mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-12 20:08:05 +00:00
204 lines
16 KiB
Plaintext
204 lines
16 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| 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 <MovingAverages.mqh>
|
|
#include <MyIncludes\HA_Tools.mqh>
|
|
|
|
//--- 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);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|