//+------------------------------------------------------------------+
//| Regression_Channel.mq4 |
//| Converted to MT4 by KimIV |
//| Modified bt MrPip to place lines at 2 different Standard Devs |
//| Also makes StDev level an input, with some Stache mods |
//+------------------------------------------------------------------+
/*
Name := Regression_Channel
Author := Copyright © 2004, MetaQuotes Software Corp.
Link := http://www.metaquotes.net/
*/
#property copyright "KimIV"
#property link "http://www.kimiv.ru"
//----
#property indicator_chart_window
//------- Âíåøíèå ïàðàìåòðû èíäèêàòîðà -------------------------------
extern int NumberName =1;
extern int iPeriod =56;
extern double MAShoot =50;
extern int LineWeight =1;
extern color LineColor=Magenta;
extern double StDevOutside=1.618;
extern color Outside=SteelBlue;
extern int OutsideWeight=1;
extern double StDevInside=0.809;
extern color Inside=Goldenrod;
extern int InsideWeight=1;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void init()
{
ObjectCreate("Regression_middle"+NumberName, OBJ_TREND, 0, 0,0, 0,0);
ObjectSet("Regression_middle"+NumberName, OBJPROP_COLOR, LineColor);
ObjectSet("Regression_middle"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("Regression_middle"+NumberName, OBJPROP_WIDTH, LineWeight);
ObjectCreate("Regression_Outside_upper" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_COLOR, Outside);
ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_WIDTH, OutsideWeight);
ObjectCreate("Regression_Outside_lower" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_COLOR, Outside);
ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_WIDTH, OutsideWeight);
ObjectCreate("Regression_Inside_upper" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_COLOR, Inside);
ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_WIDTH, InsideWeight);
ObjectCreate("Regression_Inside_lower" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_COLOR, Inside);
ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_WIDTH, InsideWeight);
//----
Comment("Auto Regression channel");
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
void deinit()
{
ObjectDelete("Regression_middle"+NumberName);
ObjectDelete("Regression_Outside_upper" +NumberName);
ObjectDelete("Regression_Outside_lower" +NumberName);
ObjectDelete("Regression_Inside_upper" +NumberName);
ObjectDelete("Regression_Inside_lower" +NumberName);
Comment("");
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
void start()
{
bool check_low, check_high;
bool check_upper_chanel;
double save_low, save_high;
double MA, a1, a2, a3, b1, a_, b_, y1, y2, price;
double stddiv_low, stddiv_high, tmp_div;
double x_n_upOut, x_1_upOut, x_n_downOut, x_1_downOut;
double x_n_upIn, x_1_upIn, x_n_downIn, x_1_downIn;
double ratio_currency;
int shift;
int n, n_begin, n_end;
int MAType, MAPrice;
int save_shift_low, save_shift_high;
//----
save_low=-1;
save_high=-1;
save_shift_low=-1;
save_shift_high=-1;
//----
check_low=false;
check_high=false;
//----
MAType=MODE_SMA;
MAPrice=PRICE_CLOSE;
//----
if (Close[1]>80) ratio_currency=100;
else ratio_currency=10000;
// Ïîèñê òî÷åê ïåðåñå÷åíèÿ ñ ÌÀ
for(shift=Bars-1; shift>=0; shift--)
{
MA=iMA(NULL, 0, iPeriod, 0, MAType, MAPrice, shift);
if (MA-MAShoot/ratio_currency>Close[shift])
{
if (Close[shift]<save_low || save_low==-1)
{
check_low=true;
save_low=Close[shift];
save_shift_low=shift;
}
}
if (MA+MAShoot/ratio_currency<Close[shift])
{
if (save_high<Close[shift] || save_high==-1)
{
check_high=true;
save_high=Close[shift];
save_shift_high=shift;
}
}
if (check_low)
{
if (MA+MAShoot/ratio_currency<Close[shift])
{
check_low=false;
save_low=-1;
}
}
if (check_high)
{
if (MA-MAShoot/ratio_currency>Close[shift])
{
check_high=false;
save_high=-1;
}
}
}
//Îïðåäåëåíèå ãðàíèö ïîñòðîåíèÿ êàíàëëà
if (save_shift_low>save_shift_high)
{
n_begin=save_shift_low;
n_end=save_shift_high;
}
else
{
n_begin=save_shift_high;
n_end=save_shift_low;
}
if (n_end==0) n_end=1; // Íóëåâîé áàð íå èñïîëüçîâàòü
n=n_begin - n_end + 1; // äëèíà êàíàëà
//----
a1=0;
a2=0;
a3=0;
b1=0;
a_=0;
b_=0;
y1=0;
y2=0;
tmp_div=0;
//----
if (Close[n_begin]<Close[n_end]) check_upper_chanel=true;
else check_upper_chanel=false;
//----
for(shift=n_begin; shift>=n_end; shift--)
{
if (check_upper_chanel) price=Low[shift];
else price=High[shift];
//----
a1=a1 + shift*price;
a2=a2 + shift;
a3=a3 + price;
b1=b1 + shift*shift;
}
b_=(n*a1 - a2*a3)/(n*b1 - a2*a2);
a_=(a3 - b_*a2)/n;
y1=a_ + b_*n_begin;
y2=a_ + b_*n_end;
//----
ObjectSet("Regression_middle"+NumberName, OBJPROP_TIME1, Time[n_begin]);
ObjectSet("Regression_middle"+NumberName, OBJPROP_TIME2, Time[n_end]);
ObjectSet("Regression_middle"+NumberName, OBJPROP_PRICE1, y1);
ObjectSet("Regression_middle"+NumberName, OBJPROP_PRICE2, y2);
for(shift=n_begin; shift>=n_end; shift--)
{
if (check_upper_chanel) price=Low[shift];
else price=High[shift];
//----
tmp_div=tmp_div + (price - (a_ + b_*shift))*(price - (a_ + b_*shift));
}
stddiv_low=MathSqrt(tmp_div/n);
stddiv_high=MathSqrt(tmp_div/n);
//----
x_n_upOut=y1 + StDevOutside*stddiv_high;
x_1_upOut=y2 + StDevOutside*stddiv_high;
x_n_downOut=y1 - StDevOutside*stddiv_low;
x_1_downOut=y2 - StDevOutside*stddiv_low;
x_n_upIn=y1 + StDevInside*stddiv_high;
x_1_upIn=y2 + StDevInside*stddiv_high;
x_n_downIn=y1 - StDevInside*stddiv_low;
x_1_downIn=y2 - StDevInside*stddiv_low;
//OUTSIDE
//upper
ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_TIME1, Time[n_begin]);
ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_TIME2, Time[n_end]);
ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_PRICE1, x_n_upOut);
ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_PRICE2, x_1_upOut);
//lower
ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_TIME1, Time[n_begin]);
ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_TIME2, Time[n_end]);
ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_PRICE1, x_n_downOut);
ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_PRICE2, x_1_downOut);
//INSIDE
//upper
ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_TIME1, Time[n_begin]);
ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_TIME2, Time[n_end]);
ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_PRICE1, x_n_upIn);
ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_PRICE2, x_1_upIn);
//lower
ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_TIME1, Time[n_begin]);
ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_TIME2, Time[n_end]);
ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_PRICE1, x_n_downIn);
ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_PRICE2, x_1_downIn);
}
//-------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: