dsl_-_rsx

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

#property copyright   "copyright© mladen"

#property description "discontinued signal lines rsi"

#property description "made by mladen"

#property link        "mladenfx@gmail.com"

#property link        "www.forex-station.com"

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



#property indicator_separate_window

#property indicator_buffers 7

#property indicator_color1  clrDimGray

#property indicator_color2  clrDimGray

#property indicator_color3  clrSilver

#property indicator_color4  clrLimeGreen

#property indicator_color5  clrLimeGreen

#property indicator_color6  clrOrange

#property indicator_color7  clrOrange

#property indicator_style1  STYLE_DOT

#property indicator_style2  STYLE_DOT

#property indicator_width3  2

#property indicator_width4  2

#property indicator_width5  2

#property indicator_width6  2

#property indicator_width7  2

#property strict



//

//

//

//

//



enum enPrices

{

   pr_close,      // Close

   pr_open,       // Open

   pr_high,       // High

   pr_low,        // Low

   pr_median,     // Median

   pr_typical,    // Typical

   pr_weighted,   // Weighted

   pr_average,    // Average (high+low+open+close)/4

   pr_medianb,    // Average median body (open+close)/2

   pr_tbiased,    // Trend biased price

   pr_tbiased2,   // Trend biased (extreme) price

   pr_haclose,    // Heiken ashi close

   pr_haopen ,    // Heiken ashi open

   pr_hahigh,     // Heiken ashi high

   pr_halow,      // Heiken ashi low

   pr_hamedian,   // Heiken ashi median

   pr_hatypical,  // Heiken ashi typical

   pr_haweighted, // Heiken ashi weighted

   pr_haaverage,  // Heiken ashi average

   pr_hamedianb,  // Heiken ashi median body

   pr_hatbiased,  // Heiken ashi trend biased price

   pr_hatbiased2  // Heiken ashi trend biased (extreme) price

};



extern int      RsxPeriod = 32;       // Rsx period

extern enPrices RsxPrice  = pr_close; // Rsx price

extern double   RsxSignal = 32;       // Signal period



double val[],valua[],valub[],valda[],valdb[],levelu[],leveld[],state[];



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

//

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

//

//

//

//

//



int OnInit()

{

   IndicatorBuffers(8);

      SetIndexBuffer(0,levelu);

      SetIndexBuffer(1,leveld);

      SetIndexBuffer(2,val);

      SetIndexBuffer(3,valua);

      SetIndexBuffer(4,valub);

      SetIndexBuffer(5,valda);

      SetIndexBuffer(6,valdb);

      SetIndexBuffer(7,state);

   IndicatorShortName("dsl rsx ("+(string)RsxPeriod+", dsl period : "+(string)RsxSignal+")");

   return(INIT_SUCCEEDED);

}

void OnDeinit(const int reason) { return; }



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

//

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

//

//

//

//

//



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 limit=MathMax(rates_total-prev_calculated-1,0);



   //

   //

   //

   //

   //



   double alpha = 2.0/(1.0+RsxSignal);

      if (state[limit]== 1) CleanPoint(limit,valua,valub);

      if (state[limit]==-1) CleanPoint(limit,valda,valdb);

      int i=limit; for(; i>=0 && !_StopFlag; i--)

      {

         val[i]    = iRsi(getPrice(RsxPrice,open,close,high,low,i,Bars),RsxPeriod,i,Bars);

         levelu[i] = (i<Bars-1) ? (val[i]>50) ? levelu[i+1]+alpha*(val[i]-levelu[i+1]) : levelu[i+1] : 50;

         leveld[i] = (i<Bars-1) ? (val[i]<50) ? leveld[i+1]+alpha*(val[i]-leveld[i+1]) : leveld[i+1] : 50;

         state[i]  = (val[i]>levelu[i]) ? 1 : (val[i]<leveld[i]) ? -1 :  0;

         valda[i]  = EMPTY_VALUE;

         valdb[i]  = EMPTY_VALUE;

         valua[i]  = EMPTY_VALUE;

         valub[i]  = EMPTY_VALUE;

            if (state[i]== 1) PlotPoint(i,valua,valub,val);

            if (state[i]==-1) PlotPoint(i,valda,valdb,val);

      }

   return(rates_total-i-1);

}



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

//

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

//

//

//

//

//

//



#define _rsiInstances     1

#define _rsiInstancesSize 13

double workRsi[][_rsiInstances*_rsiInstancesSize];

#define _price  0

#define _change 1

#define _changa 2



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

{

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

      int z = instanceNo*_rsiInstancesSize; 

      int r = bars-i-1;

   

   //

   //

   //

   //

   //

   

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

      double Kg = (3.0)/(2.0+period), Hg = 1.0-Kg;

            if (r<1) { for (int k=1; k<13; k++) workRsi[r][k+z] = 0; return(50); }  



            //

            //

            //

            //

            //

      

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

            double moa = MathAbs(mom);

            for (int k=0; k<3; k++)

            {

               int kk = k*2;

               workRsi[r][z+kk+1] = Kg*mom                + Hg*workRsi[r-1][z+kk+1];

               workRsi[r][z+kk+2] = Kg*workRsi[r][z+kk+1] + Hg*workRsi[r-1][z+kk+2]; mom = 1.5*workRsi[r][z+kk+1] - 0.5 * workRsi[r][z+kk+2];

               workRsi[r][z+kk+7] = Kg*moa                + Hg*workRsi[r-1][z+kk+7];

               workRsi[r][z+kk+8] = Kg*workRsi[r][z+kk+7] + Hg*workRsi[r-1][z+kk+8]; moa = 1.5*workRsi[r][z+kk+7] - 0.5 * workRsi[r][z+kk+8];

            }

            return(MathMax(MathMin((mom/MathMax(moa,DBL_MIN)+1.0)*50.0,100.00),0.00)); 

}



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

//

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

//

//

//

//

//

//



#define _priceInstances     1

#define _priceInstancesSize 4

double workHa[][_priceInstances*_priceInstancesSize];

double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int bars, int instanceNo=0)

{

  if (tprice>=pr_haclose)

   {

      if (ArrayRange(workHa,0)!= bars) ArrayResize(workHa,bars); instanceNo*=_priceInstancesSize; int r = bars-i-1;

         

         //

         //

         //

         //

         //

         

         double haOpen;

         if (r>0)

                haOpen  = (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0;

         else   haOpen  = (open[i]+close[i])/2;

         double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0;

         double haHigh  = MathMax(high[i], MathMax(haOpen,haClose));

         double haLow   = MathMin(low[i] , MathMin(haOpen,haClose));



         if(haOpen  <haClose) { workHa[r][instanceNo+0] = haLow;  workHa[r][instanceNo+1] = haHigh; } 

         else                 { workHa[r][instanceNo+0] = haHigh; workHa[r][instanceNo+1] = haLow;  } 

                                workHa[r][instanceNo+2] = haOpen;

                                workHa[r][instanceNo+3] = haClose;

         //

         //

         //

         //

         //

         

         switch (tprice)

         {

            case pr_haclose:     return(haClose);

            case pr_haopen:      return(haOpen);

            case pr_hahigh:      return(haHigh);

            case pr_halow:       return(haLow);

            case pr_hamedian:    return((haHigh+haLow)/2.0);

            case pr_hamedianb:   return((haOpen+haClose)/2.0);

            case pr_hatypical:   return((haHigh+haLow+haClose)/3.0);

            case pr_haweighted:  return((haHigh+haLow+haClose+haClose)/4.0);

            case pr_haaverage:   return((haHigh+haLow+haClose+haOpen)/4.0);

            case pr_hatbiased:

               if (haClose>haOpen)

                     return((haHigh+haClose)/2.0);

               else  return((haLow+haClose)/2.0);        

            case pr_hatbiased2:

               if (haClose>haOpen)  return(haHigh);

               if (haClose<haOpen)  return(haLow);

                                    return(haClose);        

         }

   }

   

   //

   //

   //

   //

   //

   

   switch (tprice)

   {

      case pr_close:     return(close[i]);

      case pr_open:      return(open[i]);

      case pr_high:      return(high[i]);

      case pr_low:       return(low[i]);

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

      case pr_medianb:   return((open[i]+close[i])/2.0);

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

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

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

      case pr_tbiased:   

               if (close[i]>open[i])

                     return((high[i]+close[i])/2.0);

               else  return((low[i]+close[i])/2.0);        

      case pr_tbiased2:   

               if (close[i]>open[i]) return(high[i]);

               if (close[i]<open[i]) return(low[i]);

                                     return(close[i]);        

   }

   return(0);

}   



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

//                                                                  

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

//

//

//

//

//



void CleanPoint(int i,double& first[],double& second[])

{

   if (i>=Bars-2) return;

   if ((second[i]  != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))

        second[i+1] = EMPTY_VALUE;

   else

      if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))

          first[i+1] = EMPTY_VALUE;

}



void PlotPoint(int i,double& first[],double& second[],double& from[])

{

   if (i>=Bars-2) return;

   if (first[i+1] == EMPTY_VALUE)

      if (first[i+2] == EMPTY_VALUE) 

            { first[i]  = from[i]; first[i+1]  = from[i+1]; second[i] = EMPTY_VALUE; }

      else  { second[i] = from[i]; second[i+1] = from[i+1]; first[i]  = EMPTY_VALUE; }

   else     { first[i]  = from[i];                          second[i] = EMPTY_VALUE; }

}