#property copyright "ANG3110@latchess.com"
//-----------------------------------------
#property show_inputs
//--------------------
extern int m = 2;
extern double ksq=2;
//------------------------------------------
double fx,fx1;
double a[10,10],b[10],x[10],sx[20];
double sum,sum1,sq;
int p,nn,kt;
//---------------------
int i0,ip,pn,i0n,ipn;
int t0,tp,te,te1;
//----------------------------------------
void init()
{
//----------------------
p=50;
kt=Period()*60;
nn=m+1;
//----------------------
t0=TimeOnDropped();
i0=iBarShift(Symbol(),Period(),t0);
ip=i0+p;
tp=Time[ip];
pn=p;
//----------------------ar------------------------------
for (int j=-p/2; j<p; j++)
{
ObjectCreate("ar"+j,2,0,Time[i0+1+j],0,Time[i0+j],0);
ObjectSet("ar"+j,OBJPROP_RAY,0);
ObjectCreate("arH"+j,2,0,Time[i0+1+j],0,Time[i0+j],0);
ObjectSet("arH"+j,OBJPROP_RAY,0);
ObjectCreate("arL"+j,2,0,Time[i0+1+j],0,Time[i0+j],0);
ObjectSet("arL"+j,OBJPROP_RAY,0);
}
//----------------------LR------------------------------
ObjectCreate("LR",4,0,Time[ip],0,Time[i0],0);
ObjectSet("LR",OBJPROP_COLOR,SkyBlue);
ObjectSet("LR",OBJPROP_RAY,1);
}
//************************************************
int start()
{
int i,n,k;
//----
while(IsStopped()==false)
{
if (i0n!=i0 || ipn!=ip)
{
p=ip-i0;
i0n=ip;
ipn=ip;
//--------------------------------------------------------
if (pn<p)
{
for(int j=pn; j<=p; j++) {ObjectCreate("ar"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("ar"+j,OBJPROP_RAY,0); ObjectCreate("arH"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("arH"+j,OBJPROP_RAY,0); ObjectCreate("arL"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("arL"+j,OBJPROP_RAY,0);}
for (j=-pn/2; j>=-p/2; j--) {ObjectCreate("ar"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("ar"+j,OBJPROP_RAY,0); ObjectCreate("arH"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("arH"+j,OBJPROP_RAY,0); ObjectCreate("arL"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("arL"+j,OBJPROP_RAY,0);}
pn=p;
}
if (pn>p)
{
for(j=pn; j>=p; j--) {ObjectDelete("ar"+j); ObjectDelete("arH"+j); ObjectDelete("arL"+j);}
for (j=-p/2; j>=-pn/2; j--){ObjectDelete("ar"+j); ObjectDelete("arH"+j); ObjectDelete("arL"+j);}
pn=p;
}
}
//===========================PR============================================================
sx[1]=p+1;
//----------------------sx---------------------------------------------------------------
for(i=1; i<=nn*2-2; i++)
{
sum=0.0;
for(n=i0; n<=i0+p; n++) sum+=MathPow(n,i);
sx[i+1]=sum;
}
//----------------------syx---------------------------------------------------------------
for(i=1; i<=nn; i++)
{
sum=0.0;
for(n=i0; n<=i0+p; n++)
{
if (i==1) sum+=Close[n];
else
sum+=Close[n]*MathPow(n,i-1);
}
b[i]=sum;
}
//===============Matrix====================================================================================================
for(j=1; j<=nn; j++)
{
for(i=1; i<=nn; i++) {k=i+j-1; a[i,j]=sx[k];}
}
//===============Gauss===================================================
af_Gauss(nn,a,b,x);
//=======================SQ==============================================
sq=0.0;
for (n=p; n>=0; n--)
{
sum=0.0;
for(k=1; k<=m; k++) {sum+=x[k+1]*MathPow(i0+n,k); sum1+=x[k+1]*MathPow(i0+n+1,k);}
fx=x[1]+sum;
sq+=MathPow(Close[n+i0]-fx,2);
}
sq=ksq*MathSqrt(sq/(p+1));
//=======================================================================
for (n=p; n>=-p/2; n--)
{
sum=0.0;
sum1=0.0;
for(k=1; k<=m; k++) {sum+=x[k+1]*MathPow(i0+n,k); sum1+=x[k+1]*MathPow(i0+n+1,k);}
fx=x[1]+sum;
fx1=x[1]+sum1;
if (n>=0 && n<p)
{
ObjectMove("ar"+n,0,Time[n+i0+1],fx1);
ObjectMove("ar"+n,1,Time[n+i0],fx);
ObjectMove("arH"+n,0,Time[n+i0+1],fx1+sq);
ObjectMove("arH"+n,1,Time[n+i0],fx+sq);
ObjectMove("arL"+n,0,Time[n+i0+1],fx1-sq);
ObjectMove("arL"+n,1,Time[n+i0],fx-sq);
if (fx>fx1) {ObjectSet("ar"+n,OBJPROP_COLOR,Lime); ObjectSet("arH"+n,OBJPROP_COLOR,Lime); ObjectSet("arL"+n,OBJPROP_COLOR,Lime);}
if (fx<fx1) {ObjectSet("ar"+n,OBJPROP_COLOR,Yellow); ObjectSet("arH"+n,OBJPROP_COLOR,Yellow); ObjectSet("arL"+n,OBJPROP_COLOR,Yellow);}
}
if (n<0)
{
if ((n+i0)>=0)
{
ObjectMove("ar"+n,0,Time[n+i0+1],fx1);
ObjectMove("ar"+n,1,Time[n+i0],fx);
ObjectMove("arH"+n,0,Time[n+i0+1],fx1+sq);
ObjectMove("arH"+n,1,Time[n+i0],fx+sq);
ObjectMove("arL"+n,0,Time[n+i0+1],fx1-sq);
ObjectMove("arL"+n,1,Time[n+i0],fx-sq);
}
if ((n+i0)<0)
{
te=Time[0]-(n+i0)*kt;
te1=Time[0]-(n+i0+1)*kt;
ObjectMove("ar"+n,0,te1,fx1);
ObjectMove("ar"+n,1,te,fx);
ObjectMove("arH"+n,0,te1,fx1+sq);
ObjectMove("arH"+n,1,te,fx+sq);
ObjectMove("arL"+n,0,te1,fx1-sq);
ObjectMove("arL"+n,1,te,fx-sq);
}
if (fx>fx1) {ObjectSet("ar"+n,OBJPROP_COLOR,Blue); ObjectSet("arH"+n,OBJPROP_COLOR,Blue); ObjectSet("arL"+n,OBJPROP_COLOR,Blue);}
if (fx<fx1) {ObjectSet("ar"+n,OBJPROP_COLOR,Red); ObjectSet("arH"+n,OBJPROP_COLOR,Red); ObjectSet("arL"+n,OBJPROP_COLOR,Red);}
}
}
//==========================ObjMove===================================
if (fx!=0)
{
ObjectMove("LR",0,Time[ip],0);
ObjectMove("LR",1,Time[i0],0);
}
//========================Comment=====================================
Comment
(
"t0 = ",TimeToStr(t0,TIME_DATE|TIME_MINUTES),"\n",
"tp = ",TimeToStr(tp,TIME_DATE|TIME_MINUTES),"\n",
"2*SQ = ",DoubleToStr(2*sq/Point,1)
);
//====================================================================
t0=ObjectGet("LR",OBJPROP_TIME2);
if (t0>Time[0]) t0=Time[0];
tp=ObjectGet("LR",OBJPROP_TIME1);
if (tp>Time[i0+2]) tp=Time[i0+2];
i0=iBarShift(Symbol(),Period(),t0);
ip=iBarShift(Symbol(),Period(),tp);
//====================================================================
Sleep(500);
}//---while---
//----
return(0);
}
//************************************************************************
void deinit()
{
for (int j=p; j>=-p/2; j--)
{
ObjectDelete("ar"+j);
ObjectDelete("arH"+j);
ObjectDelete("arL"+j);
}
ObjectDelete("LR");
Comment("");
}
//***************************************************************
void af_Gauss(int n, double& a[][],double& b[], double& x[])
{
int i,j,k,l;
double q,m,t;
for(k=1; k<=n-1; k++)
{
l=0;
m=0;
for(i=k; i<=n; i++)
{
if (MathAbs(a[i,k])>m) {m=MathAbs(a[i,k]); l=i;}
}
if (l==0) return(0);
if (l!=k)
{
for(j=1; j<=n; j++)
{
t=a[k,j];
a[k,j]=a[l,j];
a[l,j]=t;
}
t=b[k];
b[k]=b[l];
b[l]=t;
}
for(i=k+1;i<=n;i++)
{
q=a[i,k]/a[k,k];
for(j=1;j<=n;j++)
{
if (j==k) a[i,j]=0;
else
a[i,j]=a[i,j]-q*a[k,j];
}
b[i]=b[i]-q*b[k];
}
}
x[n]=b[n]/a[n,n];
for(i=n-1;i>=1;i--)
{
t=0;
for(j=1;j<=n-i;j++)
{
t=t+a[i,i+j]*x[i+j];
x[i]=(1/a[i,i])*(b[i]-t);
}
}
return;
}
//**********************************************************************
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: