//------------------------------------------------------------------ #property copyright "© mladen, 2016, MetaQuotes Software Corp." #property link "www.forex-tsd.com, www.mql5.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 15 #property indicator_plots 10 #property indicator_label1 "Upper filling" #property indicator_type1 DRAW_FILLING #property indicator_color1 C'221,247,221' #property indicator_label2 "Lower filling" #property indicator_type2 DRAW_FILLING #property indicator_color2 C'253,238,227' #property indicator_label3 "Fibo value 0.236" #property indicator_color3 clrDarkGray #property indicator_type3 DRAW_LINE #property indicator_style3 STYLE_DOT #property indicator_label4 "Fibo value 0.382" #property indicator_color4 clrDarkGray #property indicator_type4 DRAW_LINE #property indicator_style4 STYLE_DOT #property indicator_label5 "Fibo value 0.618" #property indicator_color5 clrDarkGray #property indicator_type5 DRAW_LINE #property indicator_style5 STYLE_DOT #property indicator_label6 "Fibo value 0.764" #property indicator_color6 clrDarkGray #property indicator_type6 DRAW_LINE #property indicator_style6 STYLE_DOT #property indicator_label7 "Fibo value 0.500" #property indicator_color7 clrDarkGray #property indicator_type7 DRAW_LINE #property indicator_label8 "Upper band" #property indicator_type8 DRAW_COLOR_LINE #property indicator_color8 clrSilver,clrLimeGreen,clrSandyBrown #property indicator_width8 2 #property indicator_label9 "Lower band" #property indicator_type9 DRAW_COLOR_LINE #property indicator_color9 clrSilver,clrLimeGreen,clrSandyBrown #property indicator_width9 2 #property indicator_label10 "Rsi" #property indicator_color10 clrSilver,clrLime,C'255,138,197' #property indicator_type10 DRAW_COLOR_LINE #property indicator_width10 4 // // // // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average, // Average (high+low+open+close)/4 pr_medianb, // Average median body (open+close)/2 pr_tbiased, // Trend biased price pr_tbiased2, // Trend biased (extreme) price pr_haclose, // Heiken ashi close pr_haopen , // Heiken ashi open pr_hahigh, // Heiken ashi high pr_halow, // Heiken ashi low pr_hamedian, // Heiken ashi median pr_hatypical, // Heiken ashi typical pr_haweighted, // Heiken ashi weighted pr_haaverage, // Heiken ashi average pr_hamedianb, // Heiken ashi median body pr_hatbiased, // Heiken ashi trend biased price pr_hatbiased2 // Heiken ashi trend biased (extreme) price }; enum enRsiTypes { rsi_cut, // Cuttler's RSI rsi_ehl, // Ehlers' smoothed RSI rsi_har, // Harris' RSI rsi_rap, // Rapid RSI rsi_rsi, // RSI rsi_rsx, // RSX rsi_slo // Slow RSI }; enum enMaTypes { ma_sma, // Simple moving average ma_ema, // Exponential moving average ma_smma, // Smoothed MA ma_lwma // Linear weighted MA }; input int RsiPeriod = 14; // Rsi period input enPrices RsiPrice = pr_close; // Price input enRsiTypes RsiType = rsi_rsi; // Rsi type input int RsiSmooth = 32; // Prices smoothing period (<= 1, no smoothing) input enMaTypes RsiSmoothType = ma_ema; // Prices smoothing method input int HighLowPeriod = 25; // Period for Fibonacci channel // // // // // double bufferUp[],bufferUpc[]; double bufferDn[],bufferDnc[]; double bufferMe[],fupu[],fupd[],fdnd[],fdnu[],lev1[],lev2[],lev3[],lev4[],rsi[],rsic[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { SetIndexBuffer( 0,fupu,INDICATOR_DATA); SetIndexBuffer(1,fupd,INDICATOR_DATA); SetIndexBuffer( 2,fdnu,INDICATOR_DATA); SetIndexBuffer(3,fdnd,INDICATOR_DATA); SetIndexBuffer( 4,lev1 ,INDICATOR_DATA); SetIndexBuffer( 5,lev2 ,INDICATOR_DATA); SetIndexBuffer( 6,lev3 ,INDICATOR_DATA); SetIndexBuffer( 7,lev4 ,INDICATOR_DATA); SetIndexBuffer( 8,bufferMe ,INDICATOR_DATA); SetIndexBuffer( 9,bufferUp ,INDICATOR_DATA); SetIndexBuffer(10,bufferUpc,INDICATOR_COLOR_INDEX); SetIndexBuffer(11,bufferDn ,INDICATOR_DATA); SetIndexBuffer(12,bufferDnc,INDICATOR_COLOR_INDEX); SetIndexBuffer(13,rsi ,INDICATOR_DATA); SetIndexBuffer(14,rsic ,INDICATOR_COLOR_INDEX); for (int i=0; i<7; i++) PlotIndexSetInteger(i,PLOT_SHOW_DATA,false); IndicatorSetString(INDICATOR_SHORTNAME,getRsiName(RsiType)+" ("+(string)RsiPeriod+","+(string)HighLowPeriod+", smoothing : "+(string)RsiSmooth+")"); return(0); } void OnDeinit(const int reason) { return; } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnCalculate (const int rates_total, const int prev_calculated, const datetime& time[], const double& open[], const double& high[], const double& low[], const double& close[], const long& tick_volume[], const long& volume[], const int& spread[]) { if (Bars(_Symbol,_Period)0) ? rsic[i-1] : 0 ; bufferUpc[i] = (i>0) ? (bufferUp[i]>bufferUp[i-1]) ? 1 : (bufferUp[i]0) ? (bufferDn[i]>bufferDn[i-1]) ? 1 : (bufferDn[i]=pr_haclose) { if (ArrayRange(workHa,0)!= _bars) ArrayResize(workHa,_bars); instanceNo*=_pricesSize; // // // // // double haOpen; if (i>0) haOpen = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: if (haClose>haOpen) return(haHigh); if (haCloseopen[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); case pr_tbiased2: if (close[i]>open[i]) return(high[i]); if (close[i]=0; k++) sum += MathAbs(workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]); workRsi[r][z+_change] = (workRsi[r][z+_price]-workRsi[0][z+_price])/MathMax(k,1); workRsi[r][z+_changa] = sum/MathMax(k,1); } else { double change = workRsi[r][z+_price]-workRsi[r-1][z+_price]; workRsi[r][z+_change] = workRsi[r-1][z+_change] + alpha*( change - workRsi[r-1][z+_change]); workRsi[r][z+_changa] = workRsi[r-1][z+_changa] + alpha*(MathAbs(change) - workRsi[r-1][z+_changa]); } return(50.0*(workRsi[r][z+_change]/MathMax(workRsi[r][z+_changa],DBL_MIN)+1)); } // // // // // case rsi_slo : { double up = 0, dn = 0; for(int k=0; k<(int)period && (r-k-1)>=0; k++) { double diff = workRsi[r-k][z+_price]- workRsi[r-k-1][z+_price]; if(diff>0) up += diff; else dn -= diff; } if (r<1) workRsi[r][z+_rsival] = 50; else workRsi[r][z+_rsival] = workRsi[r-1][z+_rsival]+(1/MathMax(period,1))*(100*up/MathMax(up+dn,DBL_MIN)-workRsi[r-1][z+_rsival]); return(workRsi[r][z+_rsival]); } // // // // // case rsi_rap : { double up = 0, dn = 0; for(int k=0; k<(int)period && (r-k-1)>=0; k++) { double diff = workRsi[r-k][z+_price]- workRsi[r-k-1][z+_price]; if(diff>0) up += diff; else dn -= diff; } return(100 * up /MathMax(up + dn,DBL_MIN)); } // // // // // case rsi_ehl : { double up = 0, dn = 0; workRsi[r][z+_prices] = (r>2) ? (workRsi[r][z+_price]+2.*workRsi[r-1][z+_price]+workRsi[r-2][z+_price])/4.0 : price; for(int k=0; k<(int)period && (r-k-1)>=0; k++) { double diff = workRsi[r-k][z+_prices]- workRsi[r-k-1][z+_prices]; if(diff>0) up += diff; else dn -= diff; } return(50*(up-dn)/MathMax(up+dn,DBL_MIN)+50); } // // // // // case rsi_cut : { double sump = 0; double sumn = 0; for (int k=0; k<(int)period && (r-k-1)>=0; k++) { double diff = workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]; if (diff > 0) sump += diff; else sumn -= diff; } workRsi[r][instanceNo+_rsival] = 100.0-100.0/(1.0+sump/MathMax(sumn,DBL_MIN)); return(workRsi[r][instanceNo+_rsival]); } // // // // // case rsi_har : { double avgUp=0,avgDn=0,up=0,dn=0; for(int k=0; k<(int)period && (r-k-1)>=0; k++) { double diff = workRsi[r-k][instanceNo+_price]- workRsi[r-k-1][instanceNo+_price]; if(diff>0) { avgUp += diff; up++; } else { avgDn -= diff; dn++; } } if (up!=0) avgUp /= up; if (dn!=0) avgDn /= dn; workRsi[r][instanceNo+_rsival] = 100-100/(1.0+(avgUp/MathMax(avgDn,DBL_MIN))); return(workRsi[r][instanceNo+_rsival]); } // // // // // case rsi_rsx : { double Kg = (3.0)/(2.0+period), Hg = 1.0-Kg; if (r=0; k++) avg += workSma[r-k][instanceNo+0]; avg /= (double)k; return(avg); } // // // // // double workEma[][_maWorkBufferx1]; double iEma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars); workEma[r][instanceNo] = price; if (r>0 && period>1) workEma[r][instanceNo] = workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]); return(workEma[r][instanceNo]); } // // // // // double workSmma[][_maWorkBufferx1]; double iSmma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars); workSmma[r][instanceNo] = price; if (r>1 && period>1) workSmma[r][instanceNo] = workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period; return(workSmma[r][instanceNo]); } // // // // // double workLwma[][_maWorkBufferx1]; double iLwma(double price, double period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workLwma,0)!= _bars) ArrayResize(workLwma,_bars); workLwma[r][instanceNo] = price; if (period<1) return(price); double sumw = period; double sum = period*price; for(int k=1; k=0; k++) { double weight = period-k; sumw += weight; sum += weight*workLwma[r-k][instanceNo]; } return(sum/sumw); }