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//+------------------------------------------------------------------+
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//| CutlerRSI_Oscillator_HeikinAshi.mq5|
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "1.00"
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#property description "Cutler's RSI Oscillator on Heikin Ashi data"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Indicator Window and Plot Properties ---
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#property indicator_separate_window
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#property indicator_buffers 1
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#property indicator_plots 1
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#property indicator_type1 DRAW_HISTOGRAM
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#property indicator_color1 clrSilver
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#property indicator_width1 1
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#property indicator_label1 "HA_CutlerRSI_Osc"
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#property indicator_level1 0.0
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#property indicator_levelstyle STYLE_DOT
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//--- Input Parameters ---
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input int InpPeriodRSI = 14;
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input group "Signal Line Settings"
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input int InpPeriodMA = 14;
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input ENUM_MA_METHOD InpMethodMA = MODE_SMA;
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//--- Indicator Buffers ---
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double BufferOscillator[];
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//--- Global Objects and Variables ---
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int g_ExtPeriodRSI, g_ExtPeriodMA;
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CHeikinAshi_Calculator *g_ha_calculator;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI;
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g_ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA;
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SetIndexBuffer(0, BufferOscillator, INDICATOR_DATA);
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ArraySetAsSeries(BufferOscillator, false);
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int draw_begin = g_ExtPeriodRSI + g_ExtPeriodMA - 1;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_CutlerRSI_Osc(%d,%d)", g_ExtPeriodRSI, g_ExtPeriodMA));
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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g_ha_calculator = new CHeikinAshi_Calculator();
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if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
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{
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Print("Error creating CHeikinAshi_Calculator object");
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return(INIT_FAILED);
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
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{
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delete g_ha_calculator;
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g_ha_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Cutler's RSI Oscillator on Heikin Ashi calculation function. |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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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 &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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int start_pos = g_ExtPeriodRSI + g_ExtPeriodMA - 1;
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if(rates_total <= start_pos)
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return(0);
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//--- Internal Buffers for calculation ---
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double buffer_rsi[], buffer_signal[];
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ArrayResize(buffer_rsi, rates_total);
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ArrayResize(buffer_signal, rates_total);
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//--- STEP 1: Calculate Heikin Ashi Cutler's RSI internally ---
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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double sum_pos = 0, sum_neg = 0;
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for(int i = 1; i < rates_total; i++)
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{
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double diff = ha_close[i] - ha_close[i-1];
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double pos_change = (diff > 0) ? diff : 0;
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double neg_change = (diff < 0) ? -diff : 0;
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sum_pos += pos_change;
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sum_neg += neg_change;
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if(i > g_ExtPeriodRSI)
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{
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double old_diff = ha_close[i - g_ExtPeriodRSI] - ha_close[i - g_ExtPeriodRSI - 1];
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sum_pos -= (old_diff > 0) ? old_diff : 0;
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sum_neg -= (old_diff < 0) ? -old_diff : 0;
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}
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if(i >= g_ExtPeriodRSI)
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{
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if(sum_neg > 0)
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{
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double rs = (sum_pos / g_ExtPeriodRSI) / (sum_neg / g_ExtPeriodRSI);
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buffer_rsi[i] = 100.0 - (100.0 / (1.0 + rs));
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}
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else
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buffer_rsi[i] = 100.0;
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}
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}
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}
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//--- STEP 2: Calculate the Signal Line (MA of Cutler's RSI) ---
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for(int i = start_pos; i < rates_total; i++)
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{
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switch(InpMethodMA)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == start_pos)
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{
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double sum=0;
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for(int j=0; j<g_ExtPeriodMA; j++)
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sum+=buffer_rsi[i-j];
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buffer_signal[i] = sum/g_ExtPeriodMA;
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}
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else
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{
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if(InpMethodMA == MODE_EMA)
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{
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double pr=2.0/(g_ExtPeriodMA+1.0);
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buffer_signal[i] = buffer_rsi[i]*pr + buffer_signal[i-1]*(1.0-pr);
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}
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else
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buffer_signal[i] = (buffer_signal[i-1]*(g_ExtPeriodMA-1)+buffer_rsi[i])/g_ExtPeriodMA;
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}
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break;
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case MODE_LWMA:
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{
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double lwma_sum=0, weight_sum=0;
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for(int j=0; j<g_ExtPeriodMA; j++)
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{
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int weight=g_ExtPeriodMA-j;
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lwma_sum+=buffer_rsi[i-j]*weight;
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weight_sum+=weight;
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}
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if(weight_sum>0)
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buffer_signal[i]=lwma_sum/weight_sum;
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}
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break;
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default: // MODE_SMA
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{
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double sum=0;
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for(int j=0; j<g_ExtPeriodMA; j++)
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sum+=buffer_rsi[i-j];
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buffer_signal[i] = sum/g_ExtPeriodMA;
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}
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break;
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}
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}
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//--- STEP 3: Calculate the final Oscillator value
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for(int i = start_pos; i < rates_total; i++)
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{
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BufferOscillator[i] = buffer_rsi[i] - buffer_signal[i];
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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