224 lines
18 KiB
Plaintext
224 lines
18 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RSS.mq5 |
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//| Copyright 2018, MetaQuotes Software Corp. |
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//| https://mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2018, MetaQuotes Software Corp."
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#property link "https://mql5.com"
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#property version "1.00"
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#property description "Relative Spread Strength indicator"
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#property indicator_separate_window
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#property indicator_buffers 7
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#property indicator_plots 1
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//--- plot RSS
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#property indicator_label1 "RSS"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLightSlateGray
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- input parameters
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input uint InpPeriodFastMA = 10; // Fast EMA period
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input uint InpPeriodSlowMA = 50; // Slow EMA period
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input uint InpPeriodRSI = 5; // RSI period
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input uint InpPeriodSm = 5; // Smoothing period
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price
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input double InpOverbought = 70.0; // Overbought level
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input double InpOversold = 30.0; // Oversold level
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//--- indicator buffers
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double BufferRSS[];
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double BufferFMA[];
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double BufferSMA[];
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double BufferRSI[];
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double BufferSpread[];
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double BufferPos[];
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double BufferNeg[];
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//--- global variables
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double overbought;
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double oversold;
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int period_fma;
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int period_sma;
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int period_rsi;
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int period_sm;
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int weight_sum;
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int handle_fma;
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int handle_sma;
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//--- includes
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#include <MovingAverages.mqh>
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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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//--- set global variables
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period_fma=int(InpPeriodFastMA<1 ? 1 : InpPeriodFastMA);
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period_sma=int(InpPeriodSlowMA==period_fma ? period_fma+1 : InpPeriodSlowMA<1 ? 1 : InpPeriodSlowMA);
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period_rsi=int(InpPeriodRSI<1 ? 1 : InpPeriodRSI);
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period_sm=int(InpPeriodSm<2 ? 2 : InpPeriodSm);
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oversold=(InpOversold<0 ? 0 : InpOversold>99.9 ? 99.9 : InpOversold);
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overbought=(InpOverbought>100 ? 100 : InpOverbought<0.1 ? 0.1 : InpOverbought);
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if(overbought<=oversold) overbought=oversold+0.1;
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if(oversold>=overbought) oversold=overbought-0.1;
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//--- indicator buffers mapping
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SetIndexBuffer(0,BufferRSS,INDICATOR_DATA);
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SetIndexBuffer(1,BufferFMA,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,BufferSMA,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,BufferRSI,INDICATOR_CALCULATIONS);
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SetIndexBuffer(4,BufferSpread,INDICATOR_CALCULATIONS);
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SetIndexBuffer(5,BufferPos,INDICATOR_CALCULATIONS);
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SetIndexBuffer(6,BufferNeg,INDICATOR_CALCULATIONS);
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//--- setting indicator parameters
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IndicatorSetString(INDICATOR_SHORTNAME,"Relative Spread Strength ("+(string)period_fma+","+(string)period_sma+","+(string)period_rsi+")");
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IndicatorSetInteger(INDICATOR_DIGITS,Digits());
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IndicatorSetInteger(INDICATOR_LEVELS,3);
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IndicatorSetDouble(INDICATOR_MINIMUM,0);
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IndicatorSetDouble(INDICATOR_LEVELVALUE,0,overbought);
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IndicatorSetDouble(INDICATOR_LEVELVALUE,1,50.0);
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IndicatorSetDouble(INDICATOR_LEVELVALUE,2,oversold);
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//--- setting buffer arrays as timeseries
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ArraySetAsSeries(BufferRSS,true);
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ArraySetAsSeries(BufferFMA,true);
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ArraySetAsSeries(BufferSMA,true);
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ArraySetAsSeries(BufferRSI,true);
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ArraySetAsSeries(BufferSpread,true);
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ArraySetAsSeries(BufferPos,true);
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ArraySetAsSeries(BufferNeg,true);
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//--- create MA's handles
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ResetLastError();
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handle_fma=iMA(NULL,PERIOD_CURRENT,period_fma,0,MODE_EMA,InpAppliedPrice);
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if(handle_fma==INVALID_HANDLE)
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{
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Print("The iMA(",(string)period_fma,") object was not created: Error ",GetLastError());
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return INIT_FAILED;
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}
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handle_sma=iMA(NULL,PERIOD_CURRENT,period_sma,0,MODE_EMA,InpAppliedPrice);
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if(handle_sma==INVALID_HANDLE)
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{
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Print("The iMA(",(string)period_sma,") object was not created: Error ",GetLastError());
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return INIT_FAILED;
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}
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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 iteration 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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//--- Проверка и расчёт количества просчитываемых баров
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if(rates_total<4) return 0;
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//--- Проверка и расчёт количества просчитываемых баров
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int limit=rates_total-prev_calculated;
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if(limit>1)
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{
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limit=rates_total-1;
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ArrayInitialize(BufferRSS,EMPTY_VALUE);
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ArrayInitialize(BufferFMA,0);
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ArrayInitialize(BufferSMA,0);
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ArrayInitialize(BufferRSI,0);
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ArrayInitialize(BufferSpread,0);
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ArrayInitialize(BufferPos,0);
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ArrayInitialize(BufferNeg,0);
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}
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//--- Подготовка данных
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int count=(limit>1 ? rates_total : 1),copied=0;
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copied=CopyBuffer(handle_fma,0,0,count,BufferFMA);
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if(copied!=count) return 0;
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copied=CopyBuffer(handle_sma,0,0,count,BufferSMA);
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if(copied!=count) return 0;
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for(int i=limit; i>=0 && !IsStopped(); i--)
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BufferSpread[i]=BufferFMA[i]-BufferSMA[i];
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RSIOnArray(rates_total,prev_calculated,0,period_rsi,BufferSpread,BufferPos,BufferNeg,BufferRSI);
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//--- Расчёт индикатора
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if(SimpleMAOnBuffer(rates_total,prev_calculated,0,period_sm,BufferRSI,BufferRSS)==0)
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return 0;
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Relative Strength Index on array |
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//+------------------------------------------------------------------+
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template<typename T>
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int RSIOnArray(const int rates_total,
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const int prev_calculated,
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const int begin,
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const int period,
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const T &price[],
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double &buffer_pos[],
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double &buffer_neg[],
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double &buffer_rsi[]
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)
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{
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int i;
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T diff;
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//--- check for rates count
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if(period<1 || rates_total-begin<period) return(0);
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//--- save as_series flags
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bool as_series_price=ArrayGetAsSeries(price);
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bool as_series_rsi=ArrayGetAsSeries(buffer_rsi);
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if(as_series_price)
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ArraySetAsSeries(price,false);
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if(as_series_rsi)
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{
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ArraySetAsSeries(buffer_rsi,false);
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ArraySetAsSeries(buffer_pos,false);
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ArraySetAsSeries(buffer_neg,false);
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}
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//--- preliminary calculations
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int pos=prev_calculated-1;
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if(pos<=period)
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{
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//--- first RSIPeriod values of the indicator are not calculated
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buffer_rsi[0]=0.0;
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buffer_pos[0]=0.0;
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buffer_neg[0]=0.0;
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T SumP=0.0;
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T SumN=0.0;
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for(i=1; i<=period; i++)
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{
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buffer_rsi[i]=0.0;
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buffer_pos[i]=0.0;
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buffer_neg[i]=0.0;
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diff=price[i]-price[i-1];
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SumP+=(diff>0 ? diff : 0);
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SumN+=(diff<0 ?-diff : 0);
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}
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//--- calculate first visible value
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buffer_pos[period]=double(SumP/period);
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buffer_neg[period]=double(SumN/period);
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buffer_rsi[period]=100.0-(100.0/(1.0+buffer_pos[period]/(buffer_neg[period]>0 ? buffer_neg[period] : DBL_MIN)));
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//--- prepare the position value for main calculation
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pos=period+1;
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}
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//--- the main loop of calculations
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for(i=pos;i<rates_total && !IsStopped();i++)
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{
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diff=price[i]-price[i-1];
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buffer_pos[i]=(buffer_pos[i-1]*(period-1)+(diff>0.0 ? diff : 0.0))/period;
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buffer_neg[i]=(buffer_neg[i-1]*(period-1)+(diff<0.0 ?-diff : 0.0))/period;
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buffer_rsi[i]=100.0-100.0/(1+buffer_pos[i]/(buffer_neg[i]>0 ? buffer_neg[i] : DBL_MIN));
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}
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//--- restore as_series flags
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if(as_series_price) ArraySetAsSeries(price,true);
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if(as_series_rsi)
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{
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ArraySetAsSeries(buffer_rsi,true);
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ArraySetAsSeries(buffer_pos,true);
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ArraySetAsSeries(buffer_neg,true);
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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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