//+------------------------------------------------------------------+ //| LSMA_Line.mq4 | //| Copyright 2005, MetaQuotes Software Corp. | //| http://www.metaquotes.net/ | //+------------------------------------------------------------------+ #property copyright "Copyright 2005, MetaQuotes Software Corp." #property link "http://www.metaquotes.net/" #property indicator_chart_window //---- indicator parameters extern int IdNum = 1; extern int RPeriod = 28; extern color MidColor = Red; extern int LineWeight = 1; extern int PriceVal = 0; // 0 = Close, 1 = Low, 2 = High extern double StDevOutside2 = 2.55; extern color Outside2 = Red; extern double StDevOutside = 1.618; extern color Outside = Brown; extern double StDevInside = 0.809; extern color Inside = Green; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- ObjectCreate("Reg_line"+IdNum, OBJ_TREND, 0, 0,0, 0,0); ObjectSet("Reg_line"+IdNum, OBJPROP_COLOR, MidColor); ObjectSet("Reg_line"+IdNum, OBJPROP_STYLE, STYLE_SOLID); ObjectSet("Reg_line"+IdNum, OBJPROP_WIDTH, LineWeight); ObjectCreate("Reg_Outside_upper" +IdNum, OBJ_TREND, 0, 0,0, 0,0); ObjectSet("Reg_Outside_upper"+IdNum, OBJPROP_COLOR, Outside); ObjectSet("Reg_Outside_upper"+IdNum, OBJPROP_STYLE, STYLE_SOLID); ObjectSet("Reg_Outside_upper"+IdNum, OBJPROP_WIDTH, LineWeight); ObjectCreate("Reg_Outside_lower" +IdNum, OBJ_TREND, 0, 0,0, 0,0); ObjectSet("Reg_Outside_lower"+IdNum, OBJPROP_COLOR, Outside); ObjectSet("Reg_Outside_lower"+IdNum, OBJPROP_STYLE, STYLE_SOLID); ObjectSet("Reg_Outside_lower"+IdNum, OBJPROP_WIDTH, LineWeight); ObjectCreate("Reg_Inside_upper" +IdNum, OBJ_TREND, 0, 0,0, 0,0); ObjectSet("Reg_Inside_upper"+IdNum, OBJPROP_COLOR, Inside); ObjectSet("Reg_Inside_upper"+IdNum, OBJPROP_STYLE, STYLE_SOLID); ObjectSet("Reg_Inside_upper"+IdNum, OBJPROP_WIDTH, LineWeight); ObjectCreate("Reg_Inside_lower" +IdNum, OBJ_TREND, 0, 0,0, 0,0); ObjectSet("Reg_Inside_lower"+IdNum, OBJPROP_COLOR, Inside); ObjectSet("Reg_Inside_lower"+IdNum, OBJPROP_STYLE, STYLE_SOLID); ObjectSet("Reg_Inside_lower"+IdNum, OBJPROP_WIDTH, LineWeight); ObjectCreate("Reg_Outside2_upper" +IdNum, OBJ_TREND, 0, 0,0, 0,0); ObjectSet("Reg_Outside2_upper"+IdNum, OBJPROP_COLOR, Outside2); ObjectSet("Reg_Outside2_upper"+IdNum, OBJPROP_STYLE, STYLE_SOLID); ObjectSet("Reg_Outside2_upper"+IdNum, OBJPROP_WIDTH, LineWeight); ObjectCreate("Reg_Outside2_lower" +IdNum, OBJ_TREND, 0, 0,0, 0,0); ObjectSet("Reg_Outside2_lower"+IdNum, OBJPROP_COLOR, Outside2); ObjectSet("Reg_Outside2_lower"+IdNum, OBJPROP_STYLE, STYLE_SOLID); ObjectSet("Reg_Outside2_lower"+IdNum, OBJPROP_WIDTH, LineWeight); Comment("Regression channel"); return(0); } //+------------------------------------------------------------------+ //| Custor indicator deinitialization function | //+------------------------------------------------------------------+ void deinit() { ObjectDelete("Reg_line"+IdNum); ObjectDelete("Reg_Outside_upper" +IdNum); ObjectDelete("Reg_Outside_lower" +IdNum); ObjectDelete("Reg_Inside_upper" +IdNum); ObjectDelete("Reg_Inside_lower" +IdNum); ObjectDelete("Reg_Outside2_upper" +IdNum); ObjectDelete("Reg_Outside2_lower" +IdNum); Comment(""); } //+------------------------------------------------------------------+ //| Regression Line | //+------------------------------------------------------------------+ int start() { double y1,y2, price; double a1, a2, a3, b1, a, b; double stddiv, tmp_div; double x_n_upOut, x_1_upOut, x_n_downOut, x_1_downOut; double x2_n_upOut, x2_1_upOut, x2_n_downOut, x2_1_downOut; double x_n_upIn, x_1_upIn, x_n_downIn, x_1_downIn; int shift, n; //---- if(Bars<=RPeriod) return(0); a1 = 0; a2 = 0; a3 = 0; b1 = 0; a = 0; b = 0; y1 = 0; y2 = 0; tmp_div = 0; n = RPeriod; for(shift=RPeriod;shift>0;shift--) { switch (PriceVal) { case 0: price = Close[shift]; break; case 1: price = Low[shift]; break; case 2: price = High[shift]; break; } 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; y2 = a + b; ObjectSet("Reg_line"+IdNum, OBJPROP_TIME1, Time[RPeriod]); ObjectSet("Reg_line"+IdNum, OBJPROP_TIME2, Time[0]); ObjectSet("Reg_line"+IdNum, OBJPROP_PRICE1, y1); ObjectSet("Reg_line"+IdNum, OBJPROP_PRICE2, y2); for (shift=RPeriod; shift>0; shift--) { switch (PriceVal) { case 0: price = Close[shift]; break; case 1: price = Low[shift]; break; case 2: price = High[shift]; break; } tmp_div = tmp_div + (price - (a + b*shift))*(price - (a + b*shift)); } stddiv = MathSqrt(tmp_div/n); x_n_upOut = y1 + StDevOutside*stddiv; x_1_upOut = y2 + StDevOutside*stddiv; x_n_downOut = y1 - StDevOutside*stddiv; x_1_downOut = y2 - StDevOutside*stddiv; x_n_upIn = y1 + StDevInside*stddiv; x_1_upIn = y2 + StDevInside*stddiv; x_n_downIn = y1 - StDevInside*stddiv; x_1_downIn = y2 - StDevInside*stddiv; x2_n_upOut = y1 + StDevOutside2*stddiv; x2_1_upOut = y2 + StDevOutside2*stddiv; x2_n_downOut = y1 - StDevOutside2*stddiv; x2_1_downOut = y2 - StDevOutside2*stddiv; // OUTSIDE //upper ObjectSet("Reg_Outside_upper"+IdNum, OBJPROP_TIME1, Time[RPeriod]); ObjectSet("Reg_Outside_upper"+IdNum, OBJPROP_TIME2, Time[0]); ObjectSet("Reg_Outside_upper"+IdNum, OBJPROP_PRICE1, x_n_upOut); ObjectSet("Reg_Outside_upper"+IdNum, OBJPROP_PRICE2, x_1_upOut); //lower ObjectSet("Reg_Outside_lower"+IdNum, OBJPROP_TIME1, Time[RPeriod]); ObjectSet("Reg_Outside_lower"+IdNum, OBJPROP_TIME2, Time[0]); ObjectSet("Reg_Outside_lower"+IdNum, OBJPROP_PRICE1, x_n_downOut); ObjectSet("Reg_Outside_lower"+IdNum, OBJPROP_PRICE2, x_1_downOut); // OUTSIDE2 //upper ObjectSet("Reg_Outside2_upper"+IdNum, OBJPROP_TIME1, Time[RPeriod]); ObjectSet("Reg_Outside2_upper"+IdNum, OBJPROP_TIME2, Time[0]); ObjectSet("Reg_Outside2_upper"+IdNum, OBJPROP_PRICE1, x2_n_upOut); ObjectSet("Reg_Outside2_upper"+IdNum, OBJPROP_PRICE2, x2_1_upOut); //lower ObjectSet("Reg_Outside2_lower"+IdNum, OBJPROP_TIME1, Time[RPeriod]); ObjectSet("Reg_Outside2_lower"+IdNum, OBJPROP_TIME2, Time[0]); ObjectSet("Reg_Outside2_lower"+IdNum, OBJPROP_PRICE1, x2_n_downOut); ObjectSet("Reg_Outside2_lower"+IdNum, OBJPROP_PRICE2, x2_1_downOut); //INSIDE //upper ObjectSet("Reg_Inside_upper"+IdNum, OBJPROP_TIME1, Time[RPeriod]); ObjectSet("Reg_Inside_upper"+IdNum, OBJPROP_TIME2, Time[0]); ObjectSet("Reg_Inside_upper"+IdNum, OBJPROP_PRICE1, x_n_upIn); ObjectSet("Reg_Inside_upper"+IdNum, OBJPROP_PRICE2, x_1_upIn); //lower ObjectSet("Reg_Inside_lower"+IdNum, OBJPROP_TIME1, Time[RPeriod]); ObjectSet("Reg_Inside_lower"+IdNum, OBJPROP_TIME2, Time[0]); ObjectSet("Reg_Inside_lower"+IdNum, OBJPROP_PRICE1, x_n_downIn); ObjectSet("Reg_Inside_lower"+IdNum, OBJPROP_PRICE2, x_1_downIn); return(0); } //+------------------------------------------------------------------+