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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
140 lines
4.6 KiB
Plaintext
140 lines
4.6 KiB
Plaintext
//+------------------------------------------------------------------+
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//| LinearRegression_Slope_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 Slope (Smart)."
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#property description "Height = Velocity. Color = Quality (R2)."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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// Plot: Smart Slope Histogram
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#property indicator_label1 "Slope"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Colors:
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// 0: Weak Bull (Green)
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// 1: Strong Bull (Lime) <- High R2
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// 2: Weak Bear (Maroon)
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// 3: Strong Bear (Red) <- High R2
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#property indicator_color1 clrSeaGreen, clrLime, clrMaroon, clrRed
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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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#include <MyIncludes\ATR_Calculator.mqh>
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//--- Parameters
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input int InpPeriod = 20; // Regression Period
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input int InpATRPeriod = 14; // Normalization Period
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input double InpStrongR2 = 0.7; // High Quality Threshold
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//--- Buffers
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double BufSlope[];
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double BufColors[];
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CLinearRegressionCalculator *g_calc;
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CATRCalculator *g_atr;
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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, BufSlope, INDICATOR_DATA);
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SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
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string name = StringFormat("LR-Slope(%d)", InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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g_calc = new CLinearRegressionCalculator();
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g_calc.Init(InpPeriod);
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g_atr = new CATRCalculator();
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g_atr.Init(InpATRPeriod, ATR_POINTS);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void OnDeinit(const int r)
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{
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if(CheckPointer(g_calc)==POINTER_DYNAMIC)
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delete g_calc;
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if(CheckPointer(g_atr)==POINTER_DYNAMIC)
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delete g_atr;
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}
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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 < MathMax(InpPeriod, InpATRPeriod))
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return 0;
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double s[], r2[], f[], atr[];
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int total = rates_total;
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// Resize temp arrays
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ArrayResize(s, total);
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ArrayResize(r2, total);
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ArrayResize(f, total);
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ArrayResize(atr, total); // Actually ATR Calc handles this internally if passed but we need output buffer.
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// Run Calcs
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g_calc.CalculateState(total, prev_calculated, open, high, low, close, PRICE_CLOSE, s, r2, f);
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g_atr.Calculate(total, prev_calculated, open, high, low, close, atr);
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int start = (prev_calculated > 0) ? prev_calculated - 1 : MathMax(InpPeriod, InpATRPeriod);
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for(int i = start; i < rates_total; i++)
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{
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double raw_slope = s[i];
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double current_atr = atr[i];
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double quality_r2 = r2[i];
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// Normalized Slope = Change per bar in ATR units
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// (e.g., +0.5 means price rises 0.5 ATR per bar).
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double norm_slope = 0;
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if(current_atr > 0)
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norm_slope = raw_slope / current_atr;
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BufSlope[i] = norm_slope;
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// Smart Coloring
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if(norm_slope > 0)
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{
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if(quality_r2 > InpStrongR2)
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BufColors[i] = 1.0; // Strong Bull (Lime)
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else
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BufColors[i] = 0.0; // Weak Bull (SeaGreen)
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}
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else
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{
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if(quality_r2 > InpStrongR2)
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BufColors[i] = 3.0; // Strong Bear (Red)
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else
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BufColors[i] = 2.0; // Weak Bear (Maroon)
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}
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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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