RSIOMA_v1

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

//|                                                          RSIOMA.mq5 | 

//|                                           Copyright © 2006, Kalenzo | 

//|                bartlomiej.gorski@gmail.com, http://www.fxservice.eu | 

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

//| ;O @01>BK  8=48:0B>@0  A;54C5B  ?>;>68BL D09; SmoothAlgorithms.mqh |

//| 2 ?0?:C (48@5:B>@8N): :0B0;>3_40==KE_B5@<8=0;0\\MQL5\Include        |

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

#property copyright "Copyright © 2006, Kalenzo"

#property link "http://www.fxservice.eu"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.10"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 3

#property indicator_buffers 3 

//---- 8A?>;L7>20=> 420 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   2

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 1 |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 G5BK@QEF25B=>9 38AB>3@0<<K

#property indicator_type1 DRAW_COLOR_HISTOGRAM

//---- 2 :0G5AB25 F25B>2 ?OB8F25B=>9 38AB>3@0<<K 8A?>;L7>20=K

#property indicator_color1 clrDeepPink,clrPurple,clrGray,clrForestGreen,clrLawnGreen

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style1 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width1 2

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "RSIOMA"

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0 2 |

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

//---- >B@8A>2:0 8=48:0B>@0 2 2 2845 ;8=88

#property indicator_type2   DRAW_LINE

//---- 2 :0G5AB25 F25B0 <54256L59 ;8=88 8=48:0B>@0 8A?>;L7>20= A8=89 F25B

#property indicator_color2  clrDarkViolet

//---- ;8=8O 8=48:0B>@0 2 - =5?@5@K2=0O :@820O

#property indicator_style2  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 2 @02=0 1

#property indicator_width2  1

//---- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label2  "Trigger"



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

//|  ?8A0=85 :;0AA0 CXMA             |

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

#include <SmoothAlgorithms.mqh> 

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



//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CXMA 87 D09;0 SmoothAlgorithms.mqh

CXMA XMA1,XMA2,XMA3,XMA4;

//---- >1JO2;5=85 ?5@5<5==KE :;0AA0 CMomentum 87 D09;0 SmoothAlgorithms.mqh

CMomentum Mom;

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

enum Applied_price_ //"8? :>=AB0=BK

  {

   PRICE_CLOSE_ = 1,     //Close

   PRICE_OPEN_,          //Open

   PRICE_HIGH_,          //High

   PRICE_LOW_,           //Low

   PRICE_MEDIAN_,        //Median Price (HL/2)

   PRICE_TYPICAL_,       //Typical Price (HLC/3)

   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)

   PRICE_SIMPL_,         //Simpl Price (OC/2)

   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price

   PRICE_DEMARK_         //Demark Price

  };

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

//|  >1JO2;5=85 ?5@5G8A;5=89          |

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

/*enum Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 SmoothAlgorithms.mqh

  {

   MODE_SMA_,  //SMA

   MODE_EMA_,  //EMA

   MODE_SMMA_, //SMMA

   MODE_LWMA_, //LWMA

   MODE_JJMA,  //JJMA

   MODE_JurX,  //JurX

   MODE_ParMA, //ParMA

   MODE_T3,    //T3

   MODE_VIDYA, //VIDYA

   MODE_AMA,   //AMA

  }; */

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

//|  %+  " + "      |

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

input Smooth_Method RSIOMA_Method=MODE_EMA_;  // 5B>4 CA@54=5=8O RSIOMA

input uint RSIOMA=14;                         // ;C18=0 CA@54=5=8O RSIOMA

input int RSIOMAPhase=15;                     // 0@0<5B@ CA@54=5=8O RSIOMA

input Smooth_Method MARSIOMA_Method=MODE_EMA_;// 5B>4 CA@54=5=8O MARSIOMA

input uint MARSIOMA=21;                       // ;C18=0 CA@54=5=8O RSIOMA

input int MARSIOMAPhase=15;                   // 0@0<5B@ CA@54=5=8O RSIOMA

input uint MomPeriod=1;                       // 5@8>4 ><5=BC<0

input Applied_price_ IPC=PRICE_CLOSE_;        // &5=>20O :>=AB0=B0

input int HighLevel=+20;                      // 5@E=89 C@>25=L A@010BK20=8O

input int MiddleLevel=0;                      // !5@548=0 480?07>=0

input int LowLevel=-20;                       // 86=89 C@>25=L A@010BK20=8O

input int Shift=0;                            // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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



//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 

// 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double IndBuffer[],ColorIndBuffer[],TriggerBuffer[];



//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total,min_rates_1,min_rates_2,min_rates_3;

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

//| RSIOMA indicator initialization function                         | 

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

void OnInit()

  {

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_1=GetStartBars(RSIOMA_Method,RSIOMA,RSIOMAPhase);

   min_rates_2=int(min_rates_1+MomPeriod);

   min_rates_3=int(min_rates_2+RSIOMA+1);

   min_rates_total=min_rates_3+GetStartBars(MARSIOMA_Method,MARSIOMA,RSIOMAPhase);



//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA1.XMALengthCheck("RSIOMA",RSIOMA);

   XMA1.XMAPhaseCheck("RSIOMAPhase",RSIOMAPhase,RSIOMA_Method);

//---- CAB0=>2:0 0;5@B>2 =0 =54>?CAB8<K5 7=0G5=8O 2=5H=8E ?5@5<5==KE

   XMA1.XMALengthCheck("MARSIOMA",MARSIOMA);

   XMA1.XMAPhaseCheck("RSIOMAPhase",RSIOMAPhase,MARSIOMA_Method);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 IndBuffer 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,IndBuffer,INDICATOR_DATA);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(1,ColorIndBuffer,INDICATOR_COLOR_INDEX);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 TriggerBuffer 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(2,TriggerBuffer,INDICATOR_DATA);



//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 2 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);



//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 2 =0 min_rates_total

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 2 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);



//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,"RSIOMA");



//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,0);



//---- :>;8G5AB2>  3>@87>=B0;L=KE C@>2=59 8=48:0B>@0 3   

   IndicatorSetInteger(INDICATOR_LEVELS,3);

//---- 7=0G5=8O 3>@87>=B0;L=KE C@>2=59 8=48:0B>@0   

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,HighLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,MiddleLevel);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,LowLevel);

//---- 2 :0G5AB25 F25B>2 ;8=89 3>@87>=B0;L=KE C@>2=59 8A?>;L7>20=K A5@K9 8 @>7>2K9 F25B0  

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrPurple);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrGray);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,2,clrPurple);

//---- 2 ;8=88 3>@87>=B0;L=>3> C@>2=O 8A?>;L7>20= :>@>B:89 HB@8E-?C=:B8@  

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,0,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,1,STYLE_DASHDOTDOT);

   IndicatorSetInteger(INDICATOR_LEVELSTYLE,2,STYLE_DASHDOTDOT);

//---- 7025@H5=85 8=8F80;870F88

  }

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

//| RSIOMA iteration function                                        | 

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                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 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(rates_total<min_rates_total) return(0);



//---- 1JO2;5=85 ?5@5<5==KE A ?;020NI59 B>G:>9  

   double price,x1xma,rel,RSI,positive,negative,sump,sumn,res;

   static double prev_positive,prev_negative;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 8 ?>;CG5=85 C65 ?>AG8B0==KE 10@>2

   int first,bar,clr;



//---- @0AGQB AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      first=0; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

     }

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2



//---- A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      price=PriceSeries(IPC,bar,open,low,high,close);

      x1xma=XMA1.XMASeries(0,prev_calculated,rates_total,RSIOMA_Method,RSIOMAPhase,RSIOMA,price,bar,false);

      rel=Mom.MomentumSeries(min_rates_1,prev_calculated,rates_total,MomPeriod,x1xma,bar,false);



      sump=RSIOMA*XMA2.XMASeries(min_rates_2,prev_calculated,rates_total,MODE_SMA_,0,RSIOMA,+MathMax(rel,0),bar,false);

      sumn=RSIOMA*XMA3.XMASeries(min_rates_2,prev_calculated,rates_total,MODE_SMA_,0,RSIOMA,-MathMin(rel,0),bar,false);



      if(bar==min_rates_3)

        {

         prev_positive=0.0;

         prev_negative=0.0;

        }



      positive=(prev_positive*(RSIOMA-1)+sump)/RSIOMA;

      negative=(prev_negative*(RSIOMA-1)+sumn)/RSIOMA;

      

      if(negative) res=1.0+positive/negative;

      else res=2.0;



      if(res) RSI=50-100/res;

      else RSI=0.0;

      IndBuffer[bar]=RSI;



      TriggerBuffer[bar]=XMA4.XMASeries(min_rates_3,prev_calculated,rates_total,MARSIOMA_Method,MARSIOMAPhase,MARSIOMA,RSI,bar,false);



      if(bar<rates_total-1)

        {

         prev_positive=positive;

         prev_negative=negative;

        }



      clr=2;

      if(RSI>MiddleLevel) {if(RSI>HighLevel) clr=4; else clr=3;}

      if(RSI<MiddleLevel) {if(RSI<LowLevel)  clr=0; else clr=1;}

      ColorIndBuffer[bar]=clr;

     }

//----     

   return(rates_total);

  }

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