i-regr

//
// Regression Channel with variable polynomial degree indicator
//
// original by Boris
// www.iticsoftware.com
// http://www.mql5.com/en/code/8417
//
// V1.1 by graziani:
// -> minor changes for MT4 b600 compatibility
//

#property copyright "© 2008 BJF Trading Group"
#property link      "www.iticsoftware.com"

#property strict

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 LimeGreen
#property indicator_color2 Gold
#property indicator_color3 Gold


input int degree=3;
input double kstd=2.0;
input int bars=250;
input int shift=0;

//-----
double fx[],sqh[],sql[];

double ai[10,10],b[10],x[10],sx[20];
double sum;
int ip,p,n,f;
double qq,mm,tt;
int ii,jj,kk,ll,nn;
double sq;

int i0=0;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
/*  
void clear()
{
  int total = ObjectsTotal();  
  for (int i=total-1; i >= 0; i--) 
  {
    string name = ObjectName(i);
    if (StringFind(name, prefix) == 0) ObjectDelete(name);
  }
}
*/

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   SetIndexBuffer(0,fx); // Áóôåðû ìàññèâîâ èíäèêàòîðà
   SetIndexBuffer(1,sqh);
   SetIndexBuffer(2,sql);

   SetIndexStyle(0,DRAW_LINE);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexStyle(2,DRAW_LINE);

   SetIndexEmptyValue(0, 0.0);
   SetIndexEmptyValue(1, 0.0);
   SetIndexEmptyValue(2, 0.0);

   SetIndexShift(0,shift);
   SetIndexShift(1,shift);
   SetIndexShift(2,shift);

   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//clear();
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   if(Bars < bars) return(-1);

//---- 

   int mi; // ïåðåìåííàÿ èñïîëüçóþùàÿñÿ òîëüêî â start
   ip=bars;
   p=ip; // òèïà ïðèñâàèâàíèå
   sx[1]=p+1; // ïðèìå÷àíèå - [] - îçíà÷àåò ìàññèâ
   nn=degree+1;

   SetIndexDrawBegin(0,Bars-p-1);
   SetIndexDrawBegin(1,Bars-p-1);
   SetIndexDrawBegin(2,Bars-p-1);

//----------------------sx-------------------------------------------------------------------
   for(mi=1;mi<=nn*2-2;mi++) // ìàòåìàòè÷åñêîå âûðàæåíèå - äëÿ âñåõ mi îò 1 äî nn*2-2 
     {
      sum=0;
      for(n=i0;n<=i0+p;n++)
        {
         sum+=MathPow(n,mi);
        }
      sx[mi+1]=sum;
     }
//----------------------syx-----------
   for(mi=1;mi<=nn;mi++)
     {
      sum=0.00000;
      for(n=i0;n<=i0+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=i0;n<=i0+p;n++)
     {
      sum=0;
      for(kk=1;kk<=degree;kk++)
        {
         sum+=x[kk+1]*MathPow(n,kk);
        }
      fx[n]=x[1]+sum;
     }
//-----------------------------------Std-----------------------------------------------------------------------------------
   sq=0.0;
   for(n=i0;n<=i0+p;n++)
     {
      sq+=MathPow(Close[n]-fx[n],2);
     }
   sq=MathSqrt(sq/(p+1))*kstd;

   for(n=i0;n<=i0+p;n++)
     {
      sqh[n]=fx[n]+sq;
      sql[n]=fx[n]-sq;
     }

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