//+------------------------------------------------------------------+
//|                                                    LSMA_Line.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"
//----
#property indicator_chart_window
//---- indicator parameters
extern int    IdNum  =1;
extern int    RPeriod=28;
extern color  LineColor=Red;
extern int    LineWeight  =1;
extern int    PriceVal=0;         // 0 = Close, 1 = Low, 2 = High
extern double StDev=1.618;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//----
   ObjectCreate("Reg_line"+IdNum, OBJ_TREND, 0, 0,0, 0,0);
   ObjectSet("Reg_line"+IdNum, OBJPROP_COLOR, LineColor);
   ObjectSet("Reg_line"+IdNum, OBJPROP_STYLE, STYLE_SOLID);
   ObjectSet("Reg_line"+IdNum, OBJPROP_WIDTH, LineWeight);
   ObjectCreate("Reg_upper" +IdNum, OBJ_TREND, 0, 0,0, 0,0);
   ObjectSet("Reg_upper"+IdNum, OBJPROP_COLOR, LineColor);
   ObjectSet("Reg_upper"+IdNum, OBJPROP_STYLE, STYLE_SOLID);
   ObjectSet("Reg_upper"+IdNum, OBJPROP_WIDTH, LineWeight);
   ObjectCreate("Reg_lower" +IdNum, OBJ_TREND, 0, 0,0, 0,0);
   ObjectSet("Reg_lower"+IdNum, OBJPROP_COLOR, LineColor);
   ObjectSet("Reg_lower"+IdNum, OBJPROP_STYLE, STYLE_SOLID);
   ObjectSet("Reg_lower"+IdNum, OBJPROP_WIDTH, LineWeight);
//----
   Comment("Auto Regression channel");
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
  void deinit() 
  {
   ObjectDelete("Reg_line"+IdNum);
   ObjectDelete("Reg_upper" +IdNum);
   ObjectDelete("Reg_lower" +IdNum);
   Comment("");
  }
//+------------------------------------------------------------------+
//| Regression Line                                                  |
//+------------------------------------------------------------------+
int start()
  {
   double y1,y2, price;
   double a1, a2, a3, b1, a, b;
   double stddiv, tmp_div;
   double x_n_up, x_1_up, x_n_down, x_1_down;
   int shift, n;
//----
   if(Bars<=RPeriod) return(0);
   a1=0;
   a2=0;
   a3=0;
   b1=0;
   a=0;
   b=0;
   y1=0;
   y2=0;
   tmp_div=0;
   n=RPeriod;
   for(shift=RPeriod;shift>0;shift--)
     {
      switch(PriceVal)
        {
         case 0: price=Close[shift];
            break;
         case 1: price=Low[shift];
            break;
         case 2: price=High[shift];
            break;
        }
      a1=a1 + shift*price;
      a2=a2 + shift;
      a3=a3 + price;
      b1=b1 + shift*shift;
     }
   b=(n*a1 - a2*a3)/(n*b1 - a2*a2);
   a=(a3 - b*a2)/n;
   y1=a + b*n;
   y2=a + b;
//----
   ObjectSet("Reg_line"+IdNum, OBJPROP_TIME1, Time[RPeriod]);
   ObjectSet("Reg_line"+IdNum, OBJPROP_TIME2, Time[0]);
   ObjectSet("Reg_line"+IdNum, OBJPROP_PRICE1, y1);
   ObjectSet("Reg_line"+IdNum, OBJPROP_PRICE2, y2);
//----
     for(shift=RPeriod; shift>0; shift--) 
     {
      switch(PriceVal)
        {
         case 0: price=Close[shift];
            break;
         case 1: price=Low[shift];
            break;
         case 2: price=High[shift];
            break;
        }
      tmp_div=tmp_div + (price - (a + b*shift))*(price - (a + b*shift));
     }
   stddiv=MathSqrt(tmp_div/n);
//----
   x_n_up=y1 + StDev*stddiv;
   x_1_up=y2 + StDev*stddiv;
   x_n_down=y1 - StDev*stddiv;
   x_1_down=y2 - StDev*stddiv;
   //upper
   ObjectSet("Reg_upper"+IdNum, OBJPROP_TIME1, Time[RPeriod]);
   ObjectSet("Reg_upper"+IdNum, OBJPROP_TIME2, Time[0]);
   ObjectSet("Reg_upper"+IdNum, OBJPROP_PRICE1, x_n_up);
   ObjectSet("Reg_upper"+IdNum, OBJPROP_PRICE2, x_1_up);
   //lower
   ObjectSet("Reg_lower"+IdNum, OBJPROP_TIME1, Time[RPeriod]);
   ObjectSet("Reg_lower"+IdNum, OBJPROP_TIME2, Time[0]);
   ObjectSet("Reg_lower"+IdNum, OBJPROP_PRICE1, x_n_down);
   ObjectSet("Reg_lower"+IdNum, OBJPROP_PRICE2, x_1_down);
   return(0);
  }
//+------------------------------------------------------------------+