NonLinearRegression.mq4 Transform to Easy Language

 

Code

//+------------------------------------------------------------------+ //| NonLinearRegression.mq4 | //| mladen | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "" #property indicator_chart_window #property indicator_buffers 3 #property indicator_color1 Green #property indicator_color2 Orange #property indicator_color3 Orange #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 // // // // // extern int NLRLength = 20; extern int NLRPrice = PRICE_CLOSE; // // // // // double nlrBuffer[]; double ndaBuffer[]; double ndbBuffer[]; double trnBuffer[]; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int init() { IndicatorBuffers(4); SetIndexBuffer(0,nlrBuffer); SetIndexBuffer(1,ndaBuffer); SetIndexBuffer(2,ndbBuffer); SetIndexBuffer(3,trnBuffer); // // // // // NLRLength = MathMax(MathMin(NLRLength,500),2); return(0); } int deinit() { return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int start() { int counted_bars=IndicatorCounted(); int limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit=MathMin(Bars-counted_bars,Bars-1); // // // // // if (trnBuffer[limit] == -1) CleanPoint(limit,ndaBuffer,ndbBuffer); for(int i=limit; i>=0; i--) { nlrBuffer[i] = NLR(NLRLength, NLRPrice, i, 0); ndaBuffer[i] = EMPTY_VALUE; ndbBuffer[i] = EMPTY_VALUE; trnBuffer[i] = trnBuffer[i+1]; // // // // // if (nlrBuffer[i] > nlrBuffer[i+1]) trnBuffer[i] = 1; if (nlrBuffer[i] < nlrBuffer[i+1]) trnBuffer[i] = -1; if (trnBuffer[i] == -1) PlotPoint(i,ndaBuffer,ndbBuffer,nlrBuffer); } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // double YValue[]; double XValue[]; double XM,YM,XM2; int arraySize=-1; // // // // // void setArrays(int Length) { arraySize = Length; ArrayResize(YValue,Length); ArrayResize(XValue,Length); } // // // // // double NLR(int Length,int AppliedPrice,int shift,int desiredBar) { Length = MathMin(Length,Bars-shift); if (Length<1) return(EMPTY_VALUE); if (arraySize!=Length) setArrays(Length); // // // // // double AvgX = 0.0; double AvgY = 0.0; for(int i=0;i<Length;i++) { XValue[i] = i; YValue[i] = iMA(NULL,0,1,0,MODE_SMA,AppliedPrice,shift+i); AvgX += XValue[i]; AvgY += YValue[i]; } AvgX /= Length; AvgY /= Length; // // // // // double SXX = 0; double SXY = 0; double SYY = 0; double SXX2 = 0; double SX2X2 = 0; double SYX2 = 0; for(i=0;i<Length;i++) { XM = XValue[i] - AvgX; YM = YValue[i] - AvgY; XM2 = XValue[i] * XValue[i] - AvgX*AvgX; SXX += XM*XM; SXY += XM*YM; SYY += YM*YM; SXX2 += XM*XM2; SX2X2 += XM2*XM2; SYX2 += YM*XM2; } // // // // // double tmp; double ACoeff=0; double BCoeff=0; double CCoeff=0; tmp = SXX*SX2X2 - SXX2*SXX2; if (tmp!=0) { BCoeff = ( SXY*SX2X2 - SYX2*SXX2 ) / tmp; CCoeff = ( SXX*SYX2 - SXX2*SXY ) / tmp; } ACoeff = AvgY - BCoeff*AvgX - CCoeff*AvgX*AvgX; tmp = ACoeff + BCoeff*desiredBar + CCoeff*desiredBar*desiredBar; // // // // // return(tmp); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // void CleanPoint(int i,double& first[],double& second[]) { if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE)) second[i+1] = EMPTY_VALUE; else if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE)) first[i+1] = EMPTY_VALUE; } // // // // // void PlotPoint(int i,double& first[],double& second[],double& from[]) { if (first[i+1] == EMPTY_VALUE) { if (first[i+2] == EMPTY_VALUE) { first[i] = from[i]; first[i+1] = from[i+1]; second[i] = EMPTY_VALUE; } else { second[i] = from[i]; second[i+1] = from[i+1]; first[i] = EMPTY_VALUE; } } else { first[i] = from[i]; second[i] = EMPTY_VALUE; } }

I got problem on transform mq4 into algo version.
Error prompt: Array make fail to change old value etc.

How to transform those type of mq4?

Besides, I also want to some extra MA into Algo version.
Such as LWMA, LSMA,

From the above indicator, it only use SMA 20 to make new non-repaint trend
I need further test on others MA method even for HMA etc.

The attached photo show how it work on EURUSD Hour chart.
This is worth to transform into Algo version.

Thank you.