//+------------------------------------------------------------------+
//| ang_PR (Din)-v1.mq4 |
//| Copyright © 2006, ANG3110@latchess.com |
//+------------------------------------------------------------------+
#property copyright "ANG3110@latchess.com"
//---------ang_PR (Din)--------------------
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Blue
//----
extern double hours = 24;
extern int m = 2;
extern int i = 0;
//----
double fx[];
double ai[10,10], b[10], x[10], sx[20];
double sum;
int p, n, f, sName, fs;
double qq, mm, tt;
int ii, jj, kk, ll, nn;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorShortName("at_PR (Din)");
SetIndexStyle(0, DRAW_LINE, 0, 2);
SetIndexBuffer(0, fx);
if(fs == 0)
{
sName = CurTime();
fs = 1;
}
p = hours*60 / Period();
nn = m + 1;
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function | |
//+------------------------------------------------------------------+
int deinit()
{
ObjectDelete("pr" + sName);
}
//+------------------------------------------------------------------+
//| Custom indicator start function |
//+------------------------------------------------------------------+
int start()
{
int mi;
//----
if(f == 1)
{
p = iBarShift(Symbol(), Period(), ObjectGet("pr" + sName, OBJPROP_TIME1));
}
sx[1] = p + 1;
SetIndexDrawBegin(0, Bars - p - 1);
//---- sx
for(mi = 1; mi <= nn*2 - 2; mi++)
{
sum = 0;
//----
for(n = i; n <= i + p; n++)
{
sum += MathPow(n, mi);
}
sx[mi+1] = sum;
}
//---- syx
for(mi = 1; mi <= nn; mi++)
{
sum=0.00000;
//----
for(n = i; n <= i + p; n++)
{
if(mi == 1)
sum += Close[n];
else
sum += Close[n]*MathPow(n, mi - 1);
}
b[mi] = sum;
}
//---- Matrix
for(jj = 1; jj <= nn; jj++)
{
for(ii = 1; ii <= nn; ii++)
{
kk = ii + jj - 1;
ai[ii,jj] = sx[kk];
}
}
//---- Gauss
for(kk = 1; kk <= nn - 1; kk++)
{
ll = 0; mm = 0;
//----
for(ii = kk; ii <= nn; ii++)
{
if(MathAbs(ai[ii,kk]) > mm)
{
mm = MathAbs(ai[ii,kk]);
ll = ii;
}
}
//----
if(ll == 0)
return(0);
//----
if(ll != kk)
{
for(jj = 1; jj <= nn; jj++)
{
tt = ai[kk,jj];
ai[kk,jj] = ai[ll,jj];
ai[ll,jj] = tt;
}
tt = b[kk];
b[kk] = b[ll];
b[ll] = tt;
}
//----
for(ii = kk + 1; ii <= nn; ii++)
{
qq = ai[ii,kk] / ai[kk,kk];
//----
for(jj = 1; jj <= nn; jj++)
{
if(jj==kk)
ai[ii,jj]=0;
else
ai[ii,jj]=ai[ii,jj]-qq*ai[kk,jj];
}
b[ii]=b[ii]-qq*b[kk];
}
}
x[nn] = b[nn] / ai[nn,nn];
//----
for(ii = nn - 1; ii >= 1; ii--)
{
tt = 0;
//----
for(jj = 1; jj <= nn - ii; jj++)
{
tt = tt + ai[ii,ii+jj]*x[ii+jj];
x[ii] = (1 / ai[ii,ii])*(b[ii] - tt);
}
}
//----
for(n = i; n <= i + p; n++)
{
sum = 0;
for(kk = 1; kk <= m; kk++)
{
sum += x[kk+1]*MathPow(n,kk);
}
fx[n]=x[1]+sum;
}
ObjectCreate("pr" + sName, 22, 0, Time[p], fx[p]);
ObjectSet("pr" + sName, 14, 159);
ObjectSet("pr" + sName, OBJPROP_TIME1, Time[p]);
ObjectSet("pr" + sName, OBJPROP_PRICE1, fx[p]);
f = 1;
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: