/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Regression_Channel.mq4 |
//| Converted to MT4 by KimIV |
//+------------------------------------------------------------------+
/*[[
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 double StDev = 1.618;
extern color LineColor = Brown;
//+------------------------------------------------------------------+
//| 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_upper" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
ObjectSet("Regression_upper"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("Regression_upper"+NumberName, OBJPROP_WIDTH, LineWeight);
ObjectCreate("Regression_lower" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
ObjectSet("Regression_lower"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
ObjectSet("Regression_lower"+NumberName, OBJPROP_WIDTH, LineWeight);
Comment("Auto Regression channel");
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
void deinit() {
ObjectDelete("Regression_middle"+NumberName);
ObjectDelete("Regression_upper" +NumberName);
ObjectDelete("Regression_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_up, x_1_up, x_n_down, x_1_down;
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_up = y1 + StDev*stddiv_high;
x_1_up = y2 + StDev*stddiv_high;
x_n_down = y1 - StDev*stddiv_low;
x_1_down = y2 - StDev*stddiv_low;
//upper
ObjectSet("Regression_upper"+NumberName, OBJPROP_TIME1, Time[n_begin]);
ObjectSet("Regression_upper"+NumberName, OBJPROP_TIME2, Time[n_end]);
ObjectSet("Regression_upper"+NumberName, OBJPROP_PRICE1, x_n_up);
ObjectSet("Regression_upper"+NumberName, OBJPROP_PRICE2, x_1_up);
ObjectSet("Regression_upper"+NumberName, OBJPROP_COLOR, LineColor);
//lower
ObjectSet("Regression_lower"+NumberName, OBJPROP_TIME1, Time[n_begin]);
ObjectSet("Regression_lower"+NumberName, OBJPROP_TIME2, Time[n_end]);
ObjectSet("Regression_lower"+NumberName, OBJPROP_PRICE1, x_n_down);
ObjectSet("Regression_lower"+NumberName, OBJPROP_PRICE2, x_1_down);
ObjectSet("Regression_lower"+NumberName, OBJPROP_COLOR, LineColor);
}
//-------------------------------------------------------------------+
Sample
image not available
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: