mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-18 23:08:07 +00:00
new files added
This commit is contained in:
@@ -0,0 +1,185 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| CutlerRSI_Oscillator.mq5 |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
#property link ""
|
||||
#property version "1.00"
|
||||
#property description "Cutler's RSI Oscillator (Histogram of RSI vs Signal Line)"
|
||||
|
||||
//--- Indicator Window and Plot Properties ---
|
||||
#property indicator_separate_window
|
||||
#property indicator_buffers 1
|
||||
#property indicator_plots 1
|
||||
#property indicator_type1 DRAW_HISTOGRAM
|
||||
#property indicator_color1 clrSilver
|
||||
#property indicator_width1 1
|
||||
#property indicator_label1 "Cutler's RSI Osc"
|
||||
#property indicator_level1 0.0
|
||||
#property indicator_levelstyle STYLE_DOT
|
||||
|
||||
//--- Input Parameters ---
|
||||
input int InpPeriodRSI = 14;
|
||||
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE;
|
||||
input group "Signal Line Settings"
|
||||
input int InpPeriodMA = 14;
|
||||
input ENUM_MA_METHOD InpMethodMA = MODE_SMA;
|
||||
|
||||
//--- Indicator Buffers ---
|
||||
double BufferOscillator[];
|
||||
|
||||
//--- Global Variables ---
|
||||
int g_ExtPeriodRSI, g_ExtPeriodMA;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator initialization function. |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
g_ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI;
|
||||
g_ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA;
|
||||
|
||||
SetIndexBuffer(0, BufferOscillator, INDICATOR_DATA);
|
||||
ArraySetAsSeries(BufferOscillator, false);
|
||||
|
||||
int draw_begin = g_ExtPeriodRSI + g_ExtPeriodMA - 1;
|
||||
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CutlerRSI Osc(%d,%d)", g_ExtPeriodRSI, g_ExtPeriodMA));
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Cutler's RSI Oscillator calculation function. |
|
||||
//+------------------------------------------------------------------+
|
||||
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 &tick_volume[],
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
int start_pos = g_ExtPeriodRSI + g_ExtPeriodMA - 1;
|
||||
if(rates_total <= start_pos)
|
||||
return(0);
|
||||
|
||||
//--- Internal Buffers for calculation ---
|
||||
double buffer_rsi[], buffer_signal[];
|
||||
ArrayResize(buffer_rsi, rates_total);
|
||||
ArrayResize(buffer_signal, rates_total);
|
||||
|
||||
//--- STEP 1: Calculate Cutler's RSI internally ---
|
||||
{
|
||||
double price_source[];
|
||||
ArrayResize(price_source, rates_total);
|
||||
for(int i=0; i<rates_total; i++)
|
||||
{
|
||||
switch(InpAppliedPrice)
|
||||
{
|
||||
case PRICE_OPEN:
|
||||
price_source[i] = open[i];
|
||||
break;
|
||||
case PRICE_HIGH:
|
||||
price_source[i] = high[i];
|
||||
break;
|
||||
case PRICE_LOW:
|
||||
price_source[i] = low[i];
|
||||
break;
|
||||
default:
|
||||
price_source[i] = close[i];
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
double sum_pos = 0, sum_neg = 0;
|
||||
for(int i = 1; i < rates_total; i++)
|
||||
{
|
||||
double diff = price_source[i] - price_source[i-1];
|
||||
double pos_change = (diff > 0) ? diff : 0;
|
||||
double neg_change = (diff < 0) ? -diff : 0;
|
||||
sum_pos += pos_change;
|
||||
sum_neg += neg_change;
|
||||
if(i > g_ExtPeriodRSI)
|
||||
{
|
||||
double old_diff = price_source[i - g_ExtPeriodRSI] - price_source[i - g_ExtPeriodRSI - 1];
|
||||
sum_pos -= (old_diff > 0) ? old_diff : 0;
|
||||
sum_neg -= (old_diff < 0) ? -old_diff : 0;
|
||||
}
|
||||
if(i >= g_ExtPeriodRSI)
|
||||
{
|
||||
if(sum_neg > 0)
|
||||
{
|
||||
double rs = (sum_pos / g_ExtPeriodRSI) / (sum_neg / g_ExtPeriodRSI);
|
||||
buffer_rsi[i] = 100.0 - (100.0 / (1.0 + rs));
|
||||
}
|
||||
else
|
||||
buffer_rsi[i] = 100.0;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 2: Calculate the Signal Line (MA of Cutler's RSI) ---
|
||||
for(int i = start_pos; i < rates_total; i++)
|
||||
{
|
||||
switch(InpMethodMA)
|
||||
{
|
||||
case MODE_EMA:
|
||||
case MODE_SMMA:
|
||||
if(i == start_pos)
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtPeriodMA; j++)
|
||||
sum+=buffer_rsi[i-j];
|
||||
buffer_signal[i] = sum/g_ExtPeriodMA;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(InpMethodMA == MODE_EMA)
|
||||
{
|
||||
double pr=2.0/(g_ExtPeriodMA+1.0);
|
||||
buffer_signal[i] = buffer_rsi[i]*pr + buffer_signal[i-1]*(1.0-pr);
|
||||
}
|
||||
else
|
||||
buffer_signal[i] = (buffer_signal[i-1]*(g_ExtPeriodMA-1)+buffer_rsi[i])/g_ExtPeriodMA;
|
||||
}
|
||||
break;
|
||||
case MODE_LWMA:
|
||||
{
|
||||
double lwma_sum=0, weight_sum=0;
|
||||
for(int j=0; j<g_ExtPeriodMA; j++)
|
||||
{
|
||||
int weight=g_ExtPeriodMA-j;
|
||||
lwma_sum+=buffer_rsi[i-j]*weight;
|
||||
weight_sum+=weight;
|
||||
}
|
||||
if(weight_sum>0)
|
||||
buffer_signal[i]=lwma_sum/weight_sum;
|
||||
}
|
||||
break;
|
||||
default: // MODE_SMA
|
||||
{
|
||||
double sum=0;
|
||||
for(int j=0; j<g_ExtPeriodMA; j++)
|
||||
sum+=buffer_rsi[i-j];
|
||||
buffer_signal[i] = sum/g_ExtPeriodMA;
|
||||
}
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 3: Calculate the final Oscillator value
|
||||
for(int i = start_pos; i < rates_total; i++)
|
||||
{
|
||||
BufferOscillator[i] = buffer_rsi[i] - buffer_signal[i];
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user