R Squared Indicator with MQH by jetaro

1129 downloads / 802 views / Created: 10.02.2017
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Indicator Description

I created the MQL for the R Squared indicator by zuijaideai. Here's both the C# and mql together so it can be downloaded from FSB directly.

Comments

Where is the .mph?
//============================================================== // Forex Strategy Builder // Copyright Miroslav Popov. All rights reserved. //============================================================== // THIS CODE IS PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND, // EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO // THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR // A PARTICULAR PURPOSE. //============================================================== using System; using System.Drawing; using ForexStrategyBuilder.Infrastructure.Entities; using ForexStrategyBuilder.Infrastructure.Enums; using ForexStrategyBuilder.Infrastructure.Interfaces; namespace ForexStrategyBuilder.Indicators.Store { public class RSquared : Indicator { public RSquared() { // General properties IndicatorName = "RSquared"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; SeparatedChart = true; IndicatorAuthor = "Denny Imanuel"; IndicatorVersion = "2.1"; IndicatorDescription = "A custom indicator for FSB and FST."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; IndParam.IndicatorType = TypeOfIndicator.Additional; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; IndParam.ListParam[0].ItemList = new string[] { "The R-Squared rises", "The R-Squared falls", "The R-Squared is higher than the Level line", "The R-Squared is lower than the Level line", "The R-Squared crosses the Level line upward", "The R-Squared crosses the Level line downward", "The R-Squared changes its direction upward", "The R-Squared changes its direction downward" }; IndParam.ListParam[0].Index = 0; IndParam.ListParam[0].Text = IndParam.ListParam[0].ItemList[IndParam.ListParam[0].Index]; IndParam.ListParam[0].Enabled = true; IndParam.ListParam[0].ToolTip = "Logic of application of the indicator."; IndParam.ListParam[1].Caption = "Smoothing method"; IndParam.ListParam[1].ItemList = Enum.GetNames(typeof(MAMethod)); IndParam.ListParam[1].Index = (int)MAMethod.Simple; IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index]; IndParam.ListParam[1].Enabled = true; IndParam.ListParam[1].ToolTip = "The method of Moving Average used for the calculations."; IndParam.ListParam[2].Caption = "Base price"; IndParam.ListParam[2].ItemList = Enum.GetNames(typeof(BasePrice)); IndParam.ListParam[2].Index = (int)BasePrice.Close; IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index]; IndParam.ListParam[2].Enabled = true; IndParam.ListParam[2].ToolTip = "The price the indicator is based on."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "R-Squared Period"; IndParam.NumParam[0].Value = 30; IndParam.NumParam[0].Min = 2; IndParam.NumParam[0].Max = 200; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "The period of R-Squared calculation."; IndParam.NumParam[1].Caption = "Smoothing Period"; IndParam.NumParam[1].Value = 3; IndParam.NumParam[1].Min = 2; IndParam.NumParam[1].Max = 200; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "The period of Smoothing calculation."; IndParam.NumParam[2].Caption = "Level"; IndParam.NumParam[2].Value = 0; IndParam.NumParam[2].Min = 0; IndParam.NumParam[2].Max = 100; IndParam.NumParam[2].Point = 4; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "A critical level (for the appropriate logic)."; // The CheckBox parameters IndParam.CheckParam[0].Caption = "Use previous bar value"; IndParam.CheckParam[0].Enabled = true; IndParam.CheckParam[0].ToolTip = "Use the indicator value from the previous bar."; } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters MAMethod maMethod = (MAMethod)IndParam.ListParam[1].Index; BasePrice basePrice = (BasePrice)IndParam.ListParam[2].Index; int iRSPeriod = (int)IndParam.NumParam[0].Value; int iMAPeriod = (int)IndParam.NumParam[1].Value; double dLevel = IndParam.NumParam[2].Value; int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0; // Calculation double[] adPrice = Price(basePrice); double[] adR = RCoefficient(adPrice, iRSPeriod); double[] adRR = new double[Bars]; double[] adAvgRR = new double[Bars]; int iFirstBar = iRSPeriod + iMAPeriod + 1; for (int iBar=iFirstBar; iBar< Bars; iBar++) { adRR[iBar] = Math.Pow(adR[iBar],2); } adAvgRR = MovingAverage(iMAPeriod, 0, maMethod, adRR);; // Saving the components Component = new IndicatorComp[3]; Component[0] = new IndicatorComp(); Component[0].CompName = "R-Squared"; Component[0].DataType = IndComponentType.IndicatorValue; Component[0].ChartType = IndChartType.Line; Component[0].ChartColor = Color.Blue; Component[0].FirstBar = iFirstBar; Component[0].Value = adAvgRR; Component[1] = new IndicatorComp(); Component[1].ChartType = IndChartType.NoChart; Component[1].FirstBar = iFirstBar; Component[1].Value = new double[Bars]; Component[2] = new IndicatorComp(); Component[2].ChartType = IndChartType.NoChart; Component[2].FirstBar = iFirstBar; Component[2].Value = new double[Bars]; // Sets the Component's type if (SlotType == SlotTypes.OpenFilter) { Component[1].DataType = IndComponentType.AllowOpenLong; Component[1].CompName = "Is long entry allowed"; Component[2].DataType = IndComponentType.AllowOpenShort; Component[2].CompName = "Is short entry allowed"; } else if (SlotType == SlotTypes.CloseFilter) { Component[1].DataType = IndComponentType.ForceCloseLong; Component[1].CompName = "Close out long position"; Component[2].DataType = IndComponentType.ForceCloseShort; Component[2].CompName = "Close out short position"; } // Calculation of the logic IndicatorLogic indLogic = IndicatorLogic.It_does_not_act_as_a_filter; switch (IndParam.ListParam[0].Text) { case "The R-Squared rises": indLogic = IndicatorLogic.The_indicator_rises; break; case "The R-Squared falls": indLogic = IndicatorLogic.The_indicator_falls; break; case "The R-Squared is higher than the Level line": indLogic = IndicatorLogic.The_indicator_is_higher_than_the_level_line; SpecialValues = new double[1] { dLevel }; break; case "The R-Squared is lower than the Level line": indLogic = IndicatorLogic.The_indicator_is_lower_than_the_level_line; SpecialValues = new double[1] { dLevel }; break; case "The R-Squared crosses the Level line upward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_upward; SpecialValues = new double[1] { dLevel }; break; case "The R-Squared crosses the Level line downward": indLogic = IndicatorLogic.The_indicator_crosses_the_level_line_downward; SpecialValues = new double[1] { dLevel }; break; case "The R-Squared changes its direction upward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_upward; break; case "The R-Squared changes its direction downward": indLogic = IndicatorLogic.The_indicator_changes_its_direction_downward; break; default: break; } NoDirectionOscillatorLogic(iFirstBar, iPrvs, adAvgRR, dLevel, ref Component[1], indLogic); Component[2].Value = Component[1].Value; } public override void SetDescription() { string sLevelLong = IndParam.NumParam[1].ValueToString; string sLevelShort = sLevelLong; EntryFilterLongDescription = "the " + ToString() + " "; EntryFilterShortDescription = "the " + ToString() + " "; ExitFilterLongDescription = "the " + ToString() + " "; ExitFilterShortDescription = "the " + ToString() + " "; switch (IndParam.ListParam[0].Text) { case "The R-Squared rises": EntryFilterLongDescription += "rises"; EntryFilterShortDescription += "rises"; ExitFilterLongDescription += "rises"; ExitFilterShortDescription += "rises"; break; case "The R-Squared falls": EntryFilterLongDescription += "falls"; EntryFilterShortDescription += "falls"; ExitFilterLongDescription += "falls"; ExitFilterShortDescription += "falls"; break; case "The R-Squared is higher than the Level line": EntryFilterLongDescription += "is higher than the Level " + sLevelLong; EntryFilterShortDescription += "is higher than the Level " + sLevelShort; ExitFilterLongDescription += "is higher than the Level " + sLevelLong; ExitFilterShortDescription += "is higher than the Level " + sLevelShort; break; case "The R-Squared is lower than the Level line": EntryFilterLongDescription += "is lower than the Level " + sLevelLong; EntryFilterShortDescription += "is lower than the Level " + sLevelShort; ExitFilterLongDescription += "is lower than the Level " + sLevelLong; ExitFilterShortDescription += "is lower than the Level " + sLevelShort; break; case "The R-Squared crosses the Level line upward": EntryFilterLongDescription += "crosses the Level " + sLevelLong + " upward"; EntryFilterShortDescription += "crosses the Level " + sLevelShort + " upward"; ExitFilterLongDescription += "crosses the Level " + sLevelLong + " upward"; ExitFilterShortDescription += "crosses the Level " + sLevelShort + " upward"; break; case "The R-Squared crosses the Level line downward": EntryFilterLongDescription += "crosses the Level " + sLevelLong + " downward"; EntryFilterShortDescription += "crosses the Level " + sLevelShort + " downward"; ExitFilterLongDescription += "crosses the Level " + sLevelLong + " downward"; ExitFilterShortDescription += "crosses the Level " + sLevelShort + " downward"; break; case "The R-Squared changes its direction upward": EntryFilterLongDescription += "changes its direction upward"; EntryFilterShortDescription += "changes its direction upward"; ExitFilterLongDescription += "changes its direction upward"; ExitFilterShortDescription += "changes its direction upward"; break; case "The R-Squared changes its direction downward": EntryFilterLongDescription += "changes its direction downward"; EntryFilterShortDescription += "changes its direction downward"; ExitFilterLongDescription += "changes its direction downward"; ExitFilterShortDescription += "changes its direction downward"; break; } } public override string ToString() { return IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " (") + IndParam.ListParam[1].Text + ", " + // Smoothing method IndParam.ListParam[2].Text + ", " + // Base price IndParam.NumParam[0].ValueToString + ")"; // Period } protected double[] RCoefficient(double[] adPrice, int iLength) { double[] RCoeff = new double[Bars]; double[] X = new double[Bars]; double[] Y = new double[Bars]; double AvgX; double AvgP; double SumXP; double SumXX; double SumPP; double LowerEQ1; double LowerEQ2; double UpperEQ; double LowerEQ; for (int iBar=iLength; iBar
//+--------------------------------------------------------------------+ //| Copyright: (C) 2014, Miroslav Popov - All rights reserved! | //| Website: http://forexsb.com/ | //| Support: http://forexsb.com/forum/ | //| License: Proprietary under the following circumstances: | //| | //| This code is a part of Forex Strategy Builder. It is free for | //| use as an integral part of Forex Strategy Builder. | //| One can modify it in order to improve the code or to fit it for | //| personal use. This code or any part of it cannot be used in | //| another applications without a permission. Contact information | //| cannot be changed. | //| | //| NO LIABILITY FOR CONSEQUENTIAL DAMAGES | //| | //| In no event shall the author be liable for any damages whatsoever | //| (including, without limitation, incidental, direct, indirect and | //| consequential damages, damages for loss of business profits, | //| business interruption, loss of business information, or other | //| pecuniary loss) arising out of the use or inability to use this | //| product, even if advised of the possibility of such damages. | //+--------------------------------------------------------------------+ #property copyright "Copyright 2014, Miroslav Popov" #property link "http://forexsb.com" #property version "1.00" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class RSquared : public Indicator { public: RSquared(SlotTypes slotType) { SlotType=slotType; IndicatorName="R-Squared"; WarningMessage = ""; IsAllowLTF = false; ExecTime = ExecutionTime_AtBarOpening; IsSeparateChart = true; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void RSquared::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); // Reading the parameters MAMethod maMethod=(MAMethod)ListParam[1].Index; BasePrice basePrice=(BasePrice)ListParam[2].Index; int iRSPeriod = (int)NumParam[0].Value; int iMAPeriod= (int)NumParam[1].Value; double dLevel = NumParam[2].Value; int iPrvs=CheckParam[0].Checked ? 1 : 0; int iFirstBar=iRSPeriod+iMAPeriod+1; double adPrice[];Price(basePrice,adPrice); double adR[]; ArrayResize(adR,Data.Bars); ArrayInitialize(adR, 0); double adRR[]; ArrayResize(adRR,Data.Bars); ArrayInitialize(adRR, 0); double adAvgRR[]; ArrayResize(adAvgRR,Data.Bars); ArrayInitialize(adAvgRR, 0); double RCoeff[]; ArrayResize(RCoeff,Data.Bars); ArrayInitialize(RCoeff, 0); double X[];ArrayResize(X,Data.Bars); ArrayInitialize(X, 0); double Y[];ArrayResize(Y,Data.Bars); ArrayInitialize(Y, 0); double AvgX; double AvgP; double SumXP; double SumXX; double SumPP; double LowerEQ1; double LowerEQ2; double UpperEQ; double LowerEQ; for(int iBar=iFirstBar; iBar<Data.Bars; iBar++) { adRR[iBar] = MathPow(adR[iBar],2); } MovingAverage(iMAPeriod, 0, maMethod, adRR, adAvgRR); for (int iBar=iRSPeriod; iBar<Data.Bars; iBar++) { X[iBar] = iBar; Y[iBar] = adPrice[iBar]; AvgX = 0; AvgP = 0; SumXP=0; SumXX =0; SumPP=0; for (int iBack=0; iBack<iRSPeriod; iBack++) { AvgX = AvgX + X[iBar-iBack]/iRSPeriod; AvgP = AvgP + Y[iBar-iBack]/iRSPeriod; SumXP = SumXP + X[iBar-iBack]*Y[iBar-iBack]; SumXX = SumXX + X[iBar-iBack]*X[iBar-iBack]; SumPP = SumPP + Y[iBar-iBack]*Y[iBar-iBack]; } LowerEQ1 = SumXX - (iRSPeriod*AvgX*AvgX); LowerEQ2 = SumPP - (iRSPeriod*AvgP*AvgP); UpperEQ = SumXP - (iRSPeriod*AvgX*AvgP); LowerEQ = MathSqrt(MathAbs(LowerEQ1*LowerEQ2)); if (LowerEQ!=0) adR[iBar] = UpperEQ/LowerEQ; } // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "R-Squared"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = iFirstBar; ArrayCopy(Component[0].Value,adAvgRR); ArrayResize(Component[1].Value,Data.Bars); Component[1].FirstBar=iFirstBar; ArrayResize(Component[2].Value,Data.Bars); Component[2].FirstBar=iFirstBar; // Sets the Component's type if(SlotType==SlotTypes_OpenFilter) { Component[1].DataType = IndComponentType_AllowOpenLong; Component[1].CompName = "Is long entry allowed"; Component[2].DataType = IndComponentType_AllowOpenShort; Component[2].CompName = "Is short entry allowed"; } else if(SlotType==SlotTypes_CloseFilter) { Component[1].DataType = IndComponentType_ForceCloseLong; Component[1].CompName = "Close out long position"; Component[2].DataType = IndComponentType_ForceCloseShort; Component[2].CompName = "Close out short position"; } // Calculation of the logic IndicatorLogic indLogic=IndicatorLogic_It_does_not_act_as_a_filter; if(ListParam[0].Text== "The R-Squared rises") indLogic = IndicatorLogic_The_indicator_rises; else if(ListParam[0].Text=="The R-Squared falls") indLogic = IndicatorLogic_The_indicator_falls; else if(ListParam[0].Text== "The R-Squared is higher than the Level line") indLogic = IndicatorLogic_The_indicator_is_higher_than_the_level_line; else if(ListParam[0].Text== "The R-Squared is lower than the Level line") indLogic = IndicatorLogic_The_indicator_is_lower_than_the_level_line; else if(ListParam[0].Text== "The R-Squared crosses the Level line upward") indLogic = IndicatorLogic_The_indicator_crosses_the_level_line_upward; else if(ListParam[0].Text=="The R-Squared crosses the Level line downward") indLogic = IndicatorLogic_The_indicator_crosses_the_level_line_downward; else if(ListParam[0].Text=="The R-Squared changes its direction upward") indLogic = IndicatorLogic_The_indicator_changes_its_direction_upward; else if(ListParam[0].Text=="The R-Squared changes its direction downward") indLogic = IndicatorLogic_The_indicator_changes_its_direction_downward; NoDirectionOscillatorLogic(iFirstBar, iPrvs, adAvgRR, dLevel, Component[1],indLogic); Component[2] = Component[1]; } //+------------------------------------------------------------------+
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