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https://github.com/softwaredevelop/mql5.git
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168 lines
6.2 KiB
Plaintext
168 lines
6.2 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RSIMA.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 link ""
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#property version "2.00" // Refactored for full recalculation and stability
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#property description "Oscillator based on the Moving Average of a standard RSI."
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// --- Standard Includes ---
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#include <MovingAverages.mqh>
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//--- Indicator Window and Level Properties ---
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#property indicator_separate_window
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#property indicator_level1 30.0
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#property indicator_level2 50.0
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#property indicator_level3 70.0
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//--- Buffers and Plots ---
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#property indicator_buffers 2
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#property indicator_plots 2
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//--- Plot 1: RSIMA (Smoothed RSI)
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#property indicator_label1 "RSIMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: RSI (Raw RSI)
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#property indicator_label2 "RSI"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrGreen
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Input Parameters ---
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input int InpPeriodRSI = 14; // Period for RSI
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price for RSI
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input int InpPeriodMA = 14; // Period for Moving Average
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input ENUM_MA_METHOD InpMethod = MODE_SMA; // Method for Moving Average
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//--- Indicator Buffers ---
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double BufferRSIMA[]; // Buffer for the smoothed RSI line (Plot 1)
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double BufferRawRSI[]; // Buffer for the raw RSI values (Plot 2)
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//--- Global Variables ---
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int g_ExtPeriodRSI;
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int g_ExtPeriodMA;
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int g_handle_rsi; // Handle for the standard RSI indicator
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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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//--- Validate and store input periods
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g_ExtPeriodRSI = (InpPeriodRSI < 1) ? 1 : InpPeriodRSI;
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g_ExtPeriodMA = (InpPeriodMA < 1) ? 1 : InpPeriodMA;
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//--- Map the buffers
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SetIndexBuffer(0, BufferRSIMA, INDICATOR_DATA);
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SetIndexBuffer(1, BufferRawRSI, INDICATOR_DATA);
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//--- Set buffers as non-timeseries for stable calculation
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ArraySetAsSeries(BufferRSIMA, false);
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ArraySetAsSeries(BufferRawRSI, false);
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//--- Set indicator display properties
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RSIMA(%d, %d)", g_ExtPeriodRSI, g_ExtPeriodMA));
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtPeriodRSI + g_ExtPeriodMA - 1);
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PlotIndexSetString(0, PLOT_LABEL, "RSIMA");
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtPeriodRSI - 1);
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PlotIndexSetString(1, PLOT_LABEL, "RSI");
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//--- Create a handle to the standard iRSI indicator
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g_handle_rsi = iRSI(_Symbol, _Period, g_ExtPeriodRSI, InpAppliedPrice);
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if(g_handle_rsi == INVALID_HANDLE)
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{
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PrintFormat("Failed to create iRSI handle. Error %d", GetLastError());
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return(INIT_FAILED);
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}
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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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//--- Release the indicator handle
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IndicatorRelease(g_handle_rsi);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator calculation function. |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//--- Check if there is enough data for the calculation
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int start_pos = g_ExtPeriodRSI + g_ExtPeriodMA - 1;
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if(rates_total <= start_pos)
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return(0);
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//--- STEP 1: Get all available RSI values into our buffer
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if(CopyBuffer(g_handle_rsi, 0, 0, rates_total, BufferRawRSI) < rates_total)
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{
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Print("Error copying RSI buffer data.");
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}
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//--- STEP 2: Calculate the Moving Average on the RSI buffer
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for(int i = start_pos; i < rates_total; i++)
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{
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switch(InpMethod)
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{
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case MODE_EMA:
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if(i == start_pos) // Initialization with manual SMA
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{
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double sum = 0;
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for(int j = 0; j < g_ExtPeriodMA; j++)
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sum += BufferRawRSI[i - j];
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BufferRSIMA[i] = sum / g_ExtPeriodMA;
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}
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else // Recursive calculation
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{
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double pr = 2.0 / (g_ExtPeriodMA + 1.0);
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BufferRSIMA[i] = BufferRawRSI[i] * pr + BufferRSIMA[i-1] * (1.0 - pr);
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}
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break;
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case MODE_SMMA:
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if(i == start_pos) // Initialization with manual SMA
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{
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double sum = 0;
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for(int j = 0; j < g_ExtPeriodMA; j++)
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sum += BufferRawRSI[i - j];
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BufferRSIMA[i] = sum / g_ExtPeriodMA;
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}
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else // Recursive calculation
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{
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BufferRSIMA[i] = (BufferRSIMA[i-1] * (g_ExtPeriodMA - 1) + BufferRawRSI[i]) / g_ExtPeriodMA;
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}
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break;
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case MODE_LWMA:
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BufferRSIMA[i] = LinearWeightedMA(i, g_ExtPeriodMA, BufferRawRSI);
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break;
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default: // MODE_SMA
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BufferRSIMA[i] = SimpleMA(i, g_ExtPeriodMA, BufferRawRSI);
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break;
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}
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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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