LinearRegression

vector vector::LinearRegression();
 
matrix matrix::LinearRegression(
  ENUM_MATRIX_AXIS  axis=AXIS_NONE      // ось, вдоль которой считаетя регрессия
   );

#include <Graphics\Graphic.mqh>
 
#define GRAPH_WIDTH  750
#define GRAPH_HEIGHT 350
 
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
   vector vector_a;
   vector_a.CopyRates(_Symbol,_Period,COPY_RATES_CLOSE,1,100);
   vector vector_r=vector_a.LinearRegression();
 
//--- switch off chart show
   ChartSetInteger(0,CHART_SHOW,false);
 
//--- arrays for drawing a graph
   double x[];
   double y1[];
   double y2[];
   ArrayResize(x,uint(vector_a.Size()));
   ArrayResize(y1,uint(vector_a.Size()));
   ArrayResize(y2,uint(vector_a.Size()));
   for(ulong i=0; i<vector_a.Size(); i++)
     {
      x[i]=(double)i;
      y1[i]=vector_a[i];
      y2[i]=vector_r[i];
     }
 
//--- graph title
   string title="Linear regression "+_Symbol+","+EnumToString(_Period);
 
   long   chart=0;
   string name="LinearRegression";
 
//--- create graph
   CGraphic graphic;
   graphic.Create(chart,name,0,0,0,GRAPH_WIDTH,GRAPH_HEIGHT);
   graphic.BackgroundMain(title);
   graphic.BackgroundMainSize(12);
   
//--- activation function graph
   CCurve *curvef=graphic.CurveAdd(x,y1,CURVE_POINTS_AND_LINES);
   curvef.Name("vector_a");
   curvef.LinesWidth(2);
   curvef.LinesSmooth(true);
   curvef.LinesSmoothTension(1);
   curvef.LinesSmoothStep(10);
 
//--- derivatives of activation function
   CCurve *curved=graphic.CurveAdd(x,y2,CURVE_LINES);
   curved.Name("vector_r");
   curved.LinesWidth(2);
   curved.LinesSmooth(true);
   curved.LinesSmoothTension(1);
   curved.LinesSmoothStep(10);
   graphic.CurvePlotAll();
   graphic.Update();
 
//--- endless loop to recognize pressed keyboard buttons
   while(!IsStopped())
     {
      //--- press escape button to quit program
      if(TerminalInfoInteger(TERMINAL_KEYSTATE_ESCAPE)!=0)
         break;
      //--- press PdDn to save graph picture
      if(TerminalInfoInteger(TERMINAL_KEYSTATE_PAGEDOWN)!=0)
        {
         string file_names[];
         if(FileSelectDialog("Save Picture",NULL,"All files (*.*)|*.*",FSD_WRITE_FILE,file_names,"LinearRegression.png")<1)
            continue;
         ChartScreenShot(0,file_names[0],GRAPH_WIDTH,GRAPH_HEIGHT);
        }
      Sleep(10);
     }
 
//--- clean up
   graphic.Destroy();
   ObjectDelete(chart,name);
   ChartSetInteger(0,CHART_SHOW,true);
  }