Dsl - RSI of average

Author: mladen
Price Data Components
Indicators Used
Moving average indicatorRelative strength index
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Dsl - RSI of average
ÿþ//+------------------------------------------------------------------

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property description "Dsl - RSI of average"

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

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   2

#property indicator_label1  "Dsl zone"

#property indicator_type1   DRAW_FILLING

#property indicator_color1  C'230,230,230'

#property indicator_label2  "RSI of average"

#property indicator_type2   DRAW_COLOR_LINE

#property indicator_color2  clrDarkGray,clrDeepSkyBlue,clrLightSalmon

#property indicator_width2  2

//--- input parameters

input int                inpRsiPeriod       =  14;         // RSI period

input int                inpRsiSignalPeriod =  9;          // Dsl signal period

input int                inpMaPeriod        =  32;         // Average period

input ENUM_MA_METHOD     inpMaMethod        = MODE_EMA;    // Average method

input ENUM_APPLIED_PRICE inpPrice           = PRICE_CLOSE; // Price 

//--- buffers declarations

double val[],valc[],dslup[],dsldn[];

//--- indicator handles

int _maHandle,_rsiHandle;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,dslup,INDICATOR_DATA);

   SetIndexBuffer(1,dsldn,INDICATOR_DATA);

   SetIndexBuffer(2,val,INDICATOR_DATA);

   SetIndexBuffer(3,valc,INDICATOR_COLOR_INDEX);

//--- indicator short name assignment

   _maHandle=iMA(_Symbol,0,inpMaPeriod,0,inpMaMethod,inpPrice); if(_maHandle==INVALID_HANDLE) { return(INIT_FAILED); }

   _rsiHandle=iRSI(_Symbol,0,inpRsiPeriod,_maHandle); if(_rsiHandle==INVALID_HANDLE) { IndicatorRelease(_maHandle); return(INIT_FAILED); }

   IndicatorSetString(INDICATOR_SHORTNAME,"Dsl - RSI of "+StringSubstr(EnumToString(inpMaMethod),5,-1)+" ("+(string)inpRsiPeriod+","+(string)inpMaPeriod+")");

//---

   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);

   if(BarsCalculated(_maHandle)<rates_total)  return(prev_calculated);

   if(BarsCalculated(_rsiHandle)<rates_total) return(prev_calculated);

   double _alpha=2.0/(1+inpRsiSignalPeriod);

   double _rsiVal[1];

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

     {

      int _rsiCopied=CopyBuffer(_rsiHandle,0,time[i],1,_rsiVal);

      val[i]   = (_rsiCopied==1) ? _rsiVal[0] : EMPTY_VALUE;

      dslup[i] = (i>0) ? (val[i]>50) ? dslup[i-1]+_alpha*(val[i]-dslup[i-1]) : dslup[i-1] : 0;

      dsldn[i] = (i>0) ? (val[i]<50) ? dsldn[i-1]+_alpha*(val[i]-dsldn[i-1]) : dsldn[i-1] : 0;

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

     }

   return (i);

  }

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

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