//+------------------------------------------------------------------+
//| geLR_MA.mq4 |
//| Copyright © 2007, ver 1.0 |
//| Forte928 |
//+------------------------------------------------------------------+
#property copyright "Forte928"
#property link ""
#define IndicatorName "geLR_MA"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 OrangeRed//Goldenrod//LightSkyBlue
extern int DeGree =6; // ñòåïåíü ïîëèíîìà
extern int LRCalc =100; // êîë-âî ðàñ÷åòíûõ äàííûõ
extern int Shift =0; // ñìåùåíèå äàííûõ
extern int Counter =3000;
double FxView1[];
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Work Variables ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int Ix;
double Rates[];
double TimeBuf1[0];
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Initialization program Buffers ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
void InitBufferam(int iBufferSize)
{
ArrayResize(Rates,iBufferSize);
ArrayResize(TimeBuf1,iBufferSize);
return;
}
void EmptyBufferam()
{
ArrayInitialize(Rates,EMPTY_VALUE);
ArrayInitialize(TimeBuf1,EMPTY_VALUE);
return;
}
void DoneBufferam()
{
ArrayResize(Rates,0);
ArrayResize(TimeBuf1,0);
return;
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Program Constants ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int MaxPeriod=0;
int CalcCount=0;
//--------------------------- ïðîìåæóòî÷íûå áóôåðà ------------------
#define DGMaximum 20 // ñòåïåíü ïîëèíîìà
double ayLRMatrix[21,21],ayLRValue[21],ayLRWeight[21];
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Custom indicator initialization function ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int init()
{
//---- initialization program values --------------------------------
MaxPeriod=Shift;
CalcCount=Counter;
if (CalcCount==0) CalcCount=Bars-1;
if (CalcCount<MaxPeriod) CalcCount=MaxPeriod;
CalcCount=CalcCount+MaxPeriod;
InitBufferam(CalcCount);
if (DeGree>DGMaximum) DeGree=DGMaximum;
if (DeGree<1) DeGree=1;
//---- initialization indicators -------------------------------------
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,1);
SetIndexLabel(0,"LineReg");
SetIndexBuffer(0,FxView1);
IndicatorShortName(IndicatorName+"("+LRCalc+"("+DeGree+"))");
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
//----
return(0);
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Custom indicator deinitialization function ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int deinit()
{
//----
DoneBufferam();
//----
return(0);
}
#define gnShift "CE_Shift"
#define gnCount "CE_Count"
#define gnEmulate "_Emulated"
#define gnCalculate "_Calculated"
#define gnPauseCount "_PauseCount"
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~V~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Start defination ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int start()
{
bool Emulated =false;
bool Calculated =false;
bool Checked =false;
if ((GlobalVariableCheck(gnEmulate)==true)||(GlobalVariableCheck(gnCalculate)==true))
{
Emulated=GlobalVariableGet(gnEmulate);
Calculated=GlobalVariableGet(gnCalculate);
Checked=true;
}
if (Checked==false)
{
// ïðîâåðêà óñëîâèÿ äëÿ ïðîäîëæåíèÿ ðàñ÷åòà èíäèêàòîðà
// Rule 1
//if ((Result==0)||(Result>Bars)) Result=Bars;
CalcCount=Counter;
if (CalcCount==0) CalcCount=Bars-1;
if (CalcCount<MaxPeriod) CalcCount=MaxPeriod;
CalcCount=CalcCount+MaxPeriod;
// Rule 2
if ((CalcCount+MaxPeriod)>Bars) CalcCount=Bars-MaxPeriod;
// Rule 3
if (CalcCount<MaxPeriod) CalcCount=0;
else CalcCount=CalcCount+MaxPeriod;
if (CalcCount==0) return(0);
}
else {
if (Calculated==true) return(0);
}
EmptyBufferam();
//+-------------------------- Begin Cycle ---------------------------------------------------+\\
if (Checked==true)
{
Shift=GlobalVariableGet(gnShift);
LRCalc=GlobalVariableGet(gnCount);
Comment("Shift :",Shift," LRCalc :",LRCalc);
}
for (Ix=0;Ix<CalcCount;Ix++) Rates[Ix]=Close[Ix+Shift];
LineRegressOnArray(Rates,TimeBuf1,DeGree,LRCalc);
ArrayInitialize(FxView1,EMPTY_VALUE);
ArrayCopy(FxView1,TimeBuf1,Shift,0,LRCalc);
SetIndexDrawBegin(0,LRCalc);
if ((Checked==true)&&(Calculated==false)) GlobalVariableSet(gnCalculate,true);
//----
return(0);
}
//+-----------------------------------------------------------------------------------------------+\\
//+-------------------------- LRChannelOnArray ---------------------------------------------------+\\
void LRChannelOnArray(double aySource[],double& ayUpper[],double& ayDowner[],double Chaneff)
{
for (int Index=ArraySize(aySource)-1;Index>=0; Index--)
{
ayUpper[Index]=aySource[Index]+Chaneff;
ayDowner[Index]=aySource[Index]-Chaneff;
}
return;
}
//+-------------------------- LRConstruct ---------------------------------------------------+\\
void LineRegressOnArray(double aySource[],double& ayResult[],int iDeGree,int iCount)
{
LRConstruct(aySource,ayLRMatrix,ayLRValue,iDeGree,iCount);
{
LRCalcGauss(ayLRMatrix,ayLRValue,ayLRWeight,iDeGree);
LRCalcOnArray(ayLRWeight,ayResult,iDeGree,iCount);
}
return;
}
//+-------------------------- LRConstruct ---------------------------------------------------+\\
double LRConstruct(double aySource[],double& ayMatrix[][],double& ayValue[],int iDeGree,int iCount)
{
double Zero=0;
for (int Gx=0;Gx<=iDeGree*2;Gx++) // Grade+1 ïî ñòðîêàì
{
double Sv=0;double Qv=0;double Pv=0;
for (int Index=0;Index<iCount;Index++) // Grae+1 ïî ñòîëáöàì
{
Pv=MathPow(Index,Gx);
Sv=Sv+Pv;
if (Gx<=iDeGree) Qv=Qv+Pv*aySource[Index];
Zero=Zero+MathAbs(Qv);
}
for (Index=Gx;Index>=0;Index--)
{
if ((Index<=iDeGree)&&((Gx-Index)<=iDeGree)) ayMatrix[Gx-Index,Index]=Sv;
}
if (Gx<=iDeGree) ayValue[Gx]=Qv;
}
return(Zero);
}
//+-------------------------- LRCalcGauss ---------------------------------------------------+\\
void LRCalcGauss(double& ayMatrix[][],double& ayValue[], double& ayWeight[],int iDeGree)
{
double Qv;
for (int Ax=0;Ax<iDeGree;Ax++) // Äâèæåíèå ïî äèàãîíàëè 0..Grade-1
{
for (int Bx = Ax + 1;Bx<iDeGree;Bx++) // Äâèæåíèå ïî ñòðîêàì Ax+1..Grade-1
{
if (ayMatrix[Bx, Ax] != 0)
{
Qv = ayMatrix[Bx, Ax] / ayMatrix[Ax, Ax];
for (int Cx = Ax+1;Cx<iDeGree;Cx++) // Äâèæåíèå ïî ñòîëáöàì Ax+1..Grade-1
{
ayMatrix[Bx, Cx] = ayMatrix[Bx, Cx] - Qv * ayMatrix[Ax, Cx];
}
ayMatrix[Bx, Ax]=0;
ayValue[Bx] = ayValue[Bx] - Qv * ayValue[Ax];
}
}
}
for (Ax=iDeGree-1;Ax>=0;Ax--) // Äâèæåíèå ïî äèàãîíàëè Grade-1..0
{
Qv = ayValue[Ax];
for (Bx=Ax+1;Bx<iDeGree;Bx++) // Äâèæåíèå ïî ñòîëáöàì Ax..Grade-1
{
Qv = Qv - ayMatrix[Ax, Bx] * ayWeight[Bx];
}
ayWeight[Ax] = Qv / ayMatrix[Ax, Ax];
}
return;
}
//+-------------------------- LRCalcOnArray ---------------------------------------------------+\\
void LRCalcOnArray(double ayWeight[],double& ayResult[],int iDeGree,int iCount)
{
for (int Index=0; Index<iCount; Index++)
{
double SumGree=0;
for (int Gx=0;Gx<=iDeGree;Gx++) // Grade+1 ïî ñòðîêàì
{
SumGree=SumGree+MathPow(Index,Gx)*ayWeight[Gx];
}
ayResult[Index]=SumGree;
}
return;
}
//+-------------------------------------------------------------------------------------------+\\
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: