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Regression_Channel_.mq4

Time: 2012-02-02 | Download file:Regression_Channel_.mq4

//+------------------------------------------------------------------+
//|                                           Regression_Channel.mq4 |
//|                                        Converted to MT4 by KimIV |
//+------------------------------------------------------------------+
/*[[
	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
#property indicator_buffers 1
#property indicator_color1 Blue

//------- Внешние параметры индикатора -------------------------------
extern int    NumberName   = 1;
extern int    iPeriod      = 21;
extern double MAShoot      = 50;
extern bool   DrawVertical = True;
extern bool   DrawText     = True;
extern bool   ShowMA       = True;
extern int    LineWeight   = 1;
extern int    BarsCount    = 0;

//------- Буферы индикатора ------------------------------------------
double MABuffer[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void init() {
  ObjectCreate("Regression_middle"+NumberName, OBJ_TREND, 0, 0,0, 0,0);
	ObjectSet("Regression_middle"+NumberName, OBJPROP_COLOR, Yellow);
 	ObjectSet("Regression_middle"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
 	ObjectSet("Regression_middle"+NumberName, OBJPROP_WIDTH, LineWeight);
  ObjectCreate("Regression_upper" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
 	ObjectSet("Regression_upper"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
 	ObjectSet("Regression_upper"+NumberName, OBJPROP_WIDTH, LineWeight);
  ObjectCreate("Regression_lower" +NumberName, OBJ_TREND, 0, 0,0, 0,0);
 	ObjectSet("Regression_lower"+NumberName, OBJPROP_STYLE, STYLE_SOLID);
 	ObjectSet("Regression_lower"+NumberName, OBJPROP_WIDTH, LineWeight);
  if (DrawText) {	
    ObjectCreate("Regression_bars_begin"+NumberName, OBJ_TEXT, 0, 0,0, 0,0, 0,0);
    ObjectCreate("Regression_bars_end"  +NumberName, OBJ_TEXT, 0, 0,0, 0,0, 0,0);
  }
  if (DrawVertical) {
  	ObjectCreate("Regression_begin"+NumberName, OBJ_VLINE, 0, 0,0);
  	ObjectSet("Regression_begin"+NumberName, OBJPROP_COLOR, Silver);
  	ObjectSet("Regression_begin"+NumberName, OBJPROP_STYLE, STYLE_DOT);
  	ObjectSet("Regression_begin"+NumberName, OBJPROP_WIDTH, 1);
	  ObjectCreate("Regression_end"  +NumberName, OBJ_VLINE, 0, 0,0);
  	ObjectSet("Regression_end"+NumberName, OBJPROP_COLOR, Silver);
  	ObjectSet("Regression_end"+NumberName, OBJPROP_STYLE, STYLE_DOT);
  	ObjectSet("Regression_end"+NumberName, OBJPROP_WIDTH, 1);
	}

  SetIndexBuffer(0, MABuffer);
  SetIndexStyle (0, DRAW_LINE, STYLE_SOLID, 1);
  Comment("Auto Regression channel");
}

//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
void deinit() {
  ObjectDelete("Regression_middle"+NumberName);
  ObjectDelete("Regression_upper" +NumberName);
  ObjectDelete("Regression_lower" +NumberName);
  ObjectDelete("Regression_bars_begin"+NumberName);
  ObjectDelete("Regression_bars_end"  +NumberName);
	ObjectDelete("Regressin_begin"+NumberName);
  ObjectDelete("Regressin_end"  +NumberName);
  Comment("");
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
void start() {
  bool   check_low, check_high;
  bool   check_upper_chanel;
  color  color_1, color_2;
  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_up, x_1_up, x_n_down, x_1_down;
  double ratio_currency;
  int    Bars_, shift;
  int    n, n_begin, n_end;
  int    MAType, MAPrice;
  int    save_shift_low, save_shift_high;

  if (BarsCount<1) Bars_ = Bars;
  else Bars_ = BarsCount;

  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;

  // Поиск точек пересечения с МА
  for (shift=Bars_-1; shift>=0; shift--) {
  	MA = iMA(NULL, 0, iPeriod, 0, MAType, MAPrice, shift);
  	if (ShowMA) MABuffer[shift] = MA;
  	if (MA-MAShoot/ratio_currency>Close[shift])	{
  		if (Close[shift]Close[shift]) {						
  			check_high = false;	
  			save_high = -1;
  		}
  	}
  }

  //Определение границ построения каналла
  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; // Нулевой бар не использовать
  n = n_begin - n_end + 1; // длина канала

  a1 = 0;
  a2 = 0;
  a3 = 0;
  b1 = 0;
  a_ = 0;
  b_ = 0;
  y1 = 0;
  y2 = 0;
  tmp_div = 0;

  if (Close[n_begin]=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_up = y1 + 3*stddiv_high;
  x_1_up = y2 + 3*stddiv_high;

  x_n_down = y1 - 3*stddiv_low;
  x_1_down = y2 - 3*stddiv_low;

  if (check_upper_chanel) {
  	color_1 = Blue;
  	color_2 = Red;
  } else {
  	color_1 = Red;
  	color_2 = Blue;
  }
	
  //upper
 	ObjectSet("Regression_upper"+NumberName, OBJPROP_TIME1, Time[n_begin]);
 	ObjectSet("Regression_upper"+NumberName, OBJPROP_TIME2, Time[n_end]);
 	ObjectSet("Regression_upper"+NumberName, OBJPROP_PRICE1, x_n_up);
 	ObjectSet("Regression_upper"+NumberName, OBJPROP_PRICE2, x_1_up);
	ObjectSet("Regression_upper"+NumberName, OBJPROP_COLOR, color_1);
  //lower
 	ObjectSet("Regression_lower"+NumberName, OBJPROP_TIME1, Time[n_begin]);
 	ObjectSet("Regression_lower"+NumberName, OBJPROP_TIME2, Time[n_end]);
 	ObjectSet("Regression_lower"+NumberName, OBJPROP_PRICE1, x_n_down);
 	ObjectSet("Regression_lower"+NumberName, OBJPROP_PRICE2, x_1_down);
 	ObjectSet("Regression_lower"+NumberName, OBJPROP_COLOR, color_2);

  if (DrawText) {	
   	ObjectSet("Regression_bars_begin"+NumberName, OBJPROP_TIME1, Time[n_begin]);
   	ObjectSet("Regression_bars_begin"+NumberName, OBJPROP_PRICE1, x_n_down);
  	ObjectSetText("Regression_bars_begin"+NumberName, DoubleToStr(n_begin,0), 10, "System", White);	
		
   	ObjectSet("Regression_bars_end"+NumberName, OBJPROP_TIME1, Time[n_end]);
   	ObjectSet("Regression_bars_end"+NumberName, OBJPROP_PRICE1, x_1_up);
  	ObjectSetText("Regression_bars_end"+NumberName, DoubleToStr(n_end,0), 10, "System", White);	
  } else {
  	ObjectDelete("Regression_bars_begin" + NumberName);
  	ObjectDelete("Regression_bars_end" + NumberName);
  }

  if (DrawVertical) {
  	ObjectSet("Regression_begin"+NumberName, OBJPROP_TIME1, Time[n_begin]);
  	ObjectSet("Regression_end"+NumberName, OBJPROP_TIME1, Time[n_end]);
  } else {
  	ObjectDelete("Regression_begin" + NumberName);
  	ObjectDelete("Regression_end" + NumberName);
  }
}
//-------------------------------------------------------------------+

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