BB_Squeeze_4c_JMA

//+------------------------------------------------------------------+
//|BB_Squeeze_4c_JMA                                   bbsqueeze.mq4 |
//|                Copyright © 2005, Nick Bilak, beluck[AT]gmail.com |
//|2007fxtsd  enhanced a little bit by CJ Rivas, carlos[AT]vealo.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Nick Bilak"
#property link      "http://metatrader.50webs.com/"

#property indicator_separate_window
#property indicator_buffers 6
#property indicator_color1 C'36,36,255'
#property indicator_color2 Red
#property indicator_color3 C'0,0,191'
#property indicator_color4 Maroon
#property indicator_color5 Orange
#property indicator_color6 SlateBlue

#property  indicator_width1  2
#property  indicator_width2  2
#property  indicator_width3  2
#property  indicator_width4  2


//---- input parameters
extern int       LRegrPeriod = 14;
extern int       JMAPhase  = 0;

extern int       bolPrd=20;
extern double    bolDev=2.0;
extern int       keltPrd=20;
extern double    keltFactor=1.5;
extern int       MaxBarsToCount =900;
extern bool      DataDisplayOff  = true;

//extern int       momPrd=12;
//---- buffers
double upB[];
double upB2[];
double loB[];
double loB2[];
double upK[];
double loK[];

int i,j,slippage=3;
double breakpoint=0.0;
double ema=0.0;
int peakf=0;
int peaks=0;
int valleyf=0;
int valleys=0, limit=0;
double ccis[61],ccif[61];
double delta=0;
double ugol=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_HISTOGRAM,EMPTY);
   SetIndexBuffer(0,upB);
   SetIndexEmptyValue(0,EMPTY_VALUE);
   
   SetIndexStyle(1,DRAW_HISTOGRAM,EMPTY);
   SetIndexBuffer(1,loB);
   SetIndexEmptyValue(1,EMPTY_VALUE);

   SetIndexStyle(4,DRAW_ARROW,EMPTY);
   SetIndexBuffer(4,upK);
   SetIndexEmptyValue(4,EMPTY_VALUE);
   SetIndexArrow(4,159);
   SetIndexStyle(5,DRAW_ARROW,EMPTY);
   SetIndexBuffer(5,loK);
   SetIndexEmptyValue(5,EMPTY_VALUE);
   SetIndexArrow(5,159);
   
   SetIndexStyle(2,DRAW_HISTOGRAM,EMPTY);
   SetIndexEmptyValue(2,EMPTY_VALUE);
   SetIndexBuffer(2,upB2);

   SetIndexStyle(3,DRAW_HISTOGRAM,EMPTY);
   SetIndexEmptyValue(3,EMPTY_VALUE);
   SetIndexBuffer(3,loB2);


      SetIndexLabel(0,"upB");
      SetIndexLabel(1,"loB");
      SetIndexLabel(2,"upB2");
      SetIndexLabel(3,"loB2");
      SetIndexLabel(4,"upK");
//    SetIndexLabel(5,"loK");

 if (DataDisplayOff)
  {
   SetIndexLabel(0,"");
   SetIndexLabel(1,"");
   SetIndexLabel(2,"");
   SetIndexLabel(3,"");
   SetIndexLabel(4,"");
   SetIndexLabel(5,"");
  }  
   IndicatorShortName("BB_Sqz JMA ("+LRegrPeriod+")");

   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//---- 
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int   shift, limit=IndicatorCounted();
   double diff,d,dPrev, std,bbs;
   
   if (limit<0) return(-1);
   if (limit>0) limit--;
      limit=MathMin(Bars-limit,MaxBarsToCount);

   for (shift=limit;shift>=0;shift--)   {
      //d=iMomentum(NULL,0,momPrd,PRICE_CLOSE,shift);
      d=LinearRegressionValue(LRegrPeriod,shift);
      dPrev=LinearRegressionValue(LRegrPeriod,shift+1);
      if(d>0) {
         if ((dPrev>0) && (dPrev > d))
         { upB2[shift]=d; upB[shift] = 0; }
          else { upB[shift]= d; upB2[shift] = 0; }
         //upB[shift]=0;
         loB[shift]=0;
         loB2[shift]=0;
      } else {
         if ((dPrev<0) && (dPrev < d))
         { loB2[shift]=d; loB[shift] = 0; }
          else { loB[shift]= d; loB2[shift] = 0; }
         upB[shift]=0;
         upB2[shift]=0;
         //loB[shift]=d;
      }
		diff = iATR(NULL,0,keltPrd,shift)*keltFactor;
		std = iStdDev(NULL,0,bolPrd,MODE_SMA,0,PRICE_CLOSE,shift);
		bbs = bolDev * std / diff;
      if(bbs<1) {
         upK[shift]=0;
         loK[shift]=EMPTY_VALUE;
      } else {
         loK[shift]=0;
         upK[shift]=EMPTY_VALUE;
      }
   }
   return(0);
  }
//+------------------------------------------------------------------+


double LinearRegressionValue(int Len,int shift) {
   double SumBars = 0;
   double SumSqrBars = 0;
   double SumY = 0;
   double Sum1 = 0;
   double Sum2 = 0;
   double Slope = 0;

   SumBars = Len * (Len-1) * 0.5;
   SumSqrBars = (Len - 1) * Len * (2 * Len - 1)/6;

  for (int x=0; x<=Len-1;x++) {
   double HH = Low[x+shift];
   double LL = High[x+shift];
   for (int y=x; y<=(x+Len)-1; y++) {
     HH = MathMax(HH, High[y+shift]);
     LL = MathMin(LL, Low[y+shift]);
   }
    Sum1 += x* (Close[x+shift]-((HH+LL)/2 + iCustom(NULL,0,"JMA",Len,JMAPhase,0,x+shift))/2);
    SumY +=    (Close[x+shift]-((HH+LL)/2 + iCustom(NULL,0,"JMA",Len,JMAPhase,0,x+shift))/2);
  }
  Sum2 = SumBars * SumY;
  double Num1 = Len * Sum1 - Sum2;
  double Num2 = SumBars * SumBars-Len * SumSqrBars;

  if (Num2 != 0.0)  { 
    Slope = Num1/Num2; 
  } else { 
    Slope = 0; 
  }

  double Intercept = (SumY - Slope*SumBars) /Len;
  double LinearRegValue = Intercept+Slope * (Len - 1);

  return (LinearRegValue);

}