Artur
246 lines
6.3 KiB
Plaintext
246 lines
6.3 KiB
Plaintext
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| DT oscillator.mq5 |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "www.forex-tsd.com"
|
|
#property link "www.forex-tsd.com"
|
|
#property version "1.00"
|
|
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 4
|
|
#property indicator_plots 3
|
|
#property indicator_level1 70
|
|
#property indicator_level2 30
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
#property indicator_type1 DRAW_FILLING
|
|
#property indicator_color1 PowderBlue,MistyRose
|
|
#property indicator_label1 "DT oscillator filling"
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_color2 DeepSkyBlue
|
|
#property indicator_width2 2
|
|
#property indicator_label2 "DT oscillator"
|
|
#property indicator_type3 DRAW_LINE
|
|
#property indicator_color3 PaleVioletRed
|
|
#property indicator_width3 1
|
|
#property indicator_label3 "DT oscillator signal"
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
input int RsiPeriod = 13; // Rsi period
|
|
input int StochPeriod = 8; // Stochastic period
|
|
input int SlowingPeriod = 5; // Slowing
|
|
input int SignalPeriod = 3; // Signal period
|
|
input bool TapeVisible = true; // Tape visibility
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
double dtosc[];
|
|
double dtoss[];
|
|
double dtosf1[];
|
|
double dtosf2[];
|
|
|
|
//
|
|
|
|
#include <AZ-INVEST/CustomBarConfig.mqh>
|
|
|
|
//
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
int OnInit()
|
|
{
|
|
SetIndexBuffer( 0,dtosf1,INDICATOR_DATA);
|
|
SetIndexBuffer( 1,dtosf2,INDICATOR_DATA);
|
|
SetIndexBuffer( 2,dtosc ,INDICATOR_DATA);
|
|
SetIndexBuffer( 3,dtoss ,INDICATOR_DATA);
|
|
return(0);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
double rsibuf[];
|
|
double stobuf[];
|
|
|
|
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[])
|
|
{
|
|
//
|
|
// Process data through MedianRenko indicator
|
|
//
|
|
|
|
if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,Time,Close))
|
|
return(0);
|
|
|
|
if(!customChartIndicator.BufferSynchronizationCheck(Close))
|
|
return(0);
|
|
|
|
//
|
|
// Make the following modifications in the code below:
|
|
//
|
|
// customChartIndicator.GetPrevCalculated() should be used instead of prev_calculated
|
|
//
|
|
// customChartIndicator.Open[] should be used instead of open[]
|
|
// customChartIndicator.Low[] should be used instead of low[]
|
|
// customChartIndicator.High[] should be used instead of high[]
|
|
// customChartIndicator.Close[] should be used instead of close[]
|
|
//
|
|
// customChartIndicator.IsNewBar (true/false) informs you if a renko brick completed
|
|
//
|
|
// customChartIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
|
|
// (!) customChartIndicator.SetGetTimeFlag() must be called in OnInit() for customChartIndicator.Time[] to be used
|
|
//
|
|
// customChartIndicator.Tick_volume[] should be used instead of TickVolume[]
|
|
// customChartIndicator.Real_volume[] should be used instead of Volume[]
|
|
// (!) customChartIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
|
|
//
|
|
// customChartIndicator.Price[] should be used instead of Price[]
|
|
// (!) customChartIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for customChartIndicator.Price[] to be used
|
|
//
|
|
|
|
int _prev_calculated = customChartIndicator.GetPrevCalculated();
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
if (ArraySize(rsibuf)!=rates_total) ArrayResize(rsibuf,rates_total);
|
|
if (ArraySize(stobuf)!=rates_total) ArrayResize(stobuf,rates_total);
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
for (int i=(int)MathMax(_prev_calculated-1,0); i<rates_total; i++)
|
|
{
|
|
rsibuf[i] = iRsi(customChartIndicator.Close[i],RsiPeriod,i,rates_total);
|
|
|
|
double min = rsibuf[i];
|
|
double max = rsibuf[i];
|
|
for (int k=1; k<StochPeriod && (i-k)>=0; k++)
|
|
{
|
|
min = MathMin(rsibuf[i-k],min);
|
|
max = MathMax(rsibuf[i-k],max);
|
|
}
|
|
if (max!=min)
|
|
stobuf[i] = 100*(rsibuf[i]-min)/(max-min);
|
|
else stobuf[i] = 0;
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
dtosc[i] = 0; for (int k=0; k<SlowingPeriod && (i-k)>=0; k++) dtosc[i] += stobuf[i-k]; dtosc[i] /= SlowingPeriod;
|
|
dtoss[i] = 0; for (int k=0; k<SignalPeriod && (i-k)>=0; k++) dtoss[i] += dtosc[i-k]; dtoss[i] /= SignalPeriod;
|
|
if (TapeVisible)
|
|
{ dtosf1[i] = dtosc[i]; dtosf2[i] = dtoss[i]; }
|
|
else { dtosf1[i] = EMPTY_VALUE; dtosf2[i] = EMPTY_VALUE; }
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
return(rates_total);
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
double rsiWork[][3];
|
|
#define _price 0
|
|
#define _chgAvg 1
|
|
#define _totChg 2
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
double iRsi(double price, double period, int i, int bars)
|
|
{
|
|
if (ArrayRange(rsiWork,0)!=bars) ArrayResize(rsiWork,bars);
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
rsiWork[i][_price] = price;
|
|
if (i==0)
|
|
{
|
|
rsiWork[i][_chgAvg] = 0;
|
|
rsiWork[i][_totChg] = 0;
|
|
return(50);
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
//
|
|
//
|
|
|
|
double sf = 1.0 / period;
|
|
double change = rsiWork[i][_price]-rsiWork[i-1][_price];
|
|
|
|
rsiWork[i][_chgAvg] = rsiWork[i-1][_chgAvg] + sf*( change -rsiWork[i-1][_chgAvg]);
|
|
rsiWork[i][_totChg] = rsiWork[i-1][_totChg] + sf*(MathAbs(change)-rsiWork[i-1][_totChg]);
|
|
|
|
double changeRatio = (rsiWork[i][_totChg]!=0 ? rsiWork[i][_chgAvg]/rsiWork[i][_totChg] : 0 );
|
|
return(50.0*(changeRatio+1.0));
|
|
}
|