/////////////////////////////////////////////////////// // SaherElm IT Center MQL5 Indicator // ------------------------------------------- // Name: XRL // Description: Regression Line ... // // Maintainer: // ------------ // Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) // ////////////////////////////////////////////////////// // // Global Properties ... #property copyright "Copyright 2023, SaherElm IT Center" #property link "https://saherelm.ir" #property version "1.00" #property description "SaherElm XRL Indicator" #property strict // #define ShortName "XRL" // // Imports ... #include "../Libraries/x-saherelm.common.lib.mq5" // // Inputs ... // input group "Market"; input group "Fast"; input int fastLength = 9; // Length input ENUM_APPLIED_PRICE fastAppliedTo = PRICE_CLOSE; // Applied To input int slowLength = 18; // Length input ENUM_APPLIED_PRICE slowAppliedTo = PRICE_CLOSE; // Applied To // input group "Presentation"; input bool showFast = true; // Show Fast input bool showSlow = true; // Show Slow input bool showVerifier = true; // Show Verifier // // Buffers ... // #property indicator_chart_window // #property indicator_buffers 8 #property indicator_plots 6 // #define hideColorIDX 0 #define neuturalColorIDX 1 #define bullColorIDX 2 #define bearColorIDX 3 // // Fast ... // #define fastBufferIndex 0 #define fastBufferPlotIndex 0 double fastBuffer[]; // #define fastBufferColorIndex 1 double fastBufferColor[]; // #property indicator_label1 "XRL F" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 CLR_NONE, clrGray, clrAqua, clrMagenta #property indicator_style1 STYLE_DOT #property indicator_width1 1 // // Slow ... // #define slowBufferIndex 2 #define slowBufferPlotIndex 1 double slowBuffer[]; // #define slowBufferColorIndex 3 double slowBufferColor[]; // #property indicator_label2 "XRL S" #property indicator_type2 DRAW_COLOR_LINE #property indicator_color2 CLR_NONE, clrGray, clrAqua, clrMagenta #property indicator_style2 STYLE_DOT #property indicator_width2 1 // // Verifier ... // #define verifierBufferIndex 4 #define verifierBufferPlotIndex 2 double verifierBuffer[]; // #define verifierBufferColorIndex 5 double verifierBufferColor[]; // #property indicator_label3 "XRL V" #property indicator_type3 DRAW_COLOR_LINE #property indicator_color3 CLR_NONE, clrGray, clrAqua, clrMagenta #property indicator_style3 STYLE_DOT #property indicator_width3 1 // #define fastLRBufferIndex 6 double fastLRBuffer[]; #define slowLRBufferIndex 7 double slowLRBuffer[]; // // Variables ... // int maxLength = 0; // XLinearRegression fastCalculator; XLinearRegression slowCalculator; XLinearRegression verifierCalculator; // // Event Handlers ... // // Initialization ... int OnInit() { // // Validate Inputs ... if(!ValidateInputs()) { return INIT_PARAMETERS_INCORRECT; } // // because in some cases we may have more than one input for // calculation and we must prevent any calculation // untill we pass the biggest input length, here we get max Input length // and then wait until pass it ... maxLength = ExtractMaxLengthOfInputs(); // // Define Index Buffers ... DefineBuffers(); // // Set Indicator ShortName ... SetIndicatorName(); // // Init Succeed ... return INIT_SUCCEEDED; } // // DeInitialization ... void OnDeinit(const int reason) { // // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function // REASON_REMOVE 1 Program removed from a chart // REASON_RECOMPILE 2 Program recompiled // REASON_CHARTCHANGE 3 A symbol or a chart period is changed // REASON_CHARTCLOSE 4 Chart closed // REASON_PARAMETERS 5 Inputs changed by a user // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings // REASON_TEMPLATE 7 Another chart template applied // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value // REASON_CLOSE 9 Terminal closed } // // Calculating what we want ... int OnCalculate( const int rates_total, // Total Bars on Chart ... const int prev_calculated, // Total Calculated Bars on Charts ... const datetime &time[], // History of Open Time ... const double &open[], // History of Open Price ... const double &high[], // History of High Price ... const double &low[], // History of Low Price ... const double &close[], // History of Close Price ... const long &tick_volume[], // History of Tick Volumes on Bar ... const long &volume[], // History of Trade Volumes ... const int &spread[] // History of Spread Price ... ) { // int limit = (prev_calculated > 0) ? prev_calculated - 1 : 0; // // Calculate Fast ... CalculateFast( open, high, low, close, limit, rates_total // ); // // Calculate Slow ... CalculateSlow( open, high, low, close, limit, rates_total // ); // // Calculate Verifier ... CalculateVerifier( open, high, low, close, limit, rates_total // ); // return rates_total; } // // Custom Functions ... // // Validate Input Args for Initialization ... bool ValidateInputs() { // bool result = false; // result = fastLength >= 2 && slowLength > fastLength; // return result; } // // Retrieve all Exists Input Max Length ... // use for Start Of Drawing ... int ExtractMaxLengthOfInputs() { // int result = 0; // // Ichimoku ... result = MathMax(fastLength, slowLength); // return result; } // // Set Indicator Short Name and also we can define Buffers Labels ... void SetIndicatorName() { IndicatorSetString(INDICATOR_SHORTNAME, ShortName); } // // Define Indexes and Styles ... void DefineBuffers() { // // Fast ... // ENUM_DRAW_TYPE fastDrawType = showFast ? DRAW_COLOR_LINE : DRAW_NONE; // SetIndexBuffer(fastBufferIndex, fastBuffer, INDICATOR_DATA); SetIndexBuffer(fastBufferColorIndex, fastBufferColor, INDICATOR_COLOR_INDEX); // PlotIndexSetDouble(fastBufferPlotIndex, PLOT_EMPTY_VALUE, 0); PlotIndexSetInteger(fastBufferPlotIndex, PLOT_SHOW_DATA, showFast); PlotIndexSetInteger(fastBufferPlotIndex, PLOT_DRAW_TYPE, fastDrawType); // // Slow ... // ENUM_DRAW_TYPE slowDrawType = showSlow ? DRAW_COLOR_LINE : DRAW_NONE; // SetIndexBuffer(slowBufferIndex, slowBuffer, INDICATOR_DATA); SetIndexBuffer(slowBufferColorIndex, slowBufferColor, INDICATOR_COLOR_INDEX); // PlotIndexSetDouble(slowBufferPlotIndex, PLOT_EMPTY_VALUE, 0); PlotIndexSetInteger(slowBufferPlotIndex, PLOT_SHOW_DATA, showSlow); PlotIndexSetInteger(slowBufferPlotIndex, PLOT_DRAW_TYPE, slowDrawType); // // Verifier ... // ENUM_DRAW_TYPE verifierDrawType = showVerifier ? DRAW_COLOR_LINE : DRAW_NONE; // SetIndexBuffer(verifierBufferIndex, verifierBuffer, INDICATOR_DATA); SetIndexBuffer(verifierBufferColorIndex, verifierBufferColor, INDICATOR_COLOR_INDEX); // PlotIndexSetDouble(verifierBufferPlotIndex, PLOT_EMPTY_VALUE, 0); PlotIndexSetInteger(verifierBufferPlotIndex, PLOT_SHOW_DATA, showVerifier); PlotIndexSetInteger(verifierBufferPlotIndex, PLOT_DRAW_TYPE, verifierDrawType); // // Data Buffers ... // SetIndexBuffer(fastLRBufferIndex, fastLRBuffer, INDICATOR_CALCULATIONS); SetIndexBuffer(slowLRBufferIndex, slowLRBuffer, INDICATOR_CALCULATIONS); } // // Custom Functions ... // void CalculateFast( const double &open[], // History of Open Price ... const double &high[], // History of High Price ... const double &low[], // History of Low Price ... const double &close[], // History of Close Price ... int limit, const int rates_total // ) { // // Fast ... // // Calculate Fast Intercept and Slope ... double fastSlope = 0; double fastIntercept = 0; for(int i = limit; i < rates_total && !IsStopped(); i++) { // double fastAppliedPrice = iGetPrice(fastAppliedTo, open[i], high[i], low[i], close[i]); // double fastLRValue = fastCalculator.Calculate( fastAppliedPrice, fastLength, fastSlope, fastIntercept, i, rates_total // ); fastLRBuffer[i] = fastLRValue; } // // Calculate Fast ... for(int i = 0; i < fastLength && !IsStopped(); i++) { // double fast = fastIntercept + fastSlope * (fastLength - i - 1); fastBuffer[rates_total - i - 1] = fast; // double fastColor = (fastSlope > 0) ? bullColorIDX : (fastSlope < 0) ? bearColorIDX : neuturalColorIDX; // fastBufferColor[rates_total - i - 1] = fastColor; } // int fastDrawBegin = rates_total - fastLength; PlotIndexSetInteger(fastBufferPlotIndex, PLOT_DRAW_BEGIN, fastDrawBegin); } // void CalculateSlow( const double &open[], // History of Open Price ... const double &high[], // History of High Price ... const double &low[], // History of Low Price ... const double &close[], // History of Close Price ... int limit, const int rates_total // ) { // // Slow ... // // Calculate Slow Intercept and Slope ... double slowSlope = 0; double slowIntercept = 0; for(int i = limit; i < rates_total && !IsStopped(); i++) { // double slowAppliedPrice = iGetPrice(slowAppliedTo, open[i], high[i], low[i], close[i]); // double slowLRValue = slowCalculator.Calculate( slowAppliedPrice, slowLength, slowSlope, slowIntercept, i, rates_total // ); slowLRBuffer[i] = slowLRValue; } // // Calculate Slow ... for(int i = 0; i < slowLength && !IsStopped(); i++) { // double slow = slowIntercept + slowSlope * (slowLength - i - 1); slowBuffer[rates_total - i - 1] = slow; // double slowColor = (slowSlope > 0) ? bullColorIDX : (slowSlope < 0) ? bearColorIDX : neuturalColorIDX; // slowBufferColor[rates_total - i - 1] = slowColor; } // int slowDrawBegin = rates_total - slowLength; PlotIndexSetInteger(slowBufferPlotIndex, PLOT_DRAW_BEGIN, slowDrawBegin); } // void CalculateVerifier( const double &open[], // History of Open Price ... const double &high[], // History of High Price ... const double &low[], // History of Low Price ... const double &close[], // History of Close Price ... int limit, const int rates_total // ) { // // Calculate Verifier ... for(int i = limit; i < rates_total && !IsStopped(); i++) { // double verifierSlope; double verifierIntercept; // double verifierAppliedPrice = iGetPrice(slowAppliedTo, open[i], high[i], low[i], close[i]); // double verifier = verifierCalculator.Calculate( verifierAppliedPrice, slowLength, verifierSlope, verifierIntercept, i, rates_total // ); verifierBuffer[i] = verifier; // double verifierColor = (i > 0) ? (verifierBuffer[i] > verifierBuffer[i - 1]) ? bullColorIDX : (verifierBuffer[i] < verifierBuffer[i - 1]) ? bearColorIDX : verifierBuffer[i - 1] : neuturalColorIDX; verifierBufferColor[i] = verifierColor; } } //