LR_Ratio

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

//|                                                     LR_Ratio.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Linear regression ratio"

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   1

//--- plot LRR

#property indicator_label1  "LSMAR"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrCrimson

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint                 InpPeriod1        =  10;            // Period LSMA first

input uint                 InpPeriod2        =  20;            // Period LSMA second

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // Applied price

//--- indicator buffers

double         BufferLRR[];

double         BufferMA[];

double         BufferLRL1[];

double         BufferLRL2[];

//--- global variables

int            period1;

int            period2;

int            handle_ma;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period1=int(InpPeriod1<1 ? 1 : InpPeriod1);

   period2=int(InpPeriod2<1 ? 1 : InpPeriod2);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferLRR,INDICATOR_DATA);

   SetIndexBuffer(1,BufferMA,INDICATOR_CALCULATIONS);

   SetIndexBuffer(2,BufferLRL1,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferLRL2,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"LSMA ratio("+(string)period1+","+(string)period2+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferLRR,true);

   ArraySetAsSeries(BufferMA,true);

   ArraySetAsSeries(BufferLRL1,true);

   ArraySetAsSeries(BufferLRL2,true);

//--- create MA handle

   ResetLastError();

   handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA(1) object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   int max=fmax(period1,period2);

   if(rates_total<max) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-max-1;

      ArrayInitialize(BufferLRR,EMPTY_VALUE);

      ArrayInitialize(BufferLRL1,EMPTY_VALUE);

      ArrayInitialize(BufferLRL2,EMPTY_VALUE);

      ArrayInitialize(BufferMA,EMPTY_VALUE);

     }

//--- >43>B>2:0 40==KE

   int copied=0,count=(limit==0 ? 1 : rates_total);

   copied=CopyBuffer(handle_ma,0,0,count,BufferMA);

   if(copied!=count) return 0;

//---  0AGQB LRL1, LRL2

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      double x_reg1=0,y_reg1=0,xy_reg1=0,x2_reg1=0;

      double x_reg2=0,y_reg2=0,xy_reg2=0,x2_reg2=0;

      //--- LRL1

      for(int j=0; j<period1; j++)

        {

         y_reg1+=BufferMA[i+j];

         xy_reg1+=BufferMA[i+j]*j;

         x_reg1+=j;

         x2_reg1+=j*j;

        }

      //--- LRL1

      double temp1=period1*x2_reg1-x_reg1*x_reg1;

      double m1=(period1*xy_reg1-x_reg1*y_reg1)/(temp1!=0 ? temp1 : DBL_MIN);

      double yint1=(y_reg1+m1*x_reg1)/period1;

      BufferLRL1[i]=yint1-m1*period1;

      //--- LRL2

      for(int j=0; j<period2; j++)

        {

         y_reg2+=BufferMA[i+j];

         xy_reg2+=BufferMA[i+j]*j;

         x_reg2+=j;

         x2_reg2+=j*j;

        }

      //--- LRL1

      double temp2=period2*x2_reg2-x_reg2*x_reg2;

      double m2=(period2*xy_reg2-x_reg2*y_reg2)/(temp2!=0 ? temp2 : DBL_MIN);

      double yint2=(y_reg2+m2*x_reg2)/period2;

      BufferLRL2[i]=yint2-m2*period2;

     }

//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

      BufferLRR[i]=BufferLRL1[i]/(BufferLRL2[i]>0 ? BufferLRL2[i] : DBL_MIN);



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

   return(rates_total);

  }

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