Cronex_T_RSI_BBSW_sub

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

//|                                             Cronex T RSI BBS.mq5 |

//|                                        Copyright © 2017, Cronex. |

//|                                Sergii Kozin sergagame1@gmail.com |

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

#property  copyright "Copyright © 2017, Cronex"

#property  link      "http://www.metaquotes.net/"



#property  indicator_separate_window

#property indicator_buffers 7

#property indicator_plots 7

#property indicator_color1 DarkOrange

#property indicator_color2 SteelBlue





#property indicator_width1 2



// Level lines   

#property indicator_level1  10

#property indicator_level2 -10



// Input variables

input int RSIPeriod = 16;

input double TCurvature = 0.618;



double RSITArray[];

double RSIArray[];



double e1,e2,e3,e4,e5,e6;

double c1,c2,c3,c4;

double n,w1,w2,b2,b3;



int RSIHandle0;

int RSIHandle1;

int RSIHandle2;

int RSIHandle3;



double RSIBuffer0[];

double RSIBuffer1[]; 

double RSIBuffer2[]; 

double RSIBuffer3[];  



int OnInit()

{

   SetIndexBuffer(0, RSITArray, INDICATOR_DATA);

   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);

   SetIndexBuffer(1, RSIArray, INDICATOR_DATA);

   PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);

  

   PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_LINE);   

   PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);

   

   PlotIndexSetString(0, PLOT_LABEL, "RSI T");

   PlotIndexSetString(1, PLOT_LABEL, "RSI");



   IndicatorSetInteger(INDICATOR_DIGITS, (int)SymbolInfoInteger(NULL, SYMBOL_DIGITS));

   IndicatorSetString(INDICATOR_SHORTNAME, "Cronex T RSI BBS (" + IntegerToString(RSIPeriod) + ")");

   

   //reset variables 

   e1 = 0.0; e2 = 0.0; e3 = 0.0; e4 = 0.0; e5 = 0.0; e6 = 0.0;

   c1 = 0.0; c2 = 0.0; c3 = 0.0; c4 = 0.0;

   n = 0.0;

   w1 = 0.0; w2 = 0.0;

   b2 = 0.0; b3 = 0.0;

   //

   b2 = TCurvature * TCurvature;

   b3 = b2 * TCurvature;

   c1 = -b3;

   c2 = (3 * (b2 + b3));

   c3 = -3 * (2 * b2 + TCurvature + b3);

   c4 = (1 + 3 * TCurvature + b3 + 3 * b2);

   n = (double)RSIPeriod;

  

   if (n < 1) {

      n=1;

   }

   n = 1 + 0.5 * (n - 1);

   w1 = 2 / (n + 1);

   w2 = 1 - w1;

   

   RSIHandle0 = iRSI(NULL, 0, RSIPeriod + 4 * 0 , PRICE_WEIGHTED);

   RSIHandle1 = iRSI(NULL, 0, RSIPeriod + 4 * 1 , PRICE_WEIGHTED);

   RSIHandle2 = iRSI(NULL, 0, RSIPeriod + 4 * 2 , PRICE_WEIGHTED);

   RSIHandle3 = iRSI(NULL, 0, RSIPeriod + 4 * 3 , PRICE_WEIGHTED);



   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[])

{  

   int to_calc = rates_total - prev_calculated;

   CopyBuffer(RSIHandle0, 0, 0, to_calc, RSIBuffer0);

   CopyBuffer(RSIHandle1, 0, 0, to_calc, RSIBuffer1);

   CopyBuffer(RSIHandle2, 0, 0, to_calc, RSIBuffer2);

   CopyBuffer(RSIHandle3, 0, 0, to_calc, RSIBuffer3);

   

   int i, c;   

   for (i= 0; i < to_calc; i++) {  

      c = prev_calculated + i;    

      RSIArray[c] = (RSIBuffer0[i] + RSIBuffer1[i] + RSIBuffer2[i] + RSIBuffer3[i]) / 4 - 50;           

      if (RSIArray[c] <=100 && RSIArray[c] >= -100) {

         e1 = w1 * RSIArray[c] + w2 * e1;         

         e2 = w1 * e1 + w2 * e2;

         e3 = w1 * e2 + w2 * e3;

         e4 = w1 * e3 + w2 * e4;

         e5 = w1 * e4 + w2 * e5;

         e6 = w1 * e5 + w2 * e6;

         RSITArray[c] = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3;

      } else {

         RSIArray[c] = 0.0;

         RSITArray[c] = 0.0;         

      }

   }

    

   return(rates_total);

}