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//+------------------------------------------------------------------+
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//| TDI.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 "1.00"
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#property description "Trader's Dynamic Index (TDI) - The Market in One Window"
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#property indicator_separate_window
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#property indicator_buffers 5
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#property indicator_plots 5
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#property indicator_minimum 0
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#property indicator_maximum 100
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#property indicator_level1 32.0
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#property indicator_level2 50.0
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#property indicator_level3 68.0
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#property indicator_levelstyle STYLE_DOT
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//--- Plot 1: RSI Price Line (Fast)
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#property indicator_label1 "Price Line"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLimeGreen
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Plot 2: Trade Signal Line (Slow)
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#property indicator_label2 "Signal Line"
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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_SOLID
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#property indicator_width2 1
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//--- Plot 3: Market Base Line (Trend)
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#property indicator_label3 "Base Line"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrGold
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 2
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//--- Plot 4: Upper Volatility Band
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#property indicator_label4 "Upper Band"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrDodgerBlue
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#property indicator_style4 STYLE_DASHDOT
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#property indicator_width4 1
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//--- Plot 5: Lower Volatility Band
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#property indicator_label5 "Lower Band"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrDodgerBlue
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#property indicator_style5 STYLE_DASHDOT
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#property indicator_width5 1
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//--- Input Parameters ---
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input int InpRsiPeriod = 13; // RSI Period
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input int InpPriceLinePeriod = 2; // RSI Price Line (Fast MA)
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input int InpSignalLinePeriod = 7; // Trade Signal Line (Slow MA)
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input int InpBaseLinePeriod = 34; // Market Base Line (Trend MA)
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input double InpBandsDeviation = 1.618; // Volatility Bands Deviation
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input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE; // Source Price
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//--- Indicator Buffers ---
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double BufferPriceLine[];
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double BufferSignalLine[];
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double BufferBaseLine[];
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double BufferUpperBand[];
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double BufferLowerBand[];
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//+------------------------------------------------------------------+
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//| CLASS: CTDICalculator |
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//| Encapsulates the entire multi-stage TDI calculation. |
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//+------------------------------------------------------------------+
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class CTDICalculator
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{
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private:
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//--- Parameters
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int m_rsi_period;
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int m_price_period;
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int m_signal_period;
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int m_base_period;
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double m_std_dev;
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//--- Internal calculation buffers
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double m_rsi_buffer[];
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double m_price_line[];
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double m_signal_line[];
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double m_base_line[];
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double m_upper_band[];
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double m_lower_band[];
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//--- Helper for SMA calculation
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double CalculateSMA(int position, int period, const double &source_buffer[]);
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public:
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CTDICalculator(void) {};
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~CTDICalculator(void) {};
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bool Init(int rsi_p, int price_p, int signal_p, int base_p, double dev);
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void Calculate(int rates_total, const double &price[],
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double &price_line_out[], double &signal_line_out[], double &base_line_out[],
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double &upper_band_out[], double &lower_band_out[]);
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};
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//+------------------------------------------------------------------+
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//| CTDICalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CTDICalculator::Init(int rsi_p, int price_p, int signal_p, int base_p, double dev)
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{
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m_rsi_period = (rsi_p < 1) ? 1 : rsi_p;
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m_price_period = (price_p < 1) ? 1 : price_p;
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m_signal_period = (signal_p < 1) ? 1 : signal_p;
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m_base_period = (base_p < 1) ? 1 : base_p;
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m_std_dev = (dev <= 0) ? 1.618 : dev;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CTDICalculator: Main Calculation Method |
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//+------------------------------------------------------------------+
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void CTDICalculator::Calculate(int rates_total, const double &price[],
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double &price_line_out[], double &signal_line_out[], double &base_line_out[],
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double &upper_band_out[], double &lower_band_out[])
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{
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if(rates_total <= m_rsi_period)
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return;
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//--- Resize all internal buffers
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ArrayResize(m_rsi_buffer, rates_total);
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ArrayResize(m_price_line, rates_total);
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ArrayResize(m_signal_line, rates_total);
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ArrayResize(m_base_line, 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) // Start calculation after initial smoothing
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{
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if(sum_neg > 0)
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{
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double rs = sum_pos / sum_neg;
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m_rsi_buffer[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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m_rsi_buffer[i] = 100.0;
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}
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}
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}
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//--- Step 2: Calculate RSI Price Line (Green)
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for(int i = m_rsi_period + m_price_period; i < rates_total; i++)
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{
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m_price_line[i] = CalculateSMA(i, m_price_period, m_rsi_buffer);
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}
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//--- Step 3: Calculate Trade Signal Line (Red)
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for(int i = m_rsi_period + m_price_period + m_signal_period; i < rates_total; i++)
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{
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m_signal_line[i] = CalculateSMA(i, m_signal_period, m_price_line);
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}
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//--- Step 4: Calculate Market Base Line (Yellow)
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for(int i = m_rsi_period + m_price_period + m_base_period; i < rates_total; i++)
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{
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m_base_line[i] = CalculateSMA(i, m_base_period, m_price_line);
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}
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//--- Step 5: Calculate Volatility Bands (Blue)
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for(int i = m_rsi_period + m_price_period + m_base_period; i < rates_total; i++)
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{
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double std_dev_val = 0;
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double sum_sq = 0;
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for(int j = 0; j < m_base_period; j++)
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{
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sum_sq += pow(m_price_line[i-j] - m_base_line[i], 2);
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}
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std_dev_val = sqrt(sum_sq / m_base_period);
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m_upper_band[i] = m_base_line[i] + m_std_dev * std_dev_val;
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m_lower_band[i] = m_base_line[i] - m_std_dev * std_dev_val;
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}
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//--- Copy final results to the output buffers
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ArrayCopy(price_line_out, m_price_line, 0, 0, rates_total);
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ArrayCopy(signal_line_out, m_signal_line, 0, 0, rates_total);
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ArrayCopy(base_line_out, m_base_line, 0, 0, rates_total);
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ArrayCopy(upper_band_out, m_upper_band, 0, 0, rates_total);
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ArrayCopy(lower_band_out, m_lower_band, 0, 0, rates_total);
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}
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//+------------------------------------------------------------------+
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//| Helper to calculate SMA on an internal buffer |
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//+------------------------------------------------------------------+
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double CTDICalculator::CalculateSMA(int position, int period, const double &source_buffer[])
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{
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double sum = 0;
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for(int i = 0; i < period; i++)
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{
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sum += source_buffer[position - i];
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}
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return (period > 0) ? sum / period : 0;
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}
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//--- Global calculator object ---
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CTDICalculator *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, BufferPriceLine, INDICATOR_DATA);
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SetIndexBuffer(1, BufferSignalLine, INDICATOR_DATA);
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SetIndexBuffer(2, BufferBaseLine, INDICATOR_DATA);
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SetIndexBuffer(3, BufferUpperBand, INDICATOR_DATA);
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SetIndexBuffer(4, BufferLowerBand, INDICATOR_DATA);
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ArraySetAsSeries(BufferPriceLine, false);
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ArraySetAsSeries(BufferSignalLine, false);
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ArraySetAsSeries(BufferBaseLine, false);
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ArraySetAsSeries(BufferUpperBand, false);
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ArraySetAsSeries(BufferLowerBand, false);
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g_calculator = new CTDICalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID ||
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!g_calculator.Init(InpRsiPeriod, InpPriceLinePeriod, InpSignalLinePeriod, InpBaseLinePeriod, InpBandsDeviation))
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{
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Print("Failed to initialize TDI Calculator.");
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return(INIT_FAILED);
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}
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int draw_begin = InpRsiPeriod + InpPriceLinePeriod + InpBaseLinePeriod;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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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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PlotIndexSetInteger(4, PLOT_DRAW_BEGIN, draw_begin);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("TDI(%d)", InpRsiPeriod));
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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 TDI is always calculated on the Close price
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g_calculator.Calculate(rates_total, close, BufferPriceLine, BufferSignalLine, BufferBaseLine, BufferUpperBand, BufferLowerBand);
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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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