RSI_With_Step_MA

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

//|                                             RSI_With_Step_MA.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "RSI with step MA oscillator"

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   1

//--- plot RSI

#property indicator_label1  "SRSI"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrSeaGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint                 InpPeriodRSI      =  14;            // RSI period

input int                  InpStep           =  5;             // Step

input uint                 InpPeriodMA       =  6;             // MA period

input ENUM_MA_METHOD       InpMethod         =  MODE_SMA;      // MA method

input ENUM_APPLIED_PRICE   InpAppliedPrice   =  PRICE_CLOSE;   // MA applied price

//--- indicator buffers

double         BufferRSI[];

double         BufferPos[];

double         BufferNeg[];

double         BufferMA[];

//--- global variables

int            period_rsi;

int            period_ma;

int            step;

int            handle_ma;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_rsi=int(InpPeriodRSI<1 ? 1 : InpPeriodRSI);

   period_ma=int(InpPeriodMA<1 ? 1 : InpPeriodMA);

   step=int(InpStep<1 ? 1 : InpStep);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferRSI,INDICATOR_DATA);

   SetIndexBuffer(1,BufferPos,INDICATOR_CALCULATIONS);

   SetIndexBuffer(2,BufferNeg,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferMA,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"SRSI("+(string)period_rsi+","+(string)step+","+(string)period_ma+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetInteger(INDICATOR_LEVELS,3);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,30);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,50);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,70);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferRSI,true);

   ArraySetAsSeries(BufferPos,true);

   ArraySetAsSeries(BufferNeg,true);

   ArraySetAsSeries(BufferMA,true);

//--- create MA's handle

   ResetLastError();

   handle_ma=iMA(NULL,PERIOD_CURRENT,period_ma,0,InpMethod,InpAppliedPrice);

   if(handle_ma==INVALID_HANDLE)

     {

      Print("The iMA(",(string)period_ma,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<4) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   int beg=period_ma*2-2+step;

   if(limit>1)

     {

      limit=rates_total-beg-1;

      ArrayInitialize(BufferRSI,EMPTY_VALUE);

      ArrayInitialize(BufferPos,0);

      ArrayInitialize(BufferNeg,0);

      ArrayInitialize(BufferMA,0);

     }

//--- >43>B>2:0 40==KE

   int copied=0,count=(limit==0 ? 1 : rates_total);

   copied=CopyBuffer(handle_ma,0,0,count,BufferMA);

   if(copied!=count) return 0;

//---  0AGQB 8=48:0B>@0

   double sump=0;

   double sumn=0;

   double positive=0;

   double negative=0;

   double diff=0;

   //---

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      if(i==rates_total-beg-1)

        {

         sump=0;

         sumn=0;

         for(int j=i+period_ma-1; j>=i; j--)

           {

            diff=BufferMA[j]-(BufferMA[j+step]!=EMPTY_VALUE ? BufferMA[j+step] : 0);

            if(diff>=0)

               sump=sump+diff;

            else

               sumn=sumn-diff;

           }

         positive=sump/period_rsi;

         negative=sumn/period_rsi;

        }

      else

        {

         diff=BufferMA[i]-BufferMA[i+step];

         if(diff>=0)

            sump=diff;

         else

            sumn=-diff;

         positive=(BufferPos[i+1]*(period_rsi-1)+sump)/period_rsi;

         negative=(BufferNeg[i+1]*(period_rsi-1)+sumn)/period_rsi;

        }

      BufferPos[i]=positive;

      BufferNeg[i]=negative;

      BufferRSI[i]=(negative==0 ? 0 : 100.-(100./(1.+positive/negative)));

     }



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

   return(rates_total);

  }

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