//+------------------------------------------------------------------+
//|                                                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;
}

//