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mql5/Indicators/MyIndicators/LinearRegression_Pro.mq5
2025-12-17 20:07:38 +01:00

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//+------------------------------------------------------------------+
//| LinearRegression_Pro.mq5 |
//| Copyright 2025, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "2.10" // Optimized for incremental calculation
#property description "Professional, manually calculated Linear Regression Channel with"
#property description "selectable price source (Standard and Heikin Ashi)."
//--- 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
//--- Plot 2: Lower Channel
#property indicator_label2 "Lower"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrDodgerBlue
#property indicator_style2 STYLE_DOT
//--- Plot 3: Regression Line (Middle)
#property indicator_label3 "Regression"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrRed
#property indicator_style3 STYLE_SOLID
//--- Include the calculator engine ---
#include <MyIncludes\LinearRegression_Calculator.mqh>
//--- 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 ---
datetime g_last_update_time;
CLinearRegressionCalculator *g_calculator;
//+------------------------------------------------------------------+
//| Custom indicator initialization function. |
//+------------------------------------------------------------------+
int OnInit()
{
g_last_update_time = 0;
SetIndexBuffer(0, BufferUpper, INDICATOR_DATA);
SetIndexBuffer(1, BufferLower, INDICATOR_DATA);
SetIndexBuffer(2, BufferMiddle, INDICATOR_DATA);
ArraySetAsSeries(BufferUpper, false);
ArraySetAsSeries(BufferLower, false);
ArraySetAsSeries(BufferMiddle, false);
if(InpSourcePrice <= PRICE_HA_CLOSE)
{
g_calculator = new CLinearRegressionCalculator_HA();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("LinReg HA(%d)", InpRegressionPeriod));
}
else
{
g_calculator = new CLinearRegressionCalculator();
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("LinReg(%d)", InpRegressionPeriod));
}
if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpRegressionPeriod, InpChannelMode, InpDeviations))
{
Print("Failed to initialize Linear Regression Calculator.");
return(INIT_FAILED);
}
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, // <--- Now used!
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;
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.Calculate(rates_total, prev_calculated, open, high, low, close, price_type, BufferMiddle, BufferUpper, BufferLower);
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+