//+------------------------------------------------------------------+

//|
LinearRegSlope_v1.mq4 |
//|
Copyright 2006, TrendLaboratory |
//|
http://finance.groups.yahoo.com/group/TrendLaboratory |
//|
E-mail: igorad2003@yahoo.co.uk |
//+------------------------------------------------------------------+
#property copyright "Copyright 2006, TrendLaboratory"
#property link
"http://finance.groups.yahoo.com/group/TrendLaboratory"
#property
#property
#property
#property

indicator_separate_window
indicator_buffers 1
indicator_color1 SkyBlue
indicator_width1 2

//---- input parameters

extern int
Price
= 0; //Apply to Price(0-Close;1-Open;2-High;3-Lo
w;4-Median price;5-Typical price;6-Weighted Close)
extern int
Length
= 14; //Period of NonLagMA
//---- indicator buffers
double RegSlope[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function
|
//+------------------------------------------------------------------+
int init()
{
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,RegSlope);
string short_name;
//---- indicator line
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
//---- name for DataWindow and indicator subwindow label
short_name="LinearRegSlope("+Length+")";
IndicatorShortName(short_name);
SetIndexLabel(0,"LinearRegSlope");
//---SetIndexDrawBegin(0,Length);
//---return(0);
}
//+------------------------------------------------------------------+
//| LinearRegSlope_v1
//+------------------------------------------------------------------+
int start()
{
int
i,shift, counted_bars=IndicatorCounted(),limit;
double price;
if ( counted_bars > 0 ) limit=Bars-counted_bars;
if ( counted_bars < 0 ) return(0);
if ( counted_bars ==0 ) limit=Bars-Length-1;
if ( counted_bars < 1 )
for(i=1;i<Length;i++) RegSlope[Bars-i]=0;

double SumBars = Length * (Length - 1) * 0.5;

double SumSqrBars = (Length - 1.0) * Length * (2.0 * Length - 1.0) / 6.0;

for(shift=limit;shift>=0;shift--)
{
double Sum1 = 0;
for(i=0;i<=Length-1;i++) Sum1 += i*iMA(NULL,0,1,0,1,Price,i+shift);
double SumY = 0;
for(i=0;i<=Length-1;i++) SumY += iMA(NULL,0,1,0,1,Price,i+shift);
double Sum2 = SumBars * SumY;
double Num1 = Length * Sum1 - Sum2;
double Num2 = SumBars * SumBars - Length * SumSqrBars;
if( Num2 != 0 )
RegSlope[shift] = 100*Num1/Num2;
else
RegSlope[shift] = 0;
}
//---return(0);
}