iCor1

#property copyright "Integer"
#property link      "https://www.mql5.com/ru/users/integer"
#property version   "1.00"
#property indicator_separate_window
#property indicator_minimum -1
#property indicator_maximum 1
#property indicator_buffers 6
#property indicator_plots   1
//--- plot Label1
#property indicator_label1  "Label1"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrRed
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
//--- input parameters

input int      period=14;
//--- indicator buffers
double         Label1Buffer[];

double         bxa[],bya[],bxy[],bx2[],by2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {


   SetIndexBuffer(0,Label1Buffer,INDICATOR_DATA);
   
   SetIndexBuffer(1,bxa,INDICATOR_CALCULATIONS);   
   SetIndexBuffer(2,bya,INDICATOR_CALCULATIONS);   
   SetIndexBuffer(3,bxy,INDICATOR_CALCULATIONS);   
   SetIndexBuffer(4,bx2,INDICATOR_CALCULATIONS);   
   SetIndexBuffer(5,by2,INDICATOR_CALCULATIONS);     
      
   
//---
   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[])
  {

   int start;
   if(prev_calculated==0){
      start=period-1;
      bxa[start]=0;
      bxa[start]=0;
      bxy[start]=0;
      bx2[start]=0;
      by2[start]=0;      
      for(int i=start-period+1;i<=start;i++){
         bxa[start]+=close[i];
         bya[start]+=0.01*i;
         bxy[start]+=close[i]*0.01*i;
         bx2[start]+=close[i]*close[i];
         by2[start]+=0.01*i*0.01*i;            
      }
      bxa[start]/=period;      
      bya[start]/=period;
      start++;
   }
   else{
      start=prev_calculated-1;
   }


   for(int i=start;i<rates_total;i++){
      
      bxa[i]=bxa[i-1]+(close[i]-close[i-period])/period;
      bya[i]=bya[i-1]+0.01;      
      bxy[i]=bxy[i-1]-close[i-period]*0.01*(i-period)+close[i]*0.01*(i);      
      bx2[i]=bx2[i-1]-close[i-period]*close[i-period]+close[i]*close[i];            
      by2[i]=by2[i-1]-0.01*(i-period)*0.01*(i-period)+0.01*i*0.01*i;       

      double ya2=bya[i]*bya[i];
      double xa2=bxa[i]*bxa[i];      
      double xya=bxa[i]*bya[i];
          
      double sy2=-ya2*period+by2[i];            
      double sx2=-xa2*period+bx2[i];
      
      double cor=(bxy[i]-xya*period)/MathSqrt(sx2*sy2);  

      Label1Buffer[i]=cor;
      
   }


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