Linear Regression Line2

Linear Regression Line.

 

 

//+——————————————————————+
//|                                       Linear Regression Line.mq4 |
//|                                                      MQL Service |
//|                                           scripts@mqlservice.com |
//|                              modified by: Ronald Verwer/ROVERCOM |
//|                                                     09 June 2006 |
//+——————————————————————+
#property copyright „MQL Service“
#property link      „www.mqlservice.com“

#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Orange
#property indicator_width1 2

//—- input parameters
extern int LRLPeriod=14;
//—- buffers
double LRLBuffer[];

int shift=0;
int n=0;
double sumx=0, sumy=0, sumxy=0, sumx2=0, sumy2=0;
double m=0, yint=0, r=0;
//+——————————————————————+
//|                    INITIALIZATION FUNCTION                       |
//+——————————————————————+
int init()
{
//—- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,LRLBuffer);
IndicatorDigits(Digits);
if(LRLPeriod < 2) LRLPeriod = 2;
IndicatorShortName(„Linear Regression Line („+LRLPeriod+“)“);
SetIndexDrawBegin(0,LRLPeriod+2);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+4);
//—-
return(0);
}
//+——————————————————————+
//|                   DEINITIALIZATION FUNCTION                      |
//+——————————————————————+
int deinit()
{
return(0);
}
//+——————————————————————+
//|                      ITERATION FUNCTION                          |
//+——————————————————————+
int start()
{
int limit;
int counted_bars=IndicatorCounted();
if(counted_bars<0) counted_bars=0;
if(counted_bars>0) counted_bars–;
limit=Bars-counted_bars;

for(int shift=limit-1; shift>=0; shift–)
{
sumx = 0;
sumy = 0;
sumxy = 0;
sumx2 = 0;
sumy2 = 0;
for(n = 0; n <= LRLPeriod-1; n++)
{
sumx = sumx + n;
sumy = sumy + Close[shift + n];
sumxy = sumxy + n * Close[shift + n];
sumx2 = sumx2 + n * n;
sumy2 = sumy2 + Close[shift + n] * Close[shift + n];
}
if(LRLPeriod*sumx2-sumx*sumx==0)
{m=(LRLPeriod*sumxy-sumx*sumy)/(0.00000001);}
else
{m=(LRLPeriod*sumxy-sumx*sumy)/(LRLPeriod*sumx2-sumx*sumx);}
yint=(sumy+m*sumx)/LRLPeriod;
if(MathSqrt((LRLPeriod*sumx2-sumx*sumx)*(LRLPeriod*sumy2-sumy*sumy))==0)
{r=(LRLPeriod*sumxy-sumx*sumy)/(0.00000001);}
else
{r=(LRLPeriod*sumxy-sumx*sumy)/MathSqrt((LRLPeriod*sumx2-sumx*sumx)*(LRLPeriod*sumy2-sumy*sumy));}
LRLBuffer[shift]=yint-m*LRLPeriod;
//Print (“ „+shift+“ „+LRLBuffer[shift]);
}
return(0);
}
//+——————————————————————+

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