Cuttlers RSI adaptive EMA - fl

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "Cuttlers' RSI adaptive EMA with floating levels"

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

#property indicator_chart_window

#property indicator_buffers 5

#property indicator_plots   4

#property indicator_label1  "Level up"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrForestGreen

#property indicator_style1  STYLE_DOT

#property indicator_label2  "Middle level"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrDarkGray

#property indicator_style2  STYLE_DOT

#property indicator_label3  "Level down"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrCrimson

#property indicator_style3  STYLE_DOT

#property indicator_label4  "Cuttlers' RSI adaptive EMA"

#property indicator_type4   DRAW_COLOR_LINE

#property indicator_color4  clrDarkGray,clrCrimson,clrForestGreen

#property indicator_width4  2

//--- input parameters

enum enColorMode

{

   col_onZero, // Change color on middle line cross

   col_onOuter // Change color on outer levels cross

};

input double             inpPeriod      = 32;          // RSI period

input ENUM_APPLIED_PRICE inpPrice       = PRICE_CLOSE; // Price

input int                inpFlPeriod    = 32;          // Floating levels period

input double             inpFlLevelUp   = 80.0;        // Up level %

input double             inpFlLevelDown = 20.0;        // Down level %

input enColorMode        inpColorMode   = col_onOuter; // Change color mode 

//--- indicator buffers

double val[],valc[],flup[],flmi[],fldn[];

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,flup,INDICATOR_DATA);

   SetIndexBuffer(1,flmi,INDICATOR_DATA);

   SetIndexBuffer(2,fldn,INDICATOR_DATA);

   SetIndexBuffer(3,val,INDICATOR_DATA);

   SetIndexBuffer(4,valc,INDICATOR_COLOR_INDEX);

//--- indicator short name assignment

   IndicatorSetString(INDICATOR_SHORTNAME,"Cuttlers' RSI adaptive EMA with floating levels("+(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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);

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

            int _start = MathMax(i-inpFlPeriod+1,0);

            double min = val[ArrayMinimum(val,_start,inpFlPeriod)];

            double max = val[ArrayMaximum(val,_start,inpFlPeriod)];

            double range = max-min;

            flup[i] = min+inpFlLevelUp  *range/100.0;

            fldn[i] = min+inpFlLevelDown*range/100.0;

            flmi[i] = min+50            *range/100.0;

         switch (inpColorMode)

         {

            case col_onOuter : valc[i] = (val[i]>flup[i]) ? 2 :(val[i]<fldn[i]) ? 1 : 0; break;

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

         }            

     }

   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);

  }

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