polynomial regression indicator

Crillezz · Wed, 15 Apr 2020 08:56:44 +0000

Hello! Does anyone have a polynomial regression indicator? Think I found the code for MT5. Is there anyone who could translate the code into Prorealtime? Here is the link https://www.mql5.com/en/code/11749 #property strict #property indicator_chart_window #property indicator_buffers 3 #property indicator_color1 LimeGreen #property indicator_color2 Gold #property indicator_color3 Gold input int degree=3; input double kstd=2.0; input int bars=250; input int shift=0; //—– double fx[],sqh[],sql[]; double ai[10,10],b[10],x[10],sx[20]; double sum; int ip,p,n,f; double qq,mm,tt; int ii,jj,kk,ll,nn; double sq; int i0=0; //+——————————————————————+ //| | //+——————————————————————+ /* void clear() { int total = ObjectsTotal(); for (int i=total-1; i >= 0; i–) { string name = ObjectName(i); if (StringFind(name, prefix) == 0) ObjectDelete(name); } } */ //+——————————————————————+ //| Custom indicator initialization function | //+——————————————————————+ int init() { SetIndexBuffer(0,fx); // Буферы массивов индикатора SetIndexBuffer(1,sqh); SetIndexBuffer(2,sql); SetIndexStyle(0,DRAW_LINE); SetIndexStyle(1,DRAW_LINE); SetIndexStyle(2,DRAW_LINE); SetIndexEmptyValue(0, 0.0); SetIndexEmptyValue(1, 0.0); SetIndexEmptyValue(2, 0.0); SetIndexShift(0,shift); SetIndexShift(1,shift); SetIndexShift(2,shift); return(0); } //+——————————————————————+ //| Custom indicator deinitialization function | //+——————————————————————+ int deinit() { //clear(); return(0); } //+——————————————————————+ //| Custom indicator iteration function | //+——————————————————————+ int start() { if(Bars < bars) return(-1); //—- int mi; // переменная использующаяся только в start ip=bars; p=ip; // типа присваивание sx[1]=p+1; // примечание – [] – означает массив nn=degree+1; SetIndexDrawBegin(0,Bars-p-1); SetIndexDrawBegin(1,Bars-p-1); SetIndexDrawBegin(2,Bars-p-1); //———————-sx——————————————————————- for(mi=1;mi<=nn*2–2;mi++) // математическое выражение – для всех mi от 1 до nn*2-2 { sum=0; for(n=i0;n<=i0+p;n++) { sum+=MathPow(n,mi); } sx[mi+1]=sum; } //———————-syx———– for(mi=1;mi<=nn;mi++) { sum=0.00000; for(n=i0;n<=i0+p;n++) { if(mi==1) sum+=Close[n]; else sum+=Close[n]*MathPow(n,mi-1); } b[mi]=sum; } //===============Matrix======================================================================================================= for(jj=1;jj<=nn;jj++) { for(ii=1; ii<=nn; ii++) { kk=ii+jj-1; ai[ii,jj]=sx[kk]; } } //===============Gauss======================================================================================================== for(kk=1; kk<=nn-1; kk++) { ll=0; mm=0; for(ii=kk; ii<=nn; ii++) { if(MathAbs(ai[ii,kk])>mm) { mm=MathAbs(ai[ii,kk]); ll=ii; } } if(ll==0) return(0); if(ll!=kk) { for(jj=1; jj<=nn; jj++) { tt=ai[kk,jj]; ai[kk,jj]=ai[ll,jj]; ai[ll,jj]=tt; } tt=b[kk]; b[kk]=b[ll]; b[ll]=tt; } for(ii=kk+1;ii<=nn;ii++) { qq=ai[ii,kk]/ai[kk,kk]; for(jj=1;jj<=nn;jj++) { if(jj==kk) ai[ii,jj]=0; else ai[ii,jj]=ai[ii,jj]-qq*ai[kk,jj]; } b[ii]=b[ii]-qq*b[kk]; } } x[nn]=b[nn]/ai[nn,nn]; for(ii=nn-1;ii>=1;ii–) { tt=0; for(jj=1;jj<=nn-ii;jj++) { tt=tt+ai[ii,ii+jj]*x[ii+jj]; x[ii]=(1/ai[ii,ii])*(b[ii]-tt); } } //=========================================================================================================================== for(n=i0;n<=i0+p;n++) { sum=0; for(kk=1;kk<=degree;kk++) { sum+=x[kk+1]*MathPow(n,kk); } fx[n]=x[1]+sum; } //———————————–Std———————————————————————————– sq=0.0; for(n=i0;n<=i0+p;n++) { sq+=MathPow(Close[n]-fx[n],2); } sq=MathSqrt(sq/(p+1))*kstd; for(n=i0;n<=i0+p;n++) { sqh[n]=fx[n]+sq; sql[n]=fx[n]-sq; } return(0); } //+——————————————————————+

This topic has 16 replies, 6 voices, and was last updated 2 years ago by Khaled.

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09/15/2022 at 7:42 AM #200827

Nicolas

Very tricky as it uses nested functions in a loop and we still dont have the possibility of creating functions, sorry..

Nicolas
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09/15/2022 at 8:05 AM #200830

Khaled

Thanks Nicolas. Is it possible that you explain this first portion of the code (looks like it’s an Array inside an Array with multiple loops) and I’ll try my best to find a solution.

Khaled
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