//------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-tsd.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 8 #property indicator_plots 5 #property indicator_label1 "Composite RSI" #property indicator_type1 DRAW_FILLING #property indicator_color1 clrDeepSkyBlue,clrSandyBrown #property indicator_label2 "CompositeRSI level up" #property indicator_type2 DRAW_LINE #property indicator_color2 clrDodgerBlue #property indicator_style2 STYLE_DOT #property indicator_label3 "Composite RSI middle level" #property indicator_type3 DRAW_LINE #property indicator_color3 clrSilver #property indicator_style3 STYLE_DOT #property indicator_label4 "Composite RSI level down" #property indicator_type4 DRAW_LINE #property indicator_color4 clrSandyBrown #property indicator_style4 STYLE_DOT #property indicator_label5 "Composite RSI" #property indicator_type5 DRAW_COLOR_LINE #property indicator_color5 clrSilver,clrDeepSkyBlue,clrSandyBrown #property indicator_style5 STYLE_SOLID #property indicator_width5 2 // // // // // 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 enumAveragesType { avgSma, // Simple moving average avgEma, // Exponential moving average avgSmma, // Smoothed MA avgLwma // Linear weighted MA }; input ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame input int RsiPeriod = 14; // Rsi calculation period input int RsiDepth = 10; // Rsi calculation depth input bool RsiFast = false; // Use "fast" claculation input enPrices Price = pr_close; // Price to use input int PriceSmooth = 9; // Price smoothing period input enumAveragesType PriceSmoothMethod = avgLwma; // Price smoothing method input int flLookBack = 25; // Floating levels look back period input double flLevelUp = 90; // Floating levels up level % input double flLevelDown = 10; // Floating levels down level % input bool alertsOn = false; // Turn alerts on? input bool alertsOnCurrent = true; // Alert on current bar? input bool alertsMessage = true; // Display messageas on alerts? input bool alertsSound = false; // Play sound on alerts? input bool alertsEmail = false; // Send email on alerts? input bool alertsNotify = false; // Send push notification on alerts? input bool Interpolate = true; // Interpolate in multi time frame mode? // // // // // double rsi[],fillup[],filldn[],levelup[],levelmi[],leveldn[],colorBuffer[],count[]; ENUM_TIMEFRAMES timeFrame; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { SetIndexBuffer(0,fillup ,INDICATOR_DATA); SetIndexBuffer(1,filldn ,INDICATOR_DATA); SetIndexBuffer(2,levelup ,INDICATOR_DATA); SetIndexBuffer(3,levelmi ,INDICATOR_DATA); SetIndexBuffer(4,leveldn ,INDICATOR_DATA); SetIndexBuffer(5,rsi ,INDICATOR_DATA); SetIndexBuffer(6,colorBuffer,INDICATOR_COLOR_INDEX); SetIndexBuffer(7,count ,INDICATOR_CALCULATIONS); timeFrame = MathMax(_Period,TimeFrame); IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(timeFrame)+" Composite RSI ("+string(RsiPeriod)+","+string(RsiDepth)+","+string(PriceSmooth)+")"); return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // 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 && !IsStopped(); limit--) if (count[limit]==_processed) break; for (i=MathMin(limit,MathMax(prev_calculated-1,0)); i 0 && time[i-n] >= currTime[0]; n++) continue; for(k=1; (i-k)>=0 && k=0; k++) { min = MathMin(rsi[i-k],min); max = MathMax(rsi[i-k],max); } double range = max-min; levelup[i] = min+flLevelUp *range/100.0; leveldn[i] = min+flLevelDown*range/100.0; levelmi[i] = min+0.5*range; fillup[i] = rsi[i]; filldn[i] = MathMin(MathMax(rsi[i],leveldn[i]),levelup[i]); colorBuffer[i] = (i>0 && (rsi[i]>levelup[i] || rsi[i]rsi[i-1]) ? 1 : (rsi[i]0) if (workCompRsi[i][instanceNo+k-1] >= workCompRsi[i][instanceNo+k]) CU += workCompRsi[i][instanceNo+k-1] - workCompRsi[i][instanceNo+k ]; else CD += workCompRsi[i][instanceNo+k ] - workCompRsi[i][instanceNo+k-1]; } double trsi = 0; if (CU + CD != 0) trsi = CU / (CU + CD); return(trsi); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _maInstances 2 #define _maWorkBufferx1 1*_maInstances #define _maWorkBufferx2 2*_maInstances double iCustomMa(int mode, double price, double length, int bars, int r, int instanceNo=0) { switch (mode) { case avgSma : return(iSma(price,(int)length,r,bars,instanceNo)); case avgEma : return(iEma(price,length,r,bars,instanceNo)); case avgSmma : return(iSmma(price,(int)length,r,bars,instanceNo)); case avgLwma : return(iLwma(price,(int)length,r,bars,instanceNo)); default : return(price); } } // // // // // double workSma[][_maWorkBufferx2]; double iSma(double price, int period, int r, int _bars, int instanceNo=0) { if (period<=1) return(price); if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); instanceNo *= 2; int k; // // // // // workSma[r][instanceNo+0] = price; workSma[r][instanceNo+1] = price; for(k=1; k=0; k++) workSma[r][instanceNo+1] += workSma[r-k][instanceNo+0]; workSma[r][instanceNo+1] /= 1.0*k; return(workSma[r][instanceNo+1]); } // // // // // double workEma[][_maWorkBufferx1]; double iEma(double price, double period, int r, int _bars, int instanceNo=0) { if (period<=1) return(price); if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars); // // // // // workEma[r][instanceNo] = price; double alpha = 2.0 / (1.0+period); if (r>0) workEma[r][instanceNo] = workEma[r-1][instanceNo]+alpha*(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 (period<=1) return(price); if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars); // // // // // if (r=0; k++) { double weight = period-k; sumw += weight; sum += weight*workLwma[r-k][instanceNo]; } return(sum/sumw); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void manageAlerts(const datetime& time[], double& trend[], int bars) { if (!alertsOn) return; int whichBar = bars-1; if (!alertsOnCurrent) whichBar = bars-2; datetime time1 = time[whichBar]; if (trend[whichBar] != trend[whichBar-1]) { if (trend[whichBar] == 1) doAlert(time1,"up"); if (trend[whichBar] == 2) doAlert(time1,"down"); } } // // // // // void doAlert(datetime forTime, string doWhat) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != doWhat || previousTime != forTime) { previousAlert = doWhat; previousTime = forTime; // // // // // message = timeFrameToString(_Period)+" "+_Symbol+" at "+TimeToString(TimeLocal(),TIME_SECONDS)+" composite RSI state changed to "+doWhat; if (alertsMessage) Alert(message); if (alertsEmail) SendMail(_Symbol+" composite RSI",message); if (alertsNotify) SendNotification(message); if (alertsSound) PlaySound("alert2.wav"); } } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // double workHa[][4]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int _tbars, int instanceNo=0) { if (tprice>=pr_haclose) { if (ArrayRange(workHa,0)!= _tbars) ArrayResize(workHa,_tbars); instanceNo*=4; // // // // // 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) start = foundAt; else break; } string indicatorName = StringSubstr(progPath,start+1); indicatorName = StringSubstr(indicatorName,0,StringLen(indicatorName)-4); return(indicatorName); } // // // // // int _tfsPer[]={PERIOD_M1,PERIOD_M2,PERIOD_M3,PERIOD_M4,PERIOD_M5,PERIOD_M6,PERIOD_M10,PERIOD_M12,PERIOD_M15,PERIOD_M20,PERIOD_M30,PERIOD_H1,PERIOD_H2,PERIOD_H3,PERIOD_H4,PERIOD_H6,PERIOD_H8,PERIOD_H12,PERIOD_D1,PERIOD_W1,PERIOD_MN1}; string _tfsStr[]={"1 minute","2 minutes","3 minutes","4 minutes","5 minutes","6 minutes","10 minutes","12 minutes","15 minutes","20 minutes","30 minutes","1 hour","2 hours","3 hours","4 hours","6 hours","8 hours","12 hours","daily","weekly","monthly"}; string timeFrameToString(int period) { if (period==PERIOD_CURRENT) period = _Period; int i; for(i=0;i