//+------------------------------------------------------------------+ //| ^X_NonLinearRegression.mq4 | //| Version 2.0.1 | //|------------------------------------------------------------------| //| Copyright © 2007, Mr.WT, Senior Linux Hacker | //| http://w-tiger.narod.ru/wk2/ | //+------------------------------------------------------------------+ #property copyright "Copyright © 2007, Mr.WT, Senior Linux Hacker" #property link "http://w-tiger.narod.ru/wk2/" #property indicator_chart_window extern string _FixedDate = "2005.06.09 00:00"; extern int _Period = 50; extern int _RegressionDegree = 4; extern double _K_N.L.Dev = 1.618; extern double _K_N.L.Dev2 = 2.618; extern double _K_N.L.Dev3 = 3.618; extern color _StdChannelColor = Green; extern color _RegressionColor1 = Aqua; extern color _RegressionColor2 = Red; extern color _RegressionColor3 = 0x0000a0; extern color _FillColor1 = 0x300000; extern color _FillColor2 = 0x000030; extern bool _CenterLine = true; extern bool _FutureCenterLine = false; extern bool _UseFixedDate = true; //------------------------------------------ double fx,fx1; double a[10,10],b[10],x[10],sx[20]; double sum,sum1,sq, sq2,sq3; int p,nn,kt; //--------------------- int i0,ip,pn,i0n,ipn; int t0,tp,te,te1, strh; string str; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- if(_UseFixedDate){ datetime _time = StrToTime(_FixedDate); _Period = iBarShift(NULL, Period(), _time, false); } p = _Period; str = p+","+_RegressionDegree+","+DoubleToStr(_K_N.L.Dev,3); IndicatorShortName("X_NonLinearRegression_v2.0.1("+str+")"); //--- too small history if(p>Bars) { Comment("\n\n ERROR - TOO SMALL HISTORY, RETURN NOW!"); return(-1); // then exit } //----------------------ar------------------------------ kt=Period()*60; nn=_RegressionDegree+1; //---------------------- t0=Time[0]; i0=iBarShift(Symbol(),Period(),t0); ip=i0+p; tp=Time[ip]; pn=p; //----------------------ar------------------------------ ObjectCreate("_stdDev("+str+")",6,0,Time[0],0,Time[0],0); ObjectSet("_stdDev("+str+")",OBJPROP_RAY,0); for (int j=-p/2; j=-p/2; j--) { ObjectDelete("_ar("+str+")"+j); ObjectDelete("_arH("+str+")"+j); ObjectDelete("_arL("+str+")"+j); ObjectDelete("_arL2("+str+")"+j); ObjectDelete("_arH2("+str+")"+j); ObjectDelete("_arL3("+str+")"+j); ObjectDelete("_arH3("+str+")"+j); ObjectDelete("_arLF1_1("+str+")"+j); ObjectDelete("_arHF1_1("+str+")"+j); ObjectDelete("_arLF1_2("+str+")"+j); ObjectDelete("_arHF1_2("+str+")"+j); ObjectDelete("_arLF2_1("+str+")"+j); ObjectDelete("_arHF2_1("+str+")"+j); ObjectDelete("_arLF2_2("+str+")"+j); ObjectDelete("_arHF2_2("+str+")"+j); } Comment(""); return(0); } //+------------------------------------------------------------------+ int start() { int counted_bars = IndicatorCounted(); if ( Bars - counted_bars > 1) { ObjectDelete("_stdDev("+str+")"); for (int jj=p; jj>=-p/2; jj--) { ObjectDelete("_ar("+str+")"+jj); ObjectDelete("_arH("+str+")"+jj); ObjectDelete("_arL("+str+")"+jj); ObjectDelete("_arL2("+str+")"+jj); ObjectDelete("_arH2("+str+")"+jj); ObjectDelete("_arL3("+str+")"+jj); ObjectDelete("_arH3("+str+")"+jj); ObjectDelete("_arLF1_1("+str+")"+jj); ObjectDelete("_arHF1_1("+str+")"+jj); ObjectDelete("_arLF1_2("+str+")"+jj); ObjectDelete("_arHF1_2("+str+")"+jj); ObjectDelete("_arLF2_1("+str+")"+jj); ObjectDelete("_arHF2_1("+str+")"+jj); ObjectDelete("_arLF2_2("+str+")"+jj); ObjectDelete("_arHF2_2("+str+")"+jj); } Sleep(5000); init(); } //================================================================= int i,n,k; //---- if (i0n!=i0 || ipn!=ip) { p=ip-i0; i0n=ip; ipn=ip; //-------------------------------------------------------- if (pn=-p/2; j--) { ObjectCreate("_ar("+str+")"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("_ar("+str+")"+j,OBJPROP_RAY,0); ObjectSet("_ar("+str+")"+j,OBJPROP_STYLE,STYLE_DOT); ObjectCreate("_arH("+str+")"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("_arH("+str+")"+j,OBJPROP_RAY,0); ObjectCreate("_arL("+str+")"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("_arL("+str+")"+j,OBJPROP_RAY,0); ObjectCreate("_arL2("+str+")"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("_arL2("+str+")"+j,OBJPROP_RAY,0); ObjectCreate("_arH2("+str+")"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("_arH2("+str+")"+j,OBJPROP_RAY,0); ObjectCreate("_arL3("+str+")"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("_arL3("+str+")"+j,OBJPROP_RAY,0); ObjectCreate("_arH3("+str+")"+j,2,0,Time[i0+1+j],0,Time[i0+j],0); ObjectSet("_arH3("+str+")"+j,OBJPROP_RAY,0); ObjectCreate("_arLF1_1("+str+")"+j, OBJ_TRIANGLE,0, Time[i0+1+j],0, Time[i0+j],0, Time[i0+j],0); ObjectSet("_arLF1_1("+str+")"+j,OBJPROP_RAY,0); ObjectSet("_arLF1_1("+str+")"+j,OBJPROP_BACK,true); ObjectCreate("_arHF1_1("+str+")"+j, OBJ_TRIANGLE,0, Time[i0+1+j],0, Time[i0+j],0, Time[i0+j],0); ObjectSet("_arHF1_1("+str+")"+j,OBJPROP_RAY,0); ObjectSet("_arHF1_1("+str+")"+j,OBJPROP_BACK,true); ObjectCreate("_arLF1_2("+str+")"+j, OBJ_TRIANGLE,0, Time[i0+1+j],0, Time[i0+j],0, Time[i0+j],0); ObjectSet("_arLF1_2("+str+")"+j,OBJPROP_RAY,0); ObjectSet("_arLF1_2("+str+")"+j,OBJPROP_BACK,true); ObjectCreate("_arHF1_2("+str+")"+j, OBJ_TRIANGLE,0, Time[i0+1+j],0, Time[i0+j],0, Time[i0+j],0); ObjectSet("_arHF1_2("+str+")"+j,OBJPROP_RAY,0); ObjectSet("_arHF1_2("+str+")"+j,OBJPROP_BACK,true); ObjectCreate("_arLF2_1("+str+")"+j, OBJ_TRIANGLE,0, Time[i0+1+j],0, Time[i0+j],0, Time[i0+j],0); ObjectSet("_arLF2_1("+str+")"+j,OBJPROP_RAY,0); ObjectSet("_arLF2_1("+str+")"+j,OBJPROP_BACK,true); ObjectCreate("_arHF2_1("+str+")"+j, OBJ_TRIANGLE,0, Time[i0+1+j],0, Time[i0+j],0, Time[i0+j],0); ObjectSet("_arHF2_1("+str+")"+j,OBJPROP_RAY,0); ObjectSet("_arHF2_1("+str+")"+j,OBJPROP_BACK,true); ObjectCreate("_arLF2_2("+str+")"+j, OBJ_TRIANGLE,0, Time[i0+1+j],0, Time[i0+j],0, Time[i0+j],0); ObjectSet("_arLF2_2("+str+")"+j,OBJPROP_RAY,0); ObjectSet("_arLF2_2("+str+")"+j,OBJPROP_BACK,true); ObjectCreate("_arHF2_2("+str+")"+j, OBJ_TRIANGLE,0, Time[i0+1+j],0, Time[i0+j],0, Time[i0+j],0); ObjectSet("_arHF2_2("+str+")"+j,OBJPROP_RAY,0); ObjectSet("_arHF2_2("+str+")"+j,OBJPROP_BACK,true); } pn=p; } if (pn>p) { ObjectDelete("_stdDev("+str+")"); for(j=pn; j>=p; j--) { ObjectDelete("_ar("+str+")"+j); ObjectDelete("_arH("+str+")"+j); ObjectDelete("_arL("+str+")"+j); ObjectDelete("_arL2("+str+")"+j); ObjectDelete("_arH2("+str+")"+j); ObjectDelete("_arL3("+str+")"+j); ObjectDelete("_arH3("+str+")"+j); ObjectDelete("_arLF1_1("+str+")"+j); ObjectDelete("_arHF1_1("+str+")"+j); ObjectDelete("_arLF1_2("+str+")"+j); ObjectDelete("_arHF1_2("+str+")"+j); ObjectDelete("_arLF2_1("+str+")"+j); ObjectDelete("_arHF2_1("+str+")"+j); ObjectDelete("_arLF2_2("+str+")"+j); ObjectDelete("_arHF2_2("+str+")"+j); } for (j=-p/2; j>=-pn/2; j--) { ObjectDelete("_ar("+str+")"+j); ObjectDelete("_arH("+str+")"+j); ObjectDelete("_arL("+str+")"+j); ObjectDelete("_arL2("+str+")"+j); ObjectDelete("_arH2("+str+")"+j); ObjectDelete("_arL3("+str+")"+j); ObjectDelete("_arH3("+str+")"+j); ObjectDelete("_arLF1_1("+str+")"+j); ObjectDelete("_arHF1_1("+str+")"+j); ObjectDelete("_arLF1_2("+str+")"+j); ObjectDelete("_arHF1_2("+str+")"+j); ObjectDelete("_arLF2_1("+str+")"+j); ObjectDelete("_arHF2_1("+str+")"+j); ObjectDelete("_arLF2_2("+str+")"+j); ObjectDelete("_arHF2_2("+str+")"+j); } pn=p; } } //======================PR================================================ sx[1]=p+1; //----------------------sx------------------------------------------------ for(i=1; i<=nn*2-2; i++) { sum=0.0; for(n=i0; n<=i0+p; n++) sum+=MathPow(n,i); sx[i+1]=sum; } //----------------------syx----------------------------------------------- for(i=1; i<=nn; i++) { sum=0.0; for(n=i0; n<=i0+p; n++) { if (i==1) sum+=Close[n]; else sum+=Close[n]*MathPow(n,i-1); } b[i]=sum; } //===============Matrix================================================== for(j=1; j<=nn; j++) { for(i=1; i<=nn; i++) {k=i+j-1; a[i,j]=sx[k];} } //===============Gauss=================================================== af_Gauss(nn,a,b,x); //=======================SQ============================================== sq=0.0; for (n=p; n>=0; n--) { sum=0.0; for(k=1; k<=_RegressionDegree; k++) { sum+=x[k+1]*MathPow(i0+n,k); sum1+=x[k+1]*MathPow(i0+n+1,k); } fx=x[1]+sum; sq+=MathPow(Close[n+i0]-fx,2); } sq3 = _K_N.L.Dev3 * MathSqrt(sq/(p+1)); sq2 = _K_N.L.Dev2 * MathSqrt(sq/(p+1)); sq = _K_N.L.Dev * MathSqrt(sq/(p+1)); //--- //======================================================================= ObjectMove("_stdDev("+str+")",0,Time[i0],0); ObjectMove("_stdDev("+str+")",1,Time[0],0); for (n=p; n>=-p/2; n--) { sum=0.0; sum1=0.0; for(k=1; k<=_RegressionDegree; k++) { sum+=x[k+1]*MathPow(i0+n,k); sum1+=x[k+1]*MathPow(i0+n+1,k); } fx=x[1]+sum; fx1=x[1]+sum1; if (n>=0 && n=0) { if(_CenterLine){ ObjectMove("_ar("+str+")"+n,0,Time[n+i0+1],fx1); ObjectMove("_ar("+str+")"+n,1,Time[n+i0],fx); } ObjectMove("_arH("+str+")"+n,0,Time[n+i0+1],fx1+sq); ObjectMove("_arH("+str+")"+n,1,Time[n+i0],fx+sq); ObjectMove("_arL("+str+")"+n,0,Time[n+i0+1],fx1-sq); ObjectMove("_arL("+str+")"+n,1,Time[n+i0],fx-sq); ObjectMove("_arL2("+str+")"+n,0,Time[n+i0+1],fx1-sq2); ObjectMove("_arL2("+str+")"+n,1,Time[n+i0],fx-sq2); ObjectMove("_arH2("+str+")"+n,0,Time[n+i0+1],fx1+sq2); ObjectMove("_arH2("+str+")"+n,1,Time[n+i0],fx+sq2); ObjectMove("_arL3("+str+")"+n,0,Time[n+i0+1],fx1-sq3); ObjectMove("_arL3("+str+")"+n,1,Time[n+i0],fx-sq3); ObjectMove("_arH3("+str+")"+n,0,Time[n+i0+1],fx1+sq3); ObjectMove("_arH3("+str+")"+n,1,Time[n+i0],fx+sq3); } if ((n+i0)<0) { te=Time[0]-(n+i0)*kt; te1=Time[0]-(n+i0+1)*kt; if(_FutureCenterLine){ ObjectMove("_ar("+str+")"+n,0,te1,fx1); ObjectMove("_ar("+str+")"+n,1,te,fx); } ObjectMove("_arH("+str+")"+n,0,te1,fx1+sq); ObjectMove("_arH("+str+")"+n,1,te,fx+sq); ObjectMove("_arL("+str+")"+n,0,te1,fx1-sq); ObjectMove("_arL("+str+")"+n,1,te,fx-sq); ObjectMove("_arL2("+str+")"+n,0,te1,fx1-sq2); ObjectMove("_arL2("+str+")"+n,1,te,fx-sq2); ObjectMove("_arH2("+str+")"+n,0,te1,fx1+sq2); ObjectMove("_arH2("+str+")"+n,1,te,fx+sq2); ObjectMove("_arL3("+str+")"+n,0,te1,fx1-sq3); ObjectMove("_arL3("+str+")"+n,1,te,fx-sq3); ObjectMove("_arH3("+str+")"+n,0,te1,fx1+sq3); ObjectMove("_arH3("+str+")"+n,1,te,fx+sq3); } ObjectMove("_arLF1_1("+str+")"+n,0, te1, fx1-sq); ObjectMove("_arLF1_1("+str+")"+n,1, te, fx-sq); ObjectMove("_arLF1_1("+str+")"+n,2, te1, fx1-sq2); ObjectMove("_arLF1_2("+str+")"+n,0, te1, fx1-sq2); ObjectMove("_arLF1_2("+str+")"+n,1, te, fx-sq2); ObjectMove("_arLF1_2("+str+")"+n,2, te, fx-sq); ObjectMove("_arHF1_1("+str+")"+n,0, te1,fx1+sq); ObjectMove("_arHF1_1("+str+")"+n,1, te,fx+sq); ObjectMove("_arHF1_1("+str+")"+n,2, te1,fx1+sq2); ObjectMove("_arHF1_2("+str+")"+n,0, te1,fx1+sq2); ObjectMove("_arHF1_2("+str+")"+n,1, te,fx+sq2); ObjectMove("_arHF1_2("+str+")"+n,2, te,fx+sq); ObjectMove("_arLF2_1("+str+")"+n,0, te1, fx1-sq2); ObjectMove("_arLF2_1("+str+")"+n,1, te, fx-sq2); ObjectMove("_arLF2_1("+str+")"+n,2, te1, fx1-sq3); ObjectMove("_arLF2_2("+str+")"+n,0, te1, fx1-sq3); ObjectMove("_arLF2_2("+str+")"+n,1, te, fx-sq3); ObjectMove("_arLF2_2("+str+")"+n,2, te, fx-sq2); ObjectMove("_arHF2_1("+str+")"+n,0, te1,fx1+sq2); ObjectMove("_arHF2_1("+str+")"+n,1, te,fx+sq2); ObjectMove("_arHF2_1("+str+")"+n,2, te1,fx1+sq3); ObjectMove("_arHF2_2("+str+")"+n,0, te1,fx1+sq3); ObjectMove("_arHF2_2("+str+")"+n,1, te,fx+sq3); ObjectMove("_arHF2_2("+str+")"+n,2, te,fx+sq2); if(_FutureCenterLine){ ObjectSet("_ar("+str+")"+n,OBJPROP_COLOR,_RegressionColor1); } ObjectSet("_arH("+str+")"+n,OBJPROP_COLOR,_RegressionColor1); ObjectSet("_arL("+str+")"+n,OBJPROP_COLOR,_RegressionColor1); ObjectSet("_arL2("+str+")"+n,OBJPROP_COLOR,_RegressionColor2); ObjectSet("_arH2("+str+")"+n,OBJPROP_COLOR,_RegressionColor2); ObjectSet("_arL3("+str+")"+n,OBJPROP_COLOR,_RegressionColor3); ObjectSet("_arH3("+str+")"+n,OBJPROP_COLOR,_RegressionColor3); ObjectSet("_arLF1_1("+str+")"+n,OBJPROP_COLOR, _FillColor1); ObjectSet("_arHF1_1("+str+")"+n,OBJPROP_COLOR, _FillColor1); ObjectSet("_arLF1_2("+str+")"+n,OBJPROP_COLOR, _FillColor1); ObjectSet("_arHF1_2("+str+")"+n,OBJPROP_COLOR, _FillColor1); ObjectSet("_arLF2_1("+str+")"+n,OBJPROP_COLOR, _FillColor2); ObjectSet("_arHF2_1("+str+")"+n,OBJPROP_COLOR, _FillColor2); ObjectSet("_arLF2_2("+str+")"+n,OBJPROP_COLOR, _FillColor2); ObjectSet("_arHF2_2("+str+")"+n,OBJPROP_COLOR, _FillColor2); } } //================================================================= Sleep(5000); return(0); }//end of program //+------------------------------------------------------------------+ void af_Gauss(int n, double& a[][],double& b[], double& x[]) { int i,j,k,l; double q,m,t; for(k=1; k<=n-1; k++) { l=0; m=0; for(i=k; i<=n; i++) { if (MathAbs(a[i,k])>m) {m=MathAbs(a[i,k]); l=i;} } if (l==0) return(0); if (l!=k) { for(j=1; j<=n; j++) { t=a[k,j]; a[k,j]=a[l,j]; a[l,j]=t; } t=b[k]; b[k]=b[l]; b[l]=t; } for(i=k+1;i<=n;i++) { q=a[i,k]/a[k,k]; for(j=1;j<=n;j++) { if (j==k) a[i,j]=0; else a[i,j]=a[i,j]-q*a[k,j]; } b[i]=b[i]-q*b[k]; } } x[n]=b[n]/a[n,n]; for(i=n-1;i>=1;i--) { t=0; for(j=1;j<=n-i;j++) { t=t+a[i,i+j]*x[i+j]; x[i]=(1/a[i,i])*(b[i]-t); } } } //===========================================================================