Can you make another version of Dserg-LinRegression Breakout? - MQL4 and MetaTrader 4

gince 2013.04.17 10:59 #211

Dserg, could you make another version of the indicator http://Dserg-LinRegressionBreakout_v1.1.mq4 withchannel start time and channelend time instead ofNlin.

It would be very much appreciated.

khorosh 2013.04.17 13:41 #212

gince:

Dserg, could you make another version of the indicator http://Dserg-LinRegressionBreakout_v1.1.mq4 withchannel start time and channelend time instead ofNlin.

It would be greatly appreciated.

It would be better if a new channel is not necessarily formed after the end of the previous channel. Since a new trend often starts before the previous channel is finished. I.e. there should be a possibility to form channels with overlapping, and for better look of the picture, neighboring channels should be of different colours (2 colours are enough).

Repetitive patterns and other Questions from Beginners MQL5 Questions from Beginners MQL4

gince 2013.04.17 14:52 #213

Tried it myself, but it didn't work. Maybe someone can correct it.

//+------------------------------------------------------------------+
//|                                                                  |
//|       Èíäèêàòîð äëÿ àâòîìàòè÷åñêîãî ïîñòðîåíèÿ ñóæåíèÿ           |
//|       êàíàëîâ ëèíåéíîé ðåãðåññèè                                 |
//|                               https://www.mql5.com/ru/users/dserg |
//+------------------------------------------------------------------+
#property  copyright "Dserg, 2010"
#property  link      "https://www.mql5.com/ru/users/dserg"

//---- indicator settings
#property  indicator_chart_window
#property  indicator_buffers 8
#property indicator_color1 DeepSkyBlue
#property indicator_color2 DeepSkyBlue
#property indicator_color3 FireBrick
#property indicator_color4 DeepSkyBlue
#property indicator_color5 DeepSkyBlue
#property indicator_color6 Yellow
#property indicator_color7 HotPink
#property indicator_color8 LawnGreen 

//---- buffers
double B0[];
double B1[];
double Stop[];
double B3[];
double B4[];
double Up[];
double Dn[];
double Target[];

extern string S1="Ìèí. äëèíà êàíàëà ëèíåéíîé ðåãðåññèè";
extern int Nlin;
extern int start = 20;
extern int  stop = 7;
extern string S2="Ìàêñ. âûñîòà êàíàëà â ïóíêòàõ";
extern int r0=150;
extern string S3="Öåëü ïðè ïðîáîå îòí. øèðèíû êàíàëà";
extern double t0=2.618;
extern string S4="Èñïîëüçîâàòü äëÿ ðàñ÷¸òà Close,\n åñëè false - High/Low";
extern bool useClose=true;
extern string S5="Êîëè÷åñòâî áàðîâ äëÿ ðàññ÷¸òà";
extern int Nbars=5000;

bool isChannel;
datetime chEnd;
double a0;
double b0;
double range0;
datetime PrevTime;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- 3additional buffers are used for counting.
   
//---- drawing settings

   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(0, B0);      
   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(1, B1);      
   SetIndexStyle(2,DRAW_ARROW,0,2);
   SetIndexBuffer(2, Stop);      
   SetIndexStyle(3,DRAW_LINE,STYLE_DOT);
   SetIndexBuffer(3, B3);      
   SetIndexStyle(4,DRAW_LINE,STYLE_DOT);
   SetIndexBuffer(4, B4);      

   SetIndexStyle(5,DRAW_ARROW,0,1);
   SetIndexBuffer(5, Up);      
   SetIndexArrow(5, 233);        
   SetIndexStyle(6,DRAW_ARROW,0,1);
   SetIndexBuffer(6, Dn);      
   SetIndexArrow(6, 234);        
   SetIndexStyle(7,DRAW_ARROW,0,1);
   SetIndexBuffer(7, Target);      
   SetIndexArrow(7, 231);        

   SetIndexEmptyValue(0,0.0);   
   SetIndexEmptyValue(1,0.0);   
   SetIndexEmptyValue(2,0.0);   
   SetIndexEmptyValue(3,0.0);   
   SetIndexEmptyValue(4,0.0);   
   SetIndexEmptyValue(5,0.0);   
   SetIndexEmptyValue(6,0.0);   
   SetIndexEmptyValue(7,0.0);   

   SetIndexLabel(0,"Channel Low");
   SetIndexLabel(1,"Channel High");
   SetIndexLabel(2,"Stop/Reverse");
   SetIndexLabel(3,"Channel Low Extended");
   SetIndexLabel(4,"Channel High Extended");
   SetIndexLabel(5,"BUY Signal");
   SetIndexLabel(6,"SELL Signal");
   SetIndexLabel(7,"Target");

   isChannel=false;
   
   return(0);
  } 

int deinit()
  {
  } 
//---------------------------------------------------------------------------------------
int start()

  {
  Nlin = (24 - (start-stop))*60/Period(); 
        Comment("Nlin = "+ Nlin);
 //if (iTime(NULL,PERIOD_D1,0)!=PrevTime)  return(0);
 //PrevTime = iTime(NULL,PERIOD_D1,0);
 
     if(Bars-IndicatorCounted()==0) return(0);
     // int loopbegin = Bars - IndicatorCounted()+20*Nlin;
      int loopbegin = Nbars;
 
      int i,j;
      double a,b,c,
             sumy=0.0,
             sumx=0.0,
             sumxy=0.0,
             sumx2=0.0,
             h=0.0,l=0.0,
             range = 0.0;   
      isChannel=false;
      for(i = loopbegin; i >= 0; i--) {
         B0[i]=0;
         B1[i]=0;
         B3[i]=0;
         B4[i]=0;
         Up[i]=0;
         Dn[i]=0;
         Stop[i]=0;
         Target[i]=0;
      }
      
      for(i = loopbegin; i >= 0; i--) {
         
         
         //ó íàñ óæå åñòü êàíàë, æä¸ì, ïîêà åãî ïðîáü¸ò
         if (isChannel) {
            //double up0=a0*(i-chEnd)+b0+range0;
            //double dn0=a0*(i-chEnd)+b0-range0;
            double up0=a0*i+b0+range0;
            double dn0=a0*i+b0-range0;
            B3[i]=up0;
            B4[i]=dn0;
            //ïðîâåðÿåì ïðîáèòèå
            //ââåðõ
            if (Open[i]>up0) {
               Up[i]=up0;
               Stop[i]=dn0;
               Target[i]=up0+(up0-dn0)*(t0-1);
               isChannel=false;
               //continue;
            }
            //âíèç
            if (Open[i]<dn0) {
               Dn[i]=dn0;
               Stop[i]=up0;
               Target[i]=dn0-(up0-dn0)*(t0-1);
               isChannel=false;
               //continue;
            }
            continue;
         }            

         bool flag=false;
         for (j=0;j<Nlin+1;j++) {
            if (B3[i+j]>0.0&&!isChannel) {
               flag=true;
            }
         }
         if (flag) continue;
         
         
         a=0.0;b=0.0;c=0.0;
         sumx=0.0;sumy=0.0;
         sumxy=0.0;sumx2=0.0;
         h=0.0;l=0.0;

         //ñ÷èòàåì êàíàë ëèíåéíîé ðåãðåññèè îò i+Nlin äî i 
         if(StrToTime(stop) != Hour())return(0);
         for(j=0; j<Nlin; j++)
         {
            sumy+=Close[i+j];
            sumxy+=Close[i+j]*(i+j);
            sumx+=(i+j);
            sumx2+=(i+j)*(i+j);
         }
         c=sumx2*Nlin-sumx*sumx;
         if(c==0.0) {
            Alert("Error in linear regression!");
            return(-1);
         }
         a=(sumxy*Nlin-sumx*sumy)/c;
         b=(sumy-sumx*a)/Nlin;
         
         //îïðåäåëÿåì ãðàíèöû êàíàëà
         for(j=0;j<Nlin;j++)
         {
           double LR=a*(i+j)+b;
           if (useClose) {
             if(Close[j+i]-LR > h) h = Close[i+j]-LR;
             if(LR - Close[i+j]> l) l = LR - Close[i+j];
           } else {
             if(High[j+i]-LR > h) h = High[i+j]-LR;
             if(LR - Low[i+j]> l) l = LR - Low[i+j];
           }           
         }  
         range = MathMax(l,h);
         
         //ïðîâåðêà øèðèíû êàíàëà
         //if (range<r0*Point) {
            //åñòü êàíàë, ñîõðàíÿåì
            isChannel=true;
            a0=a;
            b0=b;
            chEnd=iTime(NULL,0,i);
            range0=range;
            
            for (j=0;j<Nlin;j++) {
               B3[i+j]=a*(i+j)+b+range;
               B4[i+j]=a*(i+j)+b-range;
               B0[i+j]=a*(i+j)+b+range;
               B1[i+j]=a*(i+j)+b-range;
            }
         //}
            

         
      }
      return(0);
  }
//+------------------------------------------------------------------+

Алексей Тарабанов 2013.04.17 18:54 #214

You have by definition B0[k]=B3[k]; B1[k]=B4[k]; k=anyone

gince 2013.04.18 04:00 #215

tara:
У Вас по определению получается B0[k]=B3[k]; B1[k]=B4[k]; k=любое

tara:
By definition, you get B0[k]=B3[k]; B1[k]=B4[k]; k=anywhere

|This is the author of Dserg. But it should be like this. B0[k]; B1[k] are STYLE_SOLID channel lines, other lines are extensions of first two STYLE_DOT lines

What I tried to change in the code is marked in bold. At the beginning I have calculated the number of bars, i.e. the length of the channel. Then this channel is drawn once a day to check if there is a new day. Then I added a time check. If the time of the channel has expired, then we should read it and draw it.

but it doesn't work.

Questions from Beginners MQL5 Expert profiling conundrum - Errors, bugs, questions

Роман 2013.04.20 00:42 #216

Didn't read the thread. Have you seen it here ?

gince 2013.04.20 16:31 #217

I'd like to look at it from a different angle, but research needs an indicator. I cannot write it myself and no one has corrected my fuck-ups. I am drawing the channels by hand, but I'm sick of the bar from which to which channel to draw. On the history of ten kalals can not solve anything

EURUSD - Trends, Forecasts Useful features from KimIV Distribution of a continuous

Роман 2013.10.13 00:54 #218

The topic is interesting. There is a desire to go deeper...

There is also a description of the TS here.

I'll post what I find here and not in the "morning flat breakdown" thread.

Роман 2014.05.15 15:02 #219

Found the topic completely by accident in my profile subscription.

Who's digging in this direction?

IMHO - it's time to dig deeper...

Yuriy Zaytsev 2014.05.15 18:48 #220

Roman.:

Found the topic completely by accident in my profile subscription.

Who's digging in this direction?

IMHO - it's time to dig deeper...

In the trend is super... In a flat, I never go into the breakdown side...

Breaking through the morning flat - which pairs? - page 22