Linear regression channel - page 13

[Mikhail Dovbakh]

https://purecodecpp.com/archives/2756

[Dmitry Fedoseev]

Mikhail Dovbakh:
h ttps://purecodecpp.com/archives/2756

I'll give it a try.

[Dmitry Fedoseev]

Here's

Here's the calculation:

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[])
  {

   int start;
   if(prev_calculated==0){
      start=period;
      double ms=0;
      for(int i=0;i<period;i++){
         ms+=close[i];
      }
      ma[period-1]=ms/period;
   }
   else{
      start=prev_calculated-1;
   }

   for(int i=start;i<rates_total;i++){      
      //ma[i]=ma[i-1]+(-close[i-period]+close[i])/period;      
      double s1=0;
      double s2=0;
      for(int j=i-period+1;j<=i;j++){
         s1+=close[j];
         s2+=close[j]*close[j];
      }
      s1/=period;
      s2=s2/period-s1*s1;
      Label1Buffer[i]=s2;
   }

   return(rates_total);
  }

Not an accelerated algorithm to check the formula. Maybe I did something wrong?

[Nikolai Semko]

#property copyright "Copyright 2017, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots   1
//--- plot Label1
#property indicator_label1  "Label1"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrRed
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
//--- input parameters
input int      period=14;
//--- indicator buffers
double         Label1Buffer[];

int OnInit()
  {
   SetIndexBuffer(0,Label1Buffer,INDICATOR_DATA);


//---
   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[])
  {
   static double ms,ms2;
   int start;
   if(prev_calculated==0)
     {
      start=period;
      ms=0; ms2=0;
      for(int i=0;i<period;i++)
        {
         ms +=close[i];
         ms2+=close[i]*close[i];
        }
     }
   else
     {
      start=prev_calculated-1;
     }

   for(int i=start;i<rates_total;i++)
     {
      double Ms =ms +(-close[i-period]+close[i]);
      double Ms2=ms2+(-close[i-period]*close[i-period]+close[i]*close[i]);
      double s=Ms/period;
      Label1Buffer[i]=sqrt(s*s+(Ms2-2*Ms*s)/period);
      ms=Ms;
      ms2=Ms2;
     }
   return(rates_total);
  }

[Nikolai Semko]

Yuriy Asaulenko:
Not with you betting. 2.days of silence, please.

You won't be getting any Hennessy anyway.) But you'll spoil my dinner.

Drinking's bad for you. Sorry. I was here first. ))

[[Deleted]]

Google "Moving Standard Deviation"

https://www.johndcook.com/blog/standard_deviation/

[Mikhail Dovbakh]

Dmitry Fedoseev:

Here's

Here's the calculation:

Not an accelerated algorithm to check the formula. Maybe you did something wrong?

You don't take into account the arrival of new data and the need to delete old data (out of the window).

Nikolai does. see the code below your message.

[Dmitry Fedoseev]

So... my final message.

Tell Yuri to message me in person where to deliver it, or buy a certificate, or whatever.

Be seeing you. I'll be back in a month.

[Yuriy Asaulenko]

Nikolai Semko:

it's not healthy to drink. Sorry. I was the first. ))

You're welcome. I was not going to race. Just asked not to interfere, and those who know, shut up.

The algorithm, yes, is practically equivalent, I wrote about it on page 1-2 of the thread.

Dimitri, sorry, though proven, I can't accept Hennessy, to my regret.

The code, I suppose, makes no sense to write. Come Semko, and that's it... Priority wanted)). As if anyone but Dimitri doubted it.

I will have to go to the shop myself.

[Nikolai Semko]

Dmitry Fedoseev:

So... my final message.

Tell Yuri to message me in person where to deliver it, or buy a certificate, or whatever.

Be seeing you. I'll be back in a month.

I envy you. Fruitful work!

My message was that this can be done not only with RMS for a simple waving machine, but also for a polynomial of any degree.

True, the formula grows exponentially as the degree of the polynomial increases.