mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
Toh4iem9
@@ -0,0 +1,234 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSI_HeikinAshi.mq5 |
|
||||
//| Copyright 2025, xxxxxxxx (Based on MetaQuotes RSI) |
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
#property link ""
|
||||
#property version "4.00" // Refactored for full recalculation and stability
|
||||
#property description "RSI on Heikin Ashi prices, with a Moving Average."
|
||||
|
||||
// --- Standard and Custom Includes ---
|
||||
#include <MovingAverages.mqh>
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
|
||||
//--- 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 4 // 2 for plotting, 2 for RSI calculations
|
||||
#property indicator_plots 2
|
||||
|
||||
//--- Plot 1: RSI MA line (smoothed)
|
||||
#property indicator_label1 "HA_RSIMA"
|
||||
#property indicator_type1 DRAW_LINE
|
||||
#property indicator_color1 clrDodgerBlue
|
||||
#property indicator_style1 STYLE_SOLID
|
||||
#property indicator_width1 1
|
||||
|
||||
//--- Plot 2: RSI line (raw)
|
||||
#property indicator_label2 "HA_RSI"
|
||||
#property indicator_type2 DRAW_LINE
|
||||
#property indicator_color2 clrGreen
|
||||
#property indicator_style2 STYLE_SOLID
|
||||
#property indicator_width2 1
|
||||
|
||||
//--- Input Parameters ---
|
||||
input int InpPeriodRSI = 14; // Period for RSI calculation
|
||||
input int InpPeriodMA = 14; // Period for Moving Average smoothing
|
||||
input ENUM_MA_METHOD InpMethodMA = MODE_SMA; // Method for Moving Average smoothing
|
||||
|
||||
//--- Indicator Buffers ---
|
||||
double BufferHARSI_MA[]; // Plotted buffer for the smoothed RSI line
|
||||
double BufferHARSI[]; // Plotted buffer for the raw Heikin Ashi RSI line
|
||||
double BufferPos[]; // Calculation buffer for RSI's average gain
|
||||
double BufferNeg[]; // Calculation buffer for RSI's average loss
|
||||
|
||||
//--- Intermediate Heikin Ashi Buffers ---
|
||||
double ExtHaOpenBuffer[];
|
||||
double ExtHaHighBuffer[];
|
||||
double ExtHaLowBuffer[];
|
||||
double ExtHaCloseBuffer[];
|
||||
|
||||
//--- 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()
|
||||
{
|
||||
//--- Validate and store input periods
|
||||
g_ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI;
|
||||
g_ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA;
|
||||
|
||||
//--- Map the buffers
|
||||
SetIndexBuffer(0, BufferHARSI_MA, INDICATOR_DATA);
|
||||
SetIndexBuffer(1, BufferHARSI, INDICATOR_DATA);
|
||||
SetIndexBuffer(2, BufferPos, INDICATOR_CALCULATIONS);
|
||||
SetIndexBuffer(3, BufferNeg, INDICATOR_CALCULATIONS);
|
||||
|
||||
//--- Set all buffers as non-timeseries
|
||||
ArraySetAsSeries(BufferHARSI_MA, false);
|
||||
ArraySetAsSeries(BufferHARSI, false);
|
||||
ArraySetAsSeries(BufferPos, false);
|
||||
ArraySetAsSeries(BufferNeg, false);
|
||||
|
||||
//--- Set indicator display properties
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
||||
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtPeriodRSI + g_ExtPeriodMA - 1);
|
||||
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtPeriodRSI);
|
||||
PlotIndexSetString(0, PLOT_LABEL, "HA_RSIMA");
|
||||
PlotIndexSetString(1, PLOT_LABEL, "HA_RSI");
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_RSI(%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
|
||||
if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
|
||||
{
|
||||
delete g_ha_calculator;
|
||||
g_ha_calculator = NULL;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator 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);
|
||||
|
||||
//--- Resize intermediate buffers
|
||||
ArrayResize(ExtHaOpenBuffer, rates_total);
|
||||
ArrayResize(ExtHaHighBuffer, rates_total);
|
||||
ArrayResize(ExtHaLowBuffer, rates_total);
|
||||
ArrayResize(ExtHaCloseBuffer, rates_total);
|
||||
|
||||
//--- STEP 1: Calculate Heikin Ashi bars
|
||||
g_ha_calculator.Calculate(rates_total, open, high, low, close,
|
||||
ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer);
|
||||
|
||||
//--- STEP 2: Calculate RSI on HA Close in a single, robust loop
|
||||
for(int i = 1; i < rates_total; i++)
|
||||
{
|
||||
double diff = ExtHaCloseBuffer[i] - ExtHaCloseBuffer[i-1];
|
||||
double positive_change = (diff > 0) ? diff : 0;
|
||||
double negative_change = (diff < 0) ? -diff : 0;
|
||||
|
||||
if(i == g_ExtPeriodRSI)
|
||||
{
|
||||
double sum_pos=0, sum_neg=0;
|
||||
for(int j=1; j<=g_ExtPeriodRSI; j++)
|
||||
{
|
||||
double p_diff = ExtHaCloseBuffer[j] - ExtHaCloseBuffer[j-1];
|
||||
sum_pos += (p_diff > 0) ? p_diff : 0;
|
||||
sum_neg += (p_diff < 0) ? -p_diff : 0;
|
||||
}
|
||||
BufferPos[i] = sum_pos / g_ExtPeriodRSI;
|
||||
BufferNeg[i] = sum_neg / g_ExtPeriodRSI;
|
||||
}
|
||||
else
|
||||
if(i > g_ExtPeriodRSI)
|
||||
{
|
||||
BufferPos[i] = (BufferPos[i-1] * (g_ExtPeriodRSI - 1) + positive_change) / g_ExtPeriodRSI;
|
||||
BufferNeg[i] = (BufferNeg[i-1] * (g_ExtPeriodRSI - 1) + negative_change) / g_ExtPeriodRSI;
|
||||
}
|
||||
|
||||
if(i >= g_ExtPeriodRSI)
|
||||
{
|
||||
if(BufferNeg[i] > 0)
|
||||
{
|
||||
double rs = BufferPos[i] / BufferNeg[i];
|
||||
BufferHARSI[i] = 100.0 - (100.0 / (1.0 + rs));
|
||||
}
|
||||
else
|
||||
{
|
||||
BufferHARSI[i] = 100.0;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//--- STEP 3: Calculate Moving Average on the HA RSI buffer
|
||||
// --- 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)
|
||||
{
|
||||
// Manual SMA for initialization on non-timeseries array
|
||||
double sum = 0;
|
||||
for(int j = 0; j < g_ExtPeriodMA; j++)
|
||||
{
|
||||
sum += BufferHARSI[i - j];
|
||||
}
|
||||
BufferHARSI_MA[i] = sum / g_ExtPeriodMA;
|
||||
}
|
||||
else
|
||||
{
|
||||
double pr = 2.0 / (g_ExtPeriodMA + 1.0);
|
||||
BufferHARSI_MA[i] = BufferHARSI[i] * pr + BufferHARSI_MA[i-1] * (1.0 - pr);
|
||||
}
|
||||
break;
|
||||
case MODE_SMMA:
|
||||
if(i == ma_start_pos)
|
||||
{
|
||||
// Manual SMA for initialization on non-timeseries array
|
||||
double sum = 0;
|
||||
for(int j = 0; j < g_ExtPeriodMA; j++)
|
||||
{
|
||||
sum += BufferHARSI[i - j];
|
||||
}
|
||||
BufferHARSI_MA[i] = sum / g_ExtPeriodMA;
|
||||
}
|
||||
else
|
||||
BufferHARSI_MA[i] = (BufferHARSI_MA[i-1] * (g_ExtPeriodMA - 1) + BufferHARSI[i]) / g_ExtPeriodMA;
|
||||
break;
|
||||
case MODE_LWMA:
|
||||
BufferHARSI_MA[i] = LinearWeightedMA(i, g_ExtPeriodMA, BufferHARSI);
|
||||
break;
|
||||
default: // MODE_SMA
|
||||
BufferHARSI_MA[i] = SimpleMA(i, g_ExtPeriodMA, BufferHARSI);
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user