2 + +//--- Include the calculator engine --- +#include + +//--- Input Parameters --- +input int InpRegressionPeriod = 100; +input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; +input ENUM_CHANNEL_MODE InpChannelMode = DEVIATION_STANDARD; +input double InpDeviations = 2.0; + +//--- Indicator Buffers --- +double BufferUpper[]; +double BufferLower[]; +double BufferMiddle[]; + +//--- Global Variables --- +CLinearRegressionCalculator *g_calculator; + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + SetIndexBuffer(0, BufferUpper, INDICATOR_DATA); + SetIndexBuffer(1, BufferLower, INDICATOR_DATA); + SetIndexBuffer(2, BufferMiddle, INDICATOR_DATA); + +// Standard indexing for buffers + ArraySetAsSeries(BufferUpper, false); + ArraySetAsSeries(BufferLower, false); + ArraySetAsSeries(BufferMiddle, false); + +// Instantiate Calculator based on Price Source + if(InpSourcePrice <= PRICE_HA_CLOSE) + { + g_calculator = new CLinearRegressionCalculator_HA(); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("LinReg Moving HA(%d)", InpRegressionPeriod)); + } + else + { + g_calculator = new CLinearRegressionCalculator(); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("LinReg Moving(%d)", InpRegressionPeriod)); + } + +// Initialize Calculator + if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpRegressionPeriod, InpChannelMode, InpDeviations)) + { + Print("Failed to initialize Linear Regression Calculator."); + return(INIT_FAILED); + } + +// Set Draw Begin: Hide the initial period where regression cannot be calculated + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpRegressionPeriod); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpRegressionPeriod); + PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, InpRegressionPeriod); + + PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); + PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE); + + IndicatorSetInteger(INDICATOR_DIGITS, _Digits); + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function. | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + if(CheckPointer(g_calculator) != POINTER_INVALID) + delete g_calculator; + } + +//+------------------------------------------------------------------+ +//| Linear Regression Channel 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(CheckPointer(g_calculator) == POINTER_INVALID) + return 0; + + ENUM_APPLIED_PRICE price_type; + if(InpSourcePrice <= PRICE_HA_CLOSE) + price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice); + else + price_type = (ENUM_APPLIED_PRICE)InpSourcePrice; + +//--- Delegate calculation with prev_calculated optimization +//--- Using CalculateMoving for the continuous curve + g_calculator.CalculateMoving(rates_total, prev_calculated, open, high, low, close, price_type, BufferMiddle, BufferUpper, BufferLower); + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+