diff --git a/Indicators/MyIndicators/StochRSI_Fast.mq5 b/Indicators/MyIndicators/StochRSI_Fast.mq5 new file mode 100644 index 0000000..80138bb --- /dev/null +++ b/Indicators/MyIndicators/StochRSI_Fast.mq5 @@ -0,0 +1,176 @@ +//+------------------------------------------------------------------+ +//| StochRSI_Fast.mq5 | +//| Copyright 2025, xxxxxxxx | +//| | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025, xxxxxxxx" +#property link "" +#property version "1.00" +#property description "Fast Stochastic RSI Oscillator" + +//--- Indicator Window and Level Properties --- +#property indicator_separate_window +#property indicator_buffers 3 // %K, %D, and RSI calculation buffer +#property indicator_plots 2 +#property indicator_level1 20.0 +#property indicator_level2 80.0 +#property indicator_minimum -10.0 +#property indicator_maximum 110.0 + +//--- Plot 1: %K line +#property indicator_label1 "%K" +#property indicator_type1 DRAW_LINE +#property indicator_color1 clrBlue +#property indicator_style1 STYLE_SOLID +#property indicator_width1 1 + +//--- Plot 2: %D line +#property indicator_label2 "%D" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrOrange +#property indicator_style2 STYLE_SOLID +#property indicator_width2 1 + +//--- Input Parameters --- +input int InpLengthRSI = 14; // RSI Length +input int InpLengthStoch = 14; // Stochastic Length (%K Period) +input int InpSmoothD = 3; // %D Smoothing (Signal Line) +input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // RSI Source Price + +//--- Indicator Buffers --- +double BufferK[]; +double BufferD[]; +double BufferRSI[]; + +//--- Global Variables --- +int ExtLengthRSI, ExtLengthStoch, ExtSmoothD; +int handle_rsi; + +//--- Forward declarations for helper functions --- +double Highest(const double &array[], int period, int current_pos); +double Lowest(const double &array[], int period, int current_pos); + +//+------------------------------------------------------------------+ +//| Custom indicator initialization function. | +//+------------------------------------------------------------------+ +void OnInit() + { + ExtLengthRSI = (InpLengthRSI < 1) ? 1 : InpLengthRSI; + ExtLengthStoch = (InpLengthStoch < 1) ? 1 : InpLengthStoch; + ExtSmoothD = (InpSmoothD < 1) ? 1 : InpSmoothD; + + SetIndexBuffer(0, BufferK, INDICATOR_DATA); + SetIndexBuffer(1, BufferD, INDICATOR_DATA); + SetIndexBuffer(2, BufferRSI, INDICATOR_CALCULATIONS); + + ArraySetAsSeries(BufferK, false); + ArraySetAsSeries(BufferD, false); + ArraySetAsSeries(BufferRSI, false); + + handle_rsi = iRSI(_Symbol, _Period, ExtLengthRSI, InpAppliedPrice); + if(handle_rsi == INVALID_HANDLE) + Print("Error creating iRSI handle."); + + IndicatorSetInteger(INDICATOR_DIGITS, 2); + PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtLengthRSI + ExtLengthStoch - 2); + PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtLengthRSI + ExtLengthStoch + ExtSmoothD - 3); + IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Fast StochRSI(%d,%d,%d)", ExtLengthRSI, ExtLengthStoch, ExtSmoothD)); + } + +//+------------------------------------------------------------------+ +//| Fast Stochastic RSI 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 < ExtLengthRSI + ExtLengthStoch) + return(0); + +//--- STEP 1: Get RSI values from the standard indicator + if(BarsCalculated(handle_rsi) < rates_total) + return(0); + if(CopyBuffer(handle_rsi, 0, 0, rates_total, BufferRSI) <= 0) + return(0); + +//--- Main calculation loop + for(int i = 0; i < rates_total; i++) + { + //--- STEP 2: Calculate Fast %K on the RSI buffer --- + if(i >= ExtLengthRSI + ExtLengthStoch - 2) + { + // Since RSI is both high, low, and close, we use it for all + double highest_rsi = Highest(BufferRSI, ExtLengthStoch, i); + double lowest_rsi = Lowest(BufferRSI, ExtLengthStoch, i); + + double range = highest_rsi - lowest_rsi; + if(range > 0.00001) // Use a small tolerance for floating point numbers + BufferK[i] = (BufferRSI[i] - lowest_rsi) / range * 100.0; + else + BufferK[i] = (i > 0) ? BufferK[i-1] : 50.0; + } + else + { + BufferK[i] = 0; + } + + //--- STEP 3: Calculate %D (Signal Line) as an SMA of %K --- + if(i >= ExtLengthRSI + ExtLengthStoch + ExtSmoothD - 3) + { + double sum = 0; + for(int j = 0; j < ExtSmoothD; j++) + { + sum += BufferK[i-j]; + } + BufferD[i] = sum / ExtSmoothD; + } + else + { + BufferD[i] = 0; + } + } + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| Finds the highest value in a given period of an array. | +//+------------------------------------------------------------------+ +double Highest(const double &array[], int period, int current_pos) + { + double res = array[current_pos]; + for(int i = 1; i < period; i++) + { + int index = current_pos - i; + if(index < 0) + break; + if(res < array[index]) + res = array[index]; + } + return(res); + } + +//+------------------------------------------------------------------+ +//| Finds the lowest value in a given period of an array. | +//+------------------------------------------------------------------+ +double Lowest(const double &array[], int period, int current_pos) + { + double res = array[current_pos]; + for(int i = 1; i < period; i++) + { + int index = current_pos - i; + if(index < 0) + break; + if(res > array[index]) + res = array[index]; + } + return(res); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+