//------------------------------------------------------------------ #property copyright "www.forex-station.com" #property link "www.forex-station.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 7 #property indicator_color1 C'0,204,0' #property indicator_color2 C'214,0,0' #property indicator_color3 clrGray #property indicator_color4 clrBlue #property indicator_color5 clrSienna #property indicator_color6 clrRed #property indicator_color7 clrOrange #property indicator_width4 2 #property indicator_width5 2 #property indicator_width6 3 #property indicator_width7 2 #property indicator_style1 STYLE_DOT #property indicator_style2 STYLE_DOT #property indicator_style3 STYLE_DOT #property strict // // // enum enMaTypes { ma_sma, // Simple moving average ma_ema, // Exponential moving average ma_smma, // Smoothed moving average ma_lwma, // Linear weighted moving average ma_linr // Least squares moving average }; // // extern ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame extern string note1 = ".........First RSI settings........."; input int RSIPeriod1 = 6; // RSI period input int MAPeriod1 = 6; // Signal period input enMaTypes MAType1 = ma_lwma; // Signal type input ENUM_APPLIED_PRICE MAPrice1 = PRICE_CLOSE; // RSI price to use extern bool Showrsi1 = true; // First RSI visible? extern bool Showsignal = true; // First Signal visible? extern string note2 = ".........Second RSI settings........."; input int RSIPeriod2 = 13; // RSI period input int MAPeriod2 = 13; // Signal period input enMaTypes MAType2 = ma_lwma; // Signal type input ENUM_APPLIED_PRICE MAPrice2 = PRICE_CLOSE; // RSI price to use extern bool Showrsi2 = true; // Second RSI visible? extern bool Showsigna2 = true; // Second Signal visible? extern string note3 = ".........Levels settings........."; extern double OverSold = 70; // Oversold level extern double OverBought = 30; // Overbought level extern bool ShowLevels = true; // Levels are visible? input bool Interpolate = true; // Interpolate in multi time frame mode on/off? double rsi1[],rsi2[],signal1[],signal2[],levelu[],leveld[],mid[],count[]; string indicatorFileName; #define _mtfCall(_buff,_ind) iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,note1,RSIPeriod1,MAPeriod1,MAType1,MAPrice1,Showrsi1,Showsignal,note2,RSIPeriod2,MAPeriod2,MAType2,MAPrice2,Showrsi2,Showsigna2,note3,OverSold,OverBought,ShowLevels,_buff,_ind) //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { IndicatorBuffers(8); SetIndexBuffer(0,levelu); SetIndexStyle(0,ShowLevels ? DRAW_LINE : DRAW_NONE); SetIndexBuffer(1,leveld); SetIndexStyle(1,ShowLevels ? DRAW_LINE : DRAW_NONE); SetIndexBuffer(2,mid); SetIndexStyle(2,ShowLevels ? DRAW_LINE : DRAW_NONE); SetIndexBuffer(3,rsi1, INDICATOR_DATA); SetIndexStyle(3,Showrsi1 ? DRAW_LINE : DRAW_NONE); SetIndexBuffer(4,signal1, INDICATOR_DATA); SetIndexStyle(4,Showsignal ? DRAW_LINE : DRAW_NONE); SetIndexBuffer(5,rsi2, INDICATOR_DATA); SetIndexStyle(5,Showrsi2 ? DRAW_LINE : DRAW_NONE); SetIndexBuffer(6,signal2, INDICATOR_DATA); SetIndexStyle(6,Showsigna2 ? DRAW_LINE : DRAW_NONE); SetIndexBuffer(7,count); indicatorFileName = WindowExpertName(); TimeFrame = fmax(TimeFrame,_Period); IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(TimeFrame)+" RSI ("+(string)RSIPeriod1+","+(string)RSIPeriod2+")"); return(INIT_SUCCEEDED); } void OnDeinit(const int reason){ } // // // 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[]) { int i,limit=fmin(rates_total-prev_calculated+1,rates_total-1); count[0] = limit; if (TimeFrame!=_Period) { limit = (int)fmax(limit,fmin(rates_total-1,_mtfCall(7,0)*TimeFrame/_Period)); for (i=limit;i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,time[i]); levelu[i] = _mtfCall(0,y); leveld[i] = _mtfCall(1,y); mid[i] = _mtfCall(2,y); rsi1[i] = _mtfCall(3,y); signal1[i] = _mtfCall(4,y); rsi2[i] = _mtfCall(5,y); signal2[i] = _mtfCall(6,y); // // // if (!Interpolate || (i>0 && y==iBarShift(NULL,TimeFrame,time[i-1]))) continue; // // // #define _interpolate(buff) buff[i+k] = buff[i]+(buff[i+n]-buff[i])*k/n int n,k; datetime dtime = iTime(NULL,TimeFrame,y); for(n = 1; (i+n)= dtime; n++) continue; for(k = 1; k=0; i--) { rsi1[i] = iRsi(iMA(NULL,0,1,0,MODE_SMA,MAPrice1,i), RSIPeriod1,i,0); signal1[i] = iCustomMa(MAType1,rsi1[i],MAPeriod1,i,rates_total,0); rsi2[i] = iRsi(iMA(NULL,0,1,0,MODE_SMA,MAPrice2,i), RSIPeriod2,i,1); signal2[i] = iCustomMa(MAType2,rsi2[i],MAPeriod2,i,rates_total,1); levelu[i] = OverSold; leveld[i] = OverBought; mid[i] = 50; } return(rates_total); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // string getAvgName(int method) { switch(method) { case ma_ema: return("EMA"); case ma_linr: return("LSMA"); case ma_lwma: return("LWMA"); case ma_sma: return("SMA"); case ma_smma: return("SMMA"); } return(""); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // #define _rsiInstances 2 #define _rsiWorkBufferx3 3*_rsiInstances ////////////////////////////// double workRsi[][_rsiWorkBufferx3]; #define _price 0 #define _change 1 #define _changa 2 double iRsi(double price, double period, int i, int instanceNo=0) { if (ArrayRange(workRsi,0)!=Bars) ArrayResize(workRsi,Bars); int z = instanceNo*3; int r = Bars-i-1; // // // // // workRsi[r][z+_price] = price; double alpha = 1.0/period; if (r=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]); } if (workRsi[r][z+_changa] != 0) return(50.0*(workRsi[r][z+_change]/workRsi[r][z+_changa]+1)); else return(50.0); } //////////////////////// // // // #define _maInstances 2 #define _maWorkBufferx1 1*_maInstances double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0) { r = bars-r-1; switch (mode) { case ma_sma : return(iSma(price,(int)ceil(length),r,bars,instanceNo)); case ma_ema : return(iEma(price,length,r,bars,instanceNo)); case ma_smma : return(iSmma(price,(int)ceil(length),r,bars,instanceNo)); case ma_lwma : return(iLwma(price,(int)ceil(length),r,bars,instanceNo)); case ma_linr : return(iLinr(price,(int)ceil(length),r,bars,instanceNo)); default : return(price); } } // // // // // double workSma[][_maWorkBufferx1]; double iSma(double price, int period, int r, int _bars, int instanceNo=0) { if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); workSma[r][instanceNo+0] = price; double avg = price; int k=1; for(; k=0; k++) avg += workSma[r-k][instanceNo+0]; return(avg/(double)k); } // // // // // 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); } // // // // // double workLinr[][_maWorkBufferx1]; double iLinr(double price, int period, int r, int bars, int instanceNo=0) { if (ArrayRange(workLinr,0)!= bars) ArrayResize(workLinr,bars); // // // // // period = fmax(period,1); workLinr[r][instanceNo] = price; if (r=0; k++) { double weight = period-k; lwmw += weight; lwma += weight*workLinr[r-k][instanceNo]; sma += workLinr[r-k][instanceNo]; } return(3.0*lwma/lwmw-2.0*sma/period); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); }