Rsi(var)

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

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

#property description "Rsi(var)"

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

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   1

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrSkyBlue,clrDodgerBlue

#property indicator_width1  2

#property indicator_minimum 0

#property indicator_maximum 100

#property indicator_level1  50

//--- input parameters

enum enMaTypes

  {

   ma_sma,    // Simple moving average

   ma_ema,    // Exponential moving average

   ma_smma,   // Smoothed MA

   ma_lwma    // Linear weighted MA

  };

input int                inpPeriod   = 14;          // RSI period

input ENUM_APPLIED_PRICE inpPrice    = PRICE_CLOSE; // Price 

input enMaTypes          inpMaMethod = ma_smma;     // RSI average method



//--- buffers and global variables declarations

double val[],valc[],prices[];

string _avgNames[]={"SMA","EMA","SMMA","LWMA"};

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,prices,INDICATOR_CALCULATIONS);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"Rsi(var) ("+_avgNames[inpMaMethod]+") ("+(string)inpPeriod+")");

   return (INIT_SUCCEEDED);

  }

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

//| Custom indicator de-initialization function                      |

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

void OnDeinit(const int reason)

  {

  }

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

//| 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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);



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

     {

      prices[i]=getPrice(inpPrice,open,close,high,low,i,rates_total);



      double _price1 = prices[i];

      double _price2 = (i>0) ? prices[i-1] : prices[i];



      double _bulls = 0.5*(MathAbs(_price1-_price2)+(_price1-_price2));

      double _bears = 0.5*(MathAbs(_price1-_price2)-(_price1-_price2));

      double _avgBulls = iCustomMa(inpMaMethod,_bulls,inpPeriod,i,rates_total,0);

      double _avgBears = iCustomMa(inpMaMethod,_bears,inpPeriod,i,rates_total,1);



      val[i] = (_avgBulls!=0) ? 100.0/(1+_avgBears/_avgBulls) : 0;

      valc[i]=(i>0) ?(val[i]>val[i-1]) ? 1 :(val[i]<val[i-1]) ? 2 : valc[i-1]: 0;

     }

   return (i);

  }

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

//| Custom functions                                                 |

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

#define _maInstances 2

#define _maWorkBufferx1 1*_maInstances

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

//|                                                                  |

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

double iCustomMa(int mode,double price,double length,int r,int bars,int instanceNo=0)

  {

   switch(mode)

     {

      case ma_sma   : return(iSma(price,(int)length,r,bars,instanceNo));

      case ma_ema   : return(iEma(price,length,r,bars,instanceNo));

      case ma_smma  : return(iSmma(price,(int)length,r,bars,instanceNo));

      case ma_lwma  : return(iLwma(price,(int)length,r,bars,instanceNo));

      default       : return(price);

     }

  }



//

//

//

//

//

double workSma[][_maWorkBufferx1];

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

//|                                                                  |

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

double iSma(double price,int period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workSma,0)!=_bars) ArrayResize(workSma,_bars);



   workSma[r][instanceNo]=price;

   double avg=price; int k=1; for(; k<period && (r-k)>=0; k++) avg+=workSma[r-k][instanceNo];

   return(avg/(double)k);

  }

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

//|                                                                  |

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

double workEma[][_maWorkBufferx1];

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

//|                                                                  |

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

double iEma(double price,double period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workEma,0)!=_bars) ArrayResize(workEma,_bars);



   workEma[r][instanceNo]=price;

   if(r>0 && period>1)

      workEma[r][instanceNo]=workEma[r-1][instanceNo]+(2.0/(1.0+period))*(price-workEma[r-1][instanceNo]);

   return(workEma[r][instanceNo]);

  }

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

//|                                                                  |

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

double workSmma[][_maWorkBufferx1];

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

//|                                                                  |

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

double iSmma(double price,double period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workSmma,0)!=_bars) ArrayResize(workSmma,_bars);



   workSmma[r][instanceNo]=price;

   if(r>1 && period>1)

      workSmma[r][instanceNo]=workSmma[r-1][instanceNo]+(price-workSmma[r-1][instanceNo])/period;

   return(workSmma[r][instanceNo]);

  }

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

//|                                                                  |

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

double workLwma[][_maWorkBufferx1];

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

//|                                                                  |

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

double iLwma(double price,double period,int r,int _bars,int instanceNo=0)

  {

   if(ArrayRange(workLwma,0)!=_bars) ArrayResize(workLwma,_bars);



   workLwma[r][instanceNo] = price; if(period<1) return(price);

   double sumw = period;

   double sum  = period*price;



   for(int k=1; k<period && (r-k)>=0; k++)

     {

      double weight=period-k;

      sumw  += weight;

      sum   += weight*workLwma[r-k][instanceNo];

     }

   return(sum/sumw);

  }

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

//|                                                                  |

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

double getPrice(ENUM_APPLIED_PRICE tprice,const double &open[],const double &close[],const double &high[],const double &low[],int i,int _bars)

  {

   switch(tprice)

     {

      case PRICE_CLOSE:     return(close[i]);

      case PRICE_OPEN:      return(open[i]);

      case PRICE_HIGH:      return(high[i]);

      case PRICE_LOW:       return(low[i]);

      case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);

      case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);

      case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);

     }

   return(0);

  }

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