Added RSI & Stochastic indicators

2017-09-01 23:14:50 +02:00
parent f9d3a5f65a
commit ec6cab350b
2 changed files with 347 additions and 0 deletions
@@ -0,0 +1,173 @@
+//+------------------------------------------------------------------+
+//|                                                          RSI.mq4 |
+//|                   Copyright 2005-2014, MetaQuotes Software Corp. |
+//|                                             https://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright   "2005-2014, MetaQuotes Software Corp."
+#property link        "https://www.mql5.com"
+#property description "Relative Strength Index"
+#property strict
+
+#property indicator_separate_window
+#property indicator_buffers 3
+#property indicator_plots   1
+#property indicator_minimum    0
+#property indicator_maximum    100
+#property indicator_color1     DodgerBlue
+#property indicator_level1     30.0
+#property indicator_level2     70.0
+#property indicator_levelcolor clrSilver
+#property indicator_levelstyle STYLE_DOT
+//--- input parameters
+input int InpRSIPeriod=14; // RSI Period
+//--- buffers
+double ExtRSIBuffer[];
+double ExtPosBuffer[];
+double ExtNegBuffer[];
+
+//
+// Initialize MedianRenko indicator for data processing 
+// according to settings of the MedianRenko indicator already on chart
+//
+
+#include <RangeBarIndicator.mqh>
+RangeBarIndicator rangeBarsIndicator;
+
+
+//
+//
+//
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int OnInit(void)
+  {
+   string short_name;
+//--- 2 additional buffers are used for counting
+   SetIndexBuffer(0,ExtRSIBuffer);
+   SetIndexBuffer(1,ExtPosBuffer);
+   SetIndexBuffer(2,ExtNegBuffer);
+//--- indicator line
+   PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_LINE);
+   SetIndexBuffer(0,ExtRSIBuffer);
+//--- name for DataWindow and indicator subwindow label
+   short_name="RSI("+string(InpRSIPeriod)+")";
+   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
+   PlotIndexSetString(0,PLOT_LABEL,short_name);
+//--- check for input
+   if(InpRSIPeriod<2)
+     {
+      Print("Incorrect value for input variable InpRSIPeriod = ",InpRSIPeriod);
+      return(INIT_FAILED);
+     }
+//---
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpRSIPeriod);
+//--- initialization done
+   return(INIT_SUCCEEDED);
+  }
+//+------------------------------------------------------------------+
+//| Relative Strength Index                                          |
+//+------------------------------------------------------------------+
+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 &TickVolume[],
+                const long &Volume[],
+                const int &Spread[])
+  {
+  
+   //
+   // Precoess data through MedianRenko indicator
+   //
+   
+   if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,Time))
+      return(rates_total);
+     
+   //
+   // Make the following modifications in the code below:
+   //
+   // medianRenkoIndicator.GetPrevCalculated() should be used instead of prev_calculated
+   // medianRenkoIndicator.Open[] should be used instead of open[]
+   // medianRenkoIndicator.Low[] should be used instead of low[]
+   // medianRenkoIndicator.High[] should be used instead of high[]
+   // medianRenkoIndicator.Close[] should be used instead of close[]
+   // if applied_price is used
+   // medianRenkoIndicator.Price[] should be used instead of price[]
+   //
+
+   int _prev_calculated = rangeBarsIndicator.GetPrevCalculated();
+   
+   //
+   //
+   //  
+  
+   int    i,pos;
+   double diff;
+//---
+   if(Bars(_Symbol,_Period)<=InpRSIPeriod || InpRSIPeriod<2)
+      return(0);
+//--- counting from 0 to rates_total
+   ArraySetAsSeries(ExtRSIBuffer,false);
+   ArraySetAsSeries(ExtPosBuffer,false);
+   ArraySetAsSeries(ExtNegBuffer,false);
+   ArraySetAsSeries(rangeBarsIndicator.Close,false);
+//--- preliminary calculations
+   pos=_prev_calculated-1;
+   if(pos<=InpRSIPeriod)
+     {
+      //--- first RSIPeriod values of the indicator are not calculated
+      ExtRSIBuffer[0]=0.0;
+      ExtPosBuffer[0]=0.0;
+      ExtNegBuffer[0]=0.0;
+      double sump=0.0;
+      double sumn=0.0;
+      for(i=1; i<=InpRSIPeriod; i++)
+        {
+         ExtRSIBuffer[i]=0.0;
+         ExtPosBuffer[i]=0.0;
+         ExtNegBuffer[i]=0.0;
+         diff=rangeBarsIndicator.Close[i]-rangeBarsIndicator.Close[i-1];
+         if(diff>0)
+            sump+=diff;
+         else
+            sumn-=diff;
+        }
+      //--- calculate first visible value
+      ExtPosBuffer[InpRSIPeriod]=sump/InpRSIPeriod;
+      ExtNegBuffer[InpRSIPeriod]=sumn/InpRSIPeriod;
+      if(ExtNegBuffer[InpRSIPeriod]!=0.0)
+         ExtRSIBuffer[InpRSIPeriod]=100.0-(100.0/(1.0+ExtPosBuffer[InpRSIPeriod]/ExtNegBuffer[InpRSIPeriod]));
+      else
+        {
+         if(ExtPosBuffer[InpRSIPeriod]!=0.0)
+            ExtRSIBuffer[InpRSIPeriod]=100.0;
+         else
+            ExtRSIBuffer[InpRSIPeriod]=50.0;
+        }
+      //--- prepare the position value for main calculation
+      pos=InpRSIPeriod+1;
+     }
+//--- the main loop of calculations
+   for(i=pos; i<rates_total && !IsStopped(); i++)
+     {
+      diff=rangeBarsIndicator.Close[i]-rangeBarsIndicator.Close[i-1];
+      ExtPosBuffer[i]=(ExtPosBuffer[i-1]*(InpRSIPeriod-1)+(diff>0.0?diff:0.0))/InpRSIPeriod;
+      ExtNegBuffer[i]=(ExtNegBuffer[i-1]*(InpRSIPeriod-1)+(diff<0.0?-diff:0.0))/InpRSIPeriod;
+      if(ExtNegBuffer[i]!=0.0)
+         ExtRSIBuffer[i]=100.0-100.0/(1+ExtPosBuffer[i]/ExtNegBuffer[i]);
+      else
+        {
+         if(ExtPosBuffer[i]!=0.0)
+            ExtRSIBuffer[i]=100.0;
+         else
+            ExtRSIBuffer[i]=50.0;
+        }
+     }
+//---
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+