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Accrete-MFBtm_DZRSI
/*+~><>~~~~~~~~~~~~~~~~~~~~~~><>~~~~~~~~~~~~~~~~~~~~~~><>~~~~~~~~~~~~~~~~~~~~~~+
| |
| Copyright © 2006, Accrete LLC |
| http://www.accrete.com |
| For further information on the Accrete - MultipleFiboBands Trading Model", |
| visit the web at www.accrete.com/fx-atm . There you will find various |
| links, trade examples, and the latest updates on the model by Accrete |
+~><>~~~~~~~~~~~~~~~~~~~~~~><>~~~~~~~~~~~~~~~~~~~~~~><>~~~~~~~~~~~~~~~~~~~~~~+
*/
// property copyright "Original Dynamic Zone RSI Copyright © 2005, Pavel Kulko polk@alba.dp.ua"
#property copyright "Accrete LLC"
#property link "www.accrete.com"
#property indicator_buffers 7
#property indicator_color1 Green
#property indicator_color2 Red
#property indicator_color3 Blue
#property indicator_color4 Red
#property indicator_color5 Blue
#property indicator_color6 Lime
#property indicator_color7 Yellow
#property indicator_separate_window
extern int RSIPeriod = 8;
extern int SignalMA_Period=8;
extern int SignalMA_Method=0; //0=sma,1=ema,2=smma,3=lwma
extern int BandPeriod = 20;
double RSIBuf[],UpZone[],DnZone[],UpZonei[],DnZonei[],RSIBufdot[],SignalMABuf[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
int draw_begin;
string short_name;
//---- indicators
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,RSIBuf);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1,UpZone);
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(2,DnZone);
SetIndexStyle(3,DRAW_LINE,2,1);
SetIndexBuffer(3,UpZonei);
SetIndexStyle(4,DRAW_LINE,2,1);
SetIndexBuffer(4,DnZonei);
SetIndexStyle(5,DRAW_ARROW, EMPTY);
SetIndexArrow(5,115);
SetIndexBuffer(5,RSIBufdot);
SetIndexStyle(6,DRAW_LINE,2,1);
SetIndexBuffer(6,SignalMABuf);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
double MA, RSI[];
ArrayResize(RSI,BandPeriod);
int counted_bars=IndicatorCounted();
int limit = Bars-counted_bars-1;
for(int i=limit; i>=0; i--)
{
RSIBuf[i] = iRSI(NULL,0,RSIPeriod,MODE_CLOSE,i);
MA = 0;
for(int j=i; j<i+BandPeriod; j++) {
RSI[j-i] = RSIBuf[j];
MA += RSIBuf[j]/BandPeriod;
}
{
RSIBufdot[i] = iRSI(NULL,0,RSIPeriod,MODE_CLOSE,i);
}
UpZone[i] = MA + (1.382 * StDev(RSI,BandPeriod));
DnZone[i] = MA - (1.382 * StDev(RSI,BandPeriod));
UpZonei[i] = MA + (0.382 * StDev(RSI,BandPeriod));
DnZonei[i] = MA - (0.382 * StDev(RSI,BandPeriod));
}
for(i=limit; i>=0; i--)
{
SignalMABuf[i]=iMAOnArray(RSIBuf,0,SignalMA_Period,0,SignalMA_Method,i);
// SignalMABuf[i]=iMAOnArray(RSIBuf,0,SignalMA_Period,0,MODE_LWMA,i);
}
//----
return(0);
}
double StDev(double& Data[], int Per)
{
return(MathSqrt(Variance(Data,Per)));
}
double Variance(double& Data[], int Per)
{
double sum, ssum;
for (int i=0; i<Per; i++)
{
sum += Data[i];
ssum += MathPow(Data[i],2);
}
return((ssum*Per - sum*sum)/(Per*(Per-1)));
}
//+------------------------------------------------------------------+
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