Cuttlers' RSI adaptive EMA

ÿþ//------------------------------------------------------------------

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "Cuttlers' RSI adaptive EMA"

//------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_label1  "Cuttlers' RSI adaptive EMA"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrCrimson,clrForestGreen

#property indicator_width1  2

//--- input parameters

input double             inpPeriod = 32;          // RSI period

input ENUM_APPLIED_PRICE inpPrice  = PRICE_CLOSE; // Price

//--- indicator buffers

double val[],valc[];

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

//--- indicator short name assignment

   IndicatorSetString(INDICATOR_SHORTNAME,"Cuttlers' RSI adaptive EMA ("+(string)inpPeriod+")");

//---

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

void OnDeinit(const int reason)

  {

  }

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

//| 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[])

  {

   for(int i=(int)MathMax(prev_calculated-1,0); i<rates_total && !_StopFlag; i++)

     {

         double _price = getPrice(inpPrice,open,close,high,low,i,rates_total);

		   double _alpha = MathAbs(iRsi(_price,inpPeriod,i,rates_total)/100.0 - 0.5) * 2.0;

         val[i]  = (i>0) ? val[i-1]+_alpha*(_price-val[i-1]) : _price;

         valc[i] = (i>0) ?(val[i]>val[i-1]) ? 2 :(val[i]<val[i-1]) ? 1 : valc[i-1]: 0;

     }

   return(rates_total);

  }

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

//| Custom functions                                                 |

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

#define _rsiInstances 1

#define _rsiInstancesSize 1

double workRsi[][_rsiInstances*_rsiInstancesSize];

#define _price  0

//

//---

//

double iRsi(double price,double period,int r,int bars,int instanceNo=0)

  {

   if(ArrayRange(workRsi,0)!=bars) ArrayResize(workRsi,bars);

   int z=instanceNo*_rsiInstancesSize;



//

//---

//

   workRsi[r][z+_price]=price;

      double sump = 0;

      double sumn = 0;

      for (int k=0; k<(int)period && (r-k-1)>=0; k++)

      {

               double diff = workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price];

                  if (diff > 0)

                        sump += diff;

                  else  sumn -= diff;

      }

   return(100.0-100.0/(1.0+sump/MathMax(sumn,DBL_MIN)));

  }

//

//---

//

double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)

  {

   if(i>=0)

      switch(tprice)

        {

         case PRICE_CLOSE:     return(close[i]);

         case PRICE_OPEN:      return(open[i]);

         case PRICE_HIGH:      return(high[i]);

         case PRICE_LOW:       return(low[i]);

         case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);

         case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);

         case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);

        }

   return(0);

  }

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