//+------------------------------------------------------------------+ //| RSI.mq5 | //| Copyright 2009, MetaQuotes Software Corp. | //| http://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "2009, MetaQuotes Software Corp." #property link "http://www.mql5.com" #property description "Relative Strength Index" //--- indicator settings #property indicator_separate_window #property indicator_minimum 0 #property indicator_maximum 100 #property indicator_level1 30 #property indicator_level2 70 #property indicator_buffers 3 #property indicator_plots 1 #property indicator_type1 DRAW_LINE #property indicator_color1 DodgerBlue //--- input parameters input int InpPeriodRSI=14; // Period //--- indicator buffers double ExtRSIBuffer[]; double ExtPosBuffer[]; double ExtNegBuffer[]; //--- global variable int ExtPeriodRSI; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //--- check for input if(InpPeriodRSI<1) { ExtPeriodRSI=12; Print("Incorrect value for input variable InpPeriodRSI =",InpPeriodRSI, "Indicator will use value =",ExtPeriodRSI,"for calculations."); } else ExtPeriodRSI=InpPeriodRSI; //--- indicator buffers mapping SetIndexBuffer(0,ExtRSIBuffer,INDICATOR_DATA); SetIndexBuffer(1,ExtPosBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(2,ExtNegBuffer,INDICATOR_CALCULATIONS); //--- set accuracy IndicatorSetInteger(INDICATOR_DIGITS,2); //--- sets first bar from what index will be drawn PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodRSI); //--- name for DataWindow and indicator subwindow label IndicatorSetString(INDICATOR_SHORTNAME,"RSI("+string(ExtPeriodRSI)+")"); //--- initialization done } //+------------------------------------------------------------------+ //| Relative Strength Index | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const int begin, const double &price[]) { int i; double diff; //--- check for rates count if(rates_total<=ExtPeriodRSI) return(0); //--- preliminary calculations int pos=prev_calculated-1; if(pos<=ExtPeriodRSI) { //--- first RSIPeriod values of the indicator are not calculated ExtRSIBuffer[0]=0.0; ExtPosBuffer[0]=0.0; ExtNegBuffer[0]=0.0; double SumP=0.0; double SumN=0.0; for(i=1;i<=ExtPeriodRSI;i++) { ExtRSIBuffer[i]=0.0; ExtPosBuffer[i]=0.0; ExtNegBuffer[i]=0.0; diff=price[i]-price[i-1]; SumP+=(diff>0?diff:0); SumN+=(diff<0?-diff:0); } //--- calculate first visible value ExtPosBuffer[ExtPeriodRSI]=SumP/ExtPeriodRSI; ExtNegBuffer[ExtPeriodRSI]=SumN/ExtPeriodRSI; ExtRSIBuffer[ExtPeriodRSI]=100.0-(100.0/(1.0+ExtPosBuffer[ExtPeriodRSI]/ExtNegBuffer[ExtPeriodRSI])); //--- prepare the position value for main calculation pos=ExtPeriodRSI+1; } //--- the main loop of calculations for(i=pos;i0.0?diff:0.0))/ExtPeriodRSI; ExtNegBuffer[i]=(ExtNegBuffer[i-1]*(ExtPeriodRSI-1)+(diff<0.0?-diff:0.0))/ExtPeriodRSI; ExtRSIBuffer[i]=100.0-100.0/(1+ExtPosBuffer[i]/ExtNegBuffer[i]); } //--- OnCalculate done. Return new prev_calculated. return(rates_total); } //+------------------------------------------------------------------+