//------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-tsd.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 7 #property indicator_plots 5 #property indicator_label1 "RSI level fill" #property indicator_type1 DRAW_FILLING #property indicator_color1 clrDodgerBlue,clrSandyBrown #property indicator_label2 "RSI level up" #property indicator_type2 DRAW_LINE #property indicator_color2 clrDodgerBlue #property indicator_style2 STYLE_DOT #property indicator_label3 "RSI middle level" #property indicator_type3 DRAW_LINE #property indicator_color3 clrSilver #property indicator_style3 STYLE_DOT #property indicator_label4 "RSI level down" #property indicator_type4 DRAW_LINE #property indicator_color4 clrSandyBrown #property indicator_style4 STYLE_DOT #property indicator_label5 "Rapid experiment" #property indicator_type5 DRAW_COLOR_LINE #property indicator_color5 clrDodgerBlue,clrSandyBrown #property indicator_style5 STYLE_SOLID #property indicator_width5 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_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 }; enum enRsiMaMethod { rsm_original=-1, // Original RSI calculation rsm_sma, // Calculate RSI using SMA rsm_ema, // Calculate RSI using EMA rsm_smma, // Calculate RSI using SMMA rsm_lwma // Calculate RSI using LWMA }; input int pperiod = 14; // Calculating period input enPrices pprice = pr_close; // Price input enRsiMaMethod MaMethodToUse = rsm_original; // What ma method to use in rsi calculation input int psmooth = 32; // Price smoothing input ENUM_MA_METHOD psmoothMethod = MODE_EMA; // Price smoothing method input int flLookBack = 25; // Floating levels look back period input double flLevelUp = 90; // Floating levels up level % input double flLevelDown = 10; // Floating levels down level % double buffer[],levelup[],levelmi[],leveldn[],fill1[],fill2[]; double trend[]; int _bars; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { SetIndexBuffer(0,fill1 ,INDICATOR_DATA); SetIndexBuffer(1,fill2 ,INDICATOR_DATA); SetIndexBuffer(2,levelup,INDICATOR_DATA); SetIndexBuffer(3,levelmi,INDICATOR_DATA); SetIndexBuffer(4,leveldn,INDICATOR_DATA); SetIndexBuffer(5,buffer ,INDICATOR_DATA); SetIndexBuffer(6,trend ,INDICATOR_COLOR_INDEX); return(0); } // // // // // 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[]) { _bars = rates_total; // // // // // for (int i=(int)MathMax(prev_calculated-1,0); i=0; k++) { min = MathMin(buffer[i-k],min); max = MathMax(buffer[i-k],max); } double range = max-min; levelup[i] = min+flLevelUp*range/100.0; leveldn[i] = min+flLevelDown*range/100.0; levelmi[i] = min+0.5*range; fill1[i] = buffer[i]; fill2[i] = buffer[i]; if (buffer[i]>levelup[i]) fill2[i] = levelup[i]; if (buffer[i]0) { trend[i] = trend[i-1]; // // // // // if (buffer[i]>levelup[i]) trend[i] = 0; if (buffer[i]=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 alpha = 1.0/period; double change = workRsi[r][z+_price]-workRsi[r-1][z+_price]; switch (maMethod) { case rsm_original : 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]); break; case rsm_sma : workRsi[r][z+_change] = iSma( change ,(int)period,r,0); workRsi[r][z+_changa] = iSma(MathAbs(change),(int)period,r,1); break; case rsm_ema : workRsi[r][z+_change] = iEma( change ,period,r,0); workRsi[r][z+_changa] = iEma(MathAbs(change),period,r,1); break; case rsm_smma : workRsi[r][z+_change] = iSmma( change ,period,r,0); workRsi[r][z+_changa] = iSmma(MathAbs(change),period,r,1); break; case rsm_lwma : workRsi[r][z+_change] = iLwma( change ,period,r,0); workRsi[r][z+_changa] = iLwma(MathAbs(change),period,r,1); break; } } if (workRsi[r][z+_changa] != 0) return(50.0*(workRsi[r][z+_change]/workRsi[r][z+_changa]+1)); else return(50.0); } // // // // // #define _maInstances 3 #define _maWorkBufferx1 1*_maInstances #define _maWorkBufferx2 2*_maInstances #define _maWorkBufferx3 3*_maInstances #define _maWorkBufferx4 4*_maInstances #define _maWorkBufferx5 5*_maInstances double workSma[][_maWorkBufferx2]; double iSma(double price, int period, int r, int instanceNo=0) { if (period<=1) return(price); if (ArrayRange(workSma,0)!= _bars) ArrayResize(workSma,_bars); instanceNo *= 2; int k; // // // // // workSma[r][instanceNo+0] = price; workSma[r][instanceNo+1] = price; for(k=1; k=0; k++) workSma[r][instanceNo+1] += workSma[r-k][instanceNo+0]; workSma[r][instanceNo+1] /= 1.0*k; return(workSma[r][instanceNo+1]); } // // // // // double workEma[][_maWorkBufferx1]; double iEma(double price, double period, int r, int instanceNo=0) { if (period<=1) return(price); if (ArrayRange(workEma,0)!= _bars) ArrayResize(workEma,_bars); // // // // // workEma[r][instanceNo] = price; double alpha = 2.0 / (1.0+period); if (r>0) workEma[r][instanceNo] = workEma[r-1][instanceNo]+alpha*(price-workEma[r-1][instanceNo]); return(workEma[r][instanceNo]); } // // // // // double workSmma[][_maWorkBufferx1]; double iSmma(double price, double period, int r, int instanceNo=0) { if (period<=1) return(price); if (ArrayRange(workSmma,0)!= _bars) ArrayResize(workSmma,_bars); // // // // // if (r=0; k++) { double weight = period-k; sumw += weight; sum += weight*workLwma[r-k][instanceNo]; } return(sum/sumw); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // double workHa[][4]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int instanceNo=0) { if (tprice>=pr_haclose) { if (ArrayRange(workHa,0)!= _bars) ArrayResize(workHa,_bars); int r=i; // // // // // double haOpen; if (r>0) haOpen = (workHa[r-1][instanceNo+2] + workHa[r-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); } } // // // // // 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); } return(0); }