mt4R_Forecast

#property copyright "© 2010 Bernd Kreuss"

// http://www.forexfactory.com/showthread.php?t=260422
// Çäåñü èñõîäíûé òåêñò
#property indicator_chart_window

#property indicator_buffers 1
#property indicator_color1 Red
#property indicator_width1 2


#include <mt4R.mqh>

extern int order  = 200;
extern int back   = 500;
extern int ahead  = 20;

int R;
double buf_prediction[];
// øøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøø
int init(){
   SetIndexBuffer (0, buf_prediction);
   SetIndexStyle  (0, DRAW_LINE);
   SetIndexShift  (0, ahead);
   R     = RInit("G:/Program Files/R-2.15.0/bin/x64/Rterm.exe --no-save", 2);
   Comment("history: " + back + " bars, method: OLS, order: " + order);
}
// øøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøø
int deinit()
{
   RExecute(R, "q");
   RDeinit(R);
}
// øøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøø
int start()
{
   double      hist[];
   double      pred[];
   int         i;
   
   if (RIsBusy(R))
   {
      // last RExecuteAsync() is still not finished, do nothing.
      return(0);
   }
   
   if (RGetInteger   (R, "as.integer(exists('model'))") == 1)
   {
      // there exists a model (the variable is set). 
      // This means a previously started RExecuteAsync() has finished. 
      // we can now predict from this model and plot it.
      RAssignInteger (R, "ahead", ahead);
      RExecute       (R, "pred <- predict(model, n.ahead=ahead)$pred");
      ArrayResize    (pred, ahead);
      RGetVector     (R, "rev(pred)", pred, ahead);
      for (i=0; i<ahead; i++)
      {
         buf_prediction[i] = pred[i];
      }
   }
   
   // make a (new) prediction
   // move some history over to R   
   ArrayResize       (hist, back);
   for (i=0; i<back; i++)
   {
      hist[i]     =  Close[i];
   }
   RAssignVector     (R, "hist", hist, ArraySize(hist));
   RExecute          (R, "hist <- rev(hist)");
   
   // crunch the numbers in the background and return from the start() function
   // RIsBusy() in the next ticks will tell us when it is finished.
   RAssignInteger    (R, "ord", order);
   RExecuteAsync     (R, "model <- ar(hist, aic=FALSE, order=ord, method='ols')");
   return(0);   
}
//    øøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøøø