mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-09 10:37:45 +00:00
170 lines
5.8 KiB
Plaintext
170 lines
5.8 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| RSIMa.mq5 |
|
|
//| Copyright 2018, MetaQuotes Software Corp. |
|
|
//| https://mql5.com |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2018, MetaQuotes Software Corp."
|
|
#property link "https://mql5.com"
|
|
#property version "1.03" // Final robust version with manual calculation loop
|
|
#property description "Oscillator based on the Moving Average of RSI."
|
|
|
|
#property indicator_separate_window
|
|
#property indicator_level1 30.0
|
|
#property indicator_level2 50.0
|
|
#property indicator_level3 70.0
|
|
|
|
#property indicator_buffers 2
|
|
#property indicator_plots 2
|
|
|
|
//--- plot RSIMA (Smoothed RSI)
|
|
#property indicator_label1 "RSIMA"
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_color1 clrDodgerBlue
|
|
#property indicator_style1 STYLE_SOLID
|
|
#property indicator_width1 1
|
|
|
|
//--- plot RSI (Raw RSI)
|
|
#property indicator_label2 "RSI"
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_color2 clrGreen
|
|
#property indicator_style2 STYLE_SOLID
|
|
#property indicator_width2 1
|
|
|
|
//--- input parameters
|
|
input uint InpPeriodRSI = 14; // RSI period
|
|
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // RSI applied price
|
|
input uint InpPeriodMA = 14; // Smoothing period
|
|
input ENUM_MA_METHOD InpMethod = MODE_SMA; // Smoothing method
|
|
|
|
//--- indicator buffers
|
|
double BufferRSIMA[]; // Buffer for the smoothed RSI line (Plot 1)
|
|
double BufferRawRSI[]; // Buffer for the raw RSI values (Plot 2)
|
|
|
|
//--- global variables
|
|
int handle_rsi;
|
|
|
|
//--- includes
|
|
#include <MovingAverages.mqh>
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
int period_rsi = (int)InpPeriodRSI;
|
|
if(period_rsi < 1)
|
|
period_rsi = 1;
|
|
|
|
int period_ma = (int)InpPeriodMA;
|
|
if(period_ma < 1)
|
|
period_ma = 1;
|
|
|
|
SetIndexBuffer(0, BufferRSIMA, INDICATOR_DATA);
|
|
SetIndexBuffer(1, BufferRawRSI, INDICATOR_DATA);
|
|
|
|
IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("RSIMA(%d, %d)", period_rsi, period_ma));
|
|
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
|
|
|
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, period_rsi + period_ma - 1);
|
|
PlotIndexSetString(0, PLOT_LABEL, "RSIMA");
|
|
|
|
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, period_rsi - 1);
|
|
PlotIndexSetString(1, PLOT_LABEL, "RSI");
|
|
|
|
handle_rsi = iRSI(_Symbol, _Period, period_rsi, InpAppliedPrice);
|
|
if(handle_rsi == INVALID_HANDLE)
|
|
{
|
|
PrintFormat("Failed to create iRSI handle. Error %d", GetLastError());
|
|
return(INIT_FAILED);
|
|
}
|
|
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator iteration 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[])
|
|
{
|
|
int period_rsi = (int)InpPeriodRSI;
|
|
if(period_rsi < 1)
|
|
period_rsi = 1;
|
|
|
|
int period_ma = (int)InpPeriodMA;
|
|
if(period_ma < 1)
|
|
period_ma = 1;
|
|
|
|
if(rates_total < period_rsi)
|
|
return(0);
|
|
|
|
//--- Get all available RSI values into our buffer ---
|
|
if(CopyBuffer(handle_rsi, 0, 0, rates_total, BufferRawRSI) != rates_total)
|
|
{
|
|
Print("Error copying RSI buffer.");
|
|
return(0);
|
|
}
|
|
|
|
//--- Manual calculation loop for robustness ---
|
|
int start_pos;
|
|
// Determine the starting bar for calculation
|
|
if(prev_calculated > 0)
|
|
{
|
|
// On subsequent calls, start from the last calculated bar
|
|
start_pos = prev_calculated - 1;
|
|
}
|
|
else
|
|
{
|
|
// On the first call, start from the first bar where MA can be calculated
|
|
start_pos = period_rsi + period_ma - 2;
|
|
}
|
|
|
|
// The MA functions need non-timeseries arrays
|
|
ArraySetAsSeries(BufferRawRSI, false);
|
|
|
|
// Loop through the bars that need calculation
|
|
for(int i = start_pos; i < rates_total; i++)
|
|
{
|
|
// Check if we have enough data for the MA calculation at this position
|
|
if(i < period_rsi + period_ma - 2)
|
|
{
|
|
BufferRSIMA[i] = EMPTY_VALUE;
|
|
continue;
|
|
}
|
|
|
|
// Calculate the MA value for the current bar 'i'
|
|
switch(InpMethod)
|
|
{
|
|
case MODE_EMA:
|
|
// For EMA, we need the previous EMA value
|
|
BufferRSIMA[i] = ExponentialMA(i, period_ma, BufferRSIMA[i-1], BufferRawRSI);
|
|
break;
|
|
case MODE_SMMA:
|
|
// For SMMA, we also need the previous SMMA value
|
|
BufferRSIMA[i] = SmoothedMA(i, period_ma, BufferRSIMA[i-1], BufferRawRSI);
|
|
break;
|
|
case MODE_LWMA:
|
|
BufferRSIMA[i] = LinearWeightedMA(i, period_ma, BufferRawRSI);
|
|
break;
|
|
default: // MODE_SMA
|
|
BufferRSIMA[i] = SimpleMA(i, period_ma, BufferRawRSI);
|
|
break;
|
|
}
|
|
}
|
|
|
|
// Restore the timeseries property for the raw RSI buffer if needed elsewhere
|
|
ArraySetAsSeries(BufferRawRSI, true);
|
|
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|