generated from LengKundee/UA6-9V_VL6-N9
189 lines
No EOL
12 KiB
MQL5
189 lines
No EOL
12 KiB
MQL5
//--------------------------------------------------------------------------------------------------------------
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#property copyright "© mladen, 2024"
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#property link "mladenfx@gmail.com"
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//--------------------------------------------------------------------------------------------------------------
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#property indicator_chart_window
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#property indicator_buffers 2
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#property indicator_plots 1
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#property indicator_label1 "Linear regression value"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 clrDarkGray,clrMediumSeaGreen,clrDarkOrange
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#property indicator_width1 2
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//
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//
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//
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input int inpPeriod = 25; // Period
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input ENUM_APPLIED_PRICE inpPrice = PRICE_CLOSE; // Price
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//
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//
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//
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double val[],valColor[];
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//--------------------------------------------------------------------------------------------------------------
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//
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//--------------------------------------------------------------------------------------------------------------
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//
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//
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//
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int OnInit()
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{
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SetIndexBuffer(0,val ,INDICATOR_DATA);
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SetIndexBuffer(1,valColor,INDICATOR_COLOR_INDEX);
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//
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//
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//
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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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//
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//
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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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int limit = (prev_calculated>0) ? prev_calculated-1 : 0;
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//
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//
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//
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for (int i=limit; i<rates_total && !_StopFlag; i++)
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{
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double _slope;
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double _intercept;
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val[i] = iLinearRegression(iGetPrice(inpPrice,open[i],high[i],low[i],close[i]),inpPeriod,_slope,_intercept,i,rates_total);
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valColor[i] = (i>0) ? (val[i]>val[i-1]) ? 1 : (val[i]<val[i-1]) ? 2 : valColor[i-1] : 0;
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}
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//
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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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//--------------------------------------------------------------------------------------------------------------
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//
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//
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//
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double iLinearRegression(double value, double period, double& _slope, double& _intercept, int r, int bars)
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{
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struct sWorkStruct
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{
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struct sDataStruct
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{
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double value;
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double sumY;
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double sumXY;
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};
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sDataStruct data[];
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int dataSize;
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int period;
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double sumX;
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double sumXX;
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double divisor;
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//
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//
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//
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sWorkStruct() : dataSize(-1), period(-1) { }
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};
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static sWorkStruct m_work;
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if (m_work.dataSize <= bars) m_work.dataSize = ArrayResize(m_work.data,bars+500,2000);
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if (period<1) period = 1;
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if (m_work.period != (int)period)
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{
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m_work.period = (int)period;
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m_work.sumX = m_work.period * (m_work.period-1.0) / 2.0;
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m_work.sumXX = m_work.period * (m_work.period-1.0) * (2.0 * m_work.period - 1.0) / 6.0;
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m_work.divisor = m_work.sumX * m_work.sumX - m_work.period * m_work.sumXX;
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if (m_work.divisor)
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m_work.divisor = 1.0/m_work.divisor;
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}
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//
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//---
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//
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m_work.data[r].value = value;
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//
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//
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//
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if (r>=m_work.period)
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{
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m_work.data[r].sumY = m_work.data[r-1].sumY + value - m_work.data[r-m_work.period].value;
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m_work.data[r].sumXY = m_work.data[r-1].sumXY + m_work.data[r].sumY - m_work.data[r-m_work.period].value*(m_work.period-1.0) - value;
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}
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else
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{
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m_work.data[r].sumY = value;
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m_work.data[r].sumXY = 0;
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//
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//
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//
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for (int k=1; k<m_work.period && r>=k; k++)
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{
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m_work.data[r].sumY += m_work.data[r-k].value;
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m_work.data[r].sumXY += k*m_work.data[r-k].value;
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}
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}
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_slope = (m_work.period*m_work.data[r].sumXY - m_work.sumX * m_work.data[r].sumY) * m_work.divisor;
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_intercept = (m_work.data[r].sumY - _slope * m_work.sumX) / (double)m_work.period ;
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//
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//
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//
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return(_intercept + _slope*(m_work.period-1.0));
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}
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//--------------------------------------------------------------------------------------------------------------
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//
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//--------------------------------------------------------------------------------------------------------------
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//
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//
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//
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double iGetPrice(int tprice, double open, double high, const double low, const double close)
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{
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switch (tprice)
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{
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case PRICE_CLOSE: return(close);
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case PRICE_OPEN: return(open);
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case PRICE_HIGH: return(high);
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case PRICE_LOW: return(low);
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case PRICE_MEDIAN: return((high+low)/2.0);
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case PRICE_TYPICAL: return((high+low+close)/3.0);
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case PRICE_WEIGHTED: return((high+low+close+close)/4.0);
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}
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return(0);
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} |