//+------------------------------------------------------------------+ //| RSI_Pro.mq5 | //| Copyright 2025, xxxxxxxx| //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property version "1.10" #property description "A professional RSI with a choice of a flexible MA signal line or Bollinger Bands." #property indicator_separate_window #property indicator_buffers 4 // RSI, MA, Upper Band, Lower Band #property indicator_plots 4 #property indicator_minimum 0 #property indicator_maximum 100 #property indicator_level1 30.0 #property indicator_level2 50.0 #property indicator_level3 70.0 //--- Plot 1: RSI #property indicator_label1 "RSI" #property indicator_type1 DRAW_LINE #property indicator_color1 clrDodgerBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--- Plot 2: Signal Line (MA) #property indicator_label2 "Signal" #property indicator_type2 DRAW_LINE #property indicator_color2 clrOrangeRed #property indicator_style2 STYLE_DOT #property indicator_width2 1 //--- Plot 3: Upper Bollinger Band #property indicator_label3 "Upper Band" #property indicator_type3 DRAW_LINE #property indicator_color3 clrGray #property indicator_style3 STYLE_DOT #property indicator_width3 1 //--- Plot 4: Lower Bollinger Band #property indicator_label4 "Lower Band" #property indicator_type4 DRAW_LINE #property indicator_color4 clrGray #property indicator_style4 STYLE_DOT #property indicator_width4 1 //--- Enum for Display Mode enum ENUM_DISPLAY_MODE { DISPLAY_RSI_ONLY, DISPLAY_RSI_AND_MA, DISPLAY_RSI_AND_BANDS }; //--- Input Parameters --- input group "RSI Settings" input int InpPeriodRSI = 14; input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_CLOSE; input group "Overlay Settings" input ENUM_DISPLAY_MODE InpDisplayMode = DISPLAY_RSI_AND_BANDS; input int InpPeriodMA = 20; input ENUM_MA_METHOD InpMethodMA = MODE_SMA; input double InpBandsDev = 2.0; //--- Indicator Buffers --- double BufferRSI[]; double BufferSignalMA[]; double BufferUpperBand[]; double BufferLowerBand[]; //+------------------------------------------------------------------+ //| CLASS: CRSIProCalculator | //+------------------------------------------------------------------+ class CRSIProCalculator { private: int m_rsi_period; int m_ma_period; double m_deviation; ENUM_MA_METHOD m_ma_method; double m_rsi_buffer[]; double m_ma_buffer[]; double m_upper_band[]; double m_lower_band[]; public: CRSIProCalculator(void) {}; ~CRSIProCalculator(void) {}; bool Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev); void Calculate(int rates_total, const double &price[], double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]); }; //+------------------------------------------------------------------+ //| CRSIProCalculator: Initialization | //+------------------------------------------------------------------+ bool CRSIProCalculator::Init(int rsi_p, int ma_p, ENUM_MA_METHOD ma_m, double dev) { m_rsi_period = (rsi_p < 1) ? 1 : rsi_p; m_ma_period = (ma_p < 1) ? 1 : ma_p; m_ma_method = ma_m; m_deviation = dev; return true; } //+------------------------------------------------------------------+ //| CRSIProCalculator: Main Calculation Method | //+------------------------------------------------------------------+ void CRSIProCalculator::Calculate(int rates_total, const double &price[], double &rsi_out[], double &ma_out[], double &upper_out[], double &lower_out[]) { if(rates_total <= m_rsi_period) return; ArrayResize(m_rsi_buffer, rates_total); ArrayResize(m_ma_buffer, rates_total); ArrayResize(m_upper_band, rates_total); ArrayResize(m_lower_band, rates_total); //--- Step 1: Calculate base RSI (Wilder's smoothing) double sum_pos = 0, sum_neg = 0; for(int i = 1; i < rates_total; i++) { double diff = price[i] - price[i-1]; sum_pos = (sum_pos * (m_rsi_period - 1) + (diff > 0 ? diff : 0)) / m_rsi_period; sum_neg = (sum_neg * (m_rsi_period - 1) + (diff < 0 ? -diff : 0)) / m_rsi_period; if(i >= m_rsi_period) { if(sum_neg > 0) m_rsi_buffer[i] = 100.0 - (100.0 / (1.0 + (sum_pos / sum_neg))); else m_rsi_buffer[i] = 100.0; } } //--- Step 2: Calculate Moving Average on RSI with full MA type support int ma_start_pos = m_rsi_period + m_ma_period - 1; for(int i = ma_start_pos; i < rates_total; i++) { switch(m_ma_method) { case MODE_EMA: case MODE_SMMA: if(i == ma_start_pos) // Robust initialization for recursive MAs { double sum = 0; for(int j = 0; j < m_ma_period; j++) sum += m_rsi_buffer[i-j]; m_ma_buffer[i] = sum / m_ma_period; } else { if(m_ma_method == MODE_EMA) { double pr = 2.0 / (m_ma_period + 1.0); m_ma_buffer[i] = m_rsi_buffer[i] * pr + m_ma_buffer[i-1] * (1.0 - pr); } else // SMMA { m_ma_buffer[i] = (m_ma_buffer[i-1] * (m_ma_period - 1) + m_rsi_buffer[i]) / m_ma_period; } } break; case MODE_LWMA: { double lwma_sum = 0, weight_sum = 0; for(int j = 0; j < m_ma_period; j++) { int weight = m_ma_period - j; lwma_sum += m_rsi_buffer[i-j] * weight; weight_sum += weight; } if(weight_sum > 0) m_ma_buffer[i] = lwma_sum / weight_sum; break; } default: // MODE_SMA { double sum = 0; for(int j = 0; j < m_ma_period; j++) sum += m_rsi_buffer[i-j]; m_ma_buffer[i] = sum / m_ma_period; break; } } } //--- Step 3: Calculate Bollinger Bands on the MA line for(int i = ma_start_pos; i < rates_total; i++) { double std_dev_val = 0, sum_sq = 0; for(int j = 0; j < m_ma_period; j++) { sum_sq += pow(m_rsi_buffer[i-j] - m_ma_buffer[i], 2); } std_dev_val = sqrt(sum_sq / m_ma_period); m_upper_band[i] = m_ma_buffer[i] + m_deviation * std_dev_val; m_lower_band[i] = m_ma_buffer[i] - m_deviation * std_dev_val; } ArrayCopy(rsi_out, m_rsi_buffer, 0, 0, rates_total); ArrayCopy(ma_out, m_ma_buffer, 0, 0, rates_total); ArrayCopy(upper_out, m_upper_band, 0, 0, rates_total); ArrayCopy(lower_out, m_lower_band, 0, 0, rates_total); } //--- Global calculator object --- CRSIProCalculator *g_calculator; //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ int OnInit() { SetIndexBuffer(0, BufferRSI, INDICATOR_DATA); SetIndexBuffer(1, BufferSignalMA, INDICATOR_DATA); SetIndexBuffer(2, BufferUpperBand, INDICATOR_DATA); SetIndexBuffer(3, BufferLowerBand, INDICATOR_DATA); ArraySetAsSeries(BufferRSI, false); ArraySetAsSeries(BufferSignalMA, false); ArraySetAsSeries(BufferUpperBand, false); ArraySetAsSeries(BufferLowerBand, false); g_calculator = new CRSIProCalculator(); if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriodRSI, InpPeriodMA, InpMethodMA, InpBandsDev)) { Print("Failed to initialize RSI Pro Calculator."); return(INIT_FAILED); } int draw_begin = InpPeriodRSI + InpPeriodMA - 1; PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpPeriodRSI); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin); PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, draw_begin); PlotIndexSetInteger(3, PLOT_DRAW_BEGIN, draw_begin); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RSI Pro(%d)", InpPeriodRSI)); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function. | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(CheckPointer(g_calculator) != POINTER_INVALID) delete g_calculator; } //+------------------------------------------------------------------+ //| Custom indicator iteration function. | //+------------------------------------------------------------------+ 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&[]) { if(CheckPointer(g_calculator) != POINTER_INVALID) { // The calculator needs the raw price array, not a pre-calculated one // We will use the 'close' array directly as the default g_calculator.Calculate(rates_total, close, BufferRSI, BufferSignalMA, BufferUpperBand, BufferLowerBand); for(int i = 0; i < rates_total; i++) { if(InpDisplayMode == DISPLAY_RSI_ONLY) { BufferSignalMA[i] = EMPTY_VALUE; BufferUpperBand[i] = EMPTY_VALUE; BufferLowerBand[i] = EMPTY_VALUE; } else if(InpDisplayMode == DISPLAY_RSI_AND_MA) { BufferUpperBand[i] = EMPTY_VALUE; BufferLowerBand[i] = EMPTY_VALUE; } else if(InpDisplayMode == DISPLAY_RSI_AND_BANDS) { // By default, we show the MA as the centerline for the bands. } } } return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+