From 9e75f0c26d7809f4696e4952048e483042a24c95 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 19 Aug 2025 10:08:19 +0200 Subject: [PATCH] new files added --- .../MyIndicators/CutlerRSI_MA_HeikinAshi.mq5 | 203 ++++++++++++++++++ 1 file changed, 203 insertions(+) create mode 100644 Indicators/MyIndicators/CutlerRSI_MA_HeikinAshi.mq5 diff --git a/Indicators/MyIndicators/CutlerRSI_MA_HeikinAshi.mq5 b/Indicators/MyIndicators/CutlerRSI_MA_HeikinAshi.mq5 new file mode 100644 index 0000000..4a45636 --- /dev/null +++ b/Indicators/MyIndicators/CutlerRSI_MA_HeikinAshi.mq5 @@ -0,0 +1,203 @@ +//+------------------------------------------------------------------+ +//| CutlerRSI_MA_HeikinAshi.mq5 | +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "2.01" // Fixed EMA/SMMA overflow and optimized calculation +#property description "Cutler's RSI (SMA-based) on Heikin Ashi data, with a signal line." + +#include +#include + +//--- Indicator Window and Level Properties --- +#property indicator_separate_window +#property indicator_minimum 0 +#property indicator_maximum 100 +#property indicator_level1 30.0 +#property indicator_level2 50.0 +#property indicator_level3 70.0 + +//--- Buffers and Plots --- +#property indicator_buffers 2 // CutlerRSI and its MA +#property indicator_plots 2 + +//--- Plot 1: MA line (smoothed) +#property indicator_label1 "MA" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrRed +#property indicator_style1 STYLE_DOT +#property indicator_width1 1 + +//--- Plot 2: Cutler's RSI line (raw) +#property indicator_label2 "HA_CutlerRSI" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrDodgerBlue +#property indicator_style2 STYLE_SOLID +#property indicator_width2 1 + +//--- Input Parameters --- +input int InpPeriodRSI = 14; // RSI Period +input group "Signal Line Settings" +input int InpPeriodMA = 14; // MA Period +input ENUM_MA_METHOD InpMethodMA = MODE_SMA; // MA Method + +//--- Indicator Buffers --- +double BufferCutlerRSI_MA[]; +double BufferCutlerRSI[]; + +//--- Global Objects and Variables --- +int g_ExtPeriodRSI; +int g_ExtPeriodMA; +CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +int OnInit() + { + g_ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI; + g_ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA; + + SetIndexBuffer(0, BufferCutlerRSI_MA, INDICATOR_DATA); + SetIndexBuffer(1, BufferCutlerRSI, INDICATOR_DATA); + + ArraySetAsSeries(BufferCutlerRSI_MA, false); + ArraySetAsSeries(BufferCutlerRSI, false); + + IndicatorSetInteger(INDICATOR_DIGITS, 2); +// Correct the draw begin for the signal line + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtPeriodRSI + g_ExtPeriodMA - 1); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtPeriodRSI); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_CutlerRSI(%d,%d)", g_ExtPeriodRSI, g_ExtPeriodMA)); + +//--- Create the calculator instance + g_ha_calculator = new CHeikinAshi_Calculator(); + if(CheckPointer(g_ha_calculator) == POINTER_INVALID) + { + Print("Error creating CHeikinAshi_Calculator object"); + return(INIT_FAILED); + } + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Custom indicator deinitialization function. | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { +//--- Free the calculator object to prevent memory leaks + if(CheckPointer(g_ha_calculator) != POINTER_INVALID) + { + delete g_ha_calculator; + g_ha_calculator = NULL; + } + } + +//+------------------------------------------------------------------+ +//| Cutler's RSI on Heikin Ashi 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[]) + { + if(rates_total <= g_ExtPeriodRSI) + return(0); + +//--- Intermediate Heikin Ashi Buffers + double ha_open[], ha_high[], ha_low[], ha_close[]; + ArrayResize(ha_open, rates_total); + ArrayResize(ha_high, rates_total); + ArrayResize(ha_low, rates_total); + ArrayResize(ha_close, rates_total); + +//--- STEP 1: Calculate Heikin Ashi bars + g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); + +//--- STEP 2: Calculate Cutler's RSI (SMA-based) + double sum_pos = 0, sum_neg = 0; + for(int i = 1; i < rates_total; i++) + { + double diff = ha_close[i] - ha_close[i-1]; + double pos_change = (diff > 0) ? diff : 0; + double neg_change = (diff < 0) ? -diff : 0; + + sum_pos += pos_change; + sum_neg += neg_change; + + // Remove the oldest value from the sum once the window is full + if(i > g_ExtPeriodRSI) + { + double old_diff = ha_close[i - g_ExtPeriodRSI] - ha_close[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); + BufferCutlerRSI[i] = 100.0 - (100.0 / (1.0 + rs)); + } + else + { + BufferCutlerRSI[i] = 100.0; + } + } + } + +//--- STEP 3: Calculate the signal line (MA of Cutler's RSI) +// --- FIX: Correct starting position for the MA calculation --- + int ma_start_pos = g_ExtPeriodRSI + g_ExtPeriodMA - 1; + for(int i = ma_start_pos; i < rates_total; i++) + { + switch(InpMethodMA) + { + case MODE_EMA: + if(i == ma_start_pos) + { + double sum = 0; + for(int j = 0; j < g_ExtPeriodMA; j++) + sum += BufferCutlerRSI[i - j]; + BufferCutlerRSI_MA[i] = sum / g_ExtPeriodMA; + } + else + { + double pr = 2.0 / (g_ExtPeriodMA + 1.0); + BufferCutlerRSI_MA[i] = BufferCutlerRSI[i] * pr + BufferCutlerRSI_MA[i-1] * (1.0 - pr); + } + break; + case MODE_SMMA: + if(i == ma_start_pos) + { + double sum = 0; + for(int j = 0; j < g_ExtPeriodMA; j++) + sum += BufferCutlerRSI[i - j]; + BufferCutlerRSI_MA[i] = sum / g_ExtPeriodMA; + } + else + BufferCutlerRSI_MA[i] = (BufferCutlerRSI_MA[i-1] * (g_ExtPeriodMA - 1) + BufferCutlerRSI[i]) / g_ExtPeriodMA; + break; + case MODE_LWMA: + BufferCutlerRSI_MA[i] = LinearWeightedMA(i, g_ExtPeriodMA, BufferCutlerRSI); + break; + default: // MODE_SMA + BufferCutlerRSI_MA[i] = SimpleMA(i, g_ExtPeriodMA, BufferCutlerRSI); + break; + } + } + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+