//+------------------------------------------------------------------+ //| Polynomial_Regression_Object_Calculator.mqh | //| VERSION 1.30: Restored full recalc logic for regression. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ class CPolynomialRegressionObjectCalculator { protected: int m_period; double m_deviation; string m_prefix; color m_mid_color, m_upper_color, m_lower_color; 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, color mid_clr, color upper_clr, color lower_clr); //--- Reverted: No prev_calculated needed for regression 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[]); }; //+------------------------------------------------------------------+ bool CPolynomialRegressionObjectCalculator::Init(int period, double deviation, string prefix, color mid_clr, color upper_clr, color lower_clr) { m_period = (period < 3) ? 3 : period; m_deviation = (deviation <= 0) ? 2.0 : deviation; m_prefix = prefix; m_mid_color = mid_clr; m_upper_color = upper_clr; m_lower_color = lower_clr; 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[]) { // Optimization: Only recalculate if rates_total changed (new bar) OR on every tick? // Regression changes on every tick. So we must run. // But we can skip if no new tick (handled by OnCalculate return). if(rates_total < m_period) return; // Always prepare full series (fast copy) if(!PreparePriceSeries(rates_total, price_type, open, high, low, close)) return; DrawChannelObjects(rates_total, time); } //+------------------------------------------------------------------+ void CPolynomialRegressionObjectCalculator::DrawChannelObjects(int rates_total, const datetime &time[]) { // We do NOT delete all objects here. We update them. int start_index = rates_total - m_period; // --- Polynomial Regression Calculation --- 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); // --- Update Objects --- for(int j = 0; j < m_period - 1; j++) { double x1 = j; double x2 = j + 1; double y_mid1 = a + b * x1 + c * x1 * x1; double y_mid2 = a + b * x2 + c * x2 * x2; double y_up1 = y_mid1 + m_deviation * std_dev; double y_up2 = y_mid2 + m_deviation * std_dev; double y_dn1 = y_mid1 - m_deviation * std_dev; double y_dn2 = y_mid2 - m_deviation * std_dev; datetime t1 = time[start_index + j]; datetime t2 = time[start_index + j + 1]; // Midline string mid_name = m_prefix + "_mid_" + (string)j; if(ObjectFind(0, mid_name) < 0) { ObjectCreate(0, mid_name, OBJ_TREND, 0, t1, y_mid1, t2, y_mid2); ObjectSetInteger(0, mid_name, OBJPROP_COLOR, m_mid_color); ObjectSetInteger(0, mid_name, OBJPROP_WIDTH, 2); ObjectSetInteger(0, mid_name, OBJPROP_SELECTABLE, false); ObjectSetInteger(0, mid_name, OBJPROP_BACK, true); ObjectSetInteger(0, mid_name, OBJPROP_RAY, false); } else { ObjectMove(0, mid_name, 0, t1, y_mid1); ObjectMove(0, mid_name, 1, t2, y_mid2); } // Upper string upper_name = m_prefix + "_upper_" + (string)j; if(ObjectFind(0, upper_name) < 0) { ObjectCreate(0, upper_name, OBJ_TREND, 0, t1, y_up1, t2, y_up2); ObjectSetInteger(0, upper_name, OBJPROP_COLOR, m_upper_color); ObjectSetInteger(0, upper_name, OBJPROP_STYLE, STYLE_DOT); ObjectSetInteger(0, upper_name, OBJPROP_SELECTABLE, false); ObjectSetInteger(0, upper_name, OBJPROP_BACK, true); ObjectSetInteger(0, upper_name, OBJPROP_RAY, false); } else { ObjectMove(0, upper_name, 0, t1, y_up1); ObjectMove(0, upper_name, 1, t2, y_up2); } // Lower string lower_name = m_prefix + "_lower_" + (string)j; if(ObjectFind(0, lower_name) < 0) { ObjectCreate(0, lower_name, OBJ_TREND, 0, t1, y_dn1, t2, y_dn2); ObjectSetInteger(0, lower_name, OBJPROP_COLOR, m_lower_color); ObjectSetInteger(0, lower_name, OBJPROP_STYLE, STYLE_DOT); ObjectSetInteger(0, lower_name, OBJPROP_SELECTABLE, false); ObjectSetInteger(0, lower_name, OBJPROP_BACK, true); ObjectSetInteger(0, lower_name, OBJPROP_RAY, false); } else { ObjectMove(0, lower_name, 0, t1, y_dn1); ObjectMove(0, lower_name, 1, t2, y_dn2); } } ChartRedraw(); } //+------------------------------------------------------------------+ 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) ArrayResize(m_price, rates_total); 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