//+------------------------------------------------------------------+
//| i-Regr H&L.mq4 |
//| Copyright © 2008, Kharko |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, Kharko"
#property link ""
//----
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 LimeGreen
#property indicator_color2 LimeGreen
#property indicator_color3 Gold
#property indicator_color4 Gold
extern int degree = 1; // Èçìåíÿåòñÿ îò 1 äî 61
extern double kstd = 1.0;
extern string data = "2009.02.25 16:00"; // Ñòðîêà â ôîðìàòå "yyyy.mm.dd hh:mi".
extern int bars = 48;
extern int shift = 0;
//-----
double fxl[],fxh[],sqh[],sql[];
double ai[][65],b[],c[],x[],y[],sx[];
double sum,suml,sumh;
int ip,p,n,f;
double qq,mm,tt;
int ii,jj,kk,ll,nn;
int i0 = 0;
datetime
prevtime1=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
ArrayResize(ai,degree+2);
ArrayResize(b,degree+2);
ArrayResize(c,degree+2);
ArrayResize(x,degree+2);
ArrayResize(y,degree+2);
ArrayResize(sx,2*(degree+3));
SetIndexBuffer(0, fxl); // Áóôåðû ìàññèâîâ èíäèêàòîðà
SetIndexBuffer(1, fxh);
SetIndexBuffer(2, sql);
SetIndexBuffer(3, sqh);
SetIndexStyle(0, DRAW_LINE);
SetIndexStyle(1, DRAW_LINE);
SetIndexStyle(2, DRAW_LINE);
SetIndexStyle(3, DRAW_LINE);
SetIndexEmptyValue(0, 0.0);
SetIndexEmptyValue(1, 0.0);
SetIndexEmptyValue(2, 0.0);
SetIndexEmptyValue(3, 0.0);
SetIndexShift(0, shift);
SetIndexShift(1, shift);
SetIndexShift(2, shift);
SetIndexShift(3, shift);
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
if (Bars < bars) return;
if(prevtime1==iTime(NULL,0,0))
{
prevtime1=iTime(NULL,0,0);
return(0);
}
else
{
prevtime1=iTime(NULL,0,0);
if(data!="")
bars=iBarShift(NULL,0,StrToTime(data));
}
//----
int mi; // ïåðåìåííàÿ èñïîëüçóþùàÿñÿ òîëüêî â start
ip = bars;
p=ip; // òèïà ïðèñâàèâàíèå
sx[1]=p+1; // ïðèìå÷àíèå - [] - îçíà÷àåò ìàññèâ
nn = degree+1;
SetIndexDrawBegin(0, Bars-p-1);
SetIndexDrawBegin(1, Bars-p-1);
SetIndexDrawBegin(2, Bars-p-1);
SetIndexDrawBegin(3, Bars-p-1);
//----------------------sx-------------------------------------------------------------------
for(mi=1;mi<=nn*2-2;mi++) // ìàòåìàòè÷åñêîå âûðàæåíèå - äëÿ âñåõ mi îò 1 äî nn*2-2
{
sum=0;
for(n=i0;n<=i0+p;n++)
{
sum+=MathPow(n,mi);
}
sx[mi+1]=sum;
}
//----------------------syx-----------
for(mi=1;mi<=nn;mi++)
{
suml=0.00000;
sumh=0.00000;
for(n=i0;n<=i0+p;n++)
{
if(mi==1)
{
suml+=Low[n];
sumh+=High[n];
}
else
{
suml+=Low[n]*MathPow(n,mi-1);
sumh+=High[n]*MathPow(n,mi-1);
}
}
b[mi]=suml;
c[mi]=sumh;
}
//===============Matrix=======================================================================================================
for(jj=1;jj<=nn;jj++)
{
for(ii=1; ii<=nn; ii++)
{
kk=ii+jj-1;
ai[ii,jj]=sx[kk];
}
}
//===============Gauss========================================================================================================
for(kk=1; kk<=nn-1; kk++)
{
ll=0;
mm=0;
for(ii=kk; ii<=nn; ii++)
{
if(MathAbs(ai[ii,kk])>mm)
{
mm=MathAbs(ai[ii,kk]);
ll=ii;
}
}
if(ll==0) return(0);
if (ll!=kk)
{
for(jj=1; jj<=nn; jj++)
{
tt=ai[kk,jj];
ai[kk,jj]=ai[ll,jj];
ai[ll,jj]=tt;
}
tt=b[kk];
b[kk]=b[ll];
b[ll]=tt;
tt=c[kk];
c[kk]=c[ll];
c[ll]=tt;
}
for(ii=kk+1;ii<=nn;ii++)
{
qq=ai[ii,kk]/ai[kk,kk];
for(jj=1;jj<=nn;jj++)
{
if(jj==kk) ai[ii,jj]=0;
else ai[ii,jj]=ai[ii,jj]-qq*ai[kk,jj];
}
b[ii]=b[ii]-qq*b[kk];
c[ii]=c[ii]-qq*c[kk];
}
}
x[nn]=b[nn]/ai[nn,nn];
y[nn]=c[nn]/ai[nn,nn];
for(ii=nn-1;ii>=1;ii--)
{
mm=0;
tt=0;
for(jj=1;jj<=nn-ii;jj++)
{
mm=mm+ai[ii,ii+jj]*x[ii+jj];
x[ii]=(1/ai[ii,ii])*(b[ii]-mm);
tt=tt+ai[ii,ii+jj]*y[ii+jj];
y[ii]=(1/ai[ii,ii])*(c[ii]-tt);
}
}
//===========================================================================================================================
for(n=i0;n<=i0+p;n++)
{
suml=0;
sumh=0;
for(kk=1;kk<=degree;kk++)
{
suml+=x[kk+1]*MathPow(n,kk);
sumh+=y[kk+1]*MathPow(n,kk);
}
fxl[n]=x[1]+suml;
fxh[n]=y[1]+sumh;
}
//-----------------------------------Std-----------------------------------------------------------------------------------
suml=0;
sumh=0;
for(n=i0;n<=i0+p;n++)
{
suml+=MathPow(Low[n]-fxl[n],2);
sumh+=MathPow(High[n]-fxh[n],2);
}
suml=MathSqrt(suml/(p+1))*kstd;
sumh=MathSqrt(sumh/(p+1))*kstd;
for(n=i0;n<=i0+p;n++)
{
sqh[n]=fxh[n]+sumh;
sql[n]=fxl[n]-suml;
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: