RSI_DynamicZone_RSI_BzFLBL_mtf_20080806

//+------------------------------------------------------------------------+
//|Banzai                                 Dynamic Zone RSI(FL BBL mtf).mq4 |
//|FiboLevels BollingerBandLevels        Copyright © 2005-07, Pavel Kulko. |
//|(MTF ForexTSD.com 2007) mladen  ki                    polk@alba.dp.ua |
//+------------------------------------------------------------------------+
//2008fxtsd update  ki
#property copyright "Copyright © 2005-07, Pavel Kulko"
#property link      "polk@alba.dp.ua"
#property indicator_buffers 7
#property indicator_color1 SlateGray //upper band
#property indicator_color2 DarkSlateGray //upper band1  FL 0.382/0.618
#property indicator_color3 Red // BB median line
#property indicator_color4 DarkSlateGray //lower band1  FL 0.382/0.618
#property indicator_color5 SlateGray //lower band
#property indicator_color6 Blue // SigMA 0=sma,1=ema,2=smma,3=lwma
#property indicator_color7 Lime //RSI 
#property indicator_width6 2
#property indicator_style2 2 //STYLE_SOLID=0;DASH=1;DOT=2;DASHDOT=3;DASHDOTDOT=4;
#property indicator_style4 2
#property indicator_level1 76.4
#property indicator_level2 61.8
#property indicator_level3 50.0
#property indicator_level4 38.2
#property indicator_level5 23.6
#property indicator_levelcolor  DarkOliveGreen

#property indicator_separate_window

extern int RSI_Period  = 13;
extern int SigMA_Period = 5;
extern int SigMA_Mode   = 1; //0=sma,1=ema,2=smma,3=lwma;
extern int Band_Period = 18;  

extern int timeFrame = 0;
extern string note_timeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN";
extern string ________MA_Mode = "SMA0 EMA1 SMMA2 LWMA3";

string  IndicatorFileName; 

double RSIBuf[], SigMABuf[];
double MABuf[],UpZone[],DnZone[],UpZone1[],DnZone1[];


//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexStyle(3,DRAW_LINE);
   SetIndexStyle(4,DRAW_LINE);
   SetIndexStyle(5,DRAW_LINE);
   SetIndexStyle(6,DRAW_LINE);

   SetIndexBuffer(0,UpZone);
   SetIndexBuffer(1,UpZone1);
   SetIndexBuffer(2,MABuf);
   SetIndexBuffer(3,DnZone1);
   SetIndexBuffer(4,DnZone);
   SetIndexBuffer(5,SigMABuf);
   SetIndexBuffer(6,RSIBuf);
   
      timeFrame = MathMax(timeFrame,Period());
 
      switch(timeFrame)
      {
      case 1: string TimeFrameStr = "M1";  break;
      case 5     :   TimeFrameStr = "M5";  break;
      case 15    :   TimeFrameStr = "M15"; break;
      case 30    :   TimeFrameStr = "M30"; break;
      case 60    :   TimeFrameStr = "H1";  break;
      case 240   :   TimeFrameStr = "H4";  break;
      case 1440  :   TimeFrameStr = "D1";  break;
      case 10080 :   TimeFrameStr = "W1";  break;
      case 43200 :   TimeFrameStr = "MN1"; break;
      default    :   TimeFrameStr = "TF0";
      }
   

 //---- name for DataWindow and indicator subwindow label   
    IndicatorShortName("DynamicZone_RSI ["+TimeFrameStr+"] RSI ("+RSI_Period+") SigMA ("+SigMA_Period+") BB ("+Band_Period+") ");  
    IndicatorFileName = WindowExpertName();

//----



   SetIndexLabel(0,"");
   SetIndexLabel(1,"");
   SetIndexLabel(2,"MA");
   SetIndexLabel(3,"");
   SetIndexLabel(4,"");
   SetIndexLabel(5,"SigMA");
   SetIndexLabel(3,"RSI");



   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//---- 
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   double MA, RSI[];
   ArrayResize(RSI,Band_Period);
//--  

   int i,limit;
   int counted_bars=IndicatorCounted();

   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;

   limit = Bars-counted_bars;

   //
   //
   //    MTF mode operating
   //
   //

   if (timeFrame != Period())
      {
         limit = MathMax(limit,timeFrame/Period());
         datetime TimeArray[];
            ArrayCopySeries(TimeArray ,MODE_TIME ,NULL,timeFrame);
         
            //
            //
            //
            //
            //
         
            for(i=0,int y=0; i<limit; i++)
            {
               if(Time[i]<TimeArray[y]) y++;
                     UpZone[i]   = iCustom(NULL,timeFrame,IndicatorFileName,
                                             RSI_Period,SigMA_Period,SigMA_Mode,Band_Period,0,y);
                     UpZone1[i]  = iCustom(NULL,timeFrame,IndicatorFileName,
                                             RSI_Period,SigMA_Period,SigMA_Mode,Band_Period,1,y);
                     MABuf[i]    = iCustom(NULL,timeFrame,IndicatorFileName,
                                             RSI_Period,SigMA_Period,SigMA_Mode,Band_Period,2,y);
                     DnZone1[i]  = iCustom(NULL,timeFrame,IndicatorFileName,
                                             RSI_Period,SigMA_Period,SigMA_Mode,Band_Period,3,y);
                     DnZone[i]   = iCustom(NULL,timeFrame,IndicatorFileName,
                                             RSI_Period,SigMA_Period,SigMA_Mode,Band_Period,4,y);
                     SigMABuf[i] = iCustom(NULL,timeFrame,IndicatorFileName,
                                             RSI_Period,SigMA_Period,SigMA_Mode,Band_Period,5,y);
                     RSIBuf[i]   = iCustom(NULL,timeFrame,IndicatorFileName,
                                             RSI_Period,SigMA_Period,SigMA_Mode,Band_Period,6,y);
      
            }
         return(0);         
      }
 

   //
   //
   //
   //
   //

 //-- 
   for(i=limit; i>=0; i--)
   {
      RSIBuf[i] = iRSI(NULL,0,RSI_Period,PRICE_WEIGHTED,i);
      MA = 0;
      for(int j=i; j<i+Band_Period; j++)
         {
         RSI[j-i] = RSIBuf[j];
         MA += RSIBuf[j]/Band_Period;
         }
      UpZone[i] = MA + (1.3185 * StDev(RSI,Band_Period));
      DnZone[i] = MA - (1.3185 * StDev(RSI,Band_Period));  
      UpZone1[i] = MA + (0.382 * StDev(RSI,Band_Period));
      DnZone1[i] = MA - (0.382 * StDev(RSI,Band_Period));  
      MABuf[i]   = MA;
    }
   
  
    for (i=limit; i>=0; i--)
    SigMABuf[i] = iMAOnArray (RSIBuf,0,SigMA_Period,0,SigMA_Mode,i);
 
 
   return(0);
  }
  
  
double StDev(double& Data[], int Per)
{
  return(MathSqrt(Variance(Data,Per)));
}

double Variance(double& Data[], int Per)
{
  double sum, ssum;
  for (int i=0; i<Per; i++)
  {
    sum += Data[i];
    ssum += MathPow(Data[i],2);
  }
  return((ssum*Per - sum*sum)/(Per*(Per-1)));
}
//+------------------------------------------------------------------+