//+-------------------------------------------------------------------------+ //+-------------------------------------------------------------------------+ #property copyright "www.forex-station.com" #property link "www.forex-station.com" #property indicator_separate_window #property indicator_buffers 8 enum enRsiTypes { rsi_rsi, // Regular RSI rsi_wil, // Slow RSI rsi_rap, // Rapid RSI rsi_har, // Harris RSI rsi_rsx, // RSX rsi_cut // Cuttlers RSI }; // // // 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 pr_habclose, // Heiken ashi (better formula) close pr_habopen , // Heiken ashi (better formula) open pr_habhigh, // Heiken ashi (better formula) high pr_hablow, // Heiken ashi (better formula) low pr_habmedian, // Heiken ashi (better formula) median pr_habtypical, // Heiken ashi (better formula) typical pr_habweighted,// Heiken ashi (better formula) weighted pr_habaverage, // Heiken ashi (better formula) average pr_habmedianb, // Heiken ashi (better formula) median body pr_habtbiased, // Heiken ashi (better formula) trend biased price pr_habtbiased2 // Heiken ashi (better formula) trend biased (extreme) price }; // enum enMaTypes { ma_sma, // Simple moving average ma_ema, // Exponential moving average ma_smma, // Smoothed MA ma_lwma, // Linear weighted MA ma_tema // Tripple exponential moving average }; // enum enArrowOn { cc_onRSIcrosslevel, // Color + alerts/arrows RSI cross level cc_onRSIcross50level, // Color + alerts/arrows RSI cross 50 level cc_RSIcrossMA, // Color + alerts/arrows RSI cross MA cc_onSLOPE, // Color + alerts/arrows RSI slope }; enum enTimeFrames { tf_cu = PERIOD_CURRENT, // Current time frame tf_m1 = PERIOD_M1, // 1 minute tf_m5 = PERIOD_M5, // 5 minutes tf_m15 = PERIOD_M15, // 15 minutes tf_m30 = PERIOD_M30, // 30 minutes tf_h1 = PERIOD_H1, // 1 hour tf_h4 = PERIOD_H4, // 4 hours tf_d1 = PERIOD_D1, // Daily tf_w1 = PERIOD_W1, // Weekly tf_mn1 = PERIOD_MN1, // Monthly tf_n1 = -1, // First higher time frame tf_n2 = -2, // Second higher time frame tf_n3 = -3 // Third higher time frame }; extern enTimeFrames TimeFrame = tf_cu; extern int RsiPeriod = 14; // RSI period extern enRsiTypes RsiMethod = rsi_rsi; // RSI method extern enPrices RsiPrice = pr_close; // Price to use extern int AveragePeriod = 21; // Average signal period extern enMaTypes AverageType = ma_ema; // Average signal and MA-RSI type extern bool ShowAverage = true; // Average signal are visible? input ENUM_LINE_STYLE Averagestyle = STYLE_DOT; // Average signal style? input color Average_color_lines = clrLightYellow; // Average signal color input color UpcolorRSI = clrSeaGreen; // RSI UP color input color DncolorRSI = clrCrimson; // RSI DOWN color input color NecolorRSI = clrGray; // RSI NEUTRAL color extern int LineWidthRSI = 2; // RSI Lines width extern bool ShowHorlev = true; // Horizontal Levels are visible? input ENUM_LINE_STYLE levelstyle = STYLE_DOT; // Zero level style? input color Level_color_lines = clrGray; // Levels color input double LevelUp = 60; // UP level ? input double LevelDown = 40; // DOWN level ? extern enArrowOn ColorOn = cc_onRSIcrosslevel; // Arrows on: extern bool AlertsOn = false; // Turn alerts on? extern bool AlertsOnCurrent = false; // Alerts on still opened bar? extern bool AlertsMessage = true; // Alerts should display message? extern bool AlertsSound = false; // Alerts should play a sound? extern bool AlertsNotify = false; // Alerts should send a notification? extern bool AlertsEmail = false; // Alerts should send an email? extern string AlertsSoundFile = "alert2.wav"; // Sound file input bool arrowsVisible = false; // Arrows visible true/false? input string arrowsIdentifier = " RSI MA"; // Unique ID for arrows input bool arrowsOnNewest = false; input double arrowsUpperGap = 1; // Upper arrow gap input double arrowsLowerGap = 0.5; // Lower arrow gap input color arrowsUpColor = clrMediumSeaGreen; // Up arrow color input color arrowsDnColor = clrCrimson; // Down arrow color input int arrowsUpCode = 233; // Up arrow code input int arrowsDnCode = 234; // Down arrow code input int arrowsUpSize = 2; // Up arrow size input int arrowsDnSize = 2; input bool Interpolate = true; // Down arrow size string _avgNames[]={"SMA","EMA","SMMA","LWMA","TEMA"}; double rsi[],maDa[],maDb[],maUa[],maUb[],avg[],valup[],valdn[],trend[],count[]; string indicatorFileName; #define _mtfCall(_buff,_ind) iCustom(NULL,TimeFrame,indicatorFileName,PERIOD_CURRENT,RsiPeriod,RsiMethod,RsiPrice,AveragePeriod,AverageType,ShowAverage,Averagestyle,Average_color_lines,UpcolorRSI,DncolorRSI,NecolorRSI,LineWidthRSI,ShowHorlev,levelstyle,Level_color_lines,LevelUp,LevelDown,ColorOn,AlertsOn,AlertsOnCurrent,AlertsMessage,AlertsSound,AlertsNotify,AlertsEmail,AlertsSoundFile,arrowsVisible,arrowsIdentifier,arrowsOnNewest,arrowsUpperGap,arrowsLowerGap,arrowsUpColor,arrowsDnColor,arrowsUpCode,arrowsDnCode,arrowsUpSize,arrowsDnSize,_buff,_ind) int init() { IndicatorBuffers(10); SetIndexBuffer(0,rsi ,INDICATOR_DATA); SetIndexStyle(0,DRAW_LINE,EMPTY,LineWidthRSI,NecolorRSI); SetIndexBuffer(1,maUa ,INDICATOR_DATA); SetIndexStyle(1,DRAW_LINE,EMPTY,LineWidthRSI,UpcolorRSI); SetIndexBuffer(2,maUb ,INDICATOR_DATA); SetIndexStyle(2,DRAW_LINE,EMPTY,LineWidthRSI,UpcolorRSI); SetIndexBuffer(3,maDa ,INDICATOR_DATA); SetIndexStyle(3,DRAW_LINE,EMPTY,LineWidthRSI,DncolorRSI); SetIndexBuffer(4,maDb ,INDICATOR_DATA); SetIndexStyle(4,DRAW_LINE,EMPTY,LineWidthRSI,DncolorRSI); SetIndexBuffer(5,avg ,INDICATOR_DATA); SetIndexStyle(5, ShowAverage ? DRAW_LINE : DRAW_NONE,Averagestyle,0,Average_color_lines); SetIndexBuffer(6,valup,INDICATOR_DATA); SetIndexStyle(6, ShowHorlev ? DRAW_LINE : DRAW_NONE,levelstyle ,0,Level_color_lines); SetIndexBuffer(7,valdn,INDICATOR_DATA); SetIndexStyle(7, ShowHorlev ? DRAW_LINE : DRAW_NONE,levelstyle ,0,Level_color_lines); SetIndexBuffer(8,trend); SetIndexBuffer(9,count); RsiPeriod = fmax(RsiPeriod ,1); indicatorFileName = WindowExpertName(); TimeFrame = (enTimeFrames)timeFrameValue(TimeFrame); IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(TimeFrame)+ " Rsi Ma simple"); return(0); } int deinit() { deleteArrows(); return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int start() { int counted_bars=IndicatorCounted(); int i,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); count[0] = limit; // // // if (TimeFrame!=_Period) { limit = (int)fmax(limit,fmin(Bars-1,_mtfCall(9,0)*TimeFrame/_Period)); if (trend[limit]== 1) CleanPoint(limit,maUa,maUb); if (trend[limit]==-1) CleanPoint(limit,maDa,maDb); for(i=limit; i>=0 && !_StopFlag; i--) { int y = iBarShift(NULL,TimeFrame,Time[i]); rsi[i] = _mtfCall(0,y); avg[i] = _mtfCall(5,y); valup[i] = LevelUp; valdn[i] = LevelDown; maDa[i] = maDb[i] = maUa[i] = maUb[i] = EMPTY_VALUE; trend[i] = _mtfCall(8,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 btime = iTime(NULL,TimeFrame,y); for(n = 1; (i+n)= btime; n++) continue; for(k = 1; k= 0; i--) { if (trend[i]==-1) PlotPoint(i,maDa,maDb,rsi); if (trend[i]== 1) PlotPoint(i,maUa,maUb,rsi); } return(0); } // // // // // if (trend[limit]== 1) CleanPoint(limit,maUa,maUb); if (trend[limit]==-1) CleanPoint(limit,maDa,maDb); for(i=limit; i>=0; i--) { rsi[i] = iRsi(RsiMethod,iCustomMa(AverageType,getPrice(RsiPrice,Open,Close,High,Low,i,Bars),RsiPeriod,i,Bars,0),RsiPeriod,i); avg[i] = iCustomMa(AverageType,rsi[i],AveragePeriod,i,Bars,1); valup[i] = LevelUp; valdn[i] = LevelDown; switch(ColorOn) { case cc_onRSIcrosslevel: trend[i] = (rsi[i] > LevelUp) ? 1 : (rsi[i] < LevelDown) ? -1 : 0; break; case cc_onRSIcross50level:trend[i] = (rsi[i] > 50) ? 1 : (rsi[i] < 50) ? -1 : 0; break; case cc_RSIcrossMA : trend[i] = (i avg[i]) ? 1 : (rsi[i] < avg[i]) ? -1 : trend[i+1] : 0; break; default : if (i rsi[i+1]) ? 1 : (rsi[i] < rsi[i+1]) ? -1 : trend[i+1] : 0; } maDa[i] = maDb[i] = maUa[i] = maUb[i] = EMPTY_VALUE; if (trend[i]==-1) PlotPoint(i,maDa,maDb,rsi); if (trend[i]== 1) PlotPoint(i,maUa,maUb,rsi); if (arrowsVisible) { string lookFor = arrowsIdentifier+":"+(string)Time[i]; ObjectDelete(lookFor); if (i<(Bars-1) && trend[i] != trend[i+1]) { if (trend[i] == 1) drawArrow(i,arrowsUpColor,arrowsUpCode,arrowsUpSize,false); if (trend[i] ==-1) drawArrow(i,arrowsDnColor,arrowsDnCode,arrowsDnSize, true); } } } if (AlertsOn) { int whichBar = 1; if (AlertsOnCurrent) whichBar = 0; if (trend[whichBar] != trend[whichBar+1]) { if (trend[whichBar] == 1) doAlert(" up"); if (trend[whichBar] ==-1) doAlert(" down"); } } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ #define _maInstances 2 #define _maWorkBufferx1 _maInstances #define _maWorkBufferx3 _maInstances*3 double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0) { bars = Bars; r=bars-r-1; switch (mode) { case ma_sma : return(iSma(price,(int)length,r,bars,instanceNo)); case ma_ema : return(iEma(price,length,r,bars,instanceNo)); case ma_smma : return(iSmma(price,(int)length,r,bars,instanceNo)); case ma_lwma : return(iLwma(price,(int)length,r,bars,instanceNo)); case ma_tema : return(iTema(price,(int)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 sma = price; int k=1; for(; k=0; k++) sma += workSma[r-k][instanceNo+0]; sma /= (double)k; return(sma); } // // // // // 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 workTema[][_maWorkBufferx3]; #define _tema1 0 #define _tema2 1 #define _tema3 2 double iTema(double price, double period, int r, int bars, int instanceNo=0) { if (ArrayRange(workTema,0)!= bars) ArrayResize(workTema,bars); instanceNo*=3; // // // // // workTema[r][_tema1+instanceNo] = price; workTema[r][_tema2+instanceNo] = price; workTema[r][_tema3+instanceNo] = price; if (r>0 && period>1) { double alpha = 2.0 / (1.0+period); workTema[r][_tema1+instanceNo] = workTema[r-1][_tema1+instanceNo]+alpha*(price -workTema[r-1][_tema1+instanceNo]); workTema[r][_tema2+instanceNo] = workTema[r-1][_tema2+instanceNo]+alpha*(workTema[r][_tema1+instanceNo]-workTema[r-1][_tema2+instanceNo]); workTema[r][_tema3+instanceNo] = workTema[r-1][_tema3+instanceNo]+alpha*(workTema[r][_tema2+instanceNo]-workTema[r-1][_tema3+instanceNo]); } return(workTema[r][_tema3+instanceNo]+3.0*(workTema[r][_tema1+instanceNo]-workTema[r][_tema2+instanceNo])); } // // // // // string rsiMethodNames[] = {"RSI","Slow RSI","Rapid RSI","Harris RSI","RSX","Cuttler RSI"}; string getRsiName(int method) { int max = ArraySize(rsiMethodNames)-1; method=fmax(fmin(method,max),0); return(rsiMethodNames[method]); } // // // // // #define rsiInstances 1 double workRsi[][rsiInstances*13]; #define _price 0 #define _change 1 #define _changa 2 #define _rsival 1 #define _rsval 1 double iRsi(int rsiMode, double price, double period, int i, int instanceNo=0) { if (ArrayRange(workRsi,0)!=Bars) ArrayResize(workRsi,Bars); int z = instanceNo*13; int r = Bars-i-1; // // // // // workRsi[r][z+_price] = price; switch (rsiMode) { case rsi_rsi: { double alpha = 1.0/fmax(period,1); if (r=0; k++) sum += fabs(workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]); workRsi[r][z+_change] = (workRsi[r][z+_price]-workRsi[0][z+_price])/fmax(k,1); workRsi[r][z+_changa] = sum/fmax(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*(fabs(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); } // // // // // case rsi_wil : { double up = 0; double dn = 0; for(k=0; k<(int)period && (r-k-1)>=0; k++) { double diff = workRsi[r-k][z+_price]- workRsi[r-k-1][z+_price]; if(diff>0) up += diff; else dn -= diff; } if (r<1) workRsi[r][z+_rsival] = 50; else if(up + dn == 0) workRsi[r][z+_rsival] = workRsi[r-1][z+_rsival]+(1/fmax(period,1))*(50 -workRsi[r-1][z+_rsival]); else workRsi[r][z+_rsival] = workRsi[r-1][z+_rsival]+(1/fmax(period,1))*(100*up/(up+dn)-workRsi[r-1][z+_rsival]); return(workRsi[r][z+_rsival]); } // // // // // case rsi_rap : { up = 0; dn = 0; for(k=0; k<(int)period && (r-k-1)>=0; k++) { diff = workRsi[r-k][z+_price]- workRsi[r-k-1][z+_price]; if(diff>0) up += diff; else dn -= diff; } if(up + dn == 0) return(50); else return(100 * up / (up + dn)); } // // // // // case rsi_har : { double avgUp=0,avgDn=0; up=0; dn=0; for(k=0; k<(int)period && (r-k-1)>=0; k++) { diff = workRsi[r-k][instanceNo+_price]- workRsi[r-k-1][instanceNo+_price]; if(diff>0) { avgUp += diff; up++; } else { avgDn -= diff; dn++; } } if (up!=0) avgUp /= up; if (dn!=0) avgDn /= dn; double rs = 1; if (avgDn!=0) rs = avgUp/avgDn; return(100-100/(1.0+rs)); } // // // // // case rsi_rsx : { double Kg = (3.0)/(2.0+period), Hg = 1.0-Kg; if (r=0; k++) { diff = workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]; if (diff > 0) sump += diff; if (diff < 0) sumn -= diff; } if (sumn > 0) return(100.0-100.0/(1.0+sump/sumn)); else return(50); } } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ #define _prHABF(_prtype) (_prtype>=pr_habclose && _prtype<=pr_habtbiased2) #define _priceInstances 1 #define _priceInstancesSize 4 double workHa[][_priceInstances*_priceInstancesSize]; 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*=_priceInstancesSize; int r = bars-i-1; // // // // // double haOpen = (r>0) ? (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0 : (open[i]+close[i])/2;; double haClose = (open[i]+high[i]+low[i]+close[i]) / 4.0; if (_prHABF(tprice)) if (high[i]!=low[i]) haClose = (open[i]+close[i])/2.0+(((close[i]-open[i])/(high[i]-low[i]))*fabs((close[i]-open[i])/2.0)); else haClose = (open[i]+close[i])/2.0; double haHigh = fmax(high[i], fmax(haOpen,haClose)); double haLow = fmin(low[i] , fmin(haOpen,haClose)); // // // // // if(haOpenhaOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: case pr_habtbiased2: 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; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); } int timeFrameValue(int _tf) { int add = (_tf>=0) ? 0 : fabs(_tf); if (add != 0) _tf = _Period; int size = ArraySize(iTfTable); int i =0; for (;i=Bars-3) return; 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 (i>=Bars-2) return; 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; } } // // // // // void drawArrow(int i,color theColor,int theCode, int theSize, bool up) { string name = arrowsIdentifier+":"+(string)Time[i]; double gap = iATR(NULL,0,20,i); // // // // // datetime time = Time[i]; if (arrowsOnNewest) time += _Period*60-1; ObjectCreate(name,OBJ_ARROW,0,Time[i],0); ObjectSet(name,OBJPROP_ARROWCODE,theCode); ObjectSet(name,OBJPROP_WIDTH, theSize); ObjectSet(name,OBJPROP_COLOR, theColor); if (up) ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsUpperGap * gap); else ObjectSet(name,OBJPROP_PRICE1,Low[i] - arrowsLowerGap * gap); } void deleteArrows() { string lookFor = arrowsIdentifier+":"; int lookForLength = StringLen(lookFor); for (int i=ObjectsTotal()-1; i>=0; i--) { string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName); } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // // // // // // // // // // //