//+------------------------------------------------------------------+
//| KVNLinearRegression.mq4 |
//| Copyright © 2008, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "KVN"
#property link "http://www.ktu.aknet.kg"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Blue
//---- input parameters
extern int nn=21;
//---- buffers
double LR1[];
int n,n1=1,n2;
double ssm1,ssm2,ssm3,ssm4,a,b,LR;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,LR1);
//----
return(0);
}
//+------------------------------------------------------------------+
//| ïîëüçîâàòåëüñêèé èíäèêàòîð
//Èíäèêàòîð ñòðîèòñÿ ïî ôîðìóëå:LR = at+b
//ãäå LR - ïðîãíîçèðóåìàÿ "ñðåäíÿÿ" öåíà çàêðûòèÿ,
//t - ìîìåíò âðåìåíè,Pt - öåíû çàêðûòèÿ çà n ïîñëåäíèõ ïåðèîäîâ.
//a = (n*ÑÓÌÌÀ (t*Pt) - ÑÓÌÌÀ(t)*CÓÌÌÀ(Pt))/(n*ÑÓÌÌÀ(t^2) - (ÑÓÌÌÀ(t))^2) - òàíãåíñ óãëà íàêëîíà ëèíèè ðåãðåññèè,
//b = 1/n*(ÑÓÌÌÀ(Pt) - a*ÑÓÌÌÀ(t)), - ñìåùåíèå ïî ãîðèçîíòàëè}
//+------------------------------------------------------------------+
int start()
{
n=0;
while(n<100){
ssm1=0; ssm2=0; ssm3=0; ssm4=0; n1=1;
while(n1<=nn) {
n2=n+n1-1;
ssm1=ssm1+n1*Close[n2]; ssm2=ssm2+n1;
ssm3=ssm3+Close[n2]; ssm4=ssm4+n1*n1; n1++;
}
a=(nn*ssm1-ssm2*ssm3)/(nn*ssm4-ssm2*ssm2);
b=(1.0/nn)*(ssm3-a*ssm2);
LR=a*nn+b; LR1[n]=LR; n++;
}
//----
return(0);
}
//+------------------------------------------------------------------+
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: