//+------------------------------------------------------------------+
//|                                     past regression deviated.mq4 |
//|                Copyright © 2006, tageiger, aka fxid10t@yahoo.com |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, tageiger, aka fxid10t@yahoo.com"
#property link      "http://www.metaquotes.net"

#property indicator_chart_window
#property indicator_buffers 7
#property indicator_color1 Aqua
#property indicator_color2 Aqua
#property indicator_color3 Aqua
#property indicator_color4 Aqua
#property indicator_color5 Aqua
#property indicator_color6 Aqua
#property indicator_color7 Aqua
//---- input parameters

extern int period=0;
/*default 0 means the channel will use the open time from "x" bars back on which ever time period 
the indicator is attached to.  one can change to 1,5,15,30,60...etc to "lock" the start time to a specific 
period, and then view the "locked" channels on a different time period...*/

int BBLsmaPeriode=0;   // bars back regression begins
extern double std.channel.1 = 1;        // 1st channel
extern double std.channel.2 = 2;        // 2nd channel
extern double std.channel.3 = 3;        // 3nd channel
//---- indicator buffers
double mean.Buffer[];
double high.1.Buffer[];
double low.1.Buffer[];
double high.2.Buffer[];
double low.2.Buffer[];
double high.3.Buffer[];
double low.3.Buffer[];

int init()  {
/*---- line shifts when drawing
   SetIndexShift(0,JawsShift);
   SetIndexShift(1,TeethShift);
   SetIndexShift(2,LipsShift);
//---- first positions skipped when drawing*/
   IndicatorBuffers(7);
   SetIndexDrawBegin(0,BBLsmaPeriode);
   SetIndexDrawBegin(1,BBLsmaPeriode);
   SetIndexDrawBegin(2,BBLsmaPeriode);
   SetIndexDrawBegin(3,BBLsmaPeriode);
   SetIndexDrawBegin(4,BBLsmaPeriode);
   SetIndexDrawBegin(5,BBLsmaPeriode);
   SetIndexDrawBegin(6,BBLsmaPeriode);
//---- 3 indicator buffers mapping
   SetIndexBuffer(0,mean.Buffer);
   SetIndexBuffer(1,high.1.Buffer);
   SetIndexBuffer(2,low.1.Buffer);
   SetIndexBuffer(3,high.2.Buffer);
   SetIndexBuffer(4,low.2.Buffer);
   SetIndexBuffer(5,high.3.Buffer);
   SetIndexBuffer(6,low.3.Buffer);
//---- drawing settings
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2); SetIndexArrow(0,158);
   SetIndexStyle(1,DRAW_LINE,STYLE_DOT,1); SetIndexArrow(1,158);
   SetIndexStyle(2,DRAW_LINE,STYLE_DOT,1); SetIndexArrow(2,158);
   SetIndexStyle(3,DRAW_LINE,STYLE_DOT,1); SetIndexArrow(3,158);
   SetIndexStyle(4,DRAW_LINE,STYLE_DOT,1); SetIndexArrow(4,158);
   SetIndexStyle(5,DRAW_LINE,STYLE_DOT,1); SetIndexArrow(5,158);
   SetIndexStyle(6,DRAW_LINE,STYLE_DOT,1); SetIndexArrow(6,158);
//---- index labels
   SetIndexLabel(0,"Mmean");
   SetIndexLabel(1,"M1st Std up");
   SetIndexLabel(2,"M1st Std down");
   SetIndexLabel(3,"M2nd Std up");
   SetIndexLabel(4,"M2nd Std down");
   SetIndexLabel(5,"M3rd Std up");
   SetIndexLabel(6,"M3rd Std down");
   
   //----
   getPeriod();
//---- initialization done
return(0);}
int deinit() {ObjectsDeleteAll(0,OBJ_ARROW);ObjectDelete(period+"m "+BBLsmaPeriode+" TL");}
int start() {
   ObjectDelete(period+"Mm "+BBLsmaPeriode+" MTL");
   int limit;
   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
//---- main loop
   for(int i=0; i<limit; i++) {
//linear regression calculation
      int start.bar=i+BBLsmaPeriode, end.bar=i;
      int n=start.bar-end.bar+1;
//---- calculate price values.. Linear regression calculation
      double value=Close[end.bar];
      double a,b,c;
      double sumy=value;
      double sumx=0.0;
      double sumxy=0.0;
      double sumx2=0.0;
      for(int ii=1; ii<n; ii++)  {
         value=Close[end.bar+ii];
         sumy+=value;
         sumxy+=value*ii;
         sumx+=ii;
         sumx2+=ii*ii; }
      c=sumx2*n-sumx*sumx;
      if(c==0.0) return;
      b=(sumxy*n-sumx*sumy)/c;
      a=(sumy-sumx*b)/n;
      double LR.price.2=a;
      double LR.price.1=a+b*n;
      mean.Buffer[i]=NormalizeDouble(LR.price.2,Digits);
//---- maximal deviation calculation (3rd deviation line)
//+------------------------------------------------------------------+
//      double max.dev=0;
//      double deviation=0;
//      double dvalue=a;
//      for(int i.1=0; i.1<n; i.1++)   {
//         value=Close[end.bar+i.1];
//         dvalue+=b;
//         deviation=MathAbs(value-dvalue);
//         if(max.dev<=deviation) max.dev=deviation; }   
//+------------------------------------------------------------------+         
//Linear regression trendline
      ObjectDelete(period+"Mm "+BBLsmaPeriode+" MTL");
      ObjectCreate(period+"Mm "+BBLsmaPeriode+" MTL",OBJ_TREND,0,Time[start.bar],LR.price.1,Time[end.bar],LR.price.2);
      ObjectSet(period+"Mm "+BBLsmaPeriode+" MTL",OBJPROP_COLOR,EMPTY);
      ObjectSet(period+"Mm "+BBLsmaPeriode+" MTL",OBJPROP_WIDTH,2);
      ObjectSet(period+"Mm "+BBLsmaPeriode+" MTL",OBJPROP_RAY,false);
//...standard deviation...
      double x=0,x.sum=0,x.avg=0,x.sum.squared=0,std.dev=0;
      for(int iii=i; iii<start.bar; iii++)    {
         x=MathAbs(Close[iii]-ObjectGetValueByShift(period+"Mm "+BBLsmaPeriode+" MTL",iii));
         x.sum.squared+=(x*x);   }
         std.dev=MathSqrt(x.sum.squared/((start.bar-end.bar)-1));
      //Print("LR.price.1 ",LR.price.1,"  LR.Price.2 ",LR.price.2," std.dev ",std.dev);

//...standard deviation channels...
high.1.Buffer[i]=mean.Buffer[i]+(std.channel.1*std.dev);
low.1.Buffer[i]=mean.Buffer[i]-(std.channel.1*std.dev);
high.2.Buffer[i]=mean.Buffer[i]+(std.channel.2*std.dev);
low.2.Buffer[i]=mean.Buffer[i]-(std.channel.2*std.dev);
high.3.Buffer[i]=mean.Buffer[i]+(std.channel.3*std.dev);//max.dev;
low.3.Buffer[i]=mean.Buffer[i]-(std.channel.3*std.dev);//max.dev;
}
return(0);}
//+------------------------------------------------------------------+

void getPeriod()
{
   switch(Period()) 
      {
         case 1: 
            BBLsmaPeriode=28800;
            break;
         case 5: 
            BBLsmaPeriode=5760;
            break;
         case 15: 
            BBLsmaPeriode=1920;
            break;
         case 30: 
            BBLsmaPeriode=960;
            break;
         case 60: 
            BBLsmaPeriode=480;
            break;
         case 240: 
            BBLsmaPeriode=120;
            break;
         case 1440: 
            BBLsmaPeriode=20;
            break;
         case 10080: 
            BBLsmaPeriode=4;
            break;
         case 43200: 
            BBLsmaPeriode=1;
            break;
         
      }
 }