//+------------------------------------------------------------------+ //| Linear_Regression_Slope.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property version "1.00" #property description "Linear regression slope oscillator" #property indicator_separate_window #property indicator_buffers 1 #property indicator_plots 1 //--- plot LRS #property indicator_label1 "LReg Slope" #property indicator_type1 DRAW_LINE #property indicator_color1 clrSteelBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriod=14; // Period //--- indicator buffers double BufferLRS[]; //--- global variables int period; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period=int(InpPeriod<1 ? 1 : InpPeriod); //--- indicator buffers mapping SetIndexBuffer(0,BufferLRS,INDICATOR_DATA); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Linear regression slope ("+(string)period+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferLRS,true); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //--- Установка массивов буферов как таймсерий ArraySetAsSeries(close,true); //--- Проверка и расчёт количества просчитываемых баров if(rates_total1) { limit=rates_total-period-1; ArrayInitialize(BufferLRS,EMPTY_VALUE); } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double ii=0,y=0,xy=0,x=0,x2=0; for(int j=i+period; j>=i; j--) { ii++; y+=close[j]; xy+=close[j]*ii; x+=ii; x2+=ii*ii; } double c=x2*ii-x*x; BufferLRS[i]=(c!=0 ? (xy*ii-x*y)/c : 0); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+