Convert mlq4 to .js

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jeshayle singh

• October 27, 2017 13:03

Hi guys I was wondering if anyone could convert this code to .js.

It is in mlq4 used in mt4

It is Moving Linear Regression Line Indicator. Great indicator.

Here is the code below.

Cheers JS.

#property indicator_chart_window

#property indicator_buffers 1
#property indicator_color1 Blue

extern int LRPeriod=13;

double ind_buffer[];

int init()
  {
   IndicatorBuffers(1);
   SetIndexStyle(0,DRAW_LINE,0,1);
   SetIndexBuffer(0,ind_buffer);
   return(0);
  }
 
int start()
  {
   int limit, i;
   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
   for(i=limit; i>=0; i--) {
      ind_buffer[i]=linreg(LRPeriod,i);
   }
   return(0);
  }
//+------------------------------------------------------------------+

double linreg(int p,int i)
   {
   double SumY=0;
   double Sum1=0;
   double Slope=0;
   double c;
   
   for (int x=0; x<=p-1;x++) {
      c=Close[x+i];
      SumY+=c;
      Sum1+=x*c; }
   double SumBars=p*(p-1)*0.5;
   double SumSqrBars=(p-1)*p*(2*p-1)/6;
    double Sum2=SumBars*SumY;
    double Num1=p*Sum1-Sum2;
    double Num2=SumBars*SumBars-p*SumSqrBars;
    if(Num2!=0) Slope=Num1/Num2;
    else Slope=0;
    double Intercept=(SumY-Slope*SumBars)/p;
    double linregval=Intercept+Slope*(p-1);
    return(linregval);
    }

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• 

  jeshayle singh

  • October 28, 2017 08:56

  Or if the Tradovate team could add this indicator to their library it would be great.

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• 

  jeshayle singh

  • October 30, 2017 10:09

  This is the c# code for this indicator

  using cAlgo.API;
  
  namespace cAlgo
  {
      /// <summary>
      /// Linear Regression
      /// </summary>
      [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
      public class LinearRegression : Indicator
      {
          [Parameter()]
          public DataSeries Source { get; set; }
  
          [Parameter(DefaultValue = 14)]
          public int Period { get; set; }
  
          [Output("Main")]
          public IndicatorDataSeries Result { get; set; }
  
          public override void Calculate(int index)
          {
              double sumX = 0, sumY = 0, sumXY = 0, sumXPower = 0;
  
              for (int i = 0; i < Period; i++)
              {
                  sumXPower += i * i;
                  sumX += i;
                  sumY += Source[index - i];
                  sumXY += i * Source[index - i];
              }
  
              Result[index] = (sumXPower * sumY - sumX * sumXY) / (sumXPower * Period - sumX * sumX);
          }
      }
  

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• 

  Tiki Dave

  • May 17, 2018 02:58
  • Edited

  Aloha! Just letting you know that I coded this up and it's available!  It's called the "Tiki Linear Regression Curve" in the code explorer. 

  See this post for more details: https://tradovate.zendesk.com/hc/en-us/community/posts/115009396428-Linear-Regression-Forecast-Indicator

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