//+------------------------------------------------------------------+ //| LinearRegression_Moving_Pro.mq5 | //| Copyright 2025, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property version "3.10" // Fixed initialization bug #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; // CRITICAL FIX: Initialize buffers on full recalculation if(prev_calculated == 0) { ArrayInitialize(BufferUpper, EMPTY_VALUE); ArrayInitialize(BufferLower, EMPTY_VALUE); ArrayInitialize(BufferMiddle, EMPTY_VALUE); } 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 g_calculator.CalculateMoving(rates_total, prev_calculated, open, high, low, close, price_type, BufferMiddle, BufferUpper, BufferLower); return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+