Dserg-LinRegressionBreakout_v1_1

//+------------------------------------------------------------------+
//|                                                                  |
//|       Èíäèêàòîð äëÿ àâòîìàòè÷åñêîãî ïîñòðîåíèÿ ñóæåíèÿ           |
//|       êàíàëîâ ëèíåéíîé ðåãðåññèè                                 |
//|                               http://www.mql4.com/ru/users/Dserg |
//+------------------------------------------------------------------+
#property  copyright "Dserg, 2010"
#property  link      "http://www.mql4.com/ru/users/Dserg"

//---- indicator settings
#property  indicator_chart_window
#property  indicator_buffers 8
#property indicator_color1 DeepSkyBlue
#property indicator_color2 DeepSkyBlue
#property indicator_color3 FireBrick
#property indicator_color4 DeepSkyBlue
#property indicator_color5 DeepSkyBlue
#property indicator_color6 Yellow
#property indicator_color7 HotPink
#property indicator_color8 LawnGreen 

//---- buffers
double B0[];
double B1[];
double Stop[];
double B3[];
double B4[];
double Up[];
double Dn[];
double Target[];

extern string S1="Ìèí. äëèíà êàíàëà ëèíåéíîé ðåãðåññèè";
extern int Nlin=25;
extern string S2="Ìàêñ. âûñîòà êàíàëà â ïóíêòàõ";
extern int r0=150;
extern string S3="Öåëü ïðè ïðîáîå îòí. øèðèíû êàíàëà";
extern double t0=2.618;
extern string S4="Èñïîëüçîâàòü äëÿ ðàñ÷¸òà Close,\n åñëè false - High/Low";
extern bool useClose=true;
extern string S5="Êîëè÷åñòâî áàðîâ äëÿ ðàññ÷¸òà";
extern int Nbars=5000;

bool isChannel;
datetime chEnd;
double a0;
double b0;
double range0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- 3additional buffers are used for counting.

//---- drawing settings

   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(0,B0);
   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(1,B1);
   SetIndexStyle(2,DRAW_ARROW,0,2);
   SetIndexBuffer(2,Stop);
   SetIndexStyle(3,DRAW_LINE,STYLE_DOT);
   SetIndexBuffer(3,B3);
   SetIndexStyle(4,DRAW_LINE,STYLE_DOT);
   SetIndexBuffer(4,B4);

   SetIndexStyle(5,DRAW_ARROW,0,1);
   SetIndexBuffer(5,Up);
   SetIndexArrow(5,233);
   SetIndexStyle(6,DRAW_ARROW,0,1);
   SetIndexBuffer(6,Dn);
   SetIndexArrow(6,234);
   SetIndexStyle(7,DRAW_ARROW,0,1);
   SetIndexBuffer(7,Target);
   SetIndexArrow(7,231);

   SetIndexEmptyValue(0,0.0);
   SetIndexEmptyValue(1,0.0);
   SetIndexEmptyValue(2,0.0);
   SetIndexEmptyValue(3,0.0);
   SetIndexEmptyValue(4,0.0);
   SetIndexEmptyValue(5,0.0);
   SetIndexEmptyValue(6,0.0);
   SetIndexEmptyValue(7,0.0);

   SetIndexLabel(0,"Channel Low");
   SetIndexLabel(1,"Channel High");
   SetIndexLabel(2,"Stop/Reverse");
   SetIndexLabel(3,"Channel Low Extended");
   SetIndexLabel(4,"Channel High Extended");
   SetIndexLabel(5,"BUY Signal");
   SetIndexLabel(6,"SELL Signal");
   SetIndexLabel(7,"Target");

   isChannel=false;

   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int deinit()
  {
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   int loopbegin=Bars-counted_bars;
   if(counted_bars==0) loopbegin-=1+Nlin+1;

   int i,j;
   double a,b,c,
   sumy=0.0,
   sumx=0.0,
   sumxy=0.0,
   sumx2=0.0,
   h=0.0,l=0.0,
   range=0.0;
   isChannel=false;
   for(i=loopbegin; i>=0; i--) 
     {
      B0[i]=0;
      B1[i]=0;
      B3[i]=0;
      B4[i]=0;
      Up[i]=0;
      Dn[i]=0;
      Stop[i]=0;
      Target[i]=0;
     }

   for(i=loopbegin; i>=0; i--) 
     {

      //ó íàñ óæå åñòü êàíàë, æä¸ì, ïîêà åãî ïðîáü¸ò
      if(isChannel) 
        {
         //double up0=a0*(i-chEnd)+b0+range0;
         //double dn0=a0*(i-chEnd)+b0-range0;
         double up0=a0*i+b0+range0;
         double dn0=a0*i+b0-range0;
         B3[i]=up0;
         B4[i]=dn0;
         //ïðîâåðÿåì ïðîáèòèå
         //ââåðõ
         if(Open[i]>up0) 
           {
            Up[i]=up0;
            Stop[i]=dn0;
            Target[i]=up0+(up0-dn0)*(t0-1);
            isChannel=false;
            //continue;
           }
         //âíèç
         if(Open[i]<dn0) 
           {
            Dn[i]=dn0;
            Stop[i]=up0;
            Target[i]=dn0-(up0-dn0)*(t0-1);
            isChannel=false;
            //continue;
           }
         continue;
        }

      bool flag=false;
      for(j=0;j<Nlin+1;j++) 
        {
         if(B3[i+j]>0.0 && !isChannel) 
           {
            flag=true;
           }
        }
      if(flag) continue;

      a=0.0;b=0.0;c=0.0;
      sumx=0.0;sumy=0.0;
      sumxy=0.0;sumx2=0.0;
      h=0.0;l=0.0;

      //ñ÷èòàåì êàíàë ëèíåéíîé ðåãðåññèè îò i+Nlin äî i 
      for(j=0; j<Nlin; j++)
        {
         sumy+=Close[i+j];
         sumxy+=Close[i+j]*(i+j);
         sumx+=(i+j);
         sumx2+=(i+j)*(i+j);
        }
      c=sumx2*Nlin-sumx*sumx;
      if(c==0.0) 
        {
         Alert("Error in linear regression!");
         return(-1);
        }
      a=(sumxy*Nlin-sumx*sumy)/c;
      b=(sumy-sumx*a)/Nlin;

      //îïðåäåëÿåì ãðàíèöû êàíàëà
      for(j=0;j<Nlin;j++)
        {
         double LR=a*(i+j)+b;
         if(useClose) 
           {
            if(Close[j+i]-LR>h) h = Close[i+j]-LR;
            if(LR-Close[i+j]>l) l = LR - Close[i+j];
              } else {
            if(High[j+i]-LR > h) h = High[i+j]-LR;
            if(LR - Low[i+j]> l) l = LR - Low[i+j];
           }
        }
      range=MathMax(l,h);

      //ïðîâåðêà øèðèíû êàíàëà
      if(range<r0*Point) 
        {
         //åñòü êàíàë, ñîõðàíÿåì
         isChannel=true;
         a0=a;
         b0=b;
         chEnd=iTime(NULL,0,i);
         range0=range;

         for(j=0;j<Nlin;j++) 
           {
            B3[i+j]=a*(i+j)+b+range;
            B4[i+j]=a*(i+j)+b-range;
            B0[i+j]=a*(i+j)+b+range;
            B1[i+j]=a*(i+j)+b-range;
           }
        }


     }
   return(0);
  }
//+------------------------------------------------------------------+