#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Green
#property indicator_color2 Green
#property indicator_color3 Green
//----------------------------------
extern int iPeriod=14;
extern double StdFrrors=2;
//----------------------------------
double ci[],uch[],dch[];
double L_Value, M_Dev;
//================================================
int init(){
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,ci);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,uch);
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(2,dch);
return(0);}
//================================================
int start(){
int limit;
int counted_bars=IndicatorCounted(); // îïðåäåëèì êîëè÷åñòâî ïðîñ÷èòàíûõ áàðîâ ó èíäèêàòîðà
if(counted_bars>0){
counted_bars--;
}
limit=Bars-counted_bars;
for(int i=0;i<limit;i++){
LR_Close(i,i+iPeriod);
ci[i]=L_Value;
uch[i]=L_Value+StdFrrors*M_Dev;
dch[i]=L_Value-StdFrrors*M_Dev;
}
return(0);
}
//+------------------------------------------------------------------+
void LR_Close(int i0,int i1){
int m_pos[2];
m_pos[0]=i0;
m_pos[1]=i1;
double m_value[2];
int n=m_pos[1]-m_pos[0]+1;
//---- calculate price values
double value=Close[m_pos[0]];
double a,b,c;
double sumy=value;
double sumx=0.0;
double sumxy=0.0;
double sumx2=0.0;
for(int i=1; i<n; i++)
{
value=Close[m_pos[0]+i];
sumy+=value;
sumxy+=value*i;
sumx+=i;
sumx2+=i*i;
}
c=sumx2*n-sumx*sumx;
if(c==0.0) return;
b=(sumxy*n-sumx*sumy)/c;
a=(sumy-sumx*b)/n;
m_value[0]=a;
m_value[1]=a+b*n;
//---- maximal deviation
double maxdev=0;
double deviation=0;
double dvalue=a;
for(i=0; i<n; i++)
{
value=Close[m_pos[0]+i];
dvalue+=b;
deviation=MathAbs(value-dvalue);
if(maxdev<=deviation) maxdev=deviation;
}
L_Value=m_value[0];
M_Dev=maxdev;
}
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: