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//+------------------------------------------------------------------+
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//| CutlerRSI_MA_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 "2.01" // Fixed EMA/SMMA overflow and optimized calculation
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#property description "Cutler's RSI (SMA-based) on Heikin Ashi data, with a signal line."
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#include <MovingAverages.mqh>
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#include <MyIncludes\HeikinAshi_Tools.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 2 // CutlerRSI and its MA
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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 "HA_CutlerRSI"
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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 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[];
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double BufferCutlerRSI[];
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//--- Global Objects and Variables ---
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int g_ExtPeriodRSI;
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int g_ExtPeriodMA;
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CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi 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, BufferCutlerRSI_MA, INDICATOR_DATA);
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SetIndexBuffer(1, BufferCutlerRSI, INDICATOR_DATA);
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ArraySetAsSeries(BufferCutlerRSI_MA, false);
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ArraySetAsSeries(BufferCutlerRSI, false);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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// Correct the draw begin for the signal line
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtPeriodRSI + g_ExtPeriodMA - 1);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtPeriodRSI);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_CutlerRSI(%d,%d)", g_ExtPeriodRSI, g_ExtPeriodMA));
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//--- Create the calculator instance
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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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//--- Free the calculator object to prevent memory leaks
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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 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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if(rates_total <= g_ExtPeriodRSI)
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return(0);
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//--- Intermediate Heikin Ashi Buffers
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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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//--- STEP 1: Calculate Heikin Ashi bars
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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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//--- STEP 2: Calculate Cutler's RSI (SMA-based)
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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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// Remove the oldest value from the sum once the window is full
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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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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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}
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//--- STEP 3: Calculate the signal line (MA of Cutler's RSI)
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// --- FIX: Correct starting position for the MA calculation ---
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int ma_start_pos = g_ExtPeriodRSI + g_ExtPeriodMA - 1;
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for(int i = ma_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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if(i == ma_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 += BufferCutlerRSI[i - j];
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BufferCutlerRSI_MA[i] = sum / g_ExtPeriodMA;
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}
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else
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{
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double pr = 2.0 / (g_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 == ma_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 += BufferCutlerRSI[i - j];
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BufferCutlerRSI_MA[i] = sum / g_ExtPeriodMA;
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}
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else
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BufferCutlerRSI_MA[i] = (BufferCutlerRSI_MA[i-1] * (g_ExtPeriodMA - 1) + BufferCutlerRSI[i]) / g_ExtPeriodMA;
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break;
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case MODE_LWMA:
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BufferCutlerRSI_MA[i] = LinearWeightedMA(i, g_ExtPeriodMA, BufferCutlerRSI);
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break;
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default: // MODE_SMA
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BufferCutlerRSI_MA[i] = SimpleMA(i, g_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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