//------------------------------------------------------------------
#property copyright   "Copyright 2017, mladen"
#property link        "mladenfx@gmail.com"
#property description "Schaff trend RSI mtf"
#property version     "1.00"
//------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots   1
#property indicator_label1  "Schaff trend RSI value"
#property indicator_type1   DRAW_COLOR_LINE
#property indicator_color1  clrSilver,clrLimeGreen,clrOrange
#property indicator_width1  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 enTimeFrames
  {
   tf_cu  = PERIOD_CURRENT, // Current time frame
   tf_m1  = PERIOD_M1,      // 1 minute
   tf_m2  = PERIOD_M2,      // 2 minutes
   tf_m3  = PERIOD_M3,      // 3 minutes
   tf_m4  = PERIOD_M4,      // 4 minutes
   tf_m5  = PERIOD_M5,      // 5 minutes
   tf_m6  = PERIOD_M6,      // 6 minutes
   tf_m10 = PERIOD_M10,     // 10 minutes
   tf_m12 = PERIOD_M12,     // 12 minutes
   tf_m15 = PERIOD_M15,     // 15 minutes
   tf_m20 = PERIOD_M20,     // 20 minutes
   tf_m30 = PERIOD_M30,     // 30 minutes
   tf_h1  = PERIOD_H1,      // 1 hour
   tf_h2  = PERIOD_H2,      // 2 hours
   tf_h3  = PERIOD_H3,      // 3 hours
   tf_h4  = PERIOD_H4,      // 4 hours
   tf_h6  = PERIOD_H6,      // 6 hours
   tf_h8  = PERIOD_H8,      // 8 hours
   tf_h12 = PERIOD_H12,     // 12 hours
   tf_d1  = PERIOD_D1,      // daily
   tf_w1  = PERIOD_W1,      // weekly
   tf_mn  = PERIOD_MN1,     // monthly
   tf_cp1 = -1,             // Next higher time frame
   tf_cp2 = -2,             // Second higher time frame
   tf_cp3 = -3              // Third higher time frame
  };
// input parameters
input enTimeFrames TimeFrame   = tf_cu;    // Time frame
input int          FastEma     = 23;       // Fast ema period
input int          SlowEma     = 50;       // Slow ema period
input double       RsiPeriod   = 9;        // Rsi period
input enPrices     Price       = pr_close; // Price
input bool         Interpolate = true;     // Interpolate in multi time frame mode?
//--- buffers
double  val[],valc[],count[];
//--- mtf handling stuff
int     _mtfHandle=INVALID_HANDLE; ENUM_TIMEFRAMES timeFrame;
#define _mtfCall iCustom(_Symbol,timeFrame,getIndicatorName(),0,FastEma,SlowEma,RsiPeriod,Price)
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int OnInit()
  {
   SetIndexBuffer(0,val,INDICATOR_DATA);
   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);
   SetIndexBuffer(2,count,INDICATOR_CALCULATIONS);
   timeFrame=MathMax(timeFrameGet((int)TimeFrame),_Period);
   if(timeFrame!=_Period)
     {
      _mtfHandle = _mtfCall; if(_mtfHandle==INVALID_HANDLE) return(INIT_FAILED);
     }
   IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(timeFrame)+" Schaff trend RSI ("+(string)FastEma+","+(string)SlowEma+","+(string)RsiPeriod+")");
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
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)<rates_total) return(prev_calculated);
   if(timeFrame!=_Period)
     {
      if(BarsCalculated(_mtfHandle)<0) return(prev_calculated);

      //
      //---
      //

      double result[];
      datetime currTime[],nextTime[];
      if(!timeFrameCheck((ENUM_TIMEFRAMES)timeFrame,time)) return(prev_calculated);
      if(CopyBuffer(_mtfHandle,2,0,1,result)==-1)          return(prev_calculated);

      //
      //---
      //

      #define _mtfRatio PeriodSeconds((ENUM_TIMEFRAMES)timeFrame)/PeriodSeconds(_Period)
      int k,n,i=MathMin(MathMax(prev_calculated-1,0),MathMax(rates_total-(int)result[0]*_mtfRatio-1,0));
      for(; i<rates_total && !_StopFlag; i++)
        {
         #define _mtfCopy(_buff,_buffNo) if(CopyBuffer(_mtfHandle,_buffNo,time[i],1,result)==-1) break; _buff[i]=result[0]
            _mtfCopy(val,0);
            _mtfCopy(valc,1);

         //
         //---
         //

         if(!Interpolate) continue;  int _timeCopied = CopyTime(_Symbol,timeFrame,time[i],1,currTime); if (_timeCopied!=1) break;
         if(i<(rates_total-1)) { CopyTime(_Symbol,timeFrame,time[i+1],1,nextTime); if(currTime[0]==nextTime[0]) continue; }
         for(n=1; (i-n)> 0 && time[i-n] >= currTime[0]; n++) continue;
         for(k=1; (i-k)>=0 && k<n; k++)
           {
            #define _mtfInterpolate(_buff) _buff[i-k]=_buff[i]+(_buff[i-n]-_buff[i])*k/n
            _mtfInterpolate(val);
           }
        }
      return(i);
     }
//
//---
//
   int i=(int)MathMax(prev_calculated-1,0); for(; i<rates_total && !_StopFlag; i++)
     {
      double price=getPrice(Price,open,close,high,low,i,rates_total);
      val[i]  = iRsi(iEma(price,FastEma,i,rates_total,0)-iEma(price,SlowEma,i,rates_total,1),RsiPeriod,i,rates_total);
      valc[i] = (i>0) ? (val[i]>val[i-1]) ? 1 : (val[i]<val[i-1]) ? 2 : valc[i-1] : 0;
     }
   count[rates_total-1]=MathMax(rates_total-prev_calculated+1,1);
   return(i);
  }
//------------------------------------------------------------------
// custom functions
//------------------------------------------------------------------
#define rsiInstances 1
double workRsi[][rsiInstances*3];
#define _price  0
#define _prices 3
#define _change 1
#define _changa 2
//
//---
//
double iRsi(double price,double period,int r,int bars,int instanceNo=0)
  {
   if(ArrayRange(workRsi,0)!=bars) ArrayResize(workRsi,bars);
   int z=instanceNo*3;
//
//---
//

   workRsi[r][z+_price]=price;
   double alpha=1.0/MathMax(period,1);
   if(r<period)
     {
      int k; double sum=0; for(k=0; k<period && (r-k-1)>=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));
  }
//
//---
//
double workEma[][2];
//
//---
//
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]);
  }
//
//---
//
#define _pricesInstances 1
#define _pricesSize      4
double workHa[][_pricesInstances*_pricesSize];
//
//---
//
double getPrice(int tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars,int instanceNo=0)
  {
   if(tprice>=pr_haclose)
     {
      if(ArrayRange(workHa,0)!=_bars) ArrayResize(workHa,_bars); instanceNo*=_pricesSize;
      double haOpen  = (i>0) ? (workHa[i-1][instanceNo+2]+workHa[i-1][instanceNo+3])/2.0 : (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  <haClose) { workHa[i][instanceNo+0] = haLow;  workHa[i][instanceNo+1] = haHigh; }
      else                 { workHa[i][instanceNo+0] = haHigh; workHa[i][instanceNo+1] = haLow;  }
      workHa[i][instanceNo+2] = haOpen;
      workHa[i][instanceNo+3] = haClose;
      //
      //--------------------
      //
      switch(tprice)
        {
         case pr_haclose:     return(haClose);
         case pr_haopen:      return(haOpen);
         case pr_hahigh:      return(haHigh);
         case pr_halow:       return(haLow);
         case pr_hamedian:    return((haHigh+haLow)/2.0);
         case pr_hamedianb:   return((haOpen+haClose)/2.0);
         case pr_hatypical:   return((haHigh+haLow+haClose)/3.0);
         case pr_haweighted:  return((haHigh+haLow+haClose+haClose)/4.0);
         case pr_haaverage:   return((haHigh+haLow+haClose+haOpen)/4.0);
         case pr_hatbiased:
            if(haClose>haOpen)
            return((haHigh+haClose)/2.0);
            else  return((haLow+haClose)/2.0);
         case pr_hatbiased2:
            if(haClose>haOpen)  return(haHigh);
            if(haClose<haOpen)  return(haLow);
            return(haClose);
        }
     }
//
//---
//
   switch(tprice)
     {
      case pr_close:     return(close[i]);
      case pr_open:      return(open[i]);
      case pr_high:      return(high[i]);
      case pr_low:       return(low[i]);
      case pr_median:    return((high[i]+low[i])/2.0);
      case pr_medianb:   return((open[i]+close[i])/2.0);
      case pr_typical:   return((high[i]+low[i]+close[i])/3.0);
      case pr_weighted:  return((high[i]+low[i]+close[i]+close[i])/4.0);
      case pr_average:   return((high[i]+low[i]+close[i]+open[i])/4.0);
      case pr_tbiased:
         if(close[i]>open[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]<open[i]) return(low[i]);
         return(close[i]);
     }
   return(0);
  }
//
//---
//  
ENUM_TIMEFRAMES _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<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;
   return(_tfsStr[i]);
  }
//
//---
//
ENUM_TIMEFRAMES timeFrameGet(int period)
  {
   int _shift=(period<0?MathAbs(period):0);
   if(_shift>0 || period==tf_cu) period=_Period;
   int i; for(i=0;i<ArraySize(_tfsPer);i++) if(period==_tfsPer[i]) break;

   return(_tfsPer[(int)MathMin(i+_shift,ArraySize(_tfsPer)-1)]);
  }
//
//---
//
string getIndicatorName()
  {
   string _path=MQL5InfoString(MQL5_PROGRAM_PATH);
   string _partsA[];
   ushort _partsS=StringGetCharacter("\\",0);
   int _partsN = StringSplit(_path,_partsS,_partsA);
   string name = _partsA[_partsN-1]; for(int n=_partsN-2; n>=0 && _toLower(_partsA[n])!="indicators"; n--) name = _partsA[n]+"\\"+name;
   return(name);
  }
string _toLower(string _toConvert) { StringToLower(_toConvert); return(_toConvert); }
//
//---
//
bool timeFrameCheck(ENUM_TIMEFRAMES _timeFrame,const datetime &time[])
  {
   static bool warned=false;
   if(time[0]<SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE))
     {
      datetime startTime,testTime[];
      if(SeriesInfoInteger(_Symbol,PERIOD_M1,SERIES_TERMINAL_FIRSTDATE,startTime))
      if(startTime>0)                       { CopyTime(_Symbol,_timeFrame,time[0],1,testTime); SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE,startTime); }
      if(startTime<=0 || startTime>time[0]) { Comment(MQL5InfoString(MQL5_PROGRAM_NAME)+"\nMissing data for "+timeFrameToString(_timeFrame)+" time frame\nRe-trying on next tick"); warned=true; return(false); }
     }
   if(warned) { Comment(""); warned=false; }
   return(true);
  }
//+------------------------------------------------------------------+