Rsi(var) zerolag MA

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

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

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

#property description "Rsi(var) zerolag MA"

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

#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 -1

#property indicator_maximum 101

#property indicator_level1  50

//--- input parameters

input int                inpPeriod   = 32;          // RSI period

input ENUM_APPLIED_PRICE inpPrice    = PRICE_CLOSE; // Price 



//--- buffers and global variables declarations

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

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

//| 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) zerolag MA ("+(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 = iZeroLag(_bulls,inpPeriod,i,rates_total,0);

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



      val[i] = (_avgBulls!=0) ? MathMax(MathMin(100.0/(1+_avgBears/_avgBulls),100),0) : 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                                                 |

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

double workZl[][4];

#define _zprice 0

#define _zlema  1

//

//---

//

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

  {

   if(length<=1) return(price);

   if(ArrayRange(workZl,0)!=bars) ArrayResize(workZl,bars); instanceNo*=2; workZl[r][_zprice+instanceNo]=price;

   double median = 0;

   double alpha  = 2.0/(1.0+length);

   int    per    = (int)((length-1.0)/2.0);

   if(r<(per+1))

      workZl[r][_zlema+instanceNo]=price;

   else

     {

      if((int)length%2==0)

         median = (workZl[r-per][_zprice+instanceNo]+workZl[r-per-1][_zprice+instanceNo])/2.0;

      else  median =  workZl[r-per][_zprice+instanceNo];

      workZl[r][_zlema+instanceNo]=workZl[r-1][_zlema+instanceNo]+alpha*(2.0*price-median-workZl[r-1][_zlema+instanceNo]);

     }

   return(workZl[r][_zlema+instanceNo]);

  }

//

//---

//

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);

  }

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