pairs_trading/ind_residuals.mq5

<EFBFBD><EFBFBD>#include "math_for_pairs_trading.mqh"

#property indicator_chart_window             //<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0k0h<EFBFBD>:y
//#property indicator_separate_window          //%R<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0k0h<EFBFBD>:y
#property indicator_buffers 1                //cj<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0pe
#property indicator_plots 1                  //h<EFBFBD>:yU0[0<EFBFBD>0cj<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0pe

#property indicator_type1 DRAW_LINE          //cjn0.z^<EFBFBD>
#property indicator_width1 1                 //<EFBFBD>0<EFBFBD>0<EFBFBD>0n0*YU0
#property indicator_style1 STYLE_SOLID       //<EFBFBD>0<EFBFBD>0<EFBFBD>0n0.z^<EFBFBD>
#property indicator_color1 clrWhite          //<EFBFBD>0<EFBFBD>0<EFBFBD>0n0r<EFBFBD>

#property indicator_type2 DRAW_LINE          //cjn0.z^<EFBFBD>
#property indicator_width2 1                 //<EFBFBD>0<EFBFBD>0<EFBFBD>0n0*YU0
#property indicator_style2 STYLE_DASHDOTDOT  //<EFBFBD>0<EFBFBD>0<EFBFBD>0n0.z^<EFBFBD>
#property indicator_color2 clrWhite          //<EFBFBD>0<EFBFBD>0<EFBFBD>0n0r<EFBFBD>

//#property indicator_level1 50                //cjn0<EFBFBD>0<EFBFBD>0<EFBFBD>0
//#property indicator_level2 70                //cjn0<EFBFBD>0<EFBFBD>0<EFBFBD>0
//#property indicator_level3 30                //cjn0<EFBFBD>0<EFBFBD>0<EFBFBD>0
//#property indicator_levelcolor clrGray       //<EFBFBD>0<EFBFBD>0<EFBFBD>0n0r<EFBFBD>
//#property indicator_levelwidth 1             //<EFBFBD>0<EFBFBD>0<EFBFBD>0n0*YU0
//#property indicator_levelstyle STYLE_DOT     //<EFBFBD>0<EFBFBD>0<EFBFBD>0n0.z^<EFBFBD>

input int Prd = 20;        // g<EFBFBD><EFBFBD>

double Buf0[], Buf1[];        //cj<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0(un0M<EFBFBD>Rn0<EFBFBD>[<EFBFBD>

//+------------------------------------------------------------------+
//|RgS
//+------------------------------------------------------------------+
int OnInit()
{
  if(!SetIndexBuffer(0, Buf0) || !ArraySetAsSeries(Buf0, true)) { //M<EFBFBD>R<EFBFBD>0cj<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0k0<EFBFBD><EFBFBD>#<EFBFBD><EFBFBD>NQ0<EFBFBD>0
    Print("OnInit <00>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<1A>", GetLastError());
    return(INIT_FAILED);
  }
  if(!SetIndexBuffer(1, Buf1) || !ArraySetAsSeries(Buf1, true)) { //M<EFBFBD>R<EFBFBD>0cj<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0k0<EFBFBD><EFBFBD>#<EFBFBD><EFBFBD>NQ0<EFBFBD>0
    Print("OnInit <00>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<1A>", GetLastError());
    return(INIT_FAILED);
  }

  return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//|RgS<EFBFBD><EFBFBD>d<EFBFBD>
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{

}

//+------------------------------------------------------------------+
//| <EFBFBD>0<EFBFBD>0<EFBFBD>0
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                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[])
{
  int limit = CalculateBars(rates_total, prev_calculated); //<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0Y0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0pe

  ArraySetAsSeries(open, true);
  ArraySetAsSeries(high, true);
  ArraySetAsSeries(low, true);
  ArraySetAsSeries(close, true);

  for(int i = 0; i < limit - Prd; i++) {

  }

  return(rates_total);
}

//+------------------------------------------------------------------+
//| OnCalculate<EFBFBD><EFBFBD>peg0<EFBFBD><EFBFBD>{Y0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0pe
//+------------------------------------------------------------------+
int CalculateBars(const int rates_total, const int prev_calculated)
  {
   int ret = 1;

//--- gRn0Tick<EFBFBD>NYo01<EFBFBD>0ԏY0
   if(prev_calculated > 0)
      return ret;

//--- <EFBFBD>e<EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0
No0hQg<EFBFBD><EFBFBD>
   if(_Period > PERIOD_D1)
     {
      ret = rates_total;
      return ret;
     }
//--- 4Bf<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0
No02003t^<EFBFBD>NM<EFBFBD>
   if(_Period > PERIOD_H4)
     {
      ret = Bars(_Symbol, PERIOD_CURRENT, D'2003.01.01', TimeCurrent());
      return ret;
     }
//--- 1Bf<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0
No02010t^<EFBFBD>NM<EFBFBD>
   if(_Period > PERIOD_H1)
     {
      ret = Bars(_Symbol, PERIOD_CURRENT, D'2010.01.01', TimeCurrent());
      return ret;
     }
//--- 15R<EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0
No02013t^<EFBFBD>NM<EFBFBD>
   if(_Period > PERIOD_M15)
     {
      ret = Bars(_Symbol, PERIOD_CURRENT, D'2013.01.01', TimeCurrent());
      return ret;
     }
//--- ]0<EFBFBD>0<EFBFBD>NNo02016t^<EFBFBD>NM<EFBFBD>
   ret = Bars(_Symbol, PERIOD_CURRENT, D'2016.01.01', TimeCurrent());
   return ret;
  }

//+------------------------------------------------------------------+