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f_rsi
//+---------------------------------------------------------------------+
//| F_RSI.mq5 |
//| Copyright © 2015, Yuriy Tokman (YTG) |
//| http://ytg.com.ua/ |
//+---------------------------------------------------------------------+
//| Äëÿ ðàáîòû èíäèêàòîðà ñëåäóåò ïîëîæèòü ôàéë SmoothAlgorithms.mqh |
//| â ïàïêó (äèðåêòîðèþ): êàòàëîã_äàííûõ_òåðìèíàëà\\MQL5\Include |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2015, Yuriy Tokman (YTG)"
#property link "http://ytg.com.ua/"
#property description "Èíäèêàòîð RSI ñ äèíàìè÷åñêèìè óðîâíÿìè"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version "1.00"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 3
#property indicator_buffers 3
//---- èñïîëüçîâàíî âñåãî äâà ãðàôè÷åñêèõ ïîñòðîåíèÿ
#property indicator_plots 2
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà RSI Cloud |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå îáëàêà
#property indicator_type1 DRAW_FILLING
//---- â êà÷åñòâå öâåòîâ îáëàêà èíäèêàòîðà èñïîëüçîâàíû
#property indicator_color1 clrLavender
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1 "RSI Cloud"
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà RSI |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà 2 â âèäå ëèíèè
#property indicator_type2 DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí öâåò DeepPink
#property indicator_color2 clrDeepPink
//---- ëèíèÿ èíäèêàòîðà 2 - íåïðåðûâíàÿ êðèâàÿ
#property indicator_style2 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà 2 ðàâíà 2
#property indicator_width2 2
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label2 "RSI"
//+----------------------------------------------+
//| Ïàðàìåòðû îòîáðàæåíèÿ ãîðèçîíòàëüíûõ óðîâíåé |
//+----------------------------------------------+
#property indicator_level1 70
#property indicator_level2 50
#property indicator_level3 30
#property indicator_levelcolor clrGray
#property indicator_levelstyle STYLE_DASHDOTDOT
//+----------------------------------------------+
//| Îïèñàíèå êëàññà CXMA |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh>
//+----------------------------------------------+
//---- îáúÿâëåíèå ïåðåìåííûõ êëàññà CXMA èç ôàéëà SmoothAlgorithms.mqh
CXMA XMA1,XMA2,XMA3;
//+----------------------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé |
//+----------------------------------------------+
enum Applied_price_ //òèï êîíñòàíòû
{
PRICE_CLOSE_ = 1, //Close
PRICE_OPEN_, //Open
PRICE_HIGH_, //High
PRICE_LOW_, //Low
PRICE_MEDIAN_, //Median Price (HL/2)
PRICE_TYPICAL_, //Typical Price (HLC/3)
PRICE_WEIGHTED_, //Weighted Close (HLCC/4)
PRICE_SIMPL_, //Simpl Price (OC/2)
PRICE_QUARTER_, //Quarted Price (HLOC/4)
PRICE_TRENDFOLLOW0_, //TrendFollow_1 Price
PRICE_TRENDFOLLOW1_, //TrendFollow_2 Price
PRICE_DEMARK_ //Demark Price
};
//+----------------------------------------------+
//| Îáúÿâëåíèå ïåðå÷èñëåíèé |
//+----------------------------------------------+
/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå SmoothAlgorithms.mqh
{
MODE_SMA_, //SMA
MODE_EMA_, //EMA
MODE_SMMA_, //SMMA
MODE_LWMA_, //LWMA
MODE_JJMA, //JJMA
MODE_JurX, //JurX
MODE_ParMA, //ParMA
MODE_T3, //T3
MODE_VIDYA, //VIDYA
MODE_AMA, //AMA
}; */
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà |
//+----------------------------------------------+
input uint PeriodRSI=7; // Ïåðèîä èíäèêàòîðà RSI
input Smooth_Method XMA_Method=MODE_SMMA; // Ìåòîä óñðåäíåíèÿ
input int XPhase=15; // Ïàðàìåòð ñãëàæèâàíèÿ
//---- äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà;
//---- äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input double Dev=1; // Äåâèàöèÿ
input ENUM_APPLIED_PRICE Applied_price=PRICE_CLOSE; // Òèï öåíû èëè handle
input int Shift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+----------------------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå â äàëüíåéøåì
//---- áóäóò èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double Line1Buffer[];
double Line2Buffer[];
double Line3Buffer[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total,min_rates_1,min_rates_2;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
min_rates_1=1;
min_rates_2=min_rates_1+GetStartBars(XMA_Method,PeriodRSI,XPhase);
min_rates_total=min_rates_2+int(PeriodRSI);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà Line2Buffer[] â èíäèêàòîðíûé áóôåð
SetIndexBuffer(0,Line2Buffer,INDICATOR_DATA);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà Line3Buffer[] â èíäèêàòîðíûé áóôåð
SetIndexBuffer(1,Line3Buffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 2 ïî ãîðèçîíòàëè íà Shift
PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 1 íà min_rates_total
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà Line1Buffer[] â èíäèêàòîðíûé áóôåð
SetIndexBuffer(2,Line1Buffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 3 ïî ãîðèçîíòàëè íà Shift
PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà 2 íà min_rates_total
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
string shortname;
StringConcatenate(shortname,"F_RSI(",PeriodRSI,")");
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
IndicatorSetInteger(INDICATOR_DIGITS,0);
//---- çàâåðøåíèå èíèöèàëèçàöèè
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
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[])
{
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
if(rates_total<min_rates_total) return(0);
//---- îáúÿâëåíèå ïåðåìåííûõ ñ ïëàâàþùåé òî÷êîé
double rl,rsi,ps,ng,srsi,sqr,s_dv;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ è ïîëó÷åíèå óæå ïîñ÷èòàííûõ áàðîâ
int first,bar;
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
first=min_rates_1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
else first=prev_calculated-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
for(bar=first; bar<rates_total && !IsStopped(); bar++)
{
rl=PriceSeries(Applied_price,bar,open,low,high,close)-PriceSeries(Applied_price,bar-1,open,low,high,close);
ps=MathMax(0,rl);
ng=-MathMin(0,rl);
ps=XMA1.XMASeries(min_rates_1,prev_calculated,rates_total,XMA_Method,XPhase,PeriodRSI,ps,bar,false);
ng=XMA2.XMASeries(min_rates_1,prev_calculated,rates_total,XMA_Method,XPhase,PeriodRSI,ng,bar,false);
if(!ng || !(1+ps/ng)) rsi=100.0;
else rsi=100.0-100.0/(1+ps/ng);
Line1Buffer[bar]=rsi;
srsi=XMA3.XMASeries(min_rates_2,prev_calculated,rates_total,MODE_SMA_,0,PeriodRSI,rsi,bar,false);
sqr=0;
for(int kkk=int(PeriodRSI)-1; kkk>=0; kkk--)
{
int index=MathMax(0,bar-kkk);
sqr+=(Line1Buffer[index]-srsi)*(Line1Buffer[index]-srsi);
}
s_dv=MathPow(sqr/PeriodRSI,0.5);
Line2Buffer[bar]=50+Dev*s_dv;
Line3Buffer[bar]=50-Dev*s_dv;
}
//----
return(rates_total);
}
//+------------------------------------------------------------------+
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