//+------------------------------------------------------------------+ //| METRO.mq5 | //| Copyright © 2005, TrendLaboratory Ltd. | //| E-mail: igorad2004@list.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2005, TrendLaboratory Ltd." #property link "E-mail: igorad2004@list.ru" #property description "METRO" //---- indicator version #property version "1.00" //---- drawing the indicator in a separate window #property indicator_separate_window //---- number of indicator buffers 3 #property indicator_buffers 3 //---- only three plots are used #property indicator_plots 3 //+----------------------------------------------+ //| RSI indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 1 as a line #property indicator_type1 DRAW_LINE //---- use orange color for the indicator line #property indicator_color1 Orange //---- the indicator 1 line is a continuous curve #property indicator_style1 STYLE_SOLID //---- indicator 1 line width is equal to 1 #property indicator_width1 1 //---- displaying the indicator label #property indicator_label1 "RSI" //+----------------------------------------------+ //| StepRSI fast indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 2 as a line #property indicator_type2 DRAW_LINE //---- blue color is used for the indicator line #property indicator_color2 Blue //---- the indicator 2 line is a continuous curve #property indicator_style2 STYLE_SOLID //---- indicator 2 line width is equal to 1 #property indicator_width2 1 //---- displaying the indicator label #property indicator_label2 "StepRSI fast" //+----------------------------------------------+ //| StepRSI slow indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 3 as a line #property indicator_type3 DRAW_LINE //---- magenta color is used for the indicator line #property indicator_color3 Magenta //---- the indicator 3 line is a continuous curve #property indicator_style3 STYLE_SOLID //---- indicator 3 line width is equal to 1 #property indicator_width3 1 //---- displaying the indicator label #property indicator_label3 "StepRSI slow" //+----------------------------------------------+ //| Horizontal levels display parameters | //+----------------------------------------------+ #property indicator_level1 70 #property indicator_level2 50 #property indicator_level3 30 #property indicator_levelcolor Gray #property indicator_levelstyle STYLE_DASHDOTDOT //+----------------------------------------------+ //| Indicator window size limitation | //+----------------------------------------------+ #property indicator_minimum 0 #property indicator_maximum 100 //+----------------------------------------------+ //| Indicator input parameters | //+----------------------------------------------+ input int PeriodRSI=7; // Indicator period input int StepSizeFast=5; // Fast step input int StepSizeSlow=15; // Slow step input int Shift=0; // Horizontal shift of the indicator in bars //+----------------------------------------------+ //---- declaration of dynamic arrays that //---- will be used as indicator buffers double Line1Buffer[]; double Line2Buffer[]; double Line3Buffer[]; //---- declaration of integer variables for the indicators handles int RSI_Handle; //---- declaration of the integer variables for the start of data calculation int min_rates_total; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //---- initialization of variables of the start of data calculation min_rates_total=PeriodRSI; //---- getting handle of the RSI indicator RSI_Handle=iRSI(NULL,0,PeriodRSI,PRICE_CLOSE); if(RSI_Handle==INVALID_HANDLE) { Print(" Failed to get handle of the RSI indicator"); return(1); } //---- set Line1Buffer[] dynamic array as an indicator buffer SetIndexBuffer(0,Line1Buffer,INDICATOR_DATA); //---- shifting the indicator 1 horizontally by Shift PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- performing shift of the beginning of counting of drawing the indicator 1 by min_rates_total PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- indexing the elements in buffers as timeseries ArraySetAsSeries(Line1Buffer,true); //---- set Line2Buffer[] dynamic array as an indicator buffer SetIndexBuffer(1,Line2Buffer,INDICATOR_DATA); //---- shifting the indicator 2 horizontally by Shift PlotIndexSetInteger(1,PLOT_SHIFT,Shift); //---- performing shift of the beginning of counting of drawing the indicator 2 by min_rates_total PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total); //---- indexing the elements in buffers as timeseries ArraySetAsSeries(Line2Buffer,true); //---- set Line3Buffer[] dynamic array as an indicator buffer SetIndexBuffer(2,Line3Buffer,INDICATOR_DATA); //---- shifting the indicator 3 horizontally by Shift PlotIndexSetInteger(2,PLOT_SHIFT,Shift); //---- performing shift of the beginning of counting of drawing the indicator 3 by min_rates_total PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total); //---- indexing the elements in buffers as timeseries ArraySetAsSeries(Line3Buffer,true); //---- initializations of a variable for the indicator short name string shortname; StringConcatenate(shortname,"METRO(",PeriodRSI,", ",StepSizeFast,", ",StepSizeSlow,", ",Shift,")"); //--- creation of the name to be displayed in a separate sub-window and in a tooltip IndicatorSetString(INDICATOR_SHORTNAME,shortname); //--- determination of accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,2); //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// amount of history in bars at the previous tick const datetime &time[], const double &open[], const double& high[], // price array of maximums of price for the indicator calculation const double& low[], // price array of minimums of price for the indicator calculation const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //---- checking the number of bars to be enough for the calculation if(BarsCalculated(RSI_Handle)rates_total || prev_calculated<=0) // checking for the first start of the indicator calculation { limit=rates_total-1; // starting index for calculation of all bars fmin1=+999999; fmax1=-999999; smin1=+999999; smax1=-999999; ftrend_=0; strend_=0; } else limit=rates_total-prev_calculated; // starting index for calculation of new bars to_copy=limit+1; //--- copy newly appeared data in the array if(CopyBuffer(RSI_Handle,0,0,to_copy,RSI)<=0) return(0); //---- restore values of the variables ftrend = ftrend_; strend = strend_; //---- main indicator calculation loop for(bar=limit; bar>=0 && !IsStopped(); bar--) { //---- store values of the variables before running at the current bar if(rates_total!=prev_calculated && bar==0) { ftrend_=ftrend; strend_=strend; } RSI0=RSI[bar]; fmax0=RSI0+2*StepSizeFast; fmin0=RSI0-2*StepSizeFast; if(RSI0>fmax1) ftrend=+1; if(RSI00 && fmin0fmax1) fmax0=fmax1; smax0=RSI0+2*StepSizeSlow; smin0=RSI0-2*StepSizeSlow; if(RSI0>smax1) strend=+1; if(RSI00 && smin0smax1) smax0=smax1; Line1Buffer[bar]=RSI0; if(ftrend>0) Line2Buffer[bar]=fmin0+StepSizeFast; if(ftrend<0) Line2Buffer[bar]=fmax0-StepSizeFast; if(strend>0) Line3Buffer[bar]=smin0+StepSizeSlow; if(strend<0) Line3Buffer[bar]=smax0-StepSizeSlow; if(bar>0) { fmin1=fmin0; fmax1=fmax0; smin1=smin0; smax1=smax0; } } //---- return(rates_total); } //+------------------------------------------------------------------+