//+------------------------------------------------------------------+
//| LR trend.mq4 |
//| mladen |
//+------------------------------------------------------------------+
//mod2008fxtsd LRs sigL mtf ki based on LR trend
#property copyright "mladen"
#property link "mladenfx@gmail.com"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 DarkGreen
#property indicator_color2 Red
#property indicator_color3 DodgerBlue
#property indicator_color4 Orange
#property indicator_width1 3
#property indicator_width2 1
#property indicator_width3 2
#property indicator_width4 1
//
//
//
//
//
extern int Length1 = 21;
extern int SigMAPeriod1 = 7;
extern int SigMAMode1 = 0;
extern bool DrawLRS1Histo =false;
extern int Length2 = 9;
extern int SigMAPeriod2 = 5;
extern int SigMAMode2 = 0;
extern int LRS_Price = PRICE_CLOSE;
extern string TimeFrame1 = "current time frame";
extern string TimeFrame2 = "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";
//
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//
//
//
double LRSBuffer1[];
double SigBuffer1[];
double LRSBuffer2[];
double SigBuffer2[];
//
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//
//
int timeFrame1;
int timeFrame2;
string IndicatorFileName;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int init()
{
IndicatorDigits(5);
IndicatorBuffers(4);
SetIndexStyle (0,DRAW_LINE); if(DrawLRS1Histo) SetIndexStyle (0,DRAW_HISTOGRAM);
SetIndexStyle (1,DRAW_LINE);
SetIndexStyle (2,DRAW_LINE);
SetIndexStyle (3,DRAW_LINE);
SetIndexBuffer (0,LRSBuffer1); SetIndexLabel(0,"LR slope1");
SetIndexBuffer (1,SigBuffer1); SetIndexLabel(1,"LRS Sig1");
SetIndexBuffer (2,LRSBuffer2); SetIndexLabel(2,"LR slope2");
SetIndexBuffer (3,SigBuffer2); SetIndexLabel(3,"LRS Sig2");
//
//
//
//
//
timeFrame1 = stringToTimeFrame(TimeFrame1);
timeFrame2 = stringToTimeFrame(TimeFrame2);
IndicatorShortName("LRS "+Length1+" ("+SigMAPeriod1+"); "+Length2+" ("+SigMAPeriod2+") [ "+
TimeFrameToString(timeFrame1)+" | "+TimeFrameToString(timeFrame2)+" ]");
IndicatorFileName = WindowExpertName();
return(0);
}
//
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//
//
//
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
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//
//
//
int start()
{
int counted_bars=IndicatorCounted();
int i,y1,y2,limit;
if (counted_bars<0) return(-1);
if (counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
//
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//
//
if (timeFrame1 != Period()||timeFrame2 != Period())
{
datetime TimeArray1[],TimeArray2[];
limit = MathMax(limit,timeFrame1/Period());
limit = MathMax(limit,timeFrame2/Period());
ArrayCopySeries(TimeArray1,MODE_TIME,NULL,timeFrame1);
ArrayCopySeries(TimeArray2,MODE_TIME,NULL,timeFrame2);
//
//
//
//
//
for(i=0, y1=0,y2=0; i<limit; i++)
{
if(Time[i]<TimeArray1[y1]) y1++;
if(Time[i]<TimeArray2[y2]) y2++;
LRSBuffer1[i] = iCustom(NULL,timeFrame1,IndicatorFileName,
Length1,SigMAPeriod1,SigMAMode1,DrawLRS1Histo,
Length2,SigMAPeriod2,SigMAMode2,LRS_Price ,0,y1);
SigBuffer1[i] = iCustom(NULL,timeFrame1,IndicatorFileName,
Length1,SigMAPeriod1,SigMAMode1,DrawLRS1Histo,
Length2,SigMAPeriod2,SigMAMode2,LRS_Price ,1,y1);
LRSBuffer2[i] = iCustom(NULL,timeFrame2,IndicatorFileName,
Length1,SigMAPeriod1,SigMAMode1,DrawLRS1Histo,
Length2,SigMAPeriod2,SigMAMode2,LRS_Price ,2,y2);
SigBuffer2[i] = iCustom(NULL,timeFrame2,IndicatorFileName,
Length1,SigMAPeriod1,SigMAMode1,DrawLRS1Histo,
Length2,SigMAPeriod2,SigMAMode2,LRS_Price ,3,y2);
}
return(0);
}
//
//
//
//
//
for (i=limit;i>=0;i--)
{
LRSBuffer1[i] = LinearRegressionSlope(Length1,i);
LRSBuffer2[i] = LinearRegressionSlope(Length2,i);
}
for(i=0; i<limit; i++)
{
SigBuffer1[i]=iMAOnArray(LRSBuffer1,0,SigMAPeriod1,0,SigMAMode1,i);
SigBuffer2[i]=iMAOnArray(LRSBuffer2,0,SigMAPeriod2,0,SigMAMode2,i);
}
//
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//
//
//
int maxDraw =MathMax(Length1,Length2);
for(i=0;i<indicator_buffers;i++) SetIndexDrawBegin(i,maxDraw);
return(0);
}
//---------------------------------------------------------------------------------|
// |
//---------------------------------------------------------------------------------|
//
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int lrs.period=EMPTY_VALUE;
double lrs.sumX;
double lrs.sumXSqr;
double lrs.divisor;
//
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//
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double LinearRegressionSlope(int len,int shift)
{
double LinearRegSlope;
double SumXY = 0;
double SumY = 0;
//
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//
//
//
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;
}
//
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//
//
//
for (int i=0; i<lrs.period; i++)
{
double price = iMA(NULL,0,1,0,MODE_EMA,LRS_Price,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);
}
//---------------------------------------------------------------------------------|
// |
//---------------------------------------------------------------------------------|
//
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//
//
//
double rs.len = EMPTY_VALUE;
double rs.SumX;
double rs.SumY;
double rs.SumX2;
double rs.SumY2;
double rs.SumXY;
double rs.SumR;
//
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//
//
//
//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
//
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//
//
//
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);
}
//
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//
//
//
string StringUpperCase(string str)
{
string s = str;
int lenght = StringLen(str) - 1;
int char;
while(lenght >= 0)
{
char = StringGetChar(s, lenght);
//
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//
//
//
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--;
}
//
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return(s);
}
Sample
Analysis
Market Information Used:
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: