ATR_Channels_RSI

ÿþ//+---------------------------------------------------------------------+

//|                                                ATR_Channels_RSI.mq5 |

//|                            Copyright © 2005, Luis Guilherme Damiani |

//|                                         http://www.damianifx.com.br |

//+---------------------------------------------------------------------+ 

//| ;O @01>BK  8=48:0B>@0  A;54C5B  ?>;>68BL D09; SmoothAlgorithms.mqh |

//| 2 ?0?:C (48@5:B>@8N): :0B0;>3_40==KE_B5@<8=0;0\\MQL5\Include        |

//+---------------------------------------------------------------------+

#property copyright "Copyright © 2005, Luis Guilherme Damiani"

#property link      "http://www.damianifx.com.br"

#property description "ATR_Channels_RSI"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.10"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2

#property indicator_buffers 12 

//---- 8A?>;L7>20=> 2A53> 2>A5<L 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   8

//+--------------------------------------------------+

//| 0@0<5B@K >B@8A>2:8 8=48:0B>@0 RSI               |

//+--------------------------------------------------+

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 A25G8

#property indicator_type1   DRAW_COLOR_CANDLES

#property indicator_color1  clrLimeGreen,clrGray,clrDeepPink

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "RSI_Candle_Vol Open;RSI_Candle_Vol High;RSI_Candle_Vol Low;RSI_Candle_Vol Close"

//+--------------------------------------------------+

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0                  |

//+--------------------------------------------------+

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type2   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= A8=5-D8>;5B>2K9 F25B

#property indicator_color2 clrBlueViolet

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O ;8=8O

#property indicator_style2  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 1

#property indicator_width2  1

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label2  "ATR"

//+--------------------------------------------------+

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 Envelope C@>2=59 |

//+--------------------------------------------------+

//---- >B@8A>2:0 C@>2=59 2 2845 ;8=89

#property indicator_type3   DRAW_LINE

#property indicator_type4   DRAW_LINE

#property indicator_type5   DRAW_LINE

#property indicator_type6   DRAW_LINE

#property indicator_type7   DRAW_LINE

#property indicator_type8   DRAW_LINE

//---- 2K1>@ F25B>2 C@>2=59

#property indicator_color3  clrPurple

#property indicator_color4  clrRed

#property indicator_color5  clrBlue

#property indicator_color6  clrBlue

#property indicator_color7  clrRed

#property indicator_color8  clrPurple

//---- C@>2=8 - HB@8E?C=:B8@=K5 :@82K5

#property indicator_style3 STYLE_DASHDOTDOT

#property indicator_style4 STYLE_DASHDOTDOT

#property indicator_style5 STYLE_DASHDOTDOT

#property indicator_style6 STYLE_DASHDOTDOT

#property indicator_style7 STYLE_DASHDOTDOT

#property indicator_style8 STYLE_DASHDOTDOT

//---- B>;I8=0 C@>2=59 @02=0 1

#property indicator_width3  1

#property indicator_width4  1

#property indicator_width5  1

#property indicator_width6  1

#property indicator_width7  1

#property indicator_width8  1

//---- >B>1@065=85 <5B>: C@>2=59

#property indicator_label3  "+3 Envelope"

#property indicator_label4  "+2 Envelope"

#property indicator_label5  "+1 Envelope"

#property indicator_label6  "-1 Envelope"

#property indicator_label7  "-2 Envelope"

#property indicator_label8  "-3 Envelope"

//+-----------------------------------+

//| >1JO2;5=85 :>=AB0=B               |

//+-----------------------------------+

#define RESET 0                    // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

//+-----------------------------------+

//|  ?8A0=85 :;0AA>2 CA@54=5=89      |

//+-----------------------------------+

#include <SmoothAlgorithms.mqh> 

//+-----------------------------------+

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CXMA 87 D09;0 SmoothAlgorithms.mqh

CXMA XMA;

//+-----------------------------------+

//|  >1JO2;5=85 ?5@5G8A;5=89          |

//+-----------------------------------+

enum Applied_price_ //"8? :>=AB0=BK

  {

   PRICE_CLOSE_ = 1,     //Close

   PRICE_OPEN_,          //Open

   PRICE_HIGH_,          //High

   PRICE_LOW_,           //Low

   PRICE_MEDIAN_,        //Median Price (HL/2)

   PRICE_TYPICAL_,       //Typical Price (HLC/3)

   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)

   PRICE_SIMPL_,         //Simpl Price (OC/2)

   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price 

   PRICE_DEMARK_         //Demark Price  

  };

//+-----------------------------------+

//|  >1JO2;5=85 ?5@5G8A;5=89          |

//+-----------------------------------+

/*enum Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 SmoothAlgorithms.mqh

  {

   MODE_SMA_,  //SMA

   MODE_EMA_,  //EMA

   MODE_SMMA_, //SMMA

   MODE_LWMA_, //LWMA

   MODE_JJMA,  //JJMA

   MODE_JurX,  //JurX

   MODE_ParMA, //ParMA

   MODE_T3,    //T3

   MODE_VIDYA, //VIDYA

   MODE_AMA,   //AMA

  }; */

//+-----------------------------------+

//|  %+  " + "      |

//+-----------------------------------+

input uint   RSIPeriod=14;             // ?5@8>4 8=48:0B>@0

input uint   ATRPeriod=18;

input double Mult_Factor1=10000;

input double Mult_Factor2=20000;

input double Mult_Factor3=30000;

//----

input Smooth_Method XMA_Method=MODE_SMA_; //<5B>4 CA@54=5=8O

input uint XLength=100; //3;C18=0  A3;06820=8O                    

input int XPhase=15; //?0@0<5B@ CA@54=5=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input Applied_price_ IPC=PRICE_WEIGHTED_;//F5=>20O :>=AB0=B0 >B RSI A25G:8

input int Shift=0; // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

//+-----------------------------------+

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ExtLineBuffer0[];

double OpenBuffer[],HighBuffer[],LowBuffer[],CloseBuffer[],ColorBuffer[];

double ExtLineBuffer1[],ExtLineBuffer2[],ExtLineBuffer3[];

double ExtLineBuffer4[],ExtLineBuffer5[],ExtLineBuffer6[];

//---- 1JO2;5=85 ?5@5<5==>9 4;O E@0=5=8O E5=4;0 8=48:0B>@0

int ATR_Handle,RSI_Handle[4];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_RSI,min_rates_XMA,min_rates_total;

//+------------------------------------------------------------------+   

//| ATR Channels indicator initialization function                   | 

//+------------------------------------------------------------------+ 

int OnInit()

  {

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 ATR

   ATR_Handle=iATR(NULL,PERIOD_CURRENT,ATRPeriod);

   if(ATR_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ATR");

      return(INIT_FAILED);

     }

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iRSI 1

   RSI_Handle[0]=iRSI(NULL,0,RSIPeriod,PRICE_OPEN);

   if(RSI_Handle[0]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iRSI 1");

      return(INIT_FAILED);

     }

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iRSI 2

   RSI_Handle[1]=iRSI(NULL,0,RSIPeriod,PRICE_HIGH);

   if(RSI_Handle[1]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iRSI 2");

      return(INIT_FAILED);

     }

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iRSI 3

   RSI_Handle[2]=iRSI(NULL,0,RSIPeriod,PRICE_LOW);

   if(RSI_Handle[2]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iRSI 3");

      return(INIT_FAILED);

     }

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 iRSI 4

   RSI_Handle[3]=iRSI(NULL,0,RSIPeriod,PRICE_CLOSE);

   if(RSI_Handle[3]==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 iRSI 4");

      return(INIT_FAILED);

     }

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_RSI=int(RSIPeriod)+1;

   min_rates_XMA=min_rates_RSI+GetStartBars(XMA_Method,XLength,XPhase);

   min_rates_total=min_rates_XMA+int(ATRPeriod);



//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA.XMALengthCheck("XLength",XLength);

   XMA.XMAPhaseCheck("XPhase",XPhase,XMA_Method);



//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,OpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,HighBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,LowBuffer,INDICATOR_DATA);

   SetIndexBuffer(3,CloseBuffer,INDICATOR_DATA);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(4,ColorBuffer,INDICATOR_COLOR_INDEX);



//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE

   ArraySetAsSeries(OpenBuffer,true);

   ArraySetAsSeries(HighBuffer,true);

   ArraySetAsSeries(LowBuffer,true);

   ArraySetAsSeries(CloseBuffer,true);

   ArraySetAsSeries(ColorBuffer,true);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(5,ExtLineBuffer0,INDICATOR_DATA);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtLineBuffer0,true);



//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(6,ExtLineBuffer1,INDICATOR_DATA);

   SetIndexBuffer(7,ExtLineBuffer2,INDICATOR_DATA);

   SetIndexBuffer(8,ExtLineBuffer3,INDICATOR_DATA);

   SetIndexBuffer(9,ExtLineBuffer4,INDICATOR_DATA);

   SetIndexBuffer(10,ExtLineBuffer5,INDICATOR_DATA);

   SetIndexBuffer(11,ExtLineBuffer6,INDICATOR_DATA);

//---- CAB0=>2:0 ?>78F88, A :>B>@>9 =0G8=05BAO >B@8A>2:0 C@>2=59

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(6,PLOT_DRAW_BEGIN,min_rates_total);

   PlotIndexSetInteger(7,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(6,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   PlotIndexSetDouble(7,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 70?@5B =0 >B>1@065=85 7=0G5=89 8=48:0B>@0 2 ;52>< 25@E=5< C3;C >:=0 8=48:0B>@0

   PlotIndexSetInteger(1,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(2,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(3,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(4,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(5,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(6,PLOT_SHOW_DATA,false);

   PlotIndexSetInteger(7,PLOT_SHOW_DATA,false);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtLineBuffer1,true);

   ArraySetAsSeries(ExtLineBuffer2,true);

   ArraySetAsSeries(ExtLineBuffer3,true);

   ArraySetAsSeries(ExtLineBuffer4,true);

   ArraySetAsSeries(ExtLineBuffer5,true);

   ArraySetAsSeries(ExtLineBuffer6,true);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   string Smooth=XMA.GetString_MA_Method(XMA_Method);

   StringConcatenate(shortname,"ATR_Channels_RSI(",RSIPeriod,",",XLength,",",Smooth,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);



//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,5);

//--- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+ 

//| ATR Channels iteration function                                  | 

//+------------------------------------------------------------------+ 

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                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[]

                )

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(ATR_Handle)<rates_total

      || BarsCalculated(RSI_Handle[0])<rates_total

      || BarsCalculated(RSI_Handle[1])<rates_total

      || BarsCalculated(RSI_Handle[2])<rates_total

      || BarsCalculated(RSI_Handle[3])<rates_total

      || rates_total<min_rates_total) return(RESET);



//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double rsi,xrsi,Range[];

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 8 ?>;CG5=85 C65 ?>AG8B0==KE 10@>2

   int to_copy,limit,bar;

   int maxbar=rates_total-1-min_rates_RSI;



//---- @0AGQBK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8 AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=maxbar; // @0AGQB=>5 :>;8G5AB2> 2A5E 10@>2

     }

   else

     {

      limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

     }

   to_copy=limit+1;



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 Range[]

   if(CopyBuffer(ATR_Handle,0,0,to_copy,Range)<=0) return(RESET);

//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 8=48:0B>@=K5 1CD5@K

   if(CopyBuffer(RSI_Handle[0],0,0,to_copy,OpenBuffer)<=0) return(RESET);

   if(CopyBuffer(RSI_Handle[1],0,0,to_copy,HighBuffer)<=0) return(RESET);

   if(CopyBuffer(RSI_Handle[2],0,0,to_copy,LowBuffer)<=0) return(RESET);

   if(CopyBuffer(RSI_Handle[3],0,0,to_copy,CloseBuffer)<=0) return(RESET);



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(Range,true);



//---- A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=limit; bar>=0 && !IsStopped(); bar--)

     {

      //---- 8A?@02;O5< 7=0G5=8O RSI

      double Max=MathMax(OpenBuffer[bar],CloseBuffer[bar]);

      Max=MathMax(Max,LowBuffer[bar]);

      Max=MathMax(Max,HighBuffer[bar]);

      double Min=MathMin(OpenBuffer[bar],CloseBuffer[bar]);

      Min=MathMin(Min,LowBuffer[bar]);

      Min=MathMin(Min,HighBuffer[bar]);

      HighBuffer[bar]=Max;

      LowBuffer[bar]=Min;

      //---- 45;05< @0AGQB C@>2=59 ATR

      rsi=PriceSeries(IPC,bar,OpenBuffer,LowBuffer,HighBuffer,CloseBuffer);

      xrsi=XMA.XMASeries(maxbar,prev_calculated,rates_total,XMA_Method,XPhase,XLength,rsi,bar,true);

      ExtLineBuffer0[bar]=xrsi;

      ExtLineBuffer1[bar]=xrsi+Range[bar]*Mult_Factor3;

      ExtLineBuffer2[bar]=xrsi+Range[bar]*Mult_Factor2;

      ExtLineBuffer3[bar]=xrsi+Range[bar]*Mult_Factor1;

      ExtLineBuffer4[bar]=xrsi-Range[bar]*Mult_Factor1;

      ExtLineBuffer5[bar]=xrsi-Range[bar]*Mult_Factor2;

      ExtLineBuffer6[bar]=xrsi-Range[bar]*Mult_Factor3;

      //---- :@0A8< A25G8 8=48:0B>@0 RSI

      int clr=1.0;

      if(CloseBuffer[bar]>OpenBuffer[bar]) clr=0.0;

      else if(CloseBuffer[bar]<OpenBuffer[bar]) clr=2.0;

      ColorBuffer[bar]=clr;

     }

//----     

   return(rates_total);

  }

//+------------------------------------------------------------------+