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Toh4iem9
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//+------------------------------------------------------------------+
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//| Polynomial_Regression_Object_Calculator.mqh |
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//| Engine for drawing a Polynomial Regression Channel object. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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class CPolynomialRegressionObjectCalculator
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{
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protected:
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int m_period;
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double m_deviation;
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string m_prefix;
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double m_price[];
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int m_last_rates_total;
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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void DrawChannelObjects(int rates_total, const datetime &time[]);
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public:
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CPolynomialRegressionObjectCalculator(void) : m_last_rates_total(0) {};
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virtual ~CPolynomialRegressionObjectCalculator(void) {};
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bool Init(int period, double deviation, string prefix);
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void Calculate(int rates_total, const datetime &time[], ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CPolynomialRegressionObjectCalculator_HA : public CPolynomialRegressionObjectCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override;
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};
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//+==================================================================+
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//| METHOD IMPLEMENTATIONS |
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//+==================================================================+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CPolynomialRegressionObjectCalculator::Init(int period, double deviation, string prefix)
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{
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m_period = (period < 3) ? 3 : period;
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m_deviation = (deviation <= 0) ? 2.0 : deviation;
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m_prefix = prefix;
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return true;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CPolynomialRegressionObjectCalculator::Calculate(int rates_total, const datetime &time[], ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(rates_total <= m_last_rates_total && rates_total > 0)
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return;
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m_last_rates_total = rates_total;
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if(rates_total < m_period)
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return;
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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DrawChannelObjects(rates_total, time);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CPolynomialRegressionObjectCalculator::DrawChannelObjects(int rates_total, const datetime &time[])
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{
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ObjectsDeleteAll(0, m_prefix);
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int start_index = rates_total - m_period;
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double sum_x=0, sum_y=0, sum_x2=0, sum_xy=0, sum_x3=0, sum_x4=0, sum_x2y=0;
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for(int j = 0; j < m_period; j++)
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{
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double x = j;
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double y = m_price[start_index + j];
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sum_x += x;
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sum_y += y;
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sum_x2 += x*x;
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sum_xy += x*y;
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sum_x3 += x*x*x;
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sum_x4 += x*x*x*x;
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sum_x2y += x*x*y;
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}
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double a=0, b=0, c=0;
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double n = m_period;
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double D = n * (sum_x2 * sum_x4 - sum_x3 * sum_x3) - sum_x * (sum_x * sum_x4 - sum_x2 * sum_x3) + sum_x2 * (sum_x * sum_x3 - sum_x2 * sum_x2);
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if(MathAbs(D) < 1e-10)
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return;
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a = (sum_y * (sum_x2 * sum_x4 - sum_x3 * sum_x3) - sum_xy * (sum_x * sum_x4 - sum_x2 * sum_x3) + sum_x2y * (sum_x * sum_x3 - sum_x2 * sum_x2)) / D;
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b = (n * (sum_xy * sum_x4 - sum_x2y * sum_x3) - sum_x * (sum_y * sum_x4 - sum_x2 * sum_x2y) + sum_x2 * (sum_y * sum_x3 - sum_x2 * sum_xy)) / D;
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c = (n * (sum_x2 * sum_x2y - sum_x3 * sum_xy) - sum_x * (sum_x * sum_x2y - sum_x2 * sum_xy) + sum_y * (sum_x * sum_x3 - sum_x2 * sum_x2)) / D;
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double sum_sq_err = 0;
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for(int j = 0; j < m_period; j++)
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{
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double x = j;
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double y = m_price[start_index + j];
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double y_fit = a + b * x + c * x * x;
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sum_sq_err += pow(y - y_fit, 2);
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}
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double std_dev = sqrt(sum_sq_err / n);
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datetime points_time[];
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double points_mid[], points_upper[], points_lower[];
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ArrayResize(points_time, m_period);
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ArrayResize(points_mid, m_period);
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ArrayResize(points_upper, m_period);
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ArrayResize(points_lower, m_period);
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for(int j = 0; j < m_period; j++)
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{
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points_time[j] = time[start_index + j];
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points_mid[j] = a + b * j + c * j * j;
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points_upper[j] = points_mid[j] + m_deviation * std_dev;
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points_lower[j] = points_mid[j] - m_deviation * std_dev;
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}
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for(int j = 0; j < m_period - 1; j++)
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{
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string mid_name = m_prefix + "_mid_" + (string)j;
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ObjectCreate(0, mid_name, OBJ_TREND, 0, points_time[j], points_mid[j], points_time[j+1], points_mid[j+1]);
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ObjectSetInteger(0, mid_name, OBJPROP_COLOR, clrCrimson);
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ObjectSetInteger(0, mid_name, OBJPROP_WIDTH, 2);
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ObjectSetInteger(0, mid_name, OBJPROP_SELECTABLE, false);
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string upper_name = m_prefix + "_upper_" + (string)j;
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ObjectCreate(0, upper_name, OBJ_TREND, 0, points_time[j], points_upper[j], points_time[j+1], points_upper[j+1]);
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ObjectSetInteger(0, upper_name, OBJPROP_COLOR, clrCrimson);
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ObjectSetInteger(0, upper_name, OBJPROP_STYLE, STYLE_DOT);
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ObjectSetInteger(0, upper_name, OBJPROP_SELECTABLE, false);
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string lower_name = m_prefix + "_lower_" + (string)j;
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ObjectCreate(0, lower_name, OBJ_TREND, 0, points_time[j], points_lower[j], points_time[j+1], points_lower[j+1]);
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ObjectSetInteger(0, lower_name, OBJPROP_COLOR, clrCrimson);
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ObjectSetInteger(0, lower_name, OBJPROP_STYLE, STYLE_DOT);
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ObjectSetInteger(0, lower_name, OBJPROP_SELECTABLE, false);
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}
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CPolynomialRegressionObjectCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(ArraySize(m_price) != rates_total)
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if(ArrayResize(m_price, rates_total) != rates_total)
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return false;
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CPolynomialRegressionObjectCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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if(ArraySize(m_price) != rates_total)
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if(ArrayResize(m_price, rates_total) != rates_total)
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return false;
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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