i-Regr

ÿþ//+------------------------------------------------------------------+

//|                              i-Regr(barabashkakvn's edition).mq5 |

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

#property version   "1.001"

#property indicator_chart_window

#property indicator_buffers   3

#property indicator_plots     3

#property indicator_type1     DRAW_LINE

#property indicator_type2     DRAW_LINE

#property indicator_type3     DRAW_LINE

#property indicator_color1    clrLimeGreen

#property indicator_color2    clrGold

#property indicator_color3    clrGold

#property indicator_label1    "top"   

#property indicator_label2    "middle"  

#property indicator_label3    "bottom"  

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

//| Type of Regression Channel                                       |

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

enum ENUM_Polynomial

  {

   linear=1,      // linear 

   parabolic=2,   // parabolic 

   Third_power=3, // third-power 

  };

input ENUM_Polynomial degree=linear;

input double kstd=2.0;

input int bars=250;

input int shift=0;



//--- indicator buffers

double sqh_buffer[];

double fx_buffer[];

double sql_buffer[];



double ai[10,10],b[10],x[10],sx[20];

double sum;

int 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,sqh_buffer,INDICATOR_DATA);

   SetIndexBuffer(1,fx_buffer,INDICATOR_DATA);

   SetIndexBuffer(2,sql_buffer,INDICATOR_DATA);

//--- setting values of the indicator that won't be visible on a chart

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0.0);

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0.0);

//--- line shifts when drawing

   PlotIndexSetInteger(0,PLOT_SHIFT,shift);

   PlotIndexSetInteger(1,PLOT_SHIFT,shift);

   PlotIndexSetInteger(2,PLOT_SHIFT,shift);

//---

   ArraySetAsSeries(fx_buffer,true);

   ArraySetAsSeries(sqh_buffer,true);

   ArraySetAsSeries(sql_buffer,true);

//---

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator deinitialization function                       |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//|  OnCalculate 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[])

  {

   ArraySetAsSeries(close,true);

//--- check for rates total

   if(rates_total<bars)

      return(0); // not enough bars for calculation

//---

   int mi;

   p=bars;

   sx[1]=p+1;

   nn=degree+1;

//--- sets first candle from what index will be drawn

   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;

     }

//--- 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(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);

        }

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

     }

//--- Std 

   sq=0.0;

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

     {

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

     }

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



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

     {

      sqh_buffer[n]=fx_buffer[n]+sq;

      sql_buffer[n]=fx_buffer[n]-sq;

     }

   return(rates_total);

  }

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