Regression_Channel_V2_v3

//+------------------------------------------------------------------+
//|                                           Regression_Channel.mq4 |
//|                                        Converted to MT4 by KimIV |
//| Modified bt MrPip to place lines at 2 different Standard Devs    |
//| Also makes StDev level an input, with some Stache mods           |
//+------------------------------------------------------------------+
/*
	Name := Regression_Channel
	Author := Copyright © 2004, MetaQuotes Software Corp.
	Link := http://www.metaquotes.net/
*/
#property copyright "KimIV"
#property link      "http://www.kimiv.ru"
//----
#property indicator_chart_window
//------- Âíåøíèå ïàðàìåòðû èíäèêàòîðà -------------------------------
extern int    NumberName  =1;
extern int    iPeriod     =56;
extern double MAShoot     =50;
extern int    LineWeight  =1;
extern color LineColor=Magenta;
extern double StDevOutside=1.618;
extern color Outside=SteelBlue;
extern int  OutsideWeight=1;
extern double StDevInside=0.809;
extern color Inside=Goldenrod;
extern int  InsideWeight=1;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
  void init() 
  {
   ObjectCreate("Regression_middle"+NumberName, OBJ_TREND, 0, 0,0, 0,0);
   ObjectSet("Regression_middle"+NumberName, OBJPROP_COLOR, LineColor);
   ObjectSet("Regression_middle"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
   ObjectSet("Regression_middle"+NumberName, OBJPROP_WIDTH, LineWeight);
   ObjectCreate("Regression_Outside_upper" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
   ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_COLOR, Outside);
   ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
   ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_WIDTH, OutsideWeight);
   ObjectCreate("Regression_Outside_lower" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
   ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_COLOR, Outside);
   ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
   ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_WIDTH, OutsideWeight);
   ObjectCreate("Regression_Inside_upper" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
   ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_COLOR, Inside);
   ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
   ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_WIDTH, InsideWeight);
   ObjectCreate("Regression_Inside_lower" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
   ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_COLOR, Inside);
   ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
   ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_WIDTH, InsideWeight);
//----
   Comment("Auto Regression channel");
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
  void deinit() 
  {
   ObjectDelete("Regression_middle"+NumberName);
   ObjectDelete("Regression_Outside_upper" +NumberName);
   ObjectDelete("Regression_Outside_lower" +NumberName);
   ObjectDelete("Regression_Inside_upper" +NumberName);
   ObjectDelete("Regression_Inside_lower" +NumberName);
   Comment("");
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
  void start() 
  {
   bool   check_low, check_high;
   bool   check_upper_chanel;
   double save_low, save_high;
   double MA, a1, a2, a3, b1, a_, b_, y1, y2, price;
   double stddiv_low, stddiv_high, tmp_div;
   double x_n_upOut, x_1_upOut, x_n_downOut, x_1_downOut;
   double x_n_upIn, x_1_upIn, x_n_downIn, x_1_downIn;
   double ratio_currency;
   int     shift;
   int    n, n_begin, n_end;
   int    MAType, MAPrice;
   int    save_shift_low, save_shift_high;
//----
   save_low=-1;
   save_high=-1;
   save_shift_low=-1;
   save_shift_high=-1;
//----
   check_low=false;
   check_high=false;
//----
   MAType=MODE_SMA;
   MAPrice=PRICE_CLOSE;
//----
   if (Close[1]>80) ratio_currency=100;
   else ratio_currency=10000;
   // Ïîèñê òî÷åê ïåðåñå÷åíèÿ ñ ÌÀ
     for(shift=Bars-1; shift>=0; shift--) 
     {
      MA=iMA(NULL, 0, iPeriod, 0, MAType, MAPrice, shift);
        if (MA-MAShoot/ratio_currency>Close[shift])   
        {
           if (Close[shift]<save_low || save_low==-1) 
           {
            check_low=true;
            save_low=Close[shift];
            save_shift_low=shift;
           }
        }
        if (MA+MAShoot/ratio_currency<Close[shift]) 
        {
           if (save_high<Close[shift] || save_high==-1) 
           {
            check_high=true;
            save_high=Close[shift];
            save_shift_high=shift;
           }
        }
        if (check_low) 
        {
           if (MA+MAShoot/ratio_currency<Close[shift])   
           {
            check_low=false;
            save_low=-1;
           }
        }
        if (check_high) 
        {
           if (MA-MAShoot/ratio_currency>Close[shift]) 
           {
            check_high=false;
            save_high=-1;
           }
        }
     }
   //Îïðåäåëåíèå ãðàíèö ïîñòðîåíèÿ êàíàëëà
     if (save_shift_low>save_shift_high) 
     {
      n_begin=save_shift_low;
      n_end=save_shift_high;
      }
       else 
      {
      n_begin=save_shift_high;
      n_end=save_shift_low;
     }
   if (n_end==0) n_end=1; // Íóëåâîé áàð íå èñïîëüçîâàòü
   n=n_begin - n_end + 1; // äëèíà êàíàëà
//----
   a1=0;
   a2=0;
   a3=0;
   b1=0;
   a_=0;
   b_=0;
   y1=0;
   y2=0;
   tmp_div=0;
//----
   if (Close[n_begin]<Close[n_end]) check_upper_chanel=true;
   else check_upper_chanel=false;
//----
     for(shift=n_begin; shift>=n_end; shift--) 
     {
      if (check_upper_chanel) price=Low[shift];
      else price=High[shift];
//----
      a1=a1 + shift*price;
      a2=a2 + shift;
      a3=a3 + price;
      b1=b1 + shift*shift;
     }
   b_=(n*a1 - a2*a3)/(n*b1 - a2*a2);
   a_=(a3 - b_*a2)/n;
   y1=a_ + b_*n_begin;
   y2=a_ + b_*n_end;
//----
   ObjectSet("Regression_middle"+NumberName, OBJPROP_TIME1, Time[n_begin]);
   ObjectSet("Regression_middle"+NumberName, OBJPROP_TIME2, Time[n_end]);
   ObjectSet("Regression_middle"+NumberName, OBJPROP_PRICE1, y1);
   ObjectSet("Regression_middle"+NumberName, OBJPROP_PRICE2, y2);
     for(shift=n_begin; shift>=n_end; shift--) 
     {
      if (check_upper_chanel) price=Low[shift];
      else price=High[shift];
//----
      tmp_div=tmp_div + (price - (a_ + b_*shift))*(price - (a_ + b_*shift));
     }
   stddiv_low=MathSqrt(tmp_div/n);
   stddiv_high=MathSqrt(tmp_div/n);
//----
   x_n_upOut=y1 + StDevOutside*stddiv_high;
   x_1_upOut=y2 + StDevOutside*stddiv_high;
   x_n_downOut=y1 - StDevOutside*stddiv_low;
   x_1_downOut=y2 - StDevOutside*stddiv_low;
   x_n_upIn=y1 + StDevInside*stddiv_high;
   x_1_upIn=y2 + StDevInside*stddiv_high;
   x_n_downIn=y1 - StDevInside*stddiv_low;
   x_1_downIn=y2 - StDevInside*stddiv_low;
   //OUTSIDE
   //upper
   ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_TIME1, Time[n_begin]);
   ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_TIME2, Time[n_end]);
   ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_PRICE1, x_n_upOut);
   ObjectSet("Regression_Outside_upper"+NumberName, OBJPROP_PRICE2, x_1_upOut);
   //lower
   ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_TIME1, Time[n_begin]);
   ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_TIME2, Time[n_end]);
   ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_PRICE1, x_n_downOut);
   ObjectSet("Regression_Outside_lower"+NumberName, OBJPROP_PRICE2, x_1_downOut);
   //INSIDE
   //upper
   ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_TIME1, Time[n_begin]);
   ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_TIME2, Time[n_end]);
   ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_PRICE1, x_n_upIn);
   ObjectSet("Regression_Inside_upper"+NumberName, OBJPROP_PRICE2, x_1_upIn);
   //lower
   ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_TIME1, Time[n_begin]);
   ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_TIME2, Time[n_end]);
   ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_PRICE1, x_n_downIn);
   ObjectSet("Regression_Inside_lower"+NumberName, OBJPROP_PRICE2, x_1_downIn);
  }
//-------------------------------------------------------------------+