//------------------------------------------------------------------ #property copyright "mladen" #property link "mladenfx@gmail.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 5 #property indicator_color1 Green #property indicator_color2 DarkOrange #property indicator_color3 LimeGreen #property indicator_color4 Orange #property indicator_color5 Orange #property indicator_width1 2 #property indicator_width2 2 #property indicator_width3 2 #property indicator_width4 2 #property indicator_width5 2 // // // // // extern string TimeFrame = "Current time frame"; extern int Length = 14; extern int Price = PRICE_CLOSE; extern double T3Length = 5; extern double T3Hot = 0.618; extern bool T3Original = false; extern double HighLowStep = 0.5; // // // // // double rsi[]; double rsiDa[]; double rsiDb[]; double slope[]; double max[]; double min[]; // // // // // string indicatorFileName; int timeFrame; bool returnBars; bool calculateValue; //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // int init() { IndicatorBuffers(6); SetIndexBuffer(0,max); SetIndexEmptyValue(0,0); SetIndexBuffer(1,min); SetIndexBuffer(2,rsi); SetIndexBuffer(3,rsiDa); SetIndexBuffer(4,rsiDb); SetIndexBuffer(5,slope); // // // // // indicatorFileName = WindowExpertName(); calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) return(0); returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0); timeFrame = stringToTimeFrame(TimeFrame); // // // // // IndicatorShortName(timeFrameToString(timeFrame)+" T3 smothed RSI ("+Length+")"); return(0); } // // // // // int deinit() { return(0); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // 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) { max[0] = limit+1; return(0); } // // // // // if (calculateValue || timeFrame==Period()) { if (slope[limit]==-1) CleanPoint(limit,rsiDa,rsiDb); for(i=limit, r=Bars-i-1; i>=0; i--, r++) { rsi[i] = iT3(iRSI(NULL,0,Length,Price,i),T3Length,T3Hot,T3Original,i); max[i] = MathMax(rsi[i],max[i+1]-HighLowStep); min[i] = MathMin(rsi[i],min[i+1]+HighLowStep); // // // // // rsiDa[i] = EMPTY_VALUE; rsiDb[i] = EMPTY_VALUE; slope[i] = slope[i+1]; if (rsi[i]>rsi[i+1]) slope[i] = 1; if (rsi[i]=0; i--) { int y = iBarShift(NULL,timeFrame,Time[i]); min[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Length,Price,T3Length,T3Hot,T3Original,HighLowStep,0,y); max[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Length,Price,T3Length,T3Hot,T3Original,HighLowStep,1,y); rsi[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Length,Price,T3Length,T3Hot,T3Original,HighLowStep,2,y); slope[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",Length,Price,T3Length,T3Hot,T3Original,HighLowStep,5,y); rsiDa[i] = EMPTY_VALUE; rsiDb[i] = EMPTY_VALUE; if (slope[i]==-1) PlotPoint(i,rsiDa,rsiDb,rsi); } return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // double workT3[][6]; double workT3Coeffs[][6]; #define _period 0 #define _c1 1 #define _c2 2 #define _c3 3 #define _c4 4 #define _alpha 5 // // // // // double iT3(double price, double period, double hot, bool original, int i, int instanceNo=0) { if (ArrayRange(workT3,0) != Bars) ArrayResize(workT3,Bars); if (ArrayRange(workT3Coeffs,0) < (instanceNo+1)) ArrayResize(workT3Coeffs,instanceNo+1); if (workT3Coeffs[instanceNo][_period] != period) { workT3Coeffs[instanceNo][_period] = period; double a = hot; workT3Coeffs[instanceNo][_c1] = -a*a*a; workT3Coeffs[instanceNo][_c2] = 3*a*a+3*a*a*a; workT3Coeffs[instanceNo][_c3] = -6*a*a-3*a-3*a*a*a; workT3Coeffs[instanceNo][_c4] = 1+3*a+a*a*a+3*a*a; if (original) workT3Coeffs[instanceNo][_alpha] = 2.0/(1.0 + period); else workT3Coeffs[instanceNo][_alpha] = 2.0/(2.0 + (period-1.0)/2.0); } // // // // // int buffer = instanceNo*6; int r = Bars-i-1; if (r == 0) { workT3[r][0+buffer] = price; workT3[r][1+buffer] = price; workT3[r][2+buffer] = price; workT3[r][3+buffer] = price; workT3[r][4+buffer] = price; workT3[r][5+buffer] = price; } else { workT3[r][0+buffer] = workT3[r-1][0+buffer]+workT3Coeffs[instanceNo][_alpha]*(price -workT3[r-1][0+buffer]); workT3[r][1+buffer] = workT3[r-1][1+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][0+buffer]-workT3[r-1][1+buffer]); workT3[r][2+buffer] = workT3[r-1][2+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][1+buffer]-workT3[r-1][2+buffer]); workT3[r][3+buffer] = workT3[r-1][3+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][2+buffer]-workT3[r-1][3+buffer]); workT3[r][4+buffer] = workT3[r-1][4+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][3+buffer]-workT3[r-1][4+buffer]); workT3[r][5+buffer] = workT3[r-1][5+buffer]+workT3Coeffs[instanceNo][_alpha]*(workT3[r][4+buffer]-workT3[r-1][5+buffer]); } // // // // // return(workT3Coeffs[instanceNo][_c1]*workT3[r][5+buffer] + workT3Coeffs[instanceNo][_c2]*workT3[r][4+buffer] + workT3Coeffs[instanceNo][_c3]*workT3[r][3+buffer] + workT3Coeffs[instanceNo][_c4]*workT3[r][2+buffer]); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void CleanPoint(int i,double& first[],double& second[]) { if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE)) second[i+1] = EMPTY_VALUE; else if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE)) first[i+1] = EMPTY_VALUE; } // // // // // void PlotPoint(int i,double& first[],double& second[],double& from[]) { if (first[i+1] == EMPTY_VALUE) { if (first[i+2] == EMPTY_VALUE) { first[i] = from[i]; first[i+1] = from[i+1]; second[i] = EMPTY_VALUE; } else { second[i] = from[i]; second[i+1] = from[i+1]; first[i] = EMPTY_VALUE; } } else { first[i] = from[i]; second[i] = EMPTY_VALUE; } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // 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 tchar = StringGetChar(s, length); if((tchar > 96 && tchar < 123) || (tchar > 223 && tchar < 256)) s = StringSetChar(s, length, tchar - 32); else if(tchar > -33 && tchar < 0) s = StringSetChar(s, length, tchar + 224); } return(s); }