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Laguerre_RSI_v1.01m_mtf
//+------------------------------------------------------------------+
//| LaGuerre RSI v1.00.mq4 |
//|LaGuerre RSI v1.01 smz mtf mladen |
//+------------------------------------------------------------------+
//mod
#property copyright "mladen"
#property link ""
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_minimum 0
#property indicator_maximum 1
#property indicator_color1 Green
#property indicator_color2 Lime
#property indicator_color3 OrangeRed
//
//
// Alternative: Gama = 0.55,levels 0.75,0.45,0.15
//
//
extern double Gama = 0.70;
extern int PriceType = 0;
extern int Smooth = 0; // smz: 1...3; if>3 smz=3
extern bool SmoothPrice = false;
extern double Level1 = 0.85;
extern double Level2 = 0.50;
extern double Level3 = 0.15;
extern string timeFrame = "Current time frame";
extern bool ShowLevels = true;
extern bool ShowLevelSig = true;
extern bool ShowCrossings = true;
extern bool alertsOn = false;
extern bool alertsMessage = true;
extern bool alertsSound = false;
extern bool alertsEmail = false;
extern color LevelsColor = C'30,33,36';
//
//
//
//
//
double MainBuffer[];
double CUpBuffer[];
double CDnBuffer[];
double L0[];
double L1[];
double L2[];
double L3[];
double L4[];
string ShortName;
string IndicatorName;
int TimeFrame;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(8);
SetIndexBuffer(0, MainBuffer);
SetIndexBuffer(1, CUpBuffer);
SetIndexBuffer(2, CDnBuffer);
SetIndexBuffer(3, L0);
SetIndexBuffer(4, L1);
SetIndexBuffer(5, L2);
SetIndexBuffer(6, L3);
SetIndexBuffer(7, L4);
//
//
//
//
//
if (ShowCrossings||ShowLevelSig)
{
SetIndexStyle(1,DRAW_ARROW);
SetIndexStyle(2,DRAW_ARROW);
SetIndexArrow(1,159);
SetIndexArrow(2,159);
}
else
{
SetIndexStyle(1,DRAW_NONE);
SetIndexStyle(2,DRAW_NONE);
}
//
//
//
//
//
IndicatorName = WindowExpertName();
TimeFrame = stringToTimeFrame(timeFrame);
string shortName = "Laguerre RSI ";
if (TimeFrame != Period()) shortName=shortName+TimeFrameToString(TimeFrame);
ShortName=MakeUniqueName(shortName," ("+DoubleToStr(Gama,2)+")");
IndicatorShortName(ShortName);
SetIndexLabel(0,"Laguerre RSI");
return(0);
}
int deinit()
{
DeleteBounds();
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
int i,limit;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
limit = Bars - counted_bars;
//
//
//
//
//
if (TimeFrame != Period())
{
datetime TimeArray[];
limit = MathMax(limit,TimeFrame/Period());
ArrayCopySeries(TimeArray ,MODE_TIME ,NULL,TimeFrame);
//
//
//
//
//
for(i=0,int y=0; i<limit; i++)
{
if(Time[i]<TimeArray[y]) y++;
MainBuffer[i] = iCustom(NULL,TimeFrame,IndicatorName,Gama,PriceType,Smooth,SmoothPrice,0,y);
}
}
//
//
//
//
//
if (TimeFrame == Period())
for(i = limit; i >= 0 ; i--) MainBuffer[i] = LaGuerre(Gama,i,PriceType);
for(i = limit; i >= 0 ; i--)
{
CUpBuffer[i] = EMPTY_VALUE;
CDnBuffer[i] = EMPTY_VALUE;
if (ShowCrossings)
{
if (MainBuffer[i] > Level1 && MainBuffer[i+1] < Level1) CUpBuffer[i] = Level1;
if (MainBuffer[i] < Level1 && MainBuffer[i+1] > Level1) CDnBuffer[i] = Level1;
if (MainBuffer[i] > Level3 && MainBuffer[i+1] < Level3) CUpBuffer[i] = Level3;
if (MainBuffer[i] < Level3 && MainBuffer[i+1] > Level3) CDnBuffer[i] = Level3;
}
if (ShowLevelSig)
{
if (MainBuffer[i] > Level1 ) CUpBuffer[i] = Level1;
if (MainBuffer[i] < Level3 ) CDnBuffer[i] = Level3;
}
}
//
//
//
//
//
if (ShowLevels) UpdateBounds();
if (alertsOn) CheckCrossings();
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
double LaGuerre(double gamma, int i, int priceType)
{
double Price = iMA(NULL,0,1,0,MODE_SMA,priceType,i);
double RSI = 0.00;
double CU = 0.00;
double CD = 0.00;
if (SmoothPrice)
{
L4[i] = Price;
Price = smooth(L4,i);
}
L0[i] = (1.0 - gamma)*Price + gamma*L0[i+1];
L1[i] = -gamma*L0[i] + L0[i+1] + gamma*L1[i+1];
L2[i] = -gamma*L1[i] + L1[i+1] + gamma*L2[i+1];
L3[i] = -gamma*L2[i] + L2[i+1] + gamma*L3[i+1];
//
//
//
//
//
if (L0[i] >= L1[i])
CU = L0[i] - L1[i];
else CD = L1[i] - L0[i];
if (L1[i] >= L2[i])
CU = CU + L1[i] - L2[i];
else CD = CD + L2[i] - L1[i];
if (L2[i] >= L3[i])
CU = CU + L2[i] - L3[i];
else CD = CD + L3[i] - L2[i];
//
//
//
//
//
if (CU + CD != 0) RSI = CU / (CU + CD) ;
if (!SmoothPrice)
{
L4[i] = RSI;
RSI = smooth(L4,i);
}
return(RSI);
}
//
//
//
//
//
double smooth(double& array[],int i)
{
double result;
if (Smooth <= 0) result = (array[i]);
if (Smooth == 1) result = (array[i] + array[i+1] + array[i+2])/3 ;
if (Smooth == 2) result = (array[i] + 2*array[i+1] + 2*array[i+2] + array[i+3])/6 ;
if (Smooth >= 3) result = (array[i] + 2*array[i+1] + 3*array[i+2] + 3*array[i+3] + 2*array[i+4] + array[i+5])/12 ;
return(result);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
void CheckCrossings()
{
if (CUpBuffer[0] == Level1) doAlert("level "+DoubleToStr(Level1,2)+" crossed up");
if (CDnBuffer[0] == Level1) doAlert("level "+DoubleToStr(Level1,2)+" crossed down");
if (CUpBuffer[0] == Level3) doAlert("level "+DoubleToStr(Level3,2)+" crossed up");
if (CDnBuffer[0] == Level3) doAlert("level "+DoubleToStr(Level3,2)+" crossed down");
}
//
//
//
//
//
void doAlert(string doWhat)
{
static string previousAlert="";
static datetime previousTime;
string message;
if (previousAlert != doWhat || previousTime != Time[0]) {
previousAlert = doWhat;
previousTime = Time[0];
//
//
//
//
//
message = StringConcatenate(Symbol()," TF",TimeFrame," in M",Period()," chart at ",TimeToStr(TimeLocal(),TIME_SECONDS),":\n Laguerre ",doWhat);
if (alertsMessage) Alert(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol()," Laguerre line crossing"),message);
if (alertsSound) PlaySound("alert2.wav");
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
string MakeUniqueName(string first, string rest)
{
string result = first+(MathRand()%1001)+rest;
while (WindowFind(result)> 0)
result = first+(MathRand()%1001)+rest;
return(result);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
void DeleteBounds()
{
ObjectDelete(ShortName+"-1");
ObjectDelete(ShortName+"-2");
ObjectDelete(ShortName+"-3");
}
void UpdateBounds()
{
if (Level1 > 0) SetUpBound(ShortName+"-1",1.0000 ,Level1);
if (Level2 > 0) SetUpBound(ShortName+"-2",Level2*1.01,Level2*0.99);
if (Level3 > 0) SetUpBound(ShortName+"-3",Level3 , 0.0000);
}
void SetUpBound(string name, double up, double down,int objType=OBJ_RECTANGLE)
{
if (ObjectFind(name) == -1)
{
ObjectCreate(name,objType,WindowFind(ShortName),0,0);
ObjectSet(name,OBJPROP_PRICE1,up);
ObjectSet(name,OBJPROP_PRICE2,down);
ObjectSet(name,OBJPROP_COLOR,LevelsColor);
ObjectSet(name,OBJPROP_BACK,true);
ObjectSet(name,OBJPROP_TIME1,iTime(NULL,0,Bars-1));
}
if (ObjectGet(name,OBJPROP_TIME2) != iTime(NULL,0,0))
ObjectSet(name,OBJPROP_TIME2, iTime(NULL,0,0));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int stringToTimeFrame(string tfs)
{
int tf=0;
tfs = StringUpperCase(tfs);
if (tfs=="M1" || tfs=="1") tf=PERIOD_M1;
if (tfs=="M5" || tfs=="5") tf=PERIOD_M5;
if (tfs=="M15"|| tfs=="15") tf=PERIOD_M15;
if (tfs=="M30"|| tfs=="30") tf=PERIOD_M30;
if (tfs=="H1" || tfs=="60") tf=PERIOD_H1;
if (tfs=="H4" || tfs=="240") tf=PERIOD_H4;
if (tfs=="D1" || tfs=="1440") tf=PERIOD_D1;
if (tfs=="W1" || tfs=="10080") tf=PERIOD_W1;
if (tfs=="MN" || tfs=="43200") tf=PERIOD_MN1;
if (tf<Period()) tf=Period();
return(tf);
}
string TimeFrameToString(int tf)
{
string tfs="Current time frame";
switch(tf) {
case PERIOD_M1: tfs="M1 " ; break;
case PERIOD_M5: tfs="M5 " ; break;
case PERIOD_M15: tfs="M15 " ; break;
case PERIOD_M30: tfs="M30 " ; break;
case PERIOD_H1: tfs="H1 " ; break;
case PERIOD_H4: tfs="H4 " ; break;
case PERIOD_D1: tfs="D1 " ; break;
case PERIOD_W1: tfs="W1 " ; break;
case PERIOD_MN1: tfs="MN ";
}
return(tfs);
}
//
//
//
//
//
string StringUpperCase(string str)
{
string s = str;
int lenght = StringLen(str) - 1;
int char;
while(lenght >= 0)
{
char = StringGetChar(s, lenght);
//
//
//
//
//
if((char > 96 && char < 123) || (char > 223 && char < 256))
s = StringSetChar(s, lenght, char - 32);
else
if(char > -33 && char < 0)
s = StringSetChar(s, lenght, char + 224);
lenght--;
}
//
//
//
//
//
return(s);
}
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