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Toh4iem9
111 lines
3.7 KiB
Plaintext
111 lines
3.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| LinReg_R2_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.00"
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#property description "Linear Regression R-Squared & Slope."
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#property description "R2 measures Trend Integrity. Slope measures Direction."
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 2
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// Levels for R2
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#property indicator_level1 0.7
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#property indicator_level2 0.3
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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#property indicator_maximum 1.0
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#property indicator_minimum 0.0
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// Plot 1: R-Squared (Histogram)
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#property indicator_label1 "R-Squared"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Colors: No Trend (Gray), Weak (Orange), Strong (Lime)
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#property indicator_color1 clrGray, clrOrange, clrLime
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#include <MyIncludes\LinearRegression_Calculator.mqh>
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//--- Parameters
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input int InpPeriod = 20; // Regression Period
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input double InpTrendLevel = 0.7; // Strong Trend Level (R2)
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//--- Buffers
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double BufR2[];
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double BufColors[];
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double BufSlope[]; // Calculations only (visible in Data Window)
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CLinearRegressionCalculator *g_calc;
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufR2, INDICATOR_DATA);
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SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufSlope, INDICATOR_CALCULATIONS); // Not drawn
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string name = StringFormat("LinReg R2(%d)", InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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g_calc = new CLinearRegressionCalculator();
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if(!g_calc.Init(InpPeriod))
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return INIT_FAILED;
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return(INIT_SUCCEEDED);
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}
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void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; }
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//+------------------------------------------------------------------+
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//| Calculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < InpPeriod)
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return 0;
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double s[], r2[], f[];
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ArrayResize(s, rates_total);
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ArrayResize(r2, rates_total);
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ArrayResize(f, rates_total);
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// Run Engine
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g_calc.CalculateState(rates_total, prev_calculated, open, high, low, close, PRICE_CLOSE, s, r2, f);
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int start = (prev_calculated > 0) ? prev_calculated - 1 : InpPeriod;
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for(int i = start; i < rates_total; i++)
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{
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double val = r2[i];
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BufR2[i] = val;
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BufSlope[i] = s[i]; // Raw slope
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// Color Logic
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if(val >= InpTrendLevel)
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BufColors[i] = 2.0; // Lime (Strong)
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else
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if(val <= 0.3)
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BufColors[i] = 0.0; // Gray (Noise)
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else
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BufColors[i] = 1.0; // Orange (Weak/Transition)
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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