XRSX_

/*
 * For the indicator to work, place the
 * SmoothAlgorithms.mqh
 * in the directory: MetaTrader\\MQL5\Include
 */
//+------------------------------------------------------------------+
//|                                                         XRSX.mq5 | 
//|                             Copyright © 2011,   Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2011, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
#property description "Relative Strength Index"
//---- indicator version
#property version   "1.00"
//---- drawing the indicator in a separate window
#property indicator_separate_window
//---- number of indicator buffers
#property indicator_buffers 1 
//---- only one plot is used
#property indicator_plots   1
//+-----------------------------------+
//|  Indicator drawing parameters     |
//+-----------------------------------+
//---- drawing the indicator as a line
#property indicator_type1   DRAW_LINE
//---- use dark orange color for the indicator line
#property indicator_color1 DarkOrange
//---- the indicator line is a continuous curve
#property indicator_style1  STYLE_SOLID
//---- indicator line width is equal to 1
#property indicator_width1  1
//---- displaying the indicator label
#property indicator_label1  "XRSX"
//+----------------------------------------------+
//| Horizontal levels display parameters         |
//+----------------------------------------------+
#property indicator_level1       70.0
#property indicator_level2       30.0
#property indicator_levelcolor Blue
#property indicator_levelstyle STYLE_DASHDOTDOT

//+-----------------------------------+
//|  CXMA class description           |
//+-----------------------------------+
#include <SmoothAlgorithms.mqh> 
//+-----------------------------------+
//---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
CXMA UPXRSX,DNXRSX;
//+-----------------------------------+
//|  declaration of enumerations      |
//+-----------------------------------+
enum Applied_price_ //Type of constant
  {
   PRICE_CLOSE_ = 1,     //Close
   PRICE_OPEN_,          //Open
   PRICE_HIGH_,          //High
   PRICE_LOW_,           //Low
   PRICE_MEDIAN_,        //Median Price (HL/2)
   PRICE_TYPICAL_,       //Typical Price (HLC/3)
   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)
   PRICE_SIMPLE_,        //Simple Price (OC/2)
   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 
   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 
   PRICE_TRENDFOLLOW1_   //TrendFollow_2 Price 
  };
/*enum Smooth_Method is declared in the SmoothAlgorithms.mqh file
  {
   MODE_SMA_,  //SMA
   MODE_EMA_,  //EMA
   MODE_SMMA_, //SMMA
   MODE_LWMA_, //LWMA
   MODE_JJMA,  //JJMA
   MODE_JurX,  //JurX
   MODE_ParMA, //ParMA
   MODE_T3,    //T3
   MODE_VIDYA, //VIDYA
   MODE_AMA,   //AMA
  }; */
//+-----------------------------------+
//|  Indicator input parameters       |
//+-----------------------------------+
input Smooth_Method DSmoothMethod=MODE_JurX; // Price smoothing method
input int DPeriod=15;                        // Moving average period
input int DPhase=100;                        // Moving average smoothing parameter
                                             // for JJMA that can change withing the range -100 ... +100. It impacts the quality of the intermediate process of smoothing;
                                             // for VIDIA it is a CMO period, for AMA it is a slow average period

input Applied_price_ IPC=PRICE_CLOSE; // Price constant
/* , used for the indicator calculation (1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW, 
  5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPLE, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */

input int Shift=0; //Horizontal shift of the indicator in bars
//+-----------------------------------+

//---- declaration of a dynamic array that further 
//---- will be used an indicator buffer
double XRSX[];

//---- Declaration of the integer variables for the start of data calculation
int StartBars;
//+------------------------------------------------------------------+   
//| XRSX indicator initialization function                           | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- initialization of variables of the start of data calculation
   StartBars=UPXRSX.GetStartBars(DSmoothMethod,DPeriod,DPhase);

//---- setting up alerts for unacceptable values of external variables
   UPXRSX.XMALengthCheck("DPeriod",DPeriod);
//---- setting up alerts for unacceptable values of external variables
   UPXRSX.XMAPhaseCheck("DPhase",DPhase,DSmoothMethod);

//---- set dynamic array as an indicator buffer
   SetIndexBuffer(0,XRSX,INDICATOR_DATA);
//---- moving the indicator 1 horizontally
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- performing the shift of beginning of the indicator drawing
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartBars);
//---- create label to display in DataWindow
   PlotIndexSetString(0,PLOT_LABEL,"XRSX");
//---- setting values of the indicator that won't be visible on a chart
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);

//---- initializations of a variable for the indicator short name
   string shortname,Smooth;
   Smooth=UPXRSX.GetString_MA_Method(DSmoothMethod);
   StringConcatenate(shortname,"Relative Strength Index(",string(DPeriod),",",Smooth,")");
//---- creating a name for displaying in a separate sub-window and in a tooltip
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//---- determination of accuracy of displaying the indicator values
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//---- initialization end
  }
//+------------------------------------------------------------------+ 
//| XRSX iteration function                                          | 
//+------------------------------------------------------------------+ 
int OnCalculate(const int rates_total,    // number of bars in history at the current tick
                const int prev_calculated,// number of bars calculated at previous call
                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[])
  {
//---- checking the number of bars to be enough for the calculation
   if(rates_total<StartBars) return(0);

//---- declaration of variables with a floating point  
   double dprice_,absdprice_,up_xrsx,dn_xrsx,xrsx;
//---- Declaration of integer variables and getting already calculated bars
   int first,bar;

//---- calculation of the 'first' starting index for the bars recalculation loop
   if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of the indicator calculation
      first=1; // starting index for calculation of all bars
   else first=prev_calculated-1; // starting index for calculation of new bars

//---- main indicator calculation loop
   for(bar=first; bar<rates_total; bar++)
     {
      //---- call of the PriceSeries function to get incrementation of the input price dprice_
      dprice_=PriceSeries(IPC,bar,open,low,high,close)-PriceSeries(IPC,bar-1,open,low,high,close);

      absdprice_=MathAbs(dprice_);

      //---- two calls of the JurXSeries function.  
      up_xrsx = UPXRSX.XMASeries(1, prev_calculated, rates_total, DSmoothMethod, DPhase, DPeriod,    dprice_, bar, false);
      dn_xrsx = DNXRSX.XMASeries(1, prev_calculated, rates_total, DSmoothMethod, DPhase, DPeriod, absdprice_, bar, false);

      //---- preventing zero divide on empty values
      if(dn_xrsx==0) xrsx=EMPTY_VALUE;
      else
        {
         xrsx=up_xrsx/dn_xrsx;

         //---- upper and lower limits of the indicator 
         if(xrsx > +1)xrsx = +1;
         if(xrsx < -1)xrsx = -1;
        }

      //---- loading the obtained value in the indicator buffer
      XRSX[bar]=xrsx*50+50;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+