//+------------------------------------------------------------------+ //| RSI_HeikenAshi.mq5 | //| Copyright 2025, xxxxxxxx (Based on MetaQuotes RSI) | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "3.00" // Final, stable, non-optimized version #property description "RSI on Heiken Ashi prices, with a Moving Average." // --- Standard and Custom Includes --- #include #include //--- 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 Heiken Ashi RSI line double BufferPos[]; // Calculation buffer for RSI's average gain double BufferNeg[]; // Calculation buffer for RSI's average loss //--- Global Objects and Variables --- int ExtPeriodRSI; int ExtPeriodMA; CHA_Calculator g_ha_calculator; // Global instance of our Heiken Ashi calculator //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //| Called once when the indicator is first loaded. | //+------------------------------------------------------------------+ void OnInit() { //--- Validate and store input periods ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI; ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA; //--- Map the buffers to the indicator's internal memory SetIndexBuffer(0, BufferHARSI_MA, INDICATOR_DATA); SetIndexBuffer(1, BufferHARSI, INDICATOR_DATA); SetIndexBuffer(2, BufferPos, INDICATOR_CALCULATIONS); SetIndexBuffer(3, BufferNeg, INDICATOR_CALCULATIONS); //--- Set all buffers to work as regular arrays (non-timeseries) // This is the key for a stable calculation from past (index 0) to present 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, ExtPeriodRSI + ExtPeriodMA - 1); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtPeriodRSI); PlotIndexSetString(0, PLOT_LABEL, "HA_RSIMA"); PlotIndexSetString(1, PLOT_LABEL, "HA_RSI"); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_RSI(%d, %d)", ExtPeriodRSI, ExtPeriodMA)); } //+------------------------------------------------------------------+ //| Custom indicator calculation function. | //| This version performs a full recalculation on every call for | //| maximum stability with complex, multi-stage calculations. | //+------------------------------------------------------------------+ 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[]) { //--- Check if there is enough historical data for RSI calculation if(rates_total < ExtPeriodRSI + 1) return(0); //--- STEP 1: Calculate Heiken Ashi bars for the entire history if(!g_ha_calculator.Calculate(rates_total, 0, open, high, low, close)) return(0); //--- STEP 2: Calculate RSI on HA Close, iterating from past to present for(int i = 1; i < rates_total; i++) { double diff = g_ha_calculator.ha_close[i] - g_ha_calculator.ha_close[i-1]; double positive_change = (diff > 0) ? diff : 0; double negative_change = (diff < 0) ? -diff : 0; // Apply Wilder's Smoothing for Pos and Neg buffers if(i > ExtPeriodRSI) { BufferPos[i] = (BufferPos[i-1] * (ExtPeriodRSI - 1) + positive_change) / ExtPeriodRSI; BufferNeg[i] = (BufferNeg[i-1] * (ExtPeriodRSI - 1) + negative_change) / ExtPeriodRSI; } else { BufferPos[i] = BufferPos[i-1] + positive_change; BufferNeg[i] = BufferNeg[i-1] + negative_change; if(i == ExtPeriodRSI) { BufferPos[i] /= ExtPeriodRSI; BufferNeg[i] /= ExtPeriodRSI; } } // Calculate the final RSI value 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 (with EMA/SMMA fix) if(rates_total < ExtPeriodRSI + ExtPeriodMA) return(rates_total); for(int i = 1; i < rates_total; i++) { // Skip bars until we have enough data for the first MA value if(i < ExtPeriodRSI + ExtPeriodMA - 2) { BufferHARSI_MA[i] = EMPTY_VALUE; continue; } // Calculate the MA value for the current bar 'i' switch(InpMethodMA) { case MODE_EMA: // --- Special handling for EMA --- if(i == ExtPeriodRSI + ExtPeriodMA - 2) // First EMA value is an SMA { BufferHARSI_MA[i] = SimpleMA(i, ExtPeriodMA, BufferHARSI); } else // Subsequent EMA values are calculated recursively { double pr = 2.0 / (ExtPeriodMA + 1.0); BufferHARSI_MA[i] = BufferHARSI[i] * pr + BufferHARSI_MA[i-1] * (1.0 - pr); } break; case MODE_SMMA: // Special handling for SMMA if(i == ExtPeriodRSI + ExtPeriodMA - 2) // First SMMA value is an SMA { BufferHARSI_MA[i] = SimpleMA(i, ExtPeriodMA, BufferHARSI); } else // Subsequent SMMA values are calculated recursively { BufferHARSI_MA[i] = (BufferHARSI_MA[i-1] * (ExtPeriodMA - 1) + BufferHARSI[i]) / ExtPeriodMA; } break; case MODE_LWMA: BufferHARSI_MA[i] = LinearWeightedMA(i, ExtPeriodMA, BufferHARSI); break; default: // MODE_SMA BufferHARSI_MA[i] = SimpleMA(i, ExtPeriodMA, BufferHARSI); break; } } return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+