RSI candles

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

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property description "Rsi candles"

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

#property indicator_separate_window

#property indicator_buffers 5

#property indicator_plots   1

#property indicator_label1  "RSI"

#property indicator_type1   DRAW_COLOR_CANDLES

#property indicator_color1  clrGray,clrDodgerBlue,clrCrimson



input int inpRsiPeriod=14;      // RSI period



                                //

//--- indicator buffers

//



double rsio[],rsih[],rsil[],rsic[],rsicl[];

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

// Custom indicator initialization function

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

int OnInit()

  {

   SetIndexBuffer(0,rsio,INDICATOR_DATA);

   SetIndexBuffer(1,rsih,INDICATOR_DATA);

   SetIndexBuffer(2,rsil,INDICATOR_DATA);

   SetIndexBuffer(3,rsic,INDICATOR_DATA);

   SetIndexBuffer(4,rsicl,INDICATOR_COLOR_INDEX);

   IndicatorSetString(INDICATOR_SHORTNAME,"Rsi candles ("+(string)inpRsiPeriod+")");

   return(INIT_SUCCEEDED);

  }

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

// Custom indicator de-initialization function

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

void OnDeinit(const int reason) { return; }

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

// Custom 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(-1);



//

//---

//



   double _rsi[4];

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

     {

      _rsi[0] = iRsi(open[i] ,inpRsiPeriod,i,rates_total,0);

      _rsi[1] = iRsi(high[i] ,inpRsiPeriod,i,rates_total,1);

      _rsi[2] = iRsi(low[i]  ,inpRsiPeriod,i,rates_total,2);

      _rsi[3] = iRsi(close[i],inpRsiPeriod,i,rates_total,3);

      rsio[i] = _rsi[0];

      rsic[i] = _rsi[3];

      rsih[i] = _rsi[ArrayMaximum(_rsi,0,4)];

      rsil[i] = _rsi[ArrayMinimum(_rsi,0,4)];

      rsicl[i]=(rsic[i]>rsio[i]) ? 1 :(rsic[i]<rsio[i]) ? 2 : 0;

     }

   return(i);

  }

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

// Custom functions

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

#define rsiInstances 4

#define rsiInstancesSize 3

double workRsi[][rsiInstances*rsiInstancesSize];

#define _price  0

#define _change 1

#define _changa 2

//

//---

//

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 alpha=1.0/MathMax(period,1);

   if(r<period)

     {

      int k; double sum=0; for(k=0; k<period && (r-k-1)>=0; k++) sum+=MathAbs(workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]);

      workRsi[r][z+_change] = (workRsi[r][z+_price]-workRsi[0][z+_price])/MathMax(k,1);

      workRsi[r][z+_changa] =                                         sum/MathMax(k,1);

     }

   else

     {

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

      workRsi[r][z+_change] = workRsi[r-1][z+_change] + alpha*(        change  - workRsi[r-1][z+_change]);

      workRsi[r][z+_changa] = workRsi[r-1][z+_changa] + alpha*(MathAbs(change) - workRsi[r-1][z+_changa]);

     }

   return(50.0*(workRsi[r][z+_change]/MathMax(workRsi[r][z+_changa],DBL_MIN)+1));

  }

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