KVNLinearRegression

//+------------------------------------------------------------------+
//|                                          KVNLinearRegression.mq4 |
//|                      Copyright © 2008, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "KVN"
#property link      "http://www.ktu.aknet.kg"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Blue
//---- input parameters
extern int       nn=21;
//---- buffers
double LR1[];
 int  n,n1=1,n2;
  	double ssm1,ssm2,ssm3,ssm4,a,b,LR;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,LR1);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| ïîëüçîâàòåëüñêèé èíäèêàòîð    
//Èíäèêàòîð ñòðîèòñÿ ïî ôîðìóëå:LR = at+b
//ãäå LR - ïðîãíîçèðóåìàÿ "ñðåäíÿÿ" öåíà çàêðûòèÿ,
//t - ìîìåíò âðåìåíè,Pt  - öåíû çàêðûòèÿ çà n ïîñëåäíèõ ïåðèîäîâ.
//a = (n*ÑÓÌÌÀ (t*Pt) - ÑÓÌÌÀ(t)*CÓÌÌÀ(Pt))/(n*ÑÓÌÌÀ(t^2) - (ÑÓÌÌÀ(t))^2) - òàíãåíñ óãëà íàêëîíà ëèíèè ðåãðåññèè,
//b = 1/n*(ÑÓÌÌÀ(Pt) - a*ÑÓÌÌÀ(t)), - ñìåùåíèå ïî ãîðèçîíòàëè}
//+------------------------------------------------------------------+
int start()
  {
  n=0;
   while(n<100){
ssm1=0;	ssm2=0;	ssm3=0;	ssm4=0; 	n1=1;
	while(n1<=nn)	{
n2=n+n1-1;
ssm1=ssm1+n1*Close[n2]; ssm2=ssm2+n1;
ssm3=ssm3+Close[n2]; ssm4=ssm4+n1*n1;   n1++;
                  }
a=(nn*ssm1-ssm2*ssm3)/(nn*ssm4-ssm2*ssm2);
b=(1.0/nn)*(ssm3-a*ssm2);
LR=a*nn+b;  LR1[n]=LR;                  n++;   
                }
//----
   return(0);
  }
//+------------------------------------------------------------------+