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_linreg
//+------------------------------------------------------------------+
//| linreg.mq4 |
//| Copyright © 2006, ch33z3 |
//| http://4xjournal.blogspot.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, ch33z3"
#property link "http://4xjournal.blogspot.com/"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Blue
extern int LRPeriod=13;
double ind_buffer[];
int init()
{
IndicatorBuffers(1);
SetIndexStyle(0,DRAW_LINE,0,1);
SetIndexBuffer(0,ind_buffer);
return(0);
}
int start()
{
int limit, i;
int counted_bars=IndicatorCounted();
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
for(i=limit; i>=0; i--) {
ind_buffer[i]=linreg(LRPeriod,i);
}
return(ind_buffer[0]);
}
//+------------------------------------------------------------------+
double linreg(int p,int i)
{
double SumY=0;
double Sum1=0;
double Slope=0;
double c;
for (int x=0; x<=p-1;x++) {
c=Close[x+i];
SumY+=c;
Sum1+=x*c; }
double SumBars=p*(p-1)*0.5;
double SumSqrBars=(p-1)*p*(2*p-1)/6;
double Sum2=SumBars*SumY;
double Num1=p*Sum1-Sum2;
double Num2=SumBars*SumBars-p*SumSqrBars;
if(Num2!=0) Slope=Num1/Num2;
else Slope=0;
double Intercept=(SumY-Slope*SumBars)/p;
double linregval=Intercept+Slope*(p-1);
return(linregval);
}
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