i-Regr_v1

ÿþ//

// 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

// https://www.mql5.com/en/code/11749

//

// V1.2 by l3chat

// quick port for MT5



#property copyright "© 2008 BJF Trading Group"

#property link      "www.iticsoftware.com"

#property version   "1.2"



#property indicator_chart_window

#property indicator_buffers 3

#property indicator_plots   3

//--- plot h

#property indicator_label1  "h"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGold

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot m

#property indicator_label2  "m"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrLimeGreen

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot l

#property indicator_label3  "l"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrGold

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1



//--- input parameters

input int      degree=3;

input double   kstd=2.0;

input int      bars=250;

input int      shift=0;



//--- indicator buffers

double         hBuffer[];

double         mBuffer[];

double         lBuffer[];



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;



//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,hBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,mBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,lBuffer,INDICATOR_DATA);

   

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,

                const int prev_calculated,

                const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[]){

//--- Block for calculating indicator values 

   if(rates_total < bars) return(-1);



//----



   int mi;

   ip=bars;

   p=ip;

   sx[1]=p+1;

   nn=degree+1;

   i0=rates_total-p-1;



   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,rates_total-p-1);

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,rates_total-p-1);

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,rates_total-p-1);



//----------------------sx-------------------------------------------------------------------

   for(mi=1;mi<=nn*2-2;mi++){

      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;

   }

//===============Linear Equations Matrix=======================================================

   for(jj=1;jj<=nn;jj++){

      for(ii=1; ii<=nn; ii++){

         kk=ii+jj-1;

         ai[ii,jj]=sx[kk];

      }

   }

//===============Solving Equations with Gauss method===========================================

   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(rates_total);

      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);

      }

      mBuffer[n]=x[1]+sum;

   }

//-----------------------------------Std-----------------------------------------------------------------------------------

   sq=0.0;

   for(n=i0;n<=i0+p;n++){

      sq+=MathPow(close[n]-mBuffer[n],2);

   }

   sq=MathSqrt(sq/(p+1))*kstd;



   for(n=i0;n<=i0+p;n++){

      hBuffer[n]=mBuffer[n]+sq;

      lBuffer[n]=mBuffer[n]-sq;

   }





//--- return value of prev_calculated for next call

   return(rates_total);

  }

//+------------------------------------------------------------------+