AKF

//+------------------------------------------------------------------+
//|                                                          AKF.mq4 |
//+------------------------------------------------------------------+
#property copyright "Ïðèâàëîâ"
#property link      "Skype privalov-sv"


#property indicator_separate_window // Èíäèê. ðèñóåòñÿ â îñíîâíîì îêíå
#property indicator_minimum -1.0    // Ãðàíèöû îêíà
#property indicator_maximum  1.0
#property indicator_level1   0.0    // ëèíèÿ íóëÿ
#property indicator_buffers 1       // Êîëè÷åñòâî áóôåðîâ
#property indicator_color1 Red      // Öâåò ëèíèè

extern int		History				= 1440;
extern bool		WriteToFile			= true;


double   AKF[];            // Îòêðûòèå èíäèêàòîðíûõ ìàññèâîâ
double   X[],Y[],Mu[];
int      CountedBar = 0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
  ArrayResize(AKF,History);
  ArrayResize(  X,History);
  ArrayResize(  Y,History);
  ArrayResize( Mu,History);
//--------------------------------------------------------------------
   IndicatorDigits(8);
   SetIndexBuffer(0,AKF);                  // Íàçíà÷åíèå ìàññèâà áóôåðó
   SetIndexStyle (0,DRAW_LINE,STYLE_SOLID,1);// Ñòèëü ëèíèè
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
//----
  if ( Time[0] <= CountedBar ) { return(0);}
  CountedBar = Time[0];

  if (Bars < History) 
  {
    Alert(": Íåäîñòàòî÷íî áàðîâ íà ãðàôèêå");
    return(0);
  }  
// íåîáõîäèìî ðàñ÷èòàòü ìàññèâ ìþ - ñîäåðæèò çíà÷åíèÿ ëèí. ðåãðåñèè 
// ôîðìèðóåì ìàññèâû X è Y
for ( int i = 0; i <= History; i ++ )      
      {
      X[i]=Time[i]-Time[History];                 
      Y[i]=Close[i];
      }
   double A = 0, B = 0;                // îáíóëÿþ êîýôôèöèåíòû ëèí. ðåãðåñcèè
	double SKO = 0.0, AKF_norm = 0.0;
   
   LinearRegr(X, Y, History, A, B);
   
for ( i = 0; i <= History; i ++ )      
      {
     Mu[i]=A*X[i]+B;
	  SKO += MathPow( Y[i] - Mu[i], 2 );
      }
	SKO /= History;
   Print("  A =", DoubleToStr( A, 8 ), " B =", DoubleToStr( B, 8 ));

//-------------------------------------------------------------------------------------------	
		// Ðàñ÷¸ò ÀÊÔ
	for ( int m = 0; m <= History; m ++ )
	{
		double summ = 0.0;
		for ( i = 0; i <= History; i ++ )
		{
			if ( i+m > History ) continue;
			summ += ( Y[i] - Mu[i] ) * ( Y[i+m] - Mu[i+m] );
		}
		AKF[m] = 1/SKO*summ;
	}

	// 5. Íîðìèðîâêà
	// Ïîëó÷åííûé ìàññèâ AKFm  ïðîñòî äåëèì íà çíà÷åíèå, êîòîðîå íàõîäèòüñÿ â 0 ÿ÷åéêå	
  for ( m = History; m >= 0; m -- ) AKF[m] /= AKF[0];
	
  return(0);
  }

//+------------------------------------------------------------------+
//| Ðàññ÷åò êîýôôèöèåíòîâ A è B â óðàâíåíèè                          |
//| y(x)=A*x+B                                                       |
//| èñïîëüçóþòüñÿ ôîðìóëû http://forum.mql4.com/ru/10780/page5       |
//+------------------------------------------------------------------+

void LinearRegr(double X[], double Y[], int N, double& A, double& B)
{
  	double mo_X = 0.0, mo_Y = 0.0, var_0 = 0.0, var_1 = 0.0;
  	
	for ( int i = 0; i < N; i ++ )
	  {
		mo_X +=X[i];
		mo_Y +=Y[i];
	  }
	mo_X /=N;
	mo_Y /=N;
		
	for ( i = 0; i < N; i ++ )
	  {
		var_0 +=(X[i]-mo_X)*(Y[i]-mo_Y);
		var_1 +=(X[i]-mo_X)*(X[i]-mo_X);
	  }
		A = var_0 / var_1;
		B = mo_Y - A * mo_X;
}