diff --git a/Include/MyIncludes/Polynomial_Regression_Object_Calculator.mqh b/Include/MyIncludes/Polynomial_Regression_Object_Calculator.mqh new file mode 100644 index 0000000..3836d91 --- /dev/null +++ b/Include/MyIncludes/Polynomial_Regression_Object_Calculator.mqh @@ -0,0 +1,242 @@ +//+------------------------------------------------------------------+ +//| Polynomial_Regression_Object_Calculator.mqh | +//| Engine for drawing a Polynomial Regression Channel object. | +//| Copyright 2025, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" + +#include + +//+==================================================================+ +class CPolynomialRegressionObjectCalculator + { +protected: + int m_period; + double m_deviation; + string m_prefix; + double m_price[]; + int m_last_rates_total; + + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]); + void DrawChannelObjects(int rates_total, const datetime &time[]); + +public: + CPolynomialRegressionObjectCalculator(void) : m_last_rates_total(0) {}; + virtual ~CPolynomialRegressionObjectCalculator(void) {}; + + bool Init(int period, double deviation, string prefix); + 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[]); + }; + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +class CPolynomialRegressionObjectCalculator_HA : public CPolynomialRegressionObjectCalculator + { +private: + CHeikinAshi_Calculator m_ha_calculator; +protected: + virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) override; + }; + +//+==================================================================+ +//| METHOD IMPLEMENTATIONS | +//+==================================================================+ + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool CPolynomialRegressionObjectCalculator::Init(int period, double deviation, string prefix) + { + m_period = (period < 3) ? 3 : period; + m_deviation = (deviation <= 0) ? 2.0 : deviation; + m_prefix = prefix; + return true; + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +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[]) + { + if(rates_total <= m_last_rates_total && rates_total > 0) + return; + m_last_rates_total = rates_total; + + if(rates_total < m_period) + return; + if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) + return; + + DrawChannelObjects(rates_total, time); + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +void CPolynomialRegressionObjectCalculator::DrawChannelObjects(int rates_total, const datetime &time[]) + { + ObjectsDeleteAll(0, m_prefix); + + int start_index = rates_total - m_period; + + double sum_x=0, sum_y=0, sum_x2=0, sum_xy=0, sum_x3=0, sum_x4=0, sum_x2y=0; + for(int j = 0; j < m_period; j++) + { + double x = j; + double y = m_price[start_index + j]; + sum_x += x; + sum_y += y; + sum_x2 += x*x; + sum_xy += x*y; + sum_x3 += x*x*x; + sum_x4 += x*x*x*x; + sum_x2y += x*x*y; + } + + double a=0, b=0, c=0; + double n = m_period; + 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); + if(MathAbs(D) < 1e-10) + return; + 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; + 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; + 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; + + double sum_sq_err = 0; + for(int j = 0; j < m_period; j++) + { + double x = j; + double y = m_price[start_index + j]; + double y_fit = a + b * x + c * x * x; + sum_sq_err += pow(y - y_fit, 2); + } + double std_dev = sqrt(sum_sq_err / n); + + datetime points_time[]; + double points_mid[], points_upper[], points_lower[]; + ArrayResize(points_time, m_period); + ArrayResize(points_mid, m_period); + ArrayResize(points_upper, m_period); + ArrayResize(points_lower, m_period); + + for(int j = 0; j < m_period; j++) + { + points_time[j] = time[start_index + j]; + points_mid[j] = a + b * j + c * j * j; + points_upper[j] = points_mid[j] + m_deviation * std_dev; + points_lower[j] = points_mid[j] - m_deviation * std_dev; + } + + for(int j = 0; j < m_period - 1; j++) + { + string mid_name = m_prefix + "_mid_" + (string)j; + ObjectCreate(0, mid_name, OBJ_TREND, 0, points_time[j], points_mid[j], points_time[j+1], points_mid[j+1]); + ObjectSetInteger(0, mid_name, OBJPROP_COLOR, clrCrimson); + ObjectSetInteger(0, mid_name, OBJPROP_WIDTH, 2); + ObjectSetInteger(0, mid_name, OBJPROP_SELECTABLE, false); + + string upper_name = m_prefix + "_upper_" + (string)j; + ObjectCreate(0, upper_name, OBJ_TREND, 0, points_time[j], points_upper[j], points_time[j+1], points_upper[j+1]); + ObjectSetInteger(0, upper_name, OBJPROP_COLOR, clrCrimson); + ObjectSetInteger(0, upper_name, OBJPROP_STYLE, STYLE_DOT); + ObjectSetInteger(0, upper_name, OBJPROP_SELECTABLE, false); + + string lower_name = m_prefix + "_lower_" + (string)j; + ObjectCreate(0, lower_name, OBJ_TREND, 0, points_time[j], points_lower[j], points_time[j+1], points_lower[j+1]); + ObjectSetInteger(0, lower_name, OBJPROP_COLOR, clrCrimson); + ObjectSetInteger(0, lower_name, OBJPROP_STYLE, STYLE_DOT); + ObjectSetInteger(0, lower_name, OBJPROP_SELECTABLE, false); + } + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +bool CPolynomialRegressionObjectCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]) + { + if(ArraySize(m_price) != rates_total) + if(ArrayResize(m_price, rates_total) != rates_total) + return false; + + switch(price_type) + { + case PRICE_CLOSE: + ArrayCopy(m_price, close, 0, 0, rates_total); + break; + 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