ColorJJRSX_v1

Author: Copyright © 2013, Nikolay Kositsin
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ColorJJRSX_v1
ÿþ//+---------------------------------------------------------------------+

//|                                                      ColorJJRSX.mq5 | 

//|                                Copyright © 2013,   Nikolay Kositsin | 

//|                                 Khabarovsk,   farria@mail.redcom.ru | 

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

//| ;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 © 2013, Nikolay Kositsin"

#property link "farria@mail.redcom.ru"

#property description "Relative Strenght Index"

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

#property version   "1.00"

//---- >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 3 

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

#property indicator_plots   2



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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 1 |

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

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

#property indicator_type1   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20=

#property indicator_color1 clrGray

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

#property indicator_style1  STYLE_SOLID

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

#property indicator_width1  1

//---- >B>1@065=85 ;M91K 8=48:0B>@0

#property indicator_label1  "JJRSX"



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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 F25B=>9 38AB>3@0<<K

#property indicator_type2   DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 38AB>3@0<<K 8A?>;L7>20=K

#property indicator_color2 clrRed,clrDarkOrange,clrGray,clrTeal,clrLime

//---- ;8=8O 8=48:0B>@0 - =5?@5@K2=0O :@820O

#property indicator_style2  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 3

#property indicator_width2  3

//---- >B>1@065=85 ;M91K 8=48:0B>@0

#property indicator_label2  "High Short;Short;Flat;Long;High Long"



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

// ?8A0=85 :;0AA>2 CA@54=5=8O 8 8=48:0B>@>2 |

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

#include <SmoothAlgorithms.mqh>

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

//---- >1JO2;5=85 ?5@5<5==KE :;0AA>2 CJMA 8 CJurX 87 D09;0 SmoothAlgorithms.mqh

CJJMA JMA;

CJurX UpJurX,DnJurX;

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

//|  >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 IndStyle //!B8;L >B>1@065=8O 8=48:0B>@0

  {

   COLOR_LINE = DRAW_COLOR_LINE,          //&25B=0O ;8=8O

   COLOR_HISTOGRAM=DRAW_COLOR_HISTOGRAM,  //&25B=0O 38AB>3@0<<0

   COLOR_ARROW=DRAW_COLOR_ARROW           //&25B=K5 7=0G:8

  };

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

//|  %+  " + "             |

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

input uint JurXPeriod=8; //?5@8>4 JurX

input uint JMAPeriod=3;  //?5@8>4 JMA

input int JMAPhase=100;   //?0@0<5B@ CA@54=5=8O JMA,

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

input Applied_price_ IPC=PRICE_CLOSE_; //F5=>20O :>=AB0=B0

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

input IndStyle Style=COLOR_HISTOGRAM; //AB8;L >B>1@065=8O JJRSX

input int HighLevel=+20; //25@E=89 C@>25=L A@010BK20=8O

input int MiddleLevel=0; //A5@548=0 480?07>=0

input int LowLevel=-20;  //=86=89 C@>25=L A@010BK20=8O

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

//---- >1JO2;5=85 48=0<8G5A:>3> <0AA82>2, :>B>@K5 1C4CB 2 

// 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double JJRSX[];

double JJRSX_[];

double ColorJJRSX[];

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

int min_rates_total,min_rates_;

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

//| JJRSX indicator initialization function                          | 

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

void OnInit()

  {

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

   min_rates_=2;

   min_rates_total=min_rates_+30;



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

   SetIndexBuffer(0,JJRSX_,INDICATOR_DATA);

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

   SetIndexBuffer(1,JJRSX,INDICATOR_DATA);

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

   SetIndexBuffer(2,ColorJJRSX,INDICATOR_COLOR_INDEX);   

   

//---- >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);

   



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

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

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

   PlotIndexSetInteger(1,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(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- 87<5=5=85 AB8;O >B>1@065=8O 8=48:0B>@0   

   PlotIndexSetInteger(1,PLOT_DRAW_TYPE,Style);



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

   string shortname;

   StringConcatenate(shortname,"Relative Strenght Index(",

                     string(JurXPeriod),",",string(JMAPeriod),",",string(JMAPhase),",",EnumToString(IPC),",",Shift,")");

//---- 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,0);

   

//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0 3   

   IndicatorSetInteger(INDICATOR_LEVELS,3);

//---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,HighLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,MiddleLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,LowLevel);

//---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20=K A5@K9 8 @>7>2K9 F25B0  

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrPurple);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrGray);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrPurple);

//---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20= :>@>B:89 HB@8E-?C=:B8@  

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_DASHDOTDOT);

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

  }

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

//| JJRSX 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(rates_total<min_rates_total) return(0);



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

   double dPrice,AbsdPrice,jrsx,uprsx,dnrsx;

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

   int first,clr;



//---- @0AGQB AB0@B>2>3> =><5@0 first 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

     {

      first=1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

   else

     {

      first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

     }



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

   for(int bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      //---- K7>2 DC=:F88 PriceSeries 4;O ?>;CG5=8O 2E>4=>9 F5=K price_

      dPrice=PriceSeries(IPC,bar,open,low,high,close)-PriceSeries(IPC,bar-1,open,low,high,close);     

      AbsdPrice=MathAbs(dPrice);

      

      //---- 70?@5B 45;5=8O =0 =>;L!

      if(!AbsdPrice)  AbsdPrice=_Point;



      //---- ?@5420@8B5;L=0O 8=8F80;870F8O 8=48:0B>@=>3> 1CD5@0 ?CABK< 7=0G5=85<

      JJRSX[bar]=EMPTY_VALUE;



      //---- 20 2K7>20 DC=:F88 JurXSeries 

      uprsx=UpJurX.JurXSeries(1,prev_calculated,rates_total,0,JurXPeriod,dPrice,bar,false);

      dnrsx=DnJurX.JurXSeries(1,prev_calculated,rates_total,0,JurXPeriod,AbsdPrice,bar,false);    

      jrsx=100*uprsx/dnrsx;

      

      //---- 48= 2K7>2 DC=:F88 JMASeries 

      JJRSX[bar]=JMA.JJMASeries(min_rates_,prev_calculated,rates_total,0,JMAPhase,JMAPeriod,jrsx,bar,false);         

      JJRSX_[bar]=JJRSX[bar];



      clr=2;

      if(JJRSX[bar]>JJRSX[bar-1]) {if(JJRSX[bar]>HighLevel) clr=4; else clr=3;}

      if(JJRSX[bar]<JJRSX[bar-1]) {if(JJRSX[bar]<LowLevel)  clr=0; else clr=1;}

      ColorJJRSX[bar]=clr;

     }

//----     

   return(rates_total);

  }

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

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