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Toh4iem9
2025-09-30 12:07:53 +02:00
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Include/MyIncludes/LinearRegression_Calculator.mqh
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//+------------------------------------------------------------------+
//| LinearRegression_Calculator.mqh |
//| Calculation engine for Standard and Heikin Ashi LinReg Channels. |
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#include <MyIncludes\HeikinAshi_Tools.mqh>
//--- 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
};
//+==================================================================+
//| |
//| CLASS 1: CLinearRegressionCalculator (Base Class) |
//| |
//+==================================================================+
class CLinearRegressionCalculator
{
protected:
int m_period;
ENUM_CHANNEL_MODE m_channel_mode;
double m_deviations;
double m_price[];
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
public:
CLinearRegressionCalculator(void) {};
virtual ~CLinearRegressionCalculator(void) {};
bool Init(int period, ENUM_CHANNEL_MODE mode, double deviations);
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[]);
};
//+------------------------------------------------------------------+
//| CLinearRegressionCalculator: Initialization |
//+------------------------------------------------------------------+
bool CLinearRegressionCalculator::Init(int period, ENUM_CHANNEL_MODE mode, double deviations)
{
m_period = (period < 2) ? 2 : period;
m_channel_mode = mode;
m_deviations = (deviations <= 0) ? 2.0 : deviations;
return true;
}
//+------------------------------------------------------------------+
//| CLinearRegressionCalculator: Main Calculation Method |
//+------------------------------------------------------------------+
void CLinearRegressionCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type,
double &middle_buffer[], double &upper_buffer[], double &lower_buffer[])
{
if(rates_total < m_period)
return;
if(!PreparePriceSeries(rates_total, open, high, low, close, price_type))
return;
int start_index = rates_total - m_period;
double sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0;
for(int i = 0; i < m_period; i++)
{
double y = m_price[start_index + i];
double x = i;
sum_x += x;
sum_y += y;
sum_xy += x * y;
sum_x2 += x * x;
}
double b = (m_period * sum_xy - sum_x * sum_y) / (m_period * sum_x2 - sum_x * sum_x);
double a = (sum_y - b * sum_x) / m_period;
double deviation_offset = 0;
double regression_values[];
ArrayResize(regression_values, m_period);
if(m_channel_mode == DEVIATION_STANDARD)
{
double dev_sum_sq = 0;
for(int i = 0; i < m_period; i++)
{
regression_values[i] = a + b * i;
dev_sum_sq += MathPow(m_price[start_index + i] - regression_values[i], 2);
}
deviation_offset = m_deviations * MathSqrt(dev_sum_sq / m_period);
}
else // DEVIATION_MAXIMUM
{
double max_dev = 0;
for(int i = 0; i < m_period; i++)
{
regression_values[i] = a + b * i;
max_dev = MathMax(max_dev, MathAbs(m_price[start_index + i] - regression_values[i]));
}
deviation_offset = max_dev;
}
for(int i = 0; i < m_period; i++)
{
int buffer_index = start_index + i;
middle_buffer[buffer_index] = regression_values[i];
upper_buffer[buffer_index] = regression_values[i] + deviation_offset;
lower_buffer[buffer_index] = regression_values[i] - deviation_offset;
}
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, start_index);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, start_index);
PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, start_index);
}
//+------------------------------------------------------------------+
//| CLinearRegressionCalculator: Prepares the standard source price. |
//+------------------------------------------------------------------+
bool CLinearRegressionCalculator::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
ArrayResize(m_price, rates_total);
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_price, open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (high[i]+low[i]+2*close[i])/4.0;
break;
default:
ArrayCopy(m_price, close, 0, 0, rates_total);
break;
}
return true;
}
//+==================================================================+
//| |
//| CLASS 2: CLinearRegressionCalculator_HA (Heikin Ashi) |
//| |
//+==================================================================+
class CLinearRegressionCalculator_HA : public CLinearRegressionCalculator
{
private:
CHeikinAshi_Calculator m_ha_calculator;
protected:
virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
};
//+------------------------------------------------------------------+
//| CLinearRegressionCalculator_HA: Prepares the HA source price. |
//+------------------------------------------------------------------+
bool CLinearRegressionCalculator_HA::PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
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);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayResize(m_price, rates_total);
switch(price_type)
{
case PRICE_OPEN:
ArrayCopy(m_price, ha_open, 0, 0, rates_total);
break;
case PRICE_HIGH:
ArrayCopy(m_price, ha_high, 0, 0, rates_total);
break;
case PRICE_LOW:
ArrayCopy(m_price, ha_low, 0, 0, rates_total);
break;
case PRICE_MEDIAN:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i])/2.0;
break;
case PRICE_TYPICAL:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
break;
case PRICE_WEIGHTED:
for(int i=0; i<rates_total; i++)
m_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
break;
default:
ArrayCopy(m_price, ha_close, 0, 0, rates_total);
break;
}
return true;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+