RSO

//+------------------------------------------------------------------+
//|                                                          RSO.mq4 |
//|                   Copyright 2005-2014, MetaQuotes Software Corp. |
//|                           Modification by Paran Softwares, 2017. |
//|                                              http://www.mql4.com |
//+------------------------------------------------------------------+
#property copyright   "2005-2014, MetaQuotes Software Corp; 2017, Paran Softwares"
#property link        "http://www.mql4.com"
#property description "Relative Strength Oscillator"
#property strict

#property indicator_separate_window
#property indicator_buffers    3

#property indicator_minimum    -50
#property indicator_maximum    50
#property indicator_level1     -20.0
#property indicator_level2     20.0
#property indicator_levelcolor clrSilver
#property indicator_levelstyle STYLE_DOT
#property indicator_color1     DodgerBlue
#property indicator_color2     Lime
#property indicator_color3     Red
#property indicator_width1     2
#property indicator_width2     2
#property indicator_width3     2

//--- input parameters
extern int InpRSOPeriod = 14;      // RSO Period

//--- buffers
double ExtRSOBuffer[];
double ExtRSOUpBuffer[];
double ExtRSODnBuffer[];
double ExtPosBuffer[];
double ExtNegBuffer[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit(void)
{
   string short_name;
//--- buffers mapping
   IndicatorBuffers(5);
//--- indicator line
   SetIndexBuffer(0, ExtRSOBuffer);
   SetIndexStyle(0, DRAW_LINE);
//--- indicator bars
   SetIndexBuffer(1, ExtRSOUpBuffer);
   SetIndexStyle(1, DRAW_HISTOGRAM);
   SetIndexBuffer(2, ExtRSODnBuffer);
   SetIndexStyle(2, DRAW_HISTOGRAM);

   SetIndexBuffer(3, ExtPosBuffer);
   SetIndexBuffer(4, ExtNegBuffer);
//--- name for DataWindow and indicator subwindow label
   short_name="RSO("+string(InpRSOPeriod)+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0, short_name);
//--- check for input
   if(InpRSOPeriod < 2)
     {
      Print("Incorrect value for input variable InpRSOPeriod = ", InpRSOPeriod);
      Print("Corrected to 14!");
      InpRSOPeriod = 14;
     }
//---
   SetIndexDrawBegin(0, InpRSOPeriod);
   SetIndexDrawBegin(1, InpRSOPeriod);
   SetIndexDrawBegin(2, InpRSOPeriod);
//--- initialization done
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Relative Strength Index                                          |
//+------------------------------------------------------------------+
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[])
{
   int    i, pos;
   double diff;
//---
   if(Bars<=InpRSOPeriod || InpRSOPeriod<2)
      return(0);
//--- counting from 0 to rates_total
   ArraySetAsSeries(ExtRSOBuffer, false);
   ArraySetAsSeries(ExtRSOUpBuffer, false);
   ArraySetAsSeries(ExtRSODnBuffer, false);
   ArraySetAsSeries(ExtPosBuffer, false);
   ArraySetAsSeries(ExtNegBuffer, false);
   ArraySetAsSeries(close, false);
//--- preliminary calculations
   pos = prev_calculated-1;
   if(pos <= InpRSOPeriod)
   {
      //--- first RSIPeriod values of the indicator are not calculated
      ExtRSOBuffer[0]=0.0;
      ExtPosBuffer[0]=0.0;
      ExtNegBuffer[0]=0.0;
      double sump=0.0;
      double sumn=0.0;
      for(i=1; i<=InpRSOPeriod; i++)
        {
         ExtRSOBuffer[i]=0.0;
         ExtPosBuffer[i]=0.0;
         ExtNegBuffer[i]=0.0;
         diff=close[i]-close[i-1];
         if(diff>0)
            sump+=diff;
         else
            sumn-=diff;
      }
      //--- calculate first visible value
      ExtPosBuffer[InpRSOPeriod]=sump/InpRSOPeriod;
      ExtNegBuffer[InpRSOPeriod]=sumn/InpRSOPeriod;
      if(ExtNegBuffer[InpRSOPeriod]!=0.0)
         ExtRSOBuffer[InpRSOPeriod]=50.0-(100.0/(1.0+ExtPosBuffer[InpRSOPeriod]/ExtNegBuffer[InpRSOPeriod]));
      else
      {
         if(ExtPosBuffer[InpRSOPeriod]!=0.0)
            ExtRSOBuffer[InpRSOPeriod]=50.0;
         else
            ExtRSOBuffer[InpRSOPeriod]=0.0;
      }
      //--- prepare the position value for main calculation
      pos = InpRSOPeriod+1;
   }
   
//--- the main loop of calculations
   for(i=pos; i<rates_total && !IsStopped(); i++)
   {
      diff=close[i]-close[i-1];
      ExtPosBuffer[i]=(ExtPosBuffer[i-1]*(InpRSOPeriod-1)+(diff>0.0?diff:0.0))/InpRSOPeriod;
      ExtNegBuffer[i]=(ExtNegBuffer[i-1]*(InpRSOPeriod-1)+(diff<0.0?-diff:0.0))/InpRSOPeriod;
      if(ExtNegBuffer[i]!=0.0)
         ExtRSOBuffer[i]=50.0-100.0/(1+ExtPosBuffer[i]/ExtNegBuffer[i]);
      else
      {
         if(ExtPosBuffer[i]!=0.0)
            ExtRSOBuffer[i]=50.0;
         else
            ExtRSOBuffer[i]=0.0;
      }
      
      if(ExtRSOBuffer[i] - ExtRSOBuffer[i-1] < 0)
         ExtRSODnBuffer[i] = 0.9*ExtRSOBuffer[i];
      else
         ExtRSOUpBuffer[i] = 0.9*ExtRSOBuffer[i];
   }
//---
   return(rates_total);
}