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/*==========================================================================*/
//
// PRC - Polynomial Regression Channel
//
// 20110329 - written by aslan
// 20100330 - added redraw option
//

SCSFExport scsf_PolynomialRegressionChannel(SCStudyInterfaceRef sc)
{
SCInputRef Input_PolyDegree = sc.Input[0];
SCInputRef Input_Period = sc.Input[1];
SCInputRef Input_StdDev1 = sc.Input[2];
SCInputRef Input_StdDev2 = sc.Input[3];
SCInputRef Input_Redraw = sc.Input[4];

SCSubgraphRef Subgraph_Fx = sc.Subgraph[0];
SCSubgraphRef Subgraph_Upper2 = sc.Subgraph[1];
SCSubgraphRef Subgraph_Upper1 = sc.Subgraph[2];
SCSubgraphRef Subgraph_Lower1 = sc.Subgraph[3];
SCSubgraphRef Subgraph_Lower2 = sc.Subgraph[4];

if (sc.SetDefaults)
{
sc.GraphName = "Polynomial Regression Channel";
sc.StudyDescription = "Polynomial Regression Channel";

Input_PolyDegree.Name = "Polynomial Degree (1-4)";
Input_PolyDegree.SetInt(3);
Input_PolyDegree.SetIntLimits(1, 4);

Input_Period.Name = "PRC Period";
Input_Period.SetInt(150);
Input_Period.SetIntLimits(1, 10000);

Input_StdDev1.Name = "Standard Deviation Level 1";
Input_StdDev1.SetFloat(1.618f);
Input_StdDev1.SetFloatLimits(0, 1000);

Input_StdDev2.Name = "Standard Deviation Level 2";
Input_StdDev2.SetFloat(2.0);
Input_StdDev2.SetFloatLimits(0, 1000);

Input_Redraw.Name = "Use Redraw";
Input_Redraw.SetYesNo(1);

Subgraph_Fx.Name = "Mid";
Subgraph_Fx.DrawZeros = false;
Subgraph_Fx.DrawStyle = DRAWSTYLE_LINE;
Subgraph_Fx.LineWidth = 1;
Subgraph_Fx.LineStyle = LINESTYLE_DOT;
Subgraph_Fx.PrimaryColor = COLOR_GRAY;

Subgraph_Upper2.Name = "Upper 2";
Subgraph_Upper2.DrawZeros = false;
Subgraph_Upper2.DrawStyle = DRAWSTYLE_TRANSPARENT_FILL_TOP;
Subgraph_Upper2.PrimaryColor = COLOR_RED;

Subgraph_Upper1.Name = "Upper 1";
Subgraph_Upper1.DrawZeros = false;
Subgraph_Upper1.DrawStyle = DRAWSTYLE_TRANSPARENT_FILL_BOTTOM;
Subgraph_Upper1.PrimaryColor = COLOR_RED;

Subgraph_Lower1.Name = "Lower 1";
Subgraph_Lower1.DrawZeros = false;
Subgraph_Lower1.DrawStyle = DRAWSTYLE_TRANSPARENT_FILL_TOP;
Subgraph_Lower1.PrimaryColor = COLOR_BLUE;

Subgraph_Lower2.Name = "Lower 2";
Subgraph_Lower2.DrawZeros = false;
Subgraph_Lower2.DrawStyle = DRAWSTYLE_TRANSPARENT_FILL_BOTTOM;
Subgraph_Lower2.PrimaryColor = COLOR_BLUE;

sc.AutoLoop = true;
sc.DrawZeros = false;
sc.GraphRegion = 0;

sc.GlobalDisplayStudySubgraphsNameAndValue = 0;
sc.DisplayStudyName = 0;
sc.DisplayStudyInputValues = 0;

return;
}


struct s_PRCData
{
double ai[10][10];
double b[10];
double x[10];
double sx[20];
};


int& lastIndex = sc.GetPersistentInt(1);
int& nn = sc.GetPersistentInt(2);
s_PRCData *p_PRCMemory = (s_PRCData *) sc.GetPersistentPointer(1);

if (sc.LastCallToFunction)
{
// This study is being removed from the chart or the chart is being closed - cleanup
if (p_PRCMemory != 0)
{
sc.FreeMemory(p_PRCMemory);
p_PRCMemory = 0;
sc.SetPersistentPointer(1, p_PRCMemory);
}

return;
}

if (sc.Index == 0)
{
lastIndex = -1;
sc.ValueFormat = sc.BaseGraphValueFormat;

if (p_PRCMemory != 0)
sc.FreeMemory(p_PRCMemory);

p_PRCMemory = (s_PRCData*)sc.AllocateMemory(sizeof(s_PRCData));

sc.SetPersistentPointer(1,p_PRCMemory);

if (p_PRCMemory == 0)
return;


// set up static vars
s_PRCData& PRCData = *p_PRCMemory;

nn = Input_PolyDegree.GetInt() + 1;

//----------------------sx------------
PRCData.sx[1] = Input_Period.GetInt() + 1;
for(int i=1;i<=nn*2-2;i++) {
double sum = 0.0;
for(int n=0;n<=Input_Period.GetInt();n++) {
sum+=pow(static_cast<double>(n),i);
}
PRCData.sx[i+1]=sum;
}
}

// make sure we have enough bars to start
if (sc.Index < Input_Period.GetInt())
return;

// erase old data on new bar
if (sc.Index != lastIndex)
{
lastIndex = sc.Index;
if (Input_Redraw.GetYesNo())
{
Subgraph_Fx[sc.Index-Input_Period.GetInt()-1] = 0;
Subgraph_Upper2[sc.Index-Input_Period.GetInt()-1] = 0;
Subgraph_Upper1[sc.Index-Input_Period.GetInt()-1] = 0;
Subgraph_Lower1[sc.Index-Input_Period.GetInt()-1] = 0;
Subgraph_Lower2[sc.Index-Input_Period.GetInt()-1] = 0;
}
}

// now lets do the real work
if (p_PRCMemory == 0)
return;

s_PRCData& PRCData = *p_PRCMemory;

//----------------------syx-----------
for(int i=1;i<=nn;i++) {
double sum=0.0;
for(int n=0;n<=Input_Period.GetInt();n++) {
if(i==1) sum+=sc.Close[sc.Index-n];
else sum+=sc.Close[sc.Index-n]*pow(static_cast<double>(n),i-1);
}
PRCData.b[i]=sum;
}
//===============Matrix===============
for(int j=1;j<=nn;j++) {
for(int i=1; i<=nn; i++) {
int k=i+j-1;
PRCData.ai[i][j]=PRCData.sx[k]; // reset ai matrix
}
}
//===============Gauss================
for(int k=1; k<=nn-1; k++) {
int l=0;
double m=0.0;
for(int i=k; i<=nn; i++) {
if(abs(PRCData.ai[i][k])>m) {
m=abs(PRCData.ai[i][k]);
l=i;
}
}
if(l==0) return;
if (l!=k) {
double tt = 0.0;
for(int j=1; j<=nn; j++) {
tt=PRCData.ai[k][j];
PRCData.ai[k][j]=PRCData.ai[l][j];
PRCData.ai[l][j]=tt;
}
tt=PRCData.b[k];
PRCData.b[k]=PRCData.b[l];
PRCData.b[l]=tt;
}
for(int i=k+1;i<=nn;i++) {
double qq=PRCData.ai[i][k]/PRCData.ai[k][k];
for(int j=1;j<=nn;j++) {
if(j==k) PRCData.ai[i][j]=0;
else PRCData.ai[i][j]=PRCData.ai[i][j]-qq*PRCData.ai[k][j];
}
PRCData.b[i]=PRCData.b[i]-qq*PRCData.b[k];
}
}
PRCData.x[nn]=PRCData.b[nn]/PRCData.ai[nn][nn];
for(int i=nn-1;i>=1;i--) {
double tt=0.0;
for(int j=1;j<=nn-i;j++) {
tt=tt+PRCData.ai[i][i+j]*PRCData.x[i+j];
PRCData.x[i]=(1/PRCData.ai[i][i])*(PRCData.b[i]-tt);
}
}
//====================================
for(int n=0;n<=Input_Period.GetInt();n++) {
double sum=0.0;
for(int k=1;k<=Input_PolyDegree.GetInt();k++) {
sum+=PRCData.x[k+1]*pow(static_cast<double>(n),k);
}
if (n==0 || Input_Redraw.GetYesNo())
Subgraph_Fx[sc.Index-n] = static_cast<float>(PRCData.x[1]+sum);
}
//-------------------Std--------------
double sq=0.0, sq1=0.0, sq2=0.0;
for(int n=0;n<=Input_Period.GetInt();n++) {
sq+=pow(sc.Close[sc.Index-n]-Subgraph_Fx[sc.Index-n],2);
}
sq=sqrt(sq/(Input_Period.GetInt()+1));
sq1=sq*Input_StdDev1.GetFloat();
sq2=sq*Input_StdDev2.GetFloat();

for(int n=0;n<=Input_Period.GetInt();n++) {
if (n==0 || Input_Redraw.GetYesNo())
{
Subgraph_Upper1[sc.Index-n] = static_cast<float>(Subgraph_Fx[sc.Index-n]+sq1);
Subgraph_Lower1[sc.Index-n] = static_cast<float>(Subgraph_Fx[sc.Index-n]-sq1);
Subgraph_Upper2[sc.Index-n] = static_cast<float>(Subgraph_Fx[sc.Index-n]+sq2);
Subgraph_Lower2[sc.Index-n] = static_cast<float>(Subgraph_Fx[sc.Index-n]-sq2);
}
}
}