Complete Test Linear Regression and Required to Apply Works on Real Project ...

2025-09-21 17:49:39 +03:30
parent 84dc311c72
commit 7a4f1aa48b
6 changed files with 1688 additions and 258 deletions
@@ -0,0 +1,294 @@
+//+------------------------------------------------------------------+
+//|                                                TestRegresser.mq5 |
+//|                                               SaherElm IT Center |
+//|                                          https://www.saherelm.ir |
+//+------------------------------------------------------------------+
+#property copyright "SaherElm IT Center"
+#property link "https://www.saherelm.ir"
+#property version "1.00"
+
+//
+// Imports ...
+#include "../Libraries/x-saherelm.common.lib.mq5"
+#include <ChartObjects/ChartObjectsLines.mqh>
+
+//
+// Inputs ...
+input int mLoopbackLength = 200;
+input ENUM_X_PRICE mPriceType = X_PRICE_HIGH;
+
+//
+// Variables ...
+double mSumX = 0;
+double mSumY = 0;
+double mSumXY = 0;
+double mSumX2 = 0;
+
+//+------------------------------------------------------------------+
+//| Expert initialization function                                   |
+//+------------------------------------------------------------------+
+int OnInit()
+{
+    //
+    for (int i = 0; i < mLoopbackLength; i++)
+    {
+        //
+        double iY = GetAppliedPrice(
+            _Symbol,
+            _Period,
+            i,
+            mPriceType //
+        );
+        double iX = i + 1;
+
+        //
+        mSumX += iX;
+        mSumY += iY;
+        mSumXY += (iX * iY);
+        mSumX2 += (iX * iX);
+    }
+
+    //
+    int n = mLoopbackLength;
+    double slope = (n * mSumXY - mSumX * mSumY) / (n * mSumX2 - mSumX * mSumX);
+    double intercept = (mSumY - slope * mSumX) / n;
+
+    //
+    double xData[];
+    double yData[];
+    int xDataCount = CollectData(
+        xData,
+        yData //
+    );
+    double _cSlope;
+    double _cIntercept;
+    int calculatedCount = CalculateSlopeandIntercept(
+        _cSlope,
+        _cIntercept,
+        xData,
+        yData //
+    );
+
+    //
+    datetime time1 = iTime(_Symbol, _Period, mLoopbackLength);
+    datetime time2 = iTime(_Symbol, _Period, 0);
+
+    //
+    double price1 = (intercept + slope * mLoopbackLength);
+    double price2 = (intercept + slope);
+
+    //
+    double cPrice1 = PredictValue(
+        _cSlope,
+        _cIntercept,
+        time1 //
+    );
+    double cPrice2 = PredictValue(
+        _cSlope,
+        _cIntercept,
+        time2 //
+    );
+
+    //
+    string name = "TrendLine";
+    string cName = "cTrendLine";
+
+    //
+    CChartObjectTrend *iTrend = new CChartObjectTrend();
+    bool isCreated = iTrend.Create(
+        ChartID(),
+        name,
+        0,
+        time1,
+        price1,
+        time2,
+        price2 //
+    );
+    if (isCreated)
+    {
+        //
+        // Styling Trend Line ...
+    }
+
+    //
+    CChartObjectTrend *iCTrend = new CChartObjectTrend();
+    isCreated = iCTrend.Create(
+        ChartID(),
+        cName,
+        0,
+        time1,
+        cPrice1,
+        time2,
+        cPrice2 //
+    );
+    if (isCreated)
+    {
+        //
+        // Styling Trend Line ...
+    }
+
+    //
+    return (INIT_SUCCEEDED);
+}
+//+------------------------------------------------------------------+
+//| Expert deinitialization function                                 |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+{
+    //---
+}
+//+------------------------------------------------------------------+
+//| Expert tick function                                             |
+//+------------------------------------------------------------------+
+void OnTick()
+{
+    //---
+}
+//+------------------------------------------------------------------+
+
+//
+int CollectData(
+    double &xData[],
+    double &yData[],
+    int barIndex = 0 //
+)
+{
+    //
+    int result = false;
+
+    //
+    SpecifiedClean(xData);
+    SpecifiedClean(yData);
+
+    //
+    barIndex = NormalizeInt(barIndex, 0);
+
+    //
+    int start = barIndex;
+    int end = start + mLoopbackLength;
+    for (int i = start; i < end; i++)
+    {
+        //
+        double iY = GetAppliedPrice(
+            _Symbol,
+            _Period,
+            i //
+        );
+
+        //
+        datetime iTime = iTime(
+            _Symbol,
+            _Period,
+            i //
+        );
+        double iX = i + 1; // (double)TimeToSeconds(iTime);
+
+        //
+        Add(
+            iX,
+            xData //
+        );
+
+        //
+        Add(
+            iY,
+            yData //
+        );
+    }
+
+    //
+    result = ArraySize(xData);
+
+    //
+    return result;
+}
+
+//
+int CalculateSlopeandIntercept(
+    double &_slope,
+    double &_intercept,
+    double &xData[],
+    double &yData[] //
+)
+{
+    //
+    int result = 0;
+
+    //
+    bool has = false;
+
+    //
+    _slope = 0;
+    _intercept = 0;
+
+    //
+    if (!HasChild(xData) ||
+        !HasChild(yData))
+    {
+        return result;
+    }
+
+    //
+    double sumX = 0;
+    double sumY = 0;
+    double sumXY = 0;
+    double sumX2 = 0;
+
+    //
+    double x = 0;
+    double y = 0;
+    int end = MathMin(ArraySize(xData), ArraySize(yData));
+    for (int i = 0; i < end; i++)
+    {
+        //
+        double x = xData[i];
+        double y = yData[i];
+
+        //
+        sumX += x;
+        sumY += y;
+        sumXY += x * y;
+        sumX2 += x * x;
+    }
+
+    //
+    int n = end;
+    _slope = (n * sumXY - sumX * sumY) / (n * sumX2 - sumX * sumX);
+    _intercept = (sumY - _slope * sumX) / n;
+
+    //
+    result = n;
+
+    //
+    return result;
+}
+
+//
+double PredictValue(
+    double &_slope,
+    double &_intercept,
+    datetime forTime //
+)
+{
+    //
+    double result = 0;
+
+    //
+    if (!IsSpecifiedValid(forTime))
+    {
+        return result;
+    }
+
+    //
+    double forX = iBarShift(
+        _Symbol,
+        _Period,
+        forTime //
+    );          // (double)TimeToSeconds(forTime);
+    result = (_intercept + _slope * forX);
+
+    //
+    return result;
+}
+
+//