RSX of RSX

ÿþ//------------------------------------------------------------------

#property copyright   "© mladen, 2018"

#property link        "mladenfx@gmail.com"

#property version     "1.00"

#property description "RSX of RSX"

//------------------------------------------------------------------

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

#property indicator_label1  "Rsx"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrDeepPink,clrGreen

#property indicator_width1  2

//--- input parameters

input int                inpPeriod        = 32;          // RSX period

input ENUM_APPLIED_PRICE inpPrice         = PRICE_CLOSE; // Price

//--- indicator buffers

double val[],valc[];

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

//| Custom indicator initialization function                         | 

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

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

//--- indicator short name assignment

   IndicatorSetString(INDICATOR_SHORTNAME,"RSX of RSX ("+(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[])

{

   for(int i=(int)MathMax(prev_calculated-1,0); i<rates_total && !IsStopped(); i++)

   {

      double _price = getPrice(inpPrice,open,close,high,low,i,rates_total);

         val[i]  = iRsx(iRsx(_price,inpPeriod,i,0),inpPeriod,i,1);

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

   }

   return(rates_total);

}

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

//| Custom functions                                                 |

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

#define _rsxInstances      2

#define _rsxInstancesSize 13

#define _rsxRingSize       5

double workRsi[_rsxRingSize][_rsxInstances*_rsxInstancesSize];

//

//---

//

double iRsx(double price,double period,int i, int instance=0)

{

   int _indP = (int)MathMod(i-1,_rsxRingSize);

   int _indC = (int)MathMod(i  ,_rsxRingSize);

   int _inst = instance*_rsxInstancesSize;

   

      workRsi[_indC][_inst]=price; if(i<period) { for(int k=1; k<_rsxInstancesSize; k++) workRsi[_indC][_inst+k]=0; return(50); }

      

      //

      //

      //



      double Kg  = (3.0)/(2.0+period), Hg = 1.0-Kg;

      double mom = workRsi[_indC][_inst]-workRsi[_indP][_inst];

      double moa = MathAbs(mom);

      for(int k=0; k<3; k++)

      {

         int kk=_inst+k*2;

         workRsi[_indC][kk+1] = Kg*mom                  + Hg*workRsi[_indP][kk+1];

         workRsi[_indC][kk+2] = Kg*workRsi[_indC][kk+1] + Hg*workRsi[_indP][kk+2]; mom = 1.5*workRsi[_indC][kk+1] - 0.5 * workRsi[_indC][kk+2];

         workRsi[_indC][kk+7] = Kg*moa                  + Hg*workRsi[_indP][kk+7];

         workRsi[_indC][kk+8] = Kg*workRsi[_indC][kk+7] + Hg*workRsi[_indP][kk+8]; moa = 1.5*workRsi[_indC][kk+7] - 0.5 * workRsi[_indC][kk+8];

     }

   return(MathMax(MathMin((mom/MathMax(moa,DBL_MIN)+1.0)*50.0,100.00),0.00));

}

//

//---

//

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

  {

   if(i>=0)

      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);

  }

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