//------------------------------------------------------------------ #property copyright "mladen" #property link "mladenfx@gmail.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 6 #property indicator_color1 LimeGreen #property indicator_color2 DarkGreen #property indicator_color3 Red #property indicator_color4 Maroon #property indicator_color5 DodgerBlue #property indicator_color6 Gold #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 #property indicator_width4 2 #property indicator_width5 2 #property indicator_width6 2 #property indicator_level1 0 #property indicator_levelcolor DarkGray // // // // // extern string TimeFrame = "Current time frame"; extern int Length = 12; extern int Price = PRICE_CLOSE; extern int SignalPeriod = 6; extern int SignalMaMethod = MODE_LWMA; extern double multiplier = 2; extern double levelOb = 20.0; extern double levelOs = -20.0; // // // // // double rsxhuu[]; double rsxhud[]; double rsxhdd[]; double rsxhdu[]; double rsx[]; double rsxMa[]; double diff[]; double slope[]; string indicatorFileName; bool returnBars; bool calculateValue; int timeFrame; //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // int init() { IndicatorBuffers(8); SetIndexBuffer(0,rsxhuu); SetIndexStyle(0, DRAW_HISTOGRAM); SetIndexBuffer(1,rsxhud); SetIndexStyle(1, DRAW_HISTOGRAM); SetIndexBuffer(2,rsxhdd); SetIndexStyle(2, DRAW_HISTOGRAM); SetIndexBuffer(3,rsxhdu); SetIndexStyle(3, DRAW_HISTOGRAM); SetIndexBuffer(4,rsx); SetIndexBuffer(5,rsxMa); SetIndexBuffer(6,diff); SetIndexBuffer(7,slope); // // // // // timeFrame = stringToTimeFrame(TimeFrame); indicatorFileName = WindowExpertName(); returnBars = TimeFrame=="returnBars"; if (returnBars) return(0); calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) return(0); // // // // // SetLevelValue(0,levelOb); SetLevelValue(1,levelOs); SetLevelValue(2,0); IndicatorShortName(timeFrameToString(timeFrame)+" Rsx SigMa Histo ("+Length+","+SignalPeriod+")"); return(0); } int deinit() { return(0); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // double wrkBuffer[][13]; int start() { int i,r,counted_bars=IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; int limit = MathMin(Bars-counted_bars,Bars-1); if (returnBars) { rsx[0] = MathMin(limit+1,Bars-1); return(0); } // // // // // if (calculateValue || timeFrame == Period()) { double Kg = (3.0)/(2.0+Length); double Hg = 1.0-Kg; if (ArrayRange(wrkBuffer,0) != Bars) ArrayResize(wrkBuffer,Bars); for (i=limit, r=Bars-i-1; i>=0; i--, r++) { wrkBuffer[r][12] = iMA(NULL,0,1,0,MODE_SMA,Price,i); if (i==(Bars-1)) { for (int c=0; c<12; c++) wrkBuffer[r][c] = 0; continue; } // // // // // double mom = wrkBuffer[r][12]-wrkBuffer[r-1][12]; double moa = MathAbs(mom); for (int k=0; k<3; k++) { int kk = k*2; wrkBuffer[r][kk+0] = Kg*mom + Hg*wrkBuffer[r-1][kk+0]; wrkBuffer[r][kk+1] = Kg*wrkBuffer[r][kk+0] + Hg*wrkBuffer[r-1][kk+1]; mom = 1.5*wrkBuffer[r][kk+0] - 0.5 * wrkBuffer[r][kk+1]; wrkBuffer[r][kk+6] = Kg*moa + Hg*wrkBuffer[r-1][kk+6]; wrkBuffer[r][kk+7] = Kg*wrkBuffer[r][kk+6] + Hg*wrkBuffer[r-1][kk+7]; moa = 1.5*wrkBuffer[r][kk+6] - 0.5 * wrkBuffer[r][kk+7]; } if (moa != 0) rsx[i] = MathMax(MathMin((mom/moa+1.0)*50.0,100.00),0.00)-50; else rsx[i] = 0; // // // // // } for (i=limit; i>=0; i--) { rsxMa[i] = iMAOnArray(rsx,0,SignalPeriod,0,SignalMaMethod,i); diff[i] = (rsx[i] - rsxMa[i]) * multiplier; rsxhuu[i] = EMPTY_VALUE; rsxhud[i] = EMPTY_VALUE; rsxhdd[i] = EMPTY_VALUE; rsxhdu[i] = EMPTY_VALUE; // // // // // slope[i] = slope[i+1]; if (diff[i] > diff[i+1]) slope[i] = 1; if (diff[i] < diff[i+1]) slope[i] = -1; if (diff[i]>0) if (slope[i]==1) rsxhuu[i] = diff[i]; else rsxhud[i] = diff[i]; if (diff[i]<0) if (slope[i]==1) rsxhdu[i] = diff[i]; else rsxhdd[i] = diff[i]; } return(0); } // // // // // limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period())); for (i=limit; i>=0; i--) { int y = iBarShift(NULL,timeFrame,Time[i]); rsx[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Length,Price,SignalPeriod,SignalMaMethod,multiplier,4,y); rsxMa[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Length,Price,SignalPeriod,SignalMaMethod,multiplier,5,y); diff[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Length,Price,SignalPeriod,SignalMaMethod,multiplier,6,y); rsxhuu[i] = EMPTY_VALUE; rsxhud[i] = EMPTY_VALUE; rsxhdd[i] = EMPTY_VALUE; rsxhdu[i] = EMPTY_VALUE; slope[i] = slope[i+1]; if (diff[i] > diff[i+1]) slope[i] = 1; if (diff[i] < diff[i+1]) slope[i] = -1; if (diff[i]>0) if (slope[i]==1) rsxhuu[i] = diff[i]; else rsxhud[i] = diff[i]; if (diff[i]<0) if (slope[i]==1) rsxhdu[i] = diff[i]; else rsxhdd[i] = diff[i]; } return(0); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; // // // // // int stringToTimeFrame(string tfs) { tfs = stringUpperCase(tfs); for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tfs==sTfTable[i] || tfs==""+iTfTable[i]) return(MathMax(iTfTable[i],Period())); return(Period()); } string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); } // // // // // string stringUpperCase(string str) { string s = str; for (int length=StringLen(str)-1; length>=0; length--) { int char1 = StringGetChar(s, length); if((char1 > 96 && char1 < 123) || (char1 > 223 && char1 < 256)) s = StringSetChar(s, length, char1 - 32); else if(char1 > -33 && char1 < 0) s = StringSetChar(s, length, char1 + 224); } return(s); }