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//+------------------------------------------------------------------+
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//| StochRSI_Pro.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 "Stochastic RSI with selectable MA types for %K and %D."
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//--- Indicator Window and Level Properties ---
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#property indicator_separate_window
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#property indicator_buffers 4 // %K, %D, RawK, and RSI buffer
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#property indicator_plots 2
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#property indicator_level1 20.0
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#property indicator_level2 80.0
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#property indicator_minimum -10.0
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#property indicator_maximum 110.0
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//--- Plot 1: %K line
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#property indicator_label1 "%K"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLightSeaGreen
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: %D line
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#property indicator_label2 "%D"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrRed
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//--- Input Parameters ---
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input int InpRSIPeriod = 14;
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input int InpKPeriod = 14;
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input int InpSlowingPeriod = 3;
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input ENUM_MA_METHOD InpSlowingMAType = MODE_SMA; // MA type for Slowing
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input int InpDPeriod = 3;
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input ENUM_MA_METHOD InpDMAType = MODE_SMMA; // MA type for %D (Signal)
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE;
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//--- Indicator Buffers ---
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double BufferK[];
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double BufferD[];
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double BufferRSI[];
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double BufferRawStochK[];
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//--- Global Variables ---
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int g_ExtRSIPeriod, g_ExtKPeriod, g_ExtSlowingPeriod, g_ExtDPeriod;
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int g_handle_rsi;
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//--- Forward declarations for helper functions ---
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double Highest(const double &array[], int period, int current_pos);
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double Lowest(const double &array[], int period, int current_pos);
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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_ExtRSIPeriod = (InpRSIPeriod < 1) ? 1 : InpRSIPeriod;
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g_ExtKPeriod = (InpKPeriod < 1) ? 1 : InpKPeriod;
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g_ExtSlowingPeriod = (InpSlowingPeriod < 1) ? 1 : InpSlowingPeriod;
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g_ExtDPeriod = (InpDPeriod < 1) ? 1 : InpDPeriod;
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SetIndexBuffer(0, BufferK, INDICATOR_DATA);
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SetIndexBuffer(1, BufferD, INDICATOR_DATA);
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SetIndexBuffer(2, BufferRSI, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferRawStochK, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(BufferK, false);
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ArraySetAsSeries(BufferD, false);
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ArraySetAsSeries(BufferRSI, false);
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ArraySetAsSeries(BufferRawStochK, false);
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g_handle_rsi = iRSI(_Symbol, _Period, g_ExtRSIPeriod, InpAppliedPrice);
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if(g_handle_rsi == INVALID_HANDLE)
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{
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Print("Error creating iRSI handle.");
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return(INIT_FAILED);
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}
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtRSIPeriod + g_ExtKPeriod + g_ExtSlowingPeriod - 3);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtRSIPeriod + g_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 4);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("StochRSI Pro(%d,%d,%d,%d)", g_ExtRSIPeriod, g_ExtKPeriod, g_ExtSlowingPeriod, g_ExtDPeriod));
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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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IndicatorRelease(g_handle_rsi);
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}
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//+------------------------------------------------------------------+
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//| Pro Stochastic RSI 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_ExtRSIPeriod + g_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 3;
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if(rates_total <= start_pos)
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return(0);
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//--- STEP 1: Get RSI values
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if(CopyBuffer(g_handle_rsi, 0, 0, rates_total, BufferRSI) < rates_total)
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{
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Print("Error copying iRSI buffer data.");
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}
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//--- STEP 2: Calculate Raw Stochastic %K on the RSI buffer
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int raw_k_start_pos = g_ExtRSIPeriod + g_ExtKPeriod - 2;
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for(int i = raw_k_start_pos; i < rates_total; i++)
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{
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double highest_rsi = Highest(BufferRSI, g_ExtKPeriod, i);
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double lowest_rsi = Lowest(BufferRSI, g_ExtKPeriod, i);
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double range = highest_rsi - lowest_rsi;
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if(range > 0.00001)
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BufferRawStochK[i] = (BufferRSI[i] - lowest_rsi) / range * 100.0;
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else
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BufferRawStochK[i] = (i > 0) ? BufferRawStochK[i-1] : 50.0;
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}
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//--- STEP 3: Calculate %K (Main Line) by smoothing Raw %K
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int k_slow_start_pos = g_ExtRSIPeriod + g_ExtKPeriod + g_ExtSlowingPeriod - 3;
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for(int i = k_slow_start_pos; i < rates_total; i++)
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{
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switch(InpSlowingMAType)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == k_slow_start_pos)
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{
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double sum=0;
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for(int j=0; j<g_ExtSlowingPeriod; j++)
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sum+=BufferRawStochK[i-j];
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BufferK[i] = sum/g_ExtSlowingPeriod;
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}
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else
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{
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if(InpSlowingMAType == MODE_EMA)
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{
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double pr=2.0/(g_ExtSlowingPeriod+1.0);
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BufferK[i] = BufferRawStochK[i]*pr + BufferK[i-1]*(1.0-pr);
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}
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else
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BufferK[i] = (BufferK[i-1]*(g_ExtSlowingPeriod-1)+BufferRawStochK[i])/g_ExtSlowingPeriod;
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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_ExtSlowingPeriod; j++)
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{
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int weight=g_ExtSlowingPeriod-j;
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lwma_sum+=BufferRawStochK[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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BufferK[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_ExtSlowingPeriod; j++)
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sum+=BufferRawStochK[i-j];
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BufferK[i] = sum/g_ExtSlowingPeriod;
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}
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break;
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}
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}
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//--- STEP 4: Calculate %D (Signal Line) by smoothing %K
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int d_start_pos = g_ExtRSIPeriod + g_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 4;
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for(int i = d_start_pos; i < rates_total; i++)
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{
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switch(InpDMAType)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == d_start_pos)
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{
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double sum=0;
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for(int j=0; j<g_ExtDPeriod; j++)
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sum+=BufferK[i-j];
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BufferD[i] = sum/g_ExtDPeriod;
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}
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else
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{
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if(InpDMAType == MODE_EMA)
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{
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double pr=2.0/(g_ExtDPeriod+1.0);
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BufferD[i] = BufferK[i]*pr + BufferD[i-1]*(1.0-pr);
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}
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else
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BufferD[i] = (BufferD[i-1]*(g_ExtDPeriod-1)+BufferK[i])/g_ExtDPeriod;
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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_ExtDPeriod; j++)
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{
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int weight=g_ExtDPeriod-j;
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lwma_sum+=BufferK[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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BufferD[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_ExtDPeriod; j++)
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sum+=BufferK[i-j];
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BufferD[i] = sum/g_ExtDPeriod;
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}
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break;
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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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//| Finds the highest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Highest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res < array[index])
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res = array[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Finds the lowest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Lowest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res > array[index])
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res = array[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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