BB_SqueezeLRSml_4c

//+------------------------------------------------------------------+
//|BB_SqueezeLRSm_4c  basedon ml code                  bbsqueeze.mq4 |
//|2007fxtsd ki    Copyright © 2005, Nick Bilak, beluck[AT]gmail.com |
//|           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 5
#property indicator_color1 LimeGreen
#property indicator_color2 Red
#property indicator_color3 DarkGreen
#property indicator_color4 Maroon
#property indicator_color5 Yellow


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


//---- input parameters

extern int       LinRegrPeriod = 13;
extern int       Price =6;

extern int       bolPrd  = 20;
extern double    bolDev  = 2.0;
extern int       keltPrd = 20;
extern double    keltFactor= 1.5;
extern double    SqzSigLevel = -0.016;

extern int       MaxBarsToCount = 1500;
extern bool      ValuesDisplayOff  = true;

extern string    note_Price = "COHLMTW: C0,O1,H2,L3,Md4,Tp5,6WghC: Md(HL/2)4,Tp(HLC/3)5,Wgh(HLCC/4)6";

//---- buffers
double upB[];
double upB2[];
double loB[];
double loB2[];
double upK[];


double SumSqrBars;
double SumBars;
double Num2;

//+------------------------------------------------------------------+
//| 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(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");

  if (ValuesDisplayOff)
     {
      SetIndexLabel(0,"");
      SetIndexLabel(1,"");
      SetIndexLabel(2,"");
      SetIndexLabel(3,"");
      SetIndexLabel(4,"");
     }  
 
   IndicatorShortName("BB_Sqz ("+LinRegrPeriod+") "+Price+" |");


//----
   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--)   
 
  {
    
   SumBars    = LinRegrPeriod * (LinRegrPeriod-1) * 0.5;
   SumSqrBars = LinRegrPeriod* (LinRegrPeriod-1) * (2 * LinRegrPeriod - 1)/6;
   Num2       = MathPow(SumBars,2) - LinRegrPeriod * SumSqrBars;

       d=LinearRegressionSlope(LinRegrPeriod,shift);      
       dPrev=LinearRegressionSlope(LinRegrPeriod,shift+1);        


      if(d>0) {
         if ((dPrev>0) && (dPrev > d))
         { upB2[shift]=d; upB[shift] = 0; }
 
          else { upB[shift]= d; upB2[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;
      }
      
		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) 
      {
        if (d>0)
            upK[shift]= SqzSigLevel;
        else
            upK[shift]= -SqzSigLevel;
 
      } else {
 
         upK[shift]=EMPTY_VALUE;
      }
   }
   return(0);
  }
//+------------------------------------------------------------------+

double LinearRegressionSlope(int Len,int shift)
{
   double LinearRegSlope;
   double SumY = 0;
   double Sum1 = 0;
   double Num1;
   int    i;

   
   for (i=0; i<Len; i++) {
         Sum1 += i*iMA(NULL,0,1,0,0,Price,i+shift);
         SumY +=   iMA(NULL,0,1,0,0,Price,i+shift);
      }
      Num1 = Len * Sum1 - SumBars * SumY;



   if( Num2 != 0 ) 
         	LinearRegSlope = 100*Num1/Num2;
   else     LinearRegSlope = 0; 
   return  (LinearRegSlope);
}