http://finfile.ru/files/aR0geHs7BVub/R-Squared_v11_zip //+------------------------------------------------------------------+ //| R-Squared_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 indicator_separate_window #property indicator_buffers 2 #property indicator_color1 SkyBlue #property indicator_color2 Tomato #property indicator_width1 2 #property indicator_width2 1 #property indicator_minimum -1 #property indicator_maximum 101 //---- input parameters extern int Price = 0; //Apply to Price(0-Close;1-Open;2-High;3-Low;4-Median price;5-Typical price;6-Weighted Close) extern int Length = 14; //Period of indicator extern int Smooth = 14; //Period of smoothing //---- indicator buffers double RSquared[]; double Smoothed[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(0,RSquared); SetIndexStyle(1,DRAW_LINE); SetIndexBuffer(1,Smoothed); string short_name; //---- indicator line IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)); //---- name for DataWindow and indicator subwindow label short_name="R-Squared("+Length+")"; IndicatorShortName(short_name); SetIndexLabel(0,"R-Squared"); SetIndexLabel(1,"Smoothed"); //---- SetIndexDrawBegin(0,Length+Smooth); SetIndexDrawBegin(1,Length+Smooth); //---- return(0); } //+------------------------------------------------------------------+ //| R-Squared_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++) {RSquared[Bars-i]=0;Smoothed[Bars-i]=0;} double SumX = 0; for(i=0;i<=Length-1;i++) SumX += i+1; double SumX2 = 0; for(i=0;i<=Length-1;i++) SumX2 += (i+1)*(i+1); for(shift=limit;shift>=0;shift--) { double SumY = 0; for(i=0;i<=Length-1;i++) SumY += iMA(NULL,0,1,0,1,Price,i+shift); double SumY2 = 0; for(i=0;i<=Length-1;i++) SumY2 += MathPow(iMA(NULL,0,1,0,1,Price,i+shift),2); double SumXY = 0; for(i=0;i<=Length-1;i++) SumXY += (i+1)*iMA(NULL,0,1,0,1,Price,i+shift); double Q1 = SumXY - SumX*SumY/Length; double Q2 = SumX2 - SumX*SumX/Length; double Q3 = SumY2 - SumY*SumY/Length; if( Q2*Q3 != 0 ) RSquared[shift] = 100*Q1*Q1/(Q2*Q3); else RSquared[shift] = 0; double SumR = 0; for(i=0;i<=Smooth-1;i++) SumR += RSquared[shift+i]; Smoothed[shift]=SumR/Smooth; } //---- return(0); }