Moving slope rate of change

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

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

#property description "Moving slope rate of change"

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

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   2

#property indicator_label1  "MSROC Filling"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  C'218,231,226',C'255,221,217'

#property indicator_label2  "MSROC Value"

#property indicator_type2   DRAW_COLOR_LINE

#property indicator_color2  clrDimGray,clrDodgerBlue,clrCrimson

#property indicator_width2  2



//--- input parameters

input int                inpPeriod = 20;           // Calculation period

input ENUM_APPLIED_PRICE inpPrice  = PRICE_CLOSE;  // Price 



//--- buffers declarations

double fillu[],filld[],val[],valc[];

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

   SetIndexBuffer(0,fillu,INDICATOR_DATA);

   SetIndexBuffer(1,filld,INDICATOR_DATA);

   SetIndexBuffer(2,val,INDICATOR_DATA);

   SetIndexBuffer(3,valc,INDICATOR_COLOR_INDEX);

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Moving slope rate of change ("+(string)inpPeriod+")");

//---

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

void OnDeinit(const int reason)

  {

  }

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

//| 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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);



   int i=(int)MathMax(prev_calculated-1,1); for(; i<rates_total && !_StopFlag; i++)

     {

      //--- least squares value calculation

      double sum_xy = 0;

      double sum_x  = 0;

      double sum_y  = 0;

      double sum_xx = 0;

      for(int j=0; j<inpPeriod && (i-j)>=0; j++)

        {

         double y = getPrice(inpPrice,open,close,high,low,i-j,rates_total);

         double x = inpPeriod - j;



         sum_xy += x*y;

         sum_x  += x;

         sum_y  += y;

         sum_xx += x*x;

        }

      double numerator   = inpPeriod*sum_xy - sum_x*sum_y;

      double denominator = inpPeriod*sum_xx - sum_x*sum_x;



      val[i]=(denominator!=0) ? numerator/denominator : 0;

      valc[i]  = (i>0) ? (val[i]>val[i-1]) ? 1 : (val[i]<val[i-1]) ? 2 : valc[i-1] : 0;

      fillu[i] = val[i];

      filld[i] = 0;

     }

   return (i);

  }

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

//| Custom functions                                                 |

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

double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)

  {

   switch(tprice)

     {

      case PRICE_CLOSE:     return(close[i]);

      case PRICE_OPEN:      return(open[i]);

      case PRICE_HIGH:      return(high[i]);

      case PRICE_LOW:       return(low[i]);

      case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);

      case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);

      case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);

     }

   return(0);

  }

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