//+------------------------------------------------------------------+ //| bbsqueeze.mq4 | //| Copyright 2005, Nick Bilak, beluck[AT]gmail.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2005, Nick Bilak" #property link "http://metatrader.50webs.com/" #property indicator_separate_window #property indicator_buffers 4 #property indicator_color1 Lime #property indicator_color2 Red #property indicator_color3 Magenta #property indicator_color4 Aqua //---- input parameters extern int bolPrd=20; extern double bolDev=2.0; extern int keltPrd=20; extern double keltFactor=1.5; extern int momPrd=12; //---- buffers double upB[]; double loB[]; double upK[]; double loK[]; int i,j,slippage=3; double breakpoint=0.0; double ema=0.0; int peakf=0; int peaks=0; int valleyf=0; int valleys=0, limit=0; double ccis[61],ccif[61]; double delta=0; double ugol=0; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators SetIndexStyle(0,DRAW_HISTOGRAM); SetIndexBuffer(0,upB); SetIndexEmptyValue(0,EMPTY_VALUE); SetIndexStyle(1,DRAW_HISTOGRAM); SetIndexBuffer(1,loB); SetIndexEmptyValue(1,EMPTY_VALUE); SetIndexStyle(2,DRAW_ARROW); SetIndexBuffer(2,upK); SetIndexEmptyValue(2,EMPTY_VALUE); SetIndexArrow(2,159); SetIndexStyle(3,DRAW_ARROW); SetIndexBuffer(3,loK); SetIndexEmptyValue(3,EMPTY_VALUE); SetIndexArrow(3,159); //---- return(0); } //+------------------------------------------------------------------+ //| Custor indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int counted_bars=IndicatorCounted(); int shift,limit; double diff,d,std,bbs; if (counted_bars<0) return(-1); if (counted_bars>0) counted_bars--; limit=Bars-31; if(counted_bars>=31) limit=Bars-counted_bars-1; for (shift=limit;shift>=0;shift--) { //d=iMomentum(NULL,0,momPrd,PRICE_CLOSE,shift); d=LinearRegressionValue(bolPrd,shift); if(d>0) { upB[shift]=d; loB[shift]=0; } else { upB[shift]=0; loB[shift]=d; } diff = iATR(NULL,0,keltPrd,shift)*keltFactor; std = iStdDev(NULL,0,bolPrd,MODE_SMA,0,PRICE_CLOSE,shift); bbs = bolDev * std / diff; if(bbs<1) { upK[shift]=0; loK[shift]=EMPTY_VALUE; } else { loK[shift]=0; upK[shift]=EMPTY_VALUE; } } return(0); } //+------------------------------------------------------------------+ double LinearRegressionValue(int Len,int shift) { double SumBars = 0; double SumSqrBars = 0; double SumY = 0; double Sum1 = 0; double Sum2 = 0; double Slope = 0; SumBars = Len * (Len-1) * 0.5; SumSqrBars = (Len - 1) * Len * (2 * Len - 1)/6; for (int x=0; x<=Len-1;x++) { double HH = Low[x+shift]; double LL = High[x+shift]; for (int y=x; y<=(x+Len)-1; y++) { HH = MathMax(HH, High[y+shift]); LL = MathMin(LL, Low[y+shift]); } Sum1 += x* (Close[x+shift]-((HH+LL)/2 + iMA(NULL,0,Len,0,MODE_EMA,PRICE_CLOSE,x+shift))/2); SumY += (Close[x+shift]-((HH+LL)/2 + iMA(NULL,0,Len,0,MODE_EMA,PRICE_CLOSE,x+shift))/2); } Sum2 = SumBars * SumY; double Num1 = Len * Sum1 - Sum2; double Num2 = SumBars * SumBars-Len * SumSqrBars; if (Num2 != 0.0) { Slope = Num1/Num2; } else { Slope = 0; } double Intercept = (SumY - Slope*SumBars) /Len; //debugPrintln(Intercept+" : "+Slope); double LinearRegValue = Intercept+Slope * (Len - 1); return (LinearRegValue); }