//------------------------------------------------------------------ #property copyright "© mladen, 2016, MetaQuotes Software Corp." #property link "www.forex-tsd.com, www.mql5.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 11 #property indicator_plots 6 #property indicator_type1 DRAW_LINE #property indicator_color1 clrGray #property indicator_style1 STYLE_DOT #property indicator_type2 DRAW_LINE #property indicator_color2 clrGray #property indicator_style2 STYLE_DOT #property indicator_type3 DRAW_LINE #property indicator_color3 clrSilver #property indicator_style3 STYLE_DASH #property indicator_type4 DRAW_LINE #property indicator_color4 clrDodgerBlue #property indicator_width4 3 #property indicator_type5 DRAW_LINE #property indicator_color5 clrSandyBrown #property indicator_width5 3 #property indicator_type6 DRAW_COLOR_ARROW #property indicator_color6 clrSilver,clrDodgerBlue,clrSandyBrown #property indicator_width6 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 enMaTypes { ma_sma, // Simple moving average ma_ema, // Exponential moving average ma_smma, // Smoothed MA ma_lwma // Linear weighted MA }; enum enRsiTypes { rsi_cut, // Cuttler's RSI rsi_ehl, // Ehlers' smoothed RSI rsi_har, // Harris' RSI rsi_rap, // Rapid RSI rsi_rsi, // RSI rsi_rsx, // RSX rsi_slo // Slow RSI }; input ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT; // Time frame input int RsiPeriod = 32; // RSI period input enRsiTypes RsiType = rsi_rsi; // RSI type input enPrices Price = pr_close; // Price input int MaPeriod = 20; // Bollinger bands period input enMaTypes MaMethod = ma_sma; // Moving average method input int DeviationPeriod = 20; // Deviations period input double Deviation = 1; // Deviation input bool DeviationSample = false; // Deviation sample correction? input double Risk = 1; // Risk input bool AlertsOn = false; // Turn alerts on? input bool AlertsOnCurrent = true; // Alert on current bar? input bool AlertsMessage = true; // Display messages 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 mtf data ? double rsi[],bba[],bbc[],bblu[],bbld[],amax[],amin[],bmax[],bmin[],trend[],count[]; int _mtfHandle = INVALID_HANDLE; ENUM_TIMEFRAMES timeFrame; #define _mtfCall iCustom(_Symbol,timeFrame,getIndicatorName(),PERIOD_CURRENT,RsiPeriod,RsiType,Price,MaPeriod,MaMethod,DeviationPeriod,Deviation,DeviationSample,Risk,AlertsOn,AlertsOnCurrent,AlertsMessage,AlertsSound,AlertsEmail,AlertsNotify) //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // void OnInit() { SetIndexBuffer(0 ,bmax ,INDICATOR_DATA); SetIndexBuffer(1 ,bmin ,INDICATOR_DATA); SetIndexBuffer(2 ,rsi ,INDICATOR_DATA); SetIndexBuffer(3 ,bblu ,INDICATOR_DATA); SetIndexBuffer(4 ,bbld ,INDICATOR_DATA); SetIndexBuffer(5 ,bba ,INDICATOR_DATA); PlotIndexSetInteger(5,PLOT_ARROW,159); SetIndexBuffer(6 ,bbc ,INDICATOR_COLOR_INDEX); SetIndexBuffer(7 ,amax ,INDICATOR_CALCULATIONS); SetIndexBuffer(8 ,amin ,INDICATOR_CALCULATIONS); SetIndexBuffer(9 ,trend,INDICATOR_CALCULATIONS); SetIndexBuffer(10,count,INDICATOR_CALCULATIONS); timeFrame = MathMax(_Period,TimeFrame); IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(timeFrame)+" bb stops "+getRsiName(RsiType)+" ("+(string)RsiPeriod+","+(string)MaPeriod+")"); } //------------------------------------------------------------------ // //------------------------------------------------------------------ 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 &tickVolume[], const long &volume[], const int &spread[]) { if (Bars(_Symbol,_Period)0) ? (bbc[i]!=bbc[i-1]) ? (bbc[i]==1) ? bblu[i] : bbld[i] : EMPTY_VALUE : EMPTY_VALUE; // // // // // #define _mtfInterpolate(_buff) _buff[i-k] = _buff[i]+(_buff[i-n]-_buff[i])*k/n if (!Interpolate) continue; CopyTime(_Symbol,timeFrame,time[i ],1,currTime); 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 && k0) ? (rsi[i]>amax[i-1]) ? 1 : (rsi[i]0) { if (trend[i]==-1 && amax[i]>amax[i-1]) amax[i] = amax[i-1]; if (trend[i]== 1 && amin[i]bmax[i-1]) bmax[i] = bmax[i-1]; if (trend[i]== 1 && bmin[i]0) ? (trend[i]!=trend[i-1]) ? (trend[i]== 1) ? bblu[i] : bbld[i] : EMPTY_VALUE : EMPTY_VALUE; } count[rates_total-1] = MathMax(rates_total-prev_calculated+1,1); manageAlerts(time,bbc,rates_total); return(i); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // string getRsiName(int method) { switch (method) { case rsi_rsi: return("RSI"); case rsi_rsx: return("RSX"); case rsi_cut: return("Cuttler's RSI"); case rsi_har: return("Haris' RSI"); case rsi_rap: return("Rapid RSI"); case rsi_slo: return("Slow RSI"); case rsi_ehl: return("Ehlers' smoothed RSI"); default: return(""); } } // // // // // #define rsiInstances 3 double workRsi[][rsiInstances*13]; #define _price 0 #define _prices 3 #define _change 1 #define _changa 2 #define _rsival 1 #define _rsval 1 double iRsi(int rsiMode, double price, double period, int r, int bars, int instanceNo=0) { if (ArrayRange(workRsi,0)!=bars) ArrayResize(workRsi,bars); int z = instanceNo*13; // // // // // workRsi[r][z+_price] = price; switch (rsiMode) { case rsi_rsi: { double alpha = 1.0/MathMax(period,1); 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]); } return(50.0*(workRsi[r][z+_change]/MathMax(workRsi[r][z+_changa],DBL_MIN)+1)); } // // // // // case rsi_slo : { double up = 0, dn = 0; for(int 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 workRsi[r][z+_rsival] = workRsi[r-1][z+_rsival]+(1/MathMax(period,1))*(100*up/MathMax(up+dn,DBL_MIN)-workRsi[r-1][z+_rsival]); return(workRsi[r][z+_rsival]); } // // // // // case rsi_rap : { double up = 0, dn = 0; for(int 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; } return(100 * up /MathMax(up + dn,DBL_MIN)); } // // // // // case rsi_ehl : { double up = 0, dn = 0; workRsi[r][z+_prices] = (r>2) ? (workRsi[r][z+_price]+2.*workRsi[r-1][z+_price]+workRsi[r-2][z+_price])/4.0 : price; for(int k=0; k<(int)period && (r-k-1)>=0; k++) { double diff = workRsi[r-k][z+_prices]- workRsi[r-k-1][z+_prices]; if(diff>0) up += diff; else dn -= diff; } return(50*(up-dn)/MathMax(up+dn,DBL_MIN)+50); } // // // // // case rsi_cut : { double sump = 0; double sumn = 0; for (int 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) sump += diff; else sumn -= diff; } workRsi[r][instanceNo+_rsival] = 100.0-100.0/(1.0+sump/MathMax(sumn,DBL_MIN)); return(workRsi[r][instanceNo+_rsival]); } // // // // // case rsi_har : { double avgUp=0,avgDn=0,up=0,dn=0; for(int k=0; k<(int)period && (r-k-1)>=0; k++) { double 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; workRsi[r][instanceNo+_rsival] = 100-100/(1.0+(avgUp/MathMax(avgDn,DBL_MIN))); return(workRsi[r][instanceNo+_rsival]); } // // // // // case rsi_rsx : { double Kg = (3.0)/(2.0+period), Hg = 1.0-Kg; if (r=0; k++) { newMean = (workDev[i-k][instanceNo]-oldMean)/(k+1)+oldMean; squares += (workDev[i-k][instanceNo]-oldMean)*(workDev[i-k][instanceNo]-newMean); oldMean = newMean; } return(MathSqrt(squares/MathMax(k-isSample,1))); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _maInstances 1 #define _maWorkBufferx1 1*_maInstances double iCustomMa(int mode, double price, double length, int r, int bars, int instanceNo=0) { 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)); 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); int k=1; workSma[r][instanceNo+0] = price; double avg = price; for(; k=0; k++) avg += workSma[r-k][instanceNo+0]; avg /= (double)k; return(avg); } // // // // // 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); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #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; 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) { 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); }