Schaff-RSI

//+------------------------------------------------------------------+
//|                                                          RSI.mq4 |
//|                      Copyright © 2004, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"

#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_buffers 1
#property indicator_color1 Blue
//---- input parameters
extern int RSIPeriod=21;
extern int FastMA=23;
extern int SlowMA=50;
extern int Signal=5;
extern int Type=1;
//---- buffers
double RSIBuffer[];
double PosBuffer[];
double NegBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string short_name;
//---- 2 additional buffers are used for counting.
   IndicatorBuffers(3);
   SetIndexBuffer(1,PosBuffer);
   SetIndexBuffer(2,NegBuffer);
//---- indicator line
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,RSIBuffer);
//---- name for DataWindow and indicator subwindow label
   switch (Type)
      {
       case 2:
         short_name="FATL-RSI(" + RSIPeriod + ")";
         break;
       case 1:
         short_name="Shaff-RSI(" + RSIPeriod + "," + FastMA + "," + SlowMA + ")";
         break;
       default:
         short_name="RSI(" + RSIPeriod + ")";
         break;
      }
   
   IndicatorShortName(short_name);
   SetIndexLabel(0,short_name);
//----
   SetIndexDrawBegin(0,RSIPeriod);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Relative Strength Index                                          |
//+------------------------------------------------------------------+
int start()
  {
   int    i,counted_bars=IndicatorCounted();
   double rel,negative,positive;
//----
   if(Bars<=RSIPeriod) return(0);
//---- initial zero
   if(counted_bars<1)
      for(i=1;i<=RSIPeriod;i++) RSIBuffer[Bars-i]=0.0;
//----
   i=Bars-RSIPeriod-1;
   if(counted_bars>=RSIPeriod) i=Bars-counted_bars-1;
   while(i>=0)
     {
      double sumn=0.0,sump=0.0;
      if(i==Bars-RSIPeriod-1)
        {
         int k=Bars-2;
         //---- initial accumulation
         while(k>=i)
           {
            rel=GetValue(i);
            if(rel>0) sump+=rel;
            else      sumn-=rel;
            k--;
           }
         positive=sump/RSIPeriod;
         negative=sumn/RSIPeriod;
        }
      else
        {
         //---- smoothed moving average
         rel=GetValue(i);
         if(rel>0) sump=rel;
         else      sumn=-rel;
         positive=(PosBuffer[i+1]*(RSIPeriod-1)+sump)/RSIPeriod;
         negative=(NegBuffer[i+1]*(RSIPeriod-1)+sumn)/RSIPeriod;
        }
      PosBuffer[i]=positive;
      NegBuffer[i]=negative;
      if(negative==0.0) RSIBuffer[i]=0.0;
      else RSIBuffer[i]=100.0-100.0/(1+positive/negative);
      i--;
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+
double GetValue(int shift)
  {
   double Value = 0;
   
   if (Type == 2) Value = GetFATL(shift) - GetFATL(shift+1);
      else
         {
          if (Type == 1) Value = iMACD(NULL,0,FastMA,SlowMA,Signal,PRICE_CLOSE,MODE_MAIN,shift) - iMACD(NULL,0,FastMA,SlowMA,Signal,PRICE_CLOSE,MODE_MAIN,shift+1);
            else Value = Close[shift] - Close[shift + 1];
         }
   return(Value);
  }
//+------------------------------------------------------------------+
double GetFATL(int i)
   {
    double FATL;
   
    if (Bars < 40)  return(0);
    
      FATL = 0.4360409450*Close[i+0]
            +0.3658689069*Close[i+1]
            +0.2460452079*Close[i+2]
            +0.1104506886*Close[i+3]
            -0.0054034585*Close[i+4]
            -0.0760367731*Close[i+5]
            -0.0933058722*Close[i+6]
            -0.0670110374*Close[i+7]
            -0.0190795053*Close[i+8]
            +0.0259609206*Close[i+9]
            +0.0502044896*Close[i+10]
            +0.0477818607*Close[i+11]
            +0.0249252327*Close[i+12]
            -0.0047706151*Close[i+13]
            -0.0272432537*Close[i+14]
            -0.0338917071*Close[i+15]
            -0.0244141482*Close[i+16]
            -0.0055774838*Close[i+17]
            +0.0128149838*Close[i+18]
            +0.0226522218*Close[i+19]
            +0.0208778257*Close[i+20]
            +0.0100299086*Close[i+21]
            -0.0036771622*Close[i+22]
            -0.0136744850*Close[i+23]
            -0.0160483392*Close[i+24]
            -0.0108597376*Close[i+25]
            -0.0016060704*Close[i+26]
            +0.0069480557*Close[i+27]
            +0.0110573605*Close[i+28]
            +0.0095711419*Close[i+29]
            +0.0040444064*Close[i+30]
            -0.0023824623*Close[i+31]
            -0.0067093714*Close[i+32]
            -0.0072003400*Close[i+33]
            -0.0047717710*Close[i+34]
            +0.0005541115*Close[i+35]
            +0.0007860160*Close[i+36]
            +0.0130129076*Close[i+37]
            +0.0040364019*Close[i+38];
            
    return(FATL);        
   }