//+------------------------------------------------------------------+ //| LR trend.mq4 | //| mladen | //+------------------------------------------------------------------+ //mod2008 LRs mtf ki based on LR trend #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_separate_window #property indicator_buffers 1 #property indicator_color1 Green #property indicator_width1 2 // // // // // extern int Length = 14; extern int AppliedPrice = PRICE_CLOSE; extern string TimeFrame = "current time frame"; extern string TimeFrames = "M1-MN as in MT4 periodicity toolbar or: M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-currentTF"; extern string note_Price = "0C 1O 2H 3L 4Md 5Tp 6WghC, Md(HL/2)4,Tp(HLC/3)5,Wgh(HLCC/4)6"; // // // // // double LRSBuffer[]; // // // // // int timeFrame; double Trending; string IndicatorFileName; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { IndicatorDigits(5); IndicatorBuffers(1); SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(0,LRSBuffer); SetIndexLabel(0,"LR slope"); // // // // // timeFrame = stringToTimeFrame(TimeFrame); IndicatorShortName("LRS ("+Length+") "+TimeFrameToString(timeFrame)+" "); IndicatorFileName = WindowExpertName(); Trending = 3.858889/Length; return(0); } // // // // // int deinit() { return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int start() { int counted_bars=IndicatorCounted(); int i,limit; if (counted_bars<0) return(-1); if (counted_bars>0) counted_bars--; limit=Bars-counted_bars; // // // // // if (timeFrame != Period()) { datetime TimeArray[]; limit = MathMax(limit,timeFrame/Period()); ArrayCopySeries(TimeArray ,MODE_TIME ,NULL,timeFrame); // // // // // for(i=0,int y=0; i<limit; i++) { if(Time[i]<TimeArray[y]) y++; LRSBuffer[i] = iCustom(NULL,timeFrame,IndicatorFileName,Length,AppliedPrice,0,y); } return(0); } // // // // // for (i=limit;i>=0;i--) { LRSBuffer[i] = LinearRegressionSlope(Length,i); } // // // // // for(i=0;i<indicator_buffers;i++) SetIndexDrawBegin(i,Length); return(0); } //---------------------------------------------------------------------------------| // | //---------------------------------------------------------------------------------| // // // // // int lrs.period=EMPTY_VALUE; double lrs.sumX; double lrs.sumXSqr; double lrs.divisor; // // // // // double LinearRegressionSlope(int len,int shift) { double LinearRegSlope; double SumXY = 0; double SumY = 0; // // // // // if (lrs.period != len) { lrs.period = len; lrs.sumX = lrs.period * (lrs.period-1) / 2; lrs.sumXSqr = lrs.period * (lrs.period-1) * (2 * lrs.period - 1) / 6; lrs.divisor = MathPow(lrs.sumX,2) - lrs.period * lrs.sumXSqr; } // // // // // for (int i=0; i<lrs.period; i++) { double price = iMA(NULL,0,1,0,MODE_EMA,AppliedPrice,i+shift); SumXY += i*price; SumY += price; } if( lrs.divisor != 0 ) LinearRegSlope = (lrs.period * SumXY - lrs.sumX * SumY)/lrs.divisor; else LinearRegSlope = 0; return (LinearRegSlope); } //---------------------------------------------------------------------------------| // | //---------------------------------------------------------------------------------| // // // // // double rs.len = EMPTY_VALUE; double rs.SumX; double rs.SumY; double rs.SumX2; double rs.SumY2; double rs.SumXY; double rs.SumR; // // // // // //+------------------------------------------------------------------+ //| //+------------------------------------------------------------------+ // // // // // int stringToTimeFrame(string tfs) { int tf=0; tfs = StringTrimLeft(StringTrimRight(StringUpperCase(tfs))); if (tfs=="M1" || tfs=="1") tf=PERIOD_M1; if (tfs=="M5" || tfs=="5") tf=PERIOD_M5; if (tfs=="M15"|| tfs=="15") tf=PERIOD_M15; if (tfs=="M30"|| tfs=="30") tf=PERIOD_M30; if (tfs=="H1" || tfs=="60") tf=PERIOD_H1; if (tfs=="H4" || tfs=="240") tf=PERIOD_H4; if (tfs=="D1" || tfs=="1440") tf=PERIOD_D1; if (tfs=="W1" || tfs=="10080") tf=PERIOD_W1; if (tfs=="MN" || tfs=="43200") tf=PERIOD_MN1; if (tf<Period()) tf=Period(); return(tf); } string TimeFrameToString(int tf) { string tfs=""; if (tf!=Period()) switch(tf) { case PERIOD_M1: tfs="M1" ; break; case PERIOD_M5: tfs="M5" ; break; case PERIOD_M15: tfs="M15" ; break; case PERIOD_M30: tfs="M30" ; break; case PERIOD_H1: tfs="H1" ; break; case PERIOD_H4: tfs="H4" ; break; case PERIOD_D1: tfs="D1" ; break; case PERIOD_W1: tfs="W1" ; break; case PERIOD_MN1: tfs="MN1"; } return(tfs); } // // // // // string StringUpperCase(string str) { string s = str; int lenght = StringLen(str) - 1; int char; while(lenght >= 0) { char = StringGetChar(s, lenght); // // // // // if((char > 96 && char < 123) || (char > 223 && char < 256)) s = StringSetChar(s, lenght, char - 32); else if(char > -33 && char < 0) s = StringSetChar(s, lenght, char + 224); lenght--; } // // // // // return(s); }
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
IndicatorFileName
Order Management characteristics:
Other Features: