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//+------------------------------------------------------------------+
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//| RSI_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 version "1.10"
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#property description "A professional RSI with a choice of a flexible MA signal line or Bollinger Bands."
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#property indicator_separate_window
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#property indicator_buffers 4 // RSI, MA, Upper Band, Lower Band
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#property indicator_plots 4
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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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//--- Plot 1: RSI
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#property indicator_label1 "RSI"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Plot 2: Signal Line (MA)
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#property indicator_label2 "Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrangeRed
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//--- Plot 3: Upper Bollinger Band
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#property indicator_label3 "Upper Band"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrGray
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#property indicator_style3 STYLE_DOT
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#property indicator_width3 1
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//--- Plot 4: Lower Bollinger Band
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#property indicator_label4 "Lower Band"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrGray
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#property indicator_style4 STYLE_DOT
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#property indicator_width4 1
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//--- Enum for Display Mode
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enum ENUM_DISPLAY_MODE
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{
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DISPLAY_RSI_ONLY,
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DISPLAY_RSI_AND_MA,
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DISPLAY_RSI_AND_BANDS
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};
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//--- Input Parameters ---
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input group "RSI Settings"
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input int InpPeriodRSI = 14;
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input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE;
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input group "Overlay Settings"
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input ENUM_DISPLAY_MODE InpDisplayMode = DISPLAY_RSI_AND_BANDS;
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input int InpPeriodMA = 20;
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input ENUM_MA_METHOD InpMethodMA = MODE_SMA;
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input double InpBandsDev = 2.0;
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//--- Indicator Buffers ---
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double BufferRSI[];
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double BufferSignalMA[];
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double BufferUpperBand[];
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double BufferLowerBand[];
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//+------------------------------------------------------------------+
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//| CLASS: CRSIProCalculator |
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//+------------------------------------------------------------------+
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class CRSIProCalculator
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{
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private:
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int m_rsi_period;
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int m_ma_period;
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double m_deviation;
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ENUM_MA_METHOD m_ma_method;
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double m_rsi_buffer[];
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double m_ma_buffer[];
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double m_upper_band[];
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double m_lower_band[];
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public:
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CRSIProCalculator(void) {};
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~CRSIProCalculator(void) {};
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bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev);
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void Calculate(int rates_total, const double &price[],
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double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]);
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};
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//+------------------------------------------------------------------+
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//| CRSIProCalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CRSIProCalculator::Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev)
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{
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m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
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m_ma_period = (ma_p < 1) ? 1 : ma_p;
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m_ma_method = ma_m;
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m_deviation = dev;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CRSIProCalculator: Main Calculation Method |
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//+------------------------------------------------------------------+
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void CRSIProCalculator::Calculate(int rates_total, const double &price[],
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double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[])
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{
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if(rates_total <= m_rsi_period)
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return;
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ArrayResize(m_rsi_buffer, rates_total);
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ArrayResize(m_ma_buffer, rates_total);
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ArrayResize(m_upper_band, rates_total);
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ArrayResize(m_lower_band, rates_total);
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//--- Step 1: Calculate base RSI (Wilder's smoothing)
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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 = price[i] - price[i-1];
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sum_pos = (sum_pos * (m_rsi_period - 1) + (diff > 0 ? diff : 0)) / m_rsi_period;
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sum_neg = (sum_neg * (m_rsi_period - 1) + (diff < 0 ? -diff : 0)) / m_rsi_period;
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if(i >= m_rsi_period)
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{
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if(sum_neg > 0)
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m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg)));
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else
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m_rsi_buffer[i] = 100.0;
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}
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}
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//--- Step 2: Calculate Moving Average on RSI with full MA type support
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int ma_start_pos = m_rsi_period + m_ma_period - 1;
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for(int i = ma_start_pos; i < rates_total; i++)
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{
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switch(m_ma_method)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == ma_start_pos) // Robust initialization for recursive MAs
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{
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double sum = 0;
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for(int j = 0; j < m_ma_period; j++)
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sum += m_rsi_buffer[i-j];
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m_ma_buffer[i] = sum / m_ma_period;
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}
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else
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{
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if(m_ma_method == MODE_EMA)
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{
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double pr = 2.0 / (m_ma_period + 1.0);
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m_ma_buffer[i] = m_rsi_buffer[i] * pr + m_ma_buffer[i-1] * (1.0 - pr);
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}
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else // SMMA
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{
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m_ma_buffer[i] = (m_ma_buffer[i-1] * (m_ma_period - 1) + m_rsi_buffer[i]) / m_ma_period;
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}
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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 < m_ma_period; j++)
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{
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int weight = m_ma_period - j;
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lwma_sum += m_rsi_buffer[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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m_ma_buffer[i] = lwma_sum / weight_sum;
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break;
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}
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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 < m_ma_period; j++)
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sum += m_rsi_buffer[i-j];
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m_ma_buffer[i] = sum / m_ma_period;
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break;
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}
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}
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}
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//--- Step 3: Calculate Bollinger Bands on the MA line
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for(int i = ma_start_pos; i < rates_total; i++)
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{
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double std_dev_val = 0, sum_sq = 0;
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for(int j = 0; j < m_ma_period; j++)
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{
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sum_sq += pow(m_rsi_buffer[i-j] - m_ma_buffer[i], 2);
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}
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std_dev_val = sqrt(sum_sq / m_ma_period);
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m_upper_band[i] = m_ma_buffer[i] + m_deviation * std_dev_val;
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m_lower_band[i] = m_ma_buffer[i] - m_deviation * std_dev_val;
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}
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ArrayCopy(rsi_out, m_rsi_buffer, 0, 0, rates_total);
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ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total);
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ArrayCopy(upper_out, m_upper_band, 0, 0, rates_total);
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ArrayCopy(lower_out, m_lower_band, 0, 0, rates_total);
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}
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//--- Global calculator object ---
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CRSIProCalculator *g_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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SetIndexBuffer(0, BufferRSI, INDICATOR_DATA);
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SetIndexBuffer(1, BufferSignalMA, INDICATOR_DATA);
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SetIndexBuffer(2, BufferUpperBand, INDICATOR_DATA);
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SetIndexBuffer(3, BufferLowerBand, INDICATOR_DATA);
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ArraySetAsSeries(BufferRSI, false);
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ArraySetAsSeries(BufferSignalMA, false);
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ArraySetAsSeries(BufferUpperBand, false);
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ArraySetAsSeries(BufferLowerBand, false);
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g_calculator = new CRSIProCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpPeriodRSI, InpPeriodMA, InpMethodMA, InpBandsDev))
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{
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Print("Failed to initialize RSI Pro Calculator.");
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return(INIT_FAILED);
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}
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int draw_begin = InpPeriodRSI + InpPeriodMA - 1;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriodRSI);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(3, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RSI Pro(%d)", InpPeriodRSI));
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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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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function. |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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// The calculator needs the raw price array, not a pre-calculated one
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// We will use the 'close' array directly as the default
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g_calculator.Calculate(rates_total, close, BufferRSI, BufferSignalMA, BufferUpperBand, BufferLowerBand);
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for(int i = 0; i < rates_total; i++)
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{
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if(InpDisplayMode == DISPLAY_RSI_ONLY)
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{
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BufferSignalMA[i] = EMPTY_VALUE;
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BufferUpperBand[i] = EMPTY_VALUE;
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BufferLowerBand[i] = EMPTY_VALUE;
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}
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else
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if(InpDisplayMode == DISPLAY_RSI_AND_MA)
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{
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BufferUpperBand[i] = EMPTY_VALUE;
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BufferLowerBand[i] = EMPTY_VALUE;
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}
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else
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if(InpDisplayMode == DISPLAY_RSI_AND_BANDS)
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{
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// By default, we show the MA as the centerline for the bands.
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}
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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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