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//+------------------------------------------------------------------+
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//| CutlerRSI_MA.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 (SMA-based) with a signal line."
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#include <MovingAverages.mqh>
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//--- Indicator Window and Level Properties ---
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#property indicator_separate_window
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#property indicator_minimum 0
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#property indicator_maximum 100
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#property indicator_level1 30.0
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#property indicator_level2 50.0
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#property indicator_level3 70.0
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//--- Buffers and Plots ---
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#property indicator_buffers 4 // CutlerRSI_MA, CutlerRSI, Pos, Neg
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#property indicator_plots 2
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//--- Plot 1: MA line (smoothed)
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#property indicator_label1 "MA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrRed
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#property indicator_style1 STYLE_DOT
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#property indicator_width1 1
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//--- Plot 2: Cutler's RSI line (raw)
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#property indicator_label2 "Cutler's RSI"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrDodgerBlue
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Input Parameters ---
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input int InpPeriodRSI = 14; // RSI Period
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // RSI Applied Price
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input group "Signal Line Settings"
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input int InpPeriodMA = 14; // MA Period
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input ENUM_MA_METHOD InpMethodMA = MODE_SMA; // MA Method
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//--- Indicator Buffers ---
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double BufferCutlerRSI_MA[]; // Plotted buffer for the smoothed line
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double BufferCutlerRSI[]; // Plotted buffer for the raw Cutler's RSI
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// Calculation buffers
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double BufferAvgPos[]; // SMA of Positive Changes
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double BufferAvgNeg[]; // SMA of Negative Changes
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double BufferPrice[]; // To store the source price data
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//--- Global Variables ---
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int ExtPeriodRSI;
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int ExtPeriodMA;
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int price_handle;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- Validate and store inputs
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ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI;
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ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA;
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//--- Map the buffers and set as non-timeseries
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SetIndexBuffer(0, BufferCutlerRSI_MA, INDICATOR_DATA);
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SetIndexBuffer(1, BufferCutlerRSI, INDICATOR_DATA);
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SetIndexBuffer(2, BufferAvgPos, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferAvgNeg, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferPrice, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(BufferCutlerRSI_MA, false);
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ArraySetAsSeries(BufferCutlerRSI, false);
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ArraySetAsSeries(BufferAvgPos, false);
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ArraySetAsSeries(BufferAvgNeg, false);
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ArraySetAsSeries(BufferPrice, false);
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//--- Create a handle to get the source price data
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price_handle = iMA(_Symbol, _Period, 1, 0, MODE_SMA, InpAppliedPrice);
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if(price_handle == INVALID_HANDLE)
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Print("Error creating price source handle (iMA).");
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//--- Set indicator properties
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtPeriodRSI + ExtPeriodMA - 2);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtPeriodRSI);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CutlerRSI(%d,%d)", ExtPeriodRSI, ExtPeriodMA));
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}
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//+------------------------------------------------------------------+
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//| Cutler's 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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//--- Check for enough data
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if(rates_total < ExtPeriodRSI)
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return(0);
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//--- Get source price data
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if(BarsCalculated(price_handle) < rates_total)
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return(0);
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if(CopyBuffer(price_handle, 0, 0, rates_total, BufferPrice) <= 0)
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return(0);
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//--- Create temporary buffers for raw changes
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double pos_changes[], neg_changes[];
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ArrayResize(pos_changes, rates_total);
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ArrayResize(neg_changes, rates_total);
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//--- STEP 1 & 2: Calculate and separate price changes
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for(int i = 1; i < rates_total; i++)
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{
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double diff = BufferPrice[i] - BufferPrice[i-1];
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pos_changes[i] = (diff > 0) ? diff : 0;
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neg_changes[i] = (diff < 0) ? -diff : 0;
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}
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//--- STEP 3: Smooth changes with SMA
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for(int i = ExtPeriodRSI; i < rates_total; i++)
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{
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BufferAvgPos[i] = SimpleMA(i, ExtPeriodRSI, pos_changes);
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BufferAvgNeg[i] = SimpleMA(i, ExtPeriodRSI, neg_changes);
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}
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//--- STEP 4: Calculate final Cutler's RSI value
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for(int i = ExtPeriodRSI; i < rates_total; i++)
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{
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if(BufferAvgNeg[i] > 0)
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{
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double rs = BufferAvgPos[i] / BufferAvgNeg[i];
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BufferCutlerRSI[i] = 100.0 - (100.0 / (1.0 + rs));
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}
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else
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{
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BufferCutlerRSI[i] = 100.0;
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}
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}
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//--- STEP 5: Calculate the signal line (MA of Cutler's RSI)
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if(rates_total < ExtPeriodRSI + ExtPeriodMA)
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return(rates_total);
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for(int i = 1; i < rates_total; i++)
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{
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if(i < ExtPeriodRSI + ExtPeriodMA - 2)
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{
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BufferCutlerRSI_MA[i] = EMPTY_VALUE;
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continue;
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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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if(i == ExtPeriodRSI + ExtPeriodMA - 2)
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BufferCutlerRSI_MA[i] = SimpleMA(i, ExtPeriodMA, BufferCutlerRSI);
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else
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{
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double pr = 2.0 / (ExtPeriodMA + 1.0);
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BufferCutlerRSI_MA[i] = BufferCutlerRSI[i] * pr + BufferCutlerRSI_MA[i-1] * (1.0 - pr);
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}
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break;
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case MODE_SMMA:
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if(i == ExtPeriodRSI + ExtPeriodMA - 2)
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BufferCutlerRSI_MA[i] = SimpleMA(i, ExtPeriodMA, BufferCutlerRSI);
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else
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BufferCutlerRSI_MA[i] = (BufferCutlerRSI_MA[i-1] * (ExtPeriodMA - 1) + BufferCutlerRSI[i]) / ExtPeriodMA;
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break;
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case MODE_LWMA:
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BufferCutlerRSI_MA[i] = LinearWeightedMA(i, ExtPeriodMA, BufferCutlerRSI);
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break;
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default: // MODE_SMA
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BufferCutlerRSI_MA[i] = SimpleMA(i, ExtPeriodMA, BufferCutlerRSI);
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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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//+------------------------------------------------------------------+
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