Added RSI & Stochastic indicators
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9nix6
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//+------------------------------------------------------------------+
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//| RSI.mq4 |
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//| Copyright 2005-2014, MetaQuotes Software Corp. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2005-2014, MetaQuotes Software Corp."
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#property link "https://www.mql5.com"
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#property description "Relative Strength Index"
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#property strict
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 1
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#property indicator_minimum 0
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#property indicator_maximum 100
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#property indicator_color1 DodgerBlue
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#property indicator_level1 30.0
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#property indicator_level2 70.0
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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//--- input parameters
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input int InpRSIPeriod=14; // RSI Period
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//--- buffers
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double ExtRSIBuffer[];
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double ExtPosBuffer[];
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double ExtNegBuffer[];
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//
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// Initialize MedianRenko indicator for data processing
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// according to settings of the MedianRenko indicator already on chart
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//
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#include <RangeBarIndicator.mqh>
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RangeBarIndicator rangeBarsIndicator;
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//
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//
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//
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit(void)
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{
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string short_name;
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//--- 2 additional buffers are used for counting
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SetIndexBuffer(0,ExtRSIBuffer);
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SetIndexBuffer(1,ExtPosBuffer);
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SetIndexBuffer(2,ExtNegBuffer);
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//--- indicator line
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PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_LINE);
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SetIndexBuffer(0,ExtRSIBuffer);
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//--- name for DataWindow and indicator subwindow label
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short_name="RSI("+string(InpRSIPeriod)+")";
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IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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PlotIndexSetString(0,PLOT_LABEL,short_name);
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//--- check for input
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if(InpRSIPeriod<2)
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{
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Print("Incorrect value for input variable InpRSIPeriod = ",InpRSIPeriod);
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return(INIT_FAILED);
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}
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//---
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpRSIPeriod);
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//--- initialization done
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Relative Strength Index |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,const int prev_calculated,
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const datetime &Time[],
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const double &Open[],
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const double &High[],
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const double &Low[],
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const double &Close[],
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const long &TickVolume[],
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const long &Volume[],
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const int &Spread[])
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{
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//
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// Precoess data through MedianRenko indicator
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//
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if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
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return(rates_total);
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//
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// Make the following modifications in the code below:
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//
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// medianRenkoIndicator.GetPrevCalculated() should be used instead of prev_calculated
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// medianRenkoIndicator.Open[] should be used instead of open[]
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// medianRenkoIndicator.Low[] should be used instead of low[]
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// medianRenkoIndicator.High[] should be used instead of high[]
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// medianRenkoIndicator.Close[] should be used instead of close[]
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// if applied_price is used
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// medianRenkoIndicator.Price[] should be used instead of price[]
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//
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int _prev_calculated = rangeBarsIndicator.GetPrevCalculated();
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//
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//
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//
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int i,pos;
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double diff;
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//---
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if(Bars(_Symbol,_Period)<=InpRSIPeriod || InpRSIPeriod<2)
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return(0);
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//--- counting from 0 to rates_total
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ArraySetAsSeries(ExtRSIBuffer,false);
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ArraySetAsSeries(ExtPosBuffer,false);
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ArraySetAsSeries(ExtNegBuffer,false);
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ArraySetAsSeries(rangeBarsIndicator.Close,false);
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//--- preliminary calculations
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pos=_prev_calculated-1;
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if(pos<=InpRSIPeriod)
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{
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//--- first RSIPeriod values of the indicator are not calculated
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ExtRSIBuffer[0]=0.0;
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ExtPosBuffer[0]=0.0;
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ExtNegBuffer[0]=0.0;
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double sump=0.0;
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double sumn=0.0;
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for(i=1; i<=InpRSIPeriod; i++)
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{
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ExtRSIBuffer[i]=0.0;
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ExtPosBuffer[i]=0.0;
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ExtNegBuffer[i]=0.0;
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diff=rangeBarsIndicator.Close[i]-rangeBarsIndicator.Close[i-1];
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if(diff>0)
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sump+=diff;
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else
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sumn-=diff;
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}
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//--- calculate first visible value
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ExtPosBuffer[InpRSIPeriod]=sump/InpRSIPeriod;
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ExtNegBuffer[InpRSIPeriod]=sumn/InpRSIPeriod;
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if(ExtNegBuffer[InpRSIPeriod]!=0.0)
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ExtRSIBuffer[InpRSIPeriod]=100.0-(100.0/(1.0+ExtPosBuffer[InpRSIPeriod]/ExtNegBuffer[InpRSIPeriod]));
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else
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{
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if(ExtPosBuffer[InpRSIPeriod]!=0.0)
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ExtRSIBuffer[InpRSIPeriod]=100.0;
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else
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ExtRSIBuffer[InpRSIPeriod]=50.0;
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}
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//--- prepare the position value for main calculation
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pos=InpRSIPeriod+1;
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}
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//--- the main loop of calculations
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for(i=pos; i<rates_total && !IsStopped(); i++)
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{
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diff=rangeBarsIndicator.Close[i]-rangeBarsIndicator.Close[i-1];
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ExtPosBuffer[i]=(ExtPosBuffer[i-1]*(InpRSIPeriod-1)+(diff>0.0?diff:0.0))/InpRSIPeriod;
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ExtNegBuffer[i]=(ExtNegBuffer[i-1]*(InpRSIPeriod-1)+(diff<0.0?-diff:0.0))/InpRSIPeriod;
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if(ExtNegBuffer[i]!=0.0)
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ExtRSIBuffer[i]=100.0-100.0/(1+ExtPosBuffer[i]/ExtNegBuffer[i]);
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else
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{
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if(ExtPosBuffer[i]!=0.0)
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ExtRSIBuffer[i]=100.0;
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else
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ExtRSIBuffer[i]=50.0;
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}
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}
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//---
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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@@ -0,0 +1,174 @@
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//+------------------------------------------------------------------+
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//| Stochastic.mq5 |
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//| Copyright 2009, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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//--- indicator settings
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#property indicator_separate_window
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#property indicator_buffers 4
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#property indicator_plots 2
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#property indicator_type1 DRAW_LINE
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#property indicator_type2 DRAW_LINE
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#property indicator_color1 LightSeaGreen
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#property indicator_color2 Red
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#property indicator_style2 STYLE_DOT
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//--- input parameters
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input int InpKPeriod=5; // K period
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input int InpDPeriod=3; // D period
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input int InpSlowing=3; // Slowing
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//--- indicator buffers
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double ExtMainBuffer[];
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double ExtSignalBuffer[];
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double ExtHighesBuffer[];
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double ExtLowesBuffer[];
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//
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// Initialize MedianRenko indicator for data processing
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// according to settings of the MedianRenko indicator already on chart
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//
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#include <RangeBarIndicator.mqh>
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RangeBarIndicator rangeBarsIndicator;
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//
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//
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//
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtMainBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);
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SetIndexBuffer(2,ExtHighesBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,ExtLowesBuffer,INDICATOR_CALCULATIONS);
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//--- set accuracy
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IndicatorSetInteger(INDICATOR_DIGITS,2);
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//--- set levels
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IndicatorSetInteger(INDICATOR_LEVELS,2);
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IndicatorSetDouble(INDICATOR_LEVELVALUE,0,20);
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IndicatorSetDouble(INDICATOR_LEVELVALUE,1,80);
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//--- set maximum and minimum for subwindow
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IndicatorSetDouble(INDICATOR_MINIMUM,0);
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IndicatorSetDouble(INDICATOR_MAXIMUM,100);
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//--- name for DataWindow and indicator subwindow label
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IndicatorSetString(INDICATOR_SHORTNAME,"Stoch("+(string)InpKPeriod+","+(string)InpDPeriod+","+(string)InpSlowing+")");
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PlotIndexSetString(0,PLOT_LABEL,"Main");
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PlotIndexSetString(1,PLOT_LABEL,"Signal");
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpKPeriod+InpSlowing-2);
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,InpKPeriod+InpDPeriod);
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//--- initialization done
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}
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//+------------------------------------------------------------------+
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//| Stochastic Oscillator |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,const int prev_calculated,
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const datetime &Time[],
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const double &Open[],
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const double &High[],
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const double &Low[],
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const double &Close[],
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const long &TickVolume[],
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const long &Volume[],
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const int &Spread[])
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{
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//
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// Precoess data through MedianRenko indicator
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//
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if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
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return(rates_total);
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//
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// Make the following modifications in the code below:
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//
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// medianRenkoIndicator.GetPrevCalculated() should be used instead of prev_calculated
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// medianRenkoIndicator.Open[] should be used instead of open[]
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// medianRenkoIndicator.Low[] should be used instead of low[]
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// medianRenkoIndicator.High[] should be used instead of high[]
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// medianRenkoIndicator.Close[] should be used instead of close[]
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//
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int _prev_calculated = rangeBarsIndicator.GetPrevCalculated();
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//
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//
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//
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int i,k,start;
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//--- check for bars count
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if(rates_total<=InpKPeriod+InpDPeriod+InpSlowing)
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return(0);
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//---
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start=InpKPeriod-1;
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if(start+1<_prev_calculated) start=_prev_calculated-2;
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else
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{
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for(i=0;i<start;i++)
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{
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ExtLowesBuffer[i]=0.0;
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ExtHighesBuffer[i]=0.0;
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}
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}
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//--- calculate HighesBuffer[] and ExtHighesBuffer[]
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for(i=start;i<rates_total && !IsStopped();i++)
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{
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double dmin=1000000.0;
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double dmax=-1000000.0;
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for(k=i-InpKPeriod+1;k<=i;k++)
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{
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if(dmin>rangeBarsIndicator.Low[k]) dmin=rangeBarsIndicator.Low[k];
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if(dmax<rangeBarsIndicator.High[k]) dmax=rangeBarsIndicator.High[k];
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}
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ExtLowesBuffer[i]=dmin;
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ExtHighesBuffer[i]=dmax;
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}
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//--- %K
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start=InpKPeriod-1+InpSlowing-1;
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if(start+1<_prev_calculated) start=_prev_calculated-2;
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else
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{
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for(i=0;i<start;i++) ExtMainBuffer[i]=0.0;
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}
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//--- main cycle
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for(i=start;i<rates_total && !IsStopped();i++)
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{
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double sumlow=0.0;
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double sumhigh=0.0;
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for(k=(i-InpSlowing+1);k<=i;k++)
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{
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sumlow +=(rangeBarsIndicator.Close[k]-ExtLowesBuffer[k]);
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sumhigh+=(ExtHighesBuffer[k]-ExtLowesBuffer[k]);
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}
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if(sumhigh==0.0) ExtMainBuffer[i]=100.0;
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else ExtMainBuffer[i]=sumlow/sumhigh*100;
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}
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//--- signal
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start=InpDPeriod-1;
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if(start+1<_prev_calculated) start=_prev_calculated-2;
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else
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{
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for(i=0;i<start;i++) ExtSignalBuffer[i]=0.0;
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}
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for(i=start;i<rates_total && !IsStopped();i++)
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{
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double sum=0.0;
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for(k=0;k<InpDPeriod;k++) sum+=ExtMainBuffer[i-k];
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ExtSignalBuffer[i]=sum/InpDPeriod;
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}
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//--- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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