//+------------------------------------------------------------------+ //| 3TF_RSI_Average.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property version "1.00" #property description "Three timeframes RSI Average oscillator" #property indicator_separate_window #property indicator_buffers 7 #property indicator_plots 4 //--- plot RSI1 #property indicator_label1 "RSI1" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- plot RSI2 #property indicator_label2 "RSI2" #property indicator_type2 DRAW_LINE #property indicator_color2 clrGreen #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- plot RSI3 #property indicator_label3 "RSI3" #property indicator_type3 DRAW_LINE #property indicator_color3 clrGray #property indicator_style3 STYLE_SOLID #property indicator_width3 1 //--- plot AvgRSI #property indicator_label4 "Average" #property indicator_type4 DRAW_LINE #property indicator_color4 clrBlue #property indicator_style4 STYLE_SOLID #property indicator_width4 2 //--- enums enum ENUM_DRAW_MODE { DRAW_MODE_STEPS, // Steps DRAW_MODE_SLOPE // Slope }; //--- enum ENUM_INPUT_YES_NO { INPUT_YES = 1, // Yes INPUT_NO = 0 // No }; //--- input parameters input uint InpPeriodRSI = 14; // RSI period input double InpOverbought = 70.0; // Overbought input double InpOversold = 30.0; // Oversold input ENUM_DRAW_MODE InpDrawMode = DRAW_MODE_STEPS; // Drawing mode input ENUM_TIMEFRAMES InpTimeframe1 = PERIOD_H1; // First RSI timeframe input ENUM_TIMEFRAMES InpTimeframe2 = PERIOD_H4; // Second RSI timeframe input ENUM_TIMEFRAMES InpTimeframe3 = PERIOD_D1; // Third RSI timeframe input ENUM_INPUT_YES_NO InpShowRSI1 = INPUT_YES; // Show first RSI input ENUM_INPUT_YES_NO InpShowRSI2 = INPUT_YES; // Show second RSI input ENUM_INPUT_YES_NO InpShowRSI3 = INPUT_YES; // Show third RSI //--- indicator buffers double BufferRSI1[]; double BufferRSI2[]; double BufferRSI3[]; double BufferAVG[]; double BufferRSI1tmp[]; double BufferRSI2tmp[]; double BufferRSI3tmp[]; //--- global variables ENUM_TIMEFRAMES timeframe1; ENUM_TIMEFRAMES timeframe2; ENUM_TIMEFRAMES timeframe3; double overbought; double oversold; int period; int handle_rsi1; int handle_rsi2; int handle_rsi3; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- timer EventSetTimer(90); //--- set global variables period=int(InpPeriodRSI<1 ? 1 : InpPeriodRSI); timeframe1=(InpTimeframe1>Period() ? InpTimeframe1 : Period()); timeframe2=(InpTimeframe2>Period() ? InpTimeframe2 : Period()); timeframe3=(InpTimeframe3>Period() ? InpTimeframe3 : Period()); overbought=(InpOverbought>100 ? 100 : InpOverbought<0.1 ? 0.1 : InpOverbought); oversold=(InpOversold<0 ? 0 : InpOversold>=overbought ? overbought-0.1 : InpOversold); //--- indicator buffers mapping SetIndexBuffer(0,BufferRSI1,INDICATOR_DATA); SetIndexBuffer(1,BufferRSI2,INDICATOR_DATA); SetIndexBuffer(2,BufferRSI3,INDICATOR_DATA); SetIndexBuffer(3,BufferAVG,INDICATOR_DATA); SetIndexBuffer(4,BufferRSI1tmp,INDICATOR_CALCULATIONS); SetIndexBuffer(5,BufferRSI2tmp,INDICATOR_CALCULATIONS); SetIndexBuffer(6,BufferRSI3tmp,INDICATOR_CALCULATIONS); //--- setting indicator parameters string label=TimeframeToString(timeframe1)+","+TimeframeToString(timeframe2)+","+TimeframeToString(timeframe3)+" RSI Average("+(string)period+")"; IndicatorSetString(INDICATOR_SHORTNAME,label); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,overbought); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,oversold); IndicatorSetString(INDICATOR_LEVELTEXT,0,"Overbought"); IndicatorSetString(INDICATOR_LEVELTEXT,1,"Oversold"); //--- setting plot buffer parameters PlotIndexSetString(0,PLOT_LABEL,TimeframeToString(timeframe1)+" RSI("+(string)period+")"); PlotIndexSetString(1,PLOT_LABEL,TimeframeToString(timeframe2)+" RSI("+(string)period+")"); PlotIndexSetString(2,PLOT_LABEL,TimeframeToString(timeframe3)+" RSI("+(string)period+")"); PlotIndexSetString(3,PLOT_LABEL,"Avg("+TimeframeToString(timeframe1)+","+TimeframeToString(timeframe2)+","+TimeframeToString(timeframe3)+")"); PlotIndexSetInteger(0,PLOT_DRAW_TYPE,InpShowRSI1); PlotIndexSetInteger(1,PLOT_DRAW_TYPE,InpShowRSI2); PlotIndexSetInteger(2,PLOT_DRAW_TYPE,InpShowRSI3); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferRSI1,true); ArraySetAsSeries(BufferRSI2,true); ArraySetAsSeries(BufferRSI3,true); ArraySetAsSeries(BufferAVG,true); ArraySetAsSeries(BufferRSI1tmp,true); ArraySetAsSeries(BufferRSI2tmp,true); ArraySetAsSeries(BufferRSI3tmp,true); //--- create handles ResetLastError(); handle_rsi1=iRSI(NULL,timeframe1,period,PRICE_CLOSE); if(handle_rsi1==INVALID_HANDLE) { Print("The ",TimeframeToString(timeframe1)," iRSI("+(string)period+") object was not created: Error ",GetLastError()); return INIT_FAILED; } handle_rsi2=iRSI(NULL,timeframe2,period,PRICE_CLOSE); if(handle_rsi2==INVALID_HANDLE) { Print("The ",TimeframeToString(timeframe2)," iRSI("+(string)period+") object was not created: Error ",GetLastError()); return INIT_FAILED; } handle_rsi3=iRSI(NULL,timeframe3,period,PRICE_CLOSE); if(handle_rsi3==INVALID_HANDLE) { Print("The ",TimeframeToString(timeframe3)," iRSI("+(string)period+") object was not created: Error ",GetLastError()); return INIT_FAILED; } //--- get timeframe Time(NULL,timeframe1,1); Time(NULL,timeframe2,1); Time(NULL,timeframe3,1); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ 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[]) { //--- Проверка количества доступных баров if(rates_total1) { limit=rates_total-2; ArrayInitialize(BufferRSI1,0); ArrayInitialize(BufferRSI2,0); ArrayInitialize(BufferRSI3,0); ArrayInitialize(BufferAVG,0); ArrayInitialize(BufferRSI1tmp,0); ArrayInitialize(BufferRSI2tmp,0); ArrayInitialize(BufferRSI3tmp,0); } //--- Подготовка данных if(Time(NULL,timeframe1,1)==0 || Time(NULL,timeframe2,1)==0 || Time(NULL,timeframe3,1)==0) return 0; int bars1=(timeframe1==Period() ? rates_total : Bars(NULL,timeframe1)); int bars2=(timeframe2==Period() ? rates_total : Bars(NULL,timeframe2)); int bars3=(timeframe3==Period() ? rates_total : Bars(NULL,timeframe3)); int count1=(limit>1 ? fmin(bars1,rates_total) : 1); int copied1=CopyBuffer(handle_rsi1,0,0,count1,BufferRSI1tmp); if(copied1!=count1) return 0; int count2=(limit>1 ? fmin(bars2,rates_total) : 1); int copied2=CopyBuffer(handle_rsi2,0,0,count2,BufferRSI2tmp); if(copied2!=count2) return 0; int count3=(limit>1 ? fmin(bars3,rates_total) : 1); int copied3=CopyBuffer(handle_rsi3,0,0,count3,BufferRSI3tmp); if(copied3!=count3) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { DataConversion(rates_total,NULL,timeframe1,i,BufferRSI1tmp,BufferRSI1,InpDrawMode); DataConversion(rates_total,NULL,timeframe2,i,BufferRSI2tmp,BufferRSI2,InpDrawMode); DataConversion(rates_total,NULL,timeframe3,i,BufferRSI3tmp,BufferRSI3,InpDrawMode); } for(int i=limit; i>=0 && !IsStopped(); i--) BufferAVG[i]=(BufferRSI1[i]+BufferRSI2[i]+BufferRSI3[i])/3.0; //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Custom indicator timer function | //+------------------------------------------------------------------+ void OnTimer() { Time(NULL,timeframe1,1); Time(NULL,timeframe2,1); Time(NULL,timeframe3,1); } //+------------------------------------------------------------------+ //| Transfering data from the source timeframe to current timeframe | //+------------------------------------------------------------------+ void DataConversion(const int rates_total, const string symbol_name, const ENUM_TIMEFRAMES timeframe_src, const int shift, const double &buffer_src[], double &buffer_dest[], ENUM_DRAW_MODE mode=DRAW_MODE_STEPS ) { if(timeframe_src==Period()) { buffer_dest[shift]=buffer_src[shift]; return; } int bar_curr=BarToCurrent(symbol_name,timeframe_src,shift); if(bar_curr>rates_total-1) return; int bar_prev=BarToCurrent(symbol_name,timeframe_src,shift+1); int bar_next=(shift>0 ? BarToCurrent(symbol_name,timeframe_src,shift-1) : 0); if(bar_prev==WRONG_VALUE || bar_curr==WRONG_VALUE || bar_next==WRONG_VALUE) return; buffer_dest[bar_curr]=buffer_src[shift]; if(mode==DRAW_MODE_STEPS) for(int j=bar_curr; j>=bar_next; j--) buffer_dest[j]=buffer_dest[bar_curr]; else { if(bar_prev>rates_total-1) return; for(int j=bar_prev; j>=bar_curr; j--) buffer_dest[j]=EquationDirect(bar_prev,buffer_dest[bar_prev],bar_curr,buffer_dest[bar_curr],j); if(shift==0) for(int j=bar_curr; j>=0; j--) buffer_dest[j]=buffer_dest[bar_curr]; } } //+------------------------------------------------------------------+ //| Возвращает бар заданного таймфрейма как бар текущего таймфрейма | //+------------------------------------------------------------------+ int BarToCurrent(const string symbol_name,const ENUM_TIMEFRAMES timeframe_src,const int shift,bool exact=false) { datetime time=Time(symbol_name,timeframe_src,shift); return(time!=0 ? BarShift(symbol_name,Period(),time,exact) : WRONG_VALUE); } //+------------------------------------------------------------------+ //| Возвращает смещение бара по времени | //| https://www.mql5.com/ru/forum/743/page11#comment_7010041 | //+------------------------------------------------------------------+ int BarShift(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const datetime time,bool exact=false) { int res=Bars(symbol_name,timeframe,time+1,UINT_MAX); if(exact) if((timeframe!=PERIOD_MN1 || time>TimeCurrent()) && res==Bars(symbol_name,timeframe,time-PeriodSeconds(timeframe)+1,UINT_MAX)) return(WRONG_VALUE); return res; } //+------------------------------------------------------------------+ //| Возвращает Time | //+------------------------------------------------------------------+ datetime Time(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const int shift) { datetime array[]; ArraySetAsSeries(array,true); return(CopyTime(symbol_name,timeframe,shift,1,array)==1 ? array[0] : 0); } //+------------------------------------------------------------------+ //| Уравнение прямой | //+------------------------------------------------------------------+ double EquationDirect(const int left_bar,const double left_price,const int right_bar,const double right_price,const int bar_to_search) { return(right_bar==left_bar ? left_price : (right_price-left_price)/(right_bar-left_bar)*(bar_to_search-left_bar)+left_price); } //+------------------------------------------------------------------+ //| Timeframe to string | //+------------------------------------------------------------------+ string TimeframeToString(const ENUM_TIMEFRAMES timeframe) { return StringSubstr(EnumToString(timeframe),7); } //+------------------------------------------------------------------+