我用i-Regr 做出了不错的EA 请教fxcanada 请教i-Regr

lightning 2009.03.22 05:28

我用i-Regr 做出了一个不错的EA ，但实际并没有看懂i-Regr指标。求fxcanada 或那们高手详细注释一下i-Regr指标，十分感谢。附图是用i-Regr做的EA效果。从08年12月1日到09年3月21日的测试。

附i-Regr 指标代码：

//----
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 LimeGreen
#property indicator_color2 Gold
#property indicator_color3 Gold

extern int degree = 3;
extern double kstd = 2.0;
extern int bars = 250;
extern int shift = 0;

//-----
double fx[],sqh[],sql[];

double ai[10,10],b[10],x[10],sx[20];
double sum;
int ip,p,n,f;
double qq,mm,tt;
int ii,jj,kk,ll,nn;
double sq;

int i0 = 0;

/*
void clear()
{
int total = ObjectsTotal();
for (int i=total-1; i >= 0; i--)
{
string name = ObjectName(i);
if (StringFind(name, prefix) == 0) ObjectDelete(name);
}
}
*/

//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
SetIndexBuffer(0, fx); // 馏翦瘥爨耨桠钼桧滂赅蝾疣
SetIndexBuffer(1, sqh);
SetIndexBuffer(2, sql);

SetIndexStyle(0, DRAW_LINE);
SetIndexStyle(1, DRAW_LINE);
SetIndexStyle(2, DRAW_LINE);

SetIndexEmptyValue(0, 0.0);
SetIndexEmptyValue(1, 0.0);
SetIndexEmptyValue(2, 0.0);

SetIndexShift(0, shift);
SetIndexShift(1, shift);
SetIndexShift(2, shift);

return(0);
}

//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//clear();
return(0);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
if (Bars < bars) return;

//----

int mi; // 镥疱戾眄? 桉镱朦珞?? 蝾朦觐 ?start
ip = bars;
p=ip; // 蜩镟镳桉忄桠囗桢
sx[1]=p+1; // 镳桁鬻囗桢 - [] - 铉磬鬣弪爨耨桠
nn = degree+1;

SetIndexDrawBegin(0, Bars-p-1);
SetIndexDrawBegin(1, Bars-p-1);
SetIndexDrawBegin(2, Bars-p-1);

//----------------------sx-------------------------------------------------------------------
for(mi=1;mi<=nn*2-2;mi++) // 爨蝈爨蜩麇耜铄恹疣驽龛?- 潆 怦艴 mi 铗 1 漕 nn*2-2
{
sum=0;
for(n=i0;n<=i0+p;n++)
{
sum+=MathPow(n,mi);
}
sx[mi+1]=sum;
}
//----------------------syx-----------
for(mi=1;mi<=nn;mi++)
{
sum=0.00000;
for(n=i0;n<=i0+p;n++)
{
if(mi==1) sum+=Close[n];
else sum+=Close[n]*MathPow(n,mi-1);
}
b[mi]=sum;
}
//===============Matrix=======================================================================================================
for(jj=1;jj<=nn;jj++)
{
for(ii=1; ii<=nn; ii++)
{
kk=ii+jj-1;
ai[ii,jj]=sx[kk];
}
}
//===============Gauss========================================================================================================
for(kk=1; kk<=nn-1; kk++)
{
ll=0;
mm=0;
for(ii=kk; ii<=nn; ii++)
{
if(MathAbs(ai[ii,kk])>mm)
{
mm=MathAbs(ai[ii,kk]);
ll=ii;
}
}
if(ll==0) return(0);
if (ll!=kk)
{
for(jj=1; jj<=nn; jj++)
{
tt=ai[kk,jj];
ai[kk,jj]=ai[ll,jj];
ai[ll,jj]=tt;
}
tt=b[kk];
b[kk]=b[ll];
b[ll]=tt;
}
for(ii=kk+1;ii<=nn;ii++)
{
qq=ai[ii,kk]/ai[kk,kk];
for(jj=1;jj<=nn;jj++)
{
if(jj==kk) ai[ii,jj]=0;
else ai[ii,jj]=ai[ii,jj]-qq*ai[kk,jj];
}
b[ii]=b[ii]-qq*b[kk];
}
}
x[nn]=b[nn]/ai[nn,nn];
for(ii=nn-1;ii>=1;ii--)
{
tt=0;
for(jj=1;jj<=nn-ii;jj++)
{
tt=tt+ai[ii,ii+jj]*x[ii+jj];
x[ii]=(1/ai[ii,ii])*(b[ii]-tt);
}
}
//===========================================================================================================================
for(n=i0;n<=i0+p;n++)
{
sum=0;
for(kk=1;kk<=degree;kk++)
{
sum+=x[kk+1]*MathPow(n,kk);
}
fx[n]=x[1]+sum;
}
//-----------------------------------Std-----------------------------------------------------------------------------------
sq=0.0;
for(n=i0;n<=i0+p;n++)
{
sq+=MathPow(Close[n]-fx[n],2);
}
sq=MathSqrt(sq/(p+1))*kstd;