I want to thank the author of the i-Regr indicator for a smashing performance. I place the modification of it.
The green lines are the lines of the regression: the upper one is drawn by the High prices, the lower one - by the Low prices.
This indicator is redrawn with the coming of a new bar.
Translated from Russian by MetaQuotes Software Corp.
Original code: http://www.mql5.com/ru/code/8436