True_Strength_Index

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

//|                                          True_Strength_Index.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

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

#property version   "1.00"

#property description "True Strength Index oscillator"

#property indicator_separate_window

#property indicator_buffers 7

#property indicator_plots   1

//--- plot TSI

#property indicator_label1  "TSI"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrIndianRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint     InpPeriodSm1   =  7;    // First smoothing period

input uint     InpPeriodSm2   =  14;   // Second smoothing period

input double   InpOverbought  =  25.0; // Overbought

input double   InpOversold    = -25.0; // Oversold

//--- indicator buffers

double         BufferTSI[];

double         BufferUDM[];

double         BufferADM[];

double         BufferUDM1[];

double         BufferUDM2[];

double         BufferADM1[];

double         BufferADM2[];

//--- global variables

double         overbought;

double         oversold;

int            period_sm1;

int            period_sm2;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_sm1=int(InpPeriodSm1<2 ? 2 : InpPeriodSm1);

   period_sm2=int(InpPeriodSm2<2 ? 2 : InpPeriodSm2);

   overbought=(fabs(InpOverbought)<0.1 ? 0.1 : InpOverbought>100.0 ? 100.0 : fabs(InpOverbought));

   oversold=(-fabs(InpOversold)>-0.1 ? -0.1 : -fabs(InpOversold)<-100.0 ? -100.0 : -fabs(InpOversold));

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferTSI,INDICATOR_DATA);

   SetIndexBuffer(1,BufferUDM,INDICATOR_CALCULATIONS);

   SetIndexBuffer(2,BufferUDM1,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferUDM2,INDICATOR_CALCULATIONS);

   SetIndexBuffer(4,BufferADM,INDICATOR_CALCULATIONS);

   SetIndexBuffer(5,BufferADM1,INDICATOR_CALCULATIONS);

   SetIndexBuffer(6,BufferADM2,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"True Strength Index ("+(string)period_sm1+","+(string)period_sm2+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetInteger(INDICATOR_LEVELS,2);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,overbought);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,oversold);

   IndicatorSetString(INDICATOR_LEVELTEXT,0,"Overbought");

   IndicatorSetString(INDICATOR_LEVELTEXT,1,"Oversold");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferTSI,true);

   ArraySetAsSeries(BufferUDM,true);

   ArraySetAsSeries(BufferUDM1,true);

   ArraySetAsSeries(BufferUDM2,true);

   ArraySetAsSeries(BufferADM,true);

   ArraySetAsSeries(BufferADM1,true);

   ArraySetAsSeries(BufferADM2,true);

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(close,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<2) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferTSI,EMPTY_VALUE);

      ArrayInitialize(BufferUDM,0);

      ArrayInitialize(BufferUDM1,0);

      ArrayInitialize(BufferUDM2,0);

      ArrayInitialize(BufferADM,0);

      ArrayInitialize(BufferADM1,0);

      ArrayInitialize(BufferADM2,0);

     }



//--- >43>B>2:0 40==KE

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      BufferUDM[i]=close[i]-close[i+1];

      BufferADM[i]=fabs(BufferUDM[i]);

     }

   if(ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_sm1,BufferUDM,BufferUDM1)==0)

      return 0;

   if(ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_sm1,BufferADM,BufferADM1)==0)

      return 0;

   if(ExponentialMAOnBuffer(rates_total,prev_calculated,period_sm1,period_sm2,BufferUDM1,BufferUDM2)==0)

      return 0;

   if(ExponentialMAOnBuffer(rates_total,prev_calculated,period_sm1,period_sm2,BufferADM1,BufferADM2)==0)

      return 0;

   

//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

      BufferTSI[i]=(BufferADM2[i]!=0 ? 100.0*BufferUDM2[i]/BufferADM2[i] : 0);



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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