RSI Dual Cloud

ÿþ//+------------------------------------------------------------------+

//|                                               RSI Dual Cloud.mq5 |

//|                              Copyright © 2022, Vladimir Karputov |

//|                      https://www.mql5.com/en/users/barabashkakvn |

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

#property copyright "Copyright © 2022, Vladimir Karputov"

#property link      "https://www.mql5.com/en/users/barabashkakvn"

#property version   "1.000"

#property indicator_separate_window

#property indicator_minimum 0

#property indicator_maximum 100

#property indicator_buffers 6

#property indicator_plots   4

//--- plot RSI Fast

#property indicator_label1  "RSI Fast"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrDodgerBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- plot RSI Slow

#property indicator_label2  "RSI Slow"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrLime

#property indicator_style2  STYLE_SOLID

#property indicator_width2  2

//--- plot Cloud UP

#property indicator_label3  "Cloud UP"

#property indicator_type3   DRAW_FILLING

#property indicator_color3  C'255,236,236',clrBlue

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- plot Cloud DOWN

#property indicator_label4  "Cloud DOWN"

#property indicator_type4   DRAW_FILLING

#property indicator_color4  clrRed,C'236,236,255'

#property indicator_style4  STYLE_SOLID

#property indicator_width4  1

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

//| Enum Line Mode                                                   |

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

enum ENUM_LINE_MODE

  {

   fast=0,     // Fast

   slow=1,     // Slow

   h_l=2,      // Highest Lowest

  };

//--- input parameters

input group             "RSI Fast and Slow"

input double               Inp_RSI_LevelUP            = 75;          // RSI Fast and Slow: Level UP

input double               Inp_RSI_LevelDOWN          = 25;          // RSI Fast and Slow: Level DOWN

input ENUM_LINE_MODE       InpLineMode                = fast;        // Cloud mode:

input group             "RSI Fast"

input int                  Inp_RSI_Fast_ma_period     = 5;           // RSI Fast: averaging period

input ENUM_APPLIED_PRICE   Inp_RSI_Fast_applied_price = PRICE_CLOSE; // RSI Fast: type of price

input group             "RSI Slow"

input int                  Inp_RSI_Slow_ma_period     = 15;          // RSI Slow: averaging period

input ENUM_APPLIED_PRICE   Inp_RSI_Slow_applied_price = PRICE_CLOSE; // RSI Slow: type of price

//--- indicator buffers

double   RSIFastBuffer[];

double   RSISlowBuffer[];

double   Cloud_Up1_Buffer[];

double   Cloud_Up2_Buffer[];

double   Cloud_Down1_Buffer[];

double   Cloud_Down2_Buffer[];

//---

int      handle_iRSI_Fast;             // variable for storing the handle of the iRSI indicator

int      handle_iRSI_Slow;             // variable for storing the handle of the iRSI indicator

int      bars_calculated   = 0;        // we will keep the number of values in the Relative Strength Index indicators

bool     m_init_error      = false;    // error on InInit

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,RSIFastBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,RSISlowBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,Cloud_Up1_Buffer,INDICATOR_DATA);

   SetIndexBuffer(3,Cloud_Up2_Buffer,INDICATOR_DATA);

   SetIndexBuffer(4,Cloud_Down1_Buffer,INDICATOR_DATA);

   SetIndexBuffer(5,Cloud_Down2_Buffer,INDICATOR_DATA);

//--- set levels

   IndicatorSetInteger(INDICATOR_LEVELS,2);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,Inp_RSI_LevelUP);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,Inp_RSI_LevelDOWN);

//--- set accuracy

   IndicatorSetInteger(INDICATOR_DIGITS,2);

//--- sets first bar from what index will be drawn

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,Inp_RSI_Fast_ma_period);

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,Inp_RSI_Slow_ma_period);

//--- name for DataWindow and indicator subwindow label

   IndicatorSetString(INDICATOR_SHORTNAME,"RSI Dual Cloud("+IntegerToString(Inp_RSI_Fast_ma_period)+","+IntegerToString(Inp_RSI_Slow_ma_period)+")");

//--- create handle of the indicator iRSI

   handle_iRSI_Fast=iRSI(Symbol(),Period(),Inp_RSI_Fast_ma_period,Inp_RSI_Fast_applied_price);

//--- if the handle is not created

   if(handle_iRSI_Fast==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code

      PrintFormat("Failed to create handle of the iRSI indicator ('Fast') for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//--- create handle of the indicator iRSI

   handle_iRSI_Slow=iRSI(Symbol(),Period(),Inp_RSI_Slow_ma_period,Inp_RSI_Slow_applied_price);

//--- if the handle is not created

   if(handle_iRSI_Slow==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code

      PrintFormat("Failed to create handle of the iRSI indicator ('Slow') for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

//---

   int values_to_copy;

//--- determine the number of values calculated in the indicator

   int calculated_fast=BarsCalculated(handle_iRSI_Fast);

   if(calculated_fast<=0)

     {

      PrintFormat("BarsCalculated(handle_iRSI_Fast) returned %d, error code %d",calculated_fast,GetLastError());

      return(0);

     }

   int calculated_slow=BarsCalculated(handle_iRSI_Slow);

   if(calculated_slow<=0)

     {

      PrintFormat("BarsCalculated(handle_iRSI_Slow) returned %d, error code %d",calculated_slow,GetLastError());

      return(0);

     }

   if(calculated_fast!=calculated_slow)

     {

      PrintFormat("BarsCalculated(handle_iRSI_Fast) returned %d, BarsCalculated(handle_iRSI_Slow) returned %d",calculated_fast,calculated_slow);

      return(0);

     }

   int calculated=calculated_fast;

//--- if it is the first start of calculation of the indicator or if the number of values in the iRSI indicator changed

//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history)

   if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)

     {

      //--- if the iRSIBuffer array is greater than the number of values in the iRSI indicator for symbol/period, then we don't copy everything

      //--- otherwise, we copy less than the size of indicator buffers

      if(calculated>rates_total)

         values_to_copy=rates_total;

      else

         values_to_copy=calculated;

     }

   else

     {

      //--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()

      //--- for calculation not more than one bar is added

      values_to_copy=(rates_total-prev_calculated)+1;

     }

//--- fill the array with values of the iRSI indicator

//--- if FillArrayFromBuffer returns false, it means the information is nor ready yet, quit operation

   if(!FillArrayFromBuffer(RSIFastBuffer,handle_iRSI_Fast,values_to_copy))

      return(0);

   if(!FillArrayFromBuffer(RSISlowBuffer,handle_iRSI_Slow,values_to_copy))

      return(0);

//--- memorize the number of values in the Relative Strength Index indicator

   bars_calculated=calculated;

//--- main loop

   int limit=prev_calculated-1;

   if(prev_calculated==0)

      limit=0;

   for(int i=limit; i<rates_total; i++)

     {

      if(InpLineMode==fast)

        {

         Cloud_Up1_Buffer[i]=100.0;

         Cloud_Up2_Buffer[i]=RSIFastBuffer[i];

         Cloud_Down1_Buffer[i]=0.0;

         Cloud_Down2_Buffer[i]=RSIFastBuffer[i];

         continue;

        }

      if(InpLineMode==slow)

        {

         Cloud_Up1_Buffer[i]=100.0;

         Cloud_Up2_Buffer[i]=RSISlowBuffer[i];

         Cloud_Down1_Buffer[i]=0.0;

         Cloud_Down2_Buffer[i]=RSISlowBuffer[i];

         continue;

        }

      Cloud_Up1_Buffer[i]=100.0;

      Cloud_Up2_Buffer[i]=(RSIFastBuffer[i]>RSISlowBuffer[i])?RSIFastBuffer[i]:RSISlowBuffer[i];

      Cloud_Down1_Buffer[i]=0.0;

      Cloud_Down2_Buffer[i]=(RSIFastBuffer[i]<RSISlowBuffer[i])?RSIFastBuffer[i]:RSISlowBuffer[i];

     }

//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

//| Filling indicator buffers from the iRSI indicator                |

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

bool FillArrayFromBuffer(double &rsi_buffer[],  // indicator buffer of Relative Strength Index values

                         int ind_handle,        // handle of the iRSI indicator

                         int amount             // number of copied values

                        )

  {

//--- reset error code

   ResetLastError();

//--- fill a part of the iRSIBuffer array with values from the indicator buffer that has 0 index

   if(CopyBuffer(ind_handle,0,0,amount,rsi_buffer)<0)

     {

      //--- if the copying fails, tell the error code

      PrintFormat("Failed to copy data from the iRSI indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated

      return(false);

     }

//--- everything is fine

   return(true);

  }

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

//| Indicator deinitialization function                              |

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

void OnDeinit(const int reason)

  {

   if(handle_iRSI_Fast!=INVALID_HANDLE)

      IndicatorRelease(handle_iRSI_Fast);

   if(handle_iRSI_Slow!=INVALID_HANDLE)

      IndicatorRelease(handle_iRSI_Slow);

  }

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