GKYZ-Filtered, Non-Linear Regression MA [Loxx]

Another porting of Loxx's work https://in.tradingview.com/script/OLXmp ... n-MA-Loxx/

Key Adaptations Made

Price Types: Changed from the extensive custom source types in the original to standard ENUM_APPLIED_PRICE types.
Non-Linear Regression: Converted the non-linear regression function from PineScript to MQL, maintaining the mathematical calculations.
GKYZ Volatility: Implemented the volatility calculation using MQL functions for logarithms and powers.
Filter Functionality: I created the Kaufman filter function that works in the same way as the original, but I discarded the AMA and T3 options.
Signal Generation: Implemented the trend change detection and signal display.
Visualization: Set up line color changes based on trend direction, similar to the original.

The indicator will plot a line that changes color based on trend direction, with optional signals displayed as arrows on the chart. The GKYZ filter helps reduce noise in both the price input and the resulting moving average, creating a smoother representation of price movement.