//+——————————————————————+
//| rsi |
//| mladen |
//+——————————————————————+
#property copyright “www.forex-tsd.com”
#property link “www.forex-tsd.com”
#property indicator_separate_window
#property indicator_buffers 7
#property indicator_color1 DeepSkyBlue
#property indicator_color2 PaleVioletRed
#property indicator_color3 DimGray
#property indicator_color4 DeepSkyBlue
#property indicator_color5 DeepSkyBlue
#property indicator_color6 PaleVioletRed
#property indicator_color7 PaleVioletRed
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width4 3
#property indicator_width5 3
#property indicator_width6 3
#property indicator_width7 3
#property indicator_minimum -50
#property indicator_maximum 50
//
//
//
//
//
extern string TimeFrame = “Current time frame”;
extern int Length = 14;
extern int Price = PRICE_CLOSE;
extern double RSIModifier = 1.0;
extern double LevelUp = 10;
extern double LevelDown = -10;
extern double SmoothLength = 5;
extern double SmoothPhase = 0;
extern bool ShowHistogram = false;
extern bool Interpolate = true;
extern bool alertsOn = false;
extern bool alertsOnZoneEnter = true;
extern bool alertsOnZoneExit = true;
extern bool alertsOnCurrent = true;
extern bool alertsMessage = true;
extern bool alertsSound = false;
extern bool alertsEmail = false;
extern bool verticalLinesVisible = false;
extern string verticalLinesID = “RsiSmoothLines”;
extern bool verticalLinesShowBreak = true;
extern bool verticalLinesShowRetrace = false;
extern color verticalLinesUpColor = DeepSkyBlue;
extern color verticalLinesDownColor = PaleVioletRed;
extern int verticalLinesStyle = STYLE_DOT;
extern int verticalLinesWidth = 0;
//
//
//
//
//
double rsi[];
double rsiUa[];
double rsiUb[];
double rsiDa[];
double rsiDb[];
double rsiHu[];
double rsiHd[];
double trend[];
//
//
//
//
//
string indicatorFileName;
bool returnBars;
bool calculateValue;
int timeFrame;
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//| |
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//
//
//
//
//
int init()
{
IndicatorBuffers(8);
SetIndexBuffer(0,rsiHu); SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexBuffer(1,rsiHd); SetIndexStyle(1,DRAW_HISTOGRAM);
SetIndexBuffer(2,rsi);
SetIndexBuffer(3,rsiUa);
SetIndexBuffer(4,rsiUb);
SetIndexBuffer(5,rsiDa);
SetIndexBuffer(6,rsiDb);
SetIndexBuffer(7,trend);
Length = MathMax(Length ,1);
//
//
//
//
//
indicatorFileName = WindowExpertName();
calculateValue = TimeFrame==”calculateValue”; if (calculateValue) { return(0); }
returnBars = TimeFrame==”returnBars”; if (returnBars) { return(0); }
timeFrame = stringToTimeFrame(TimeFrame);
//
//
//
//
//
string PriceType;
switch(Price)
{
case PRICE_CLOSE: PriceType = “Close”; break; // 0
case PRICE_OPEN: PriceType = “Open”; break; // 1
case PRICE_HIGH: PriceType = “High”; break; // 2
case PRICE_LOW: PriceType = “Low”; break; // 3
case PRICE_MEDIAN: PriceType = “Median”; break; // 4
case PRICE_TYPICAL: PriceType = “Typical”; break; // 5
case PRICE_WEIGHTED: PriceType = “Weighted”; break; // 6
}
//
//
//
//
//
SetLevelValue(0,LevelUp);
SetLevelValue(1,LevelDown);
IndicatorShortName(timeFrameToString(timeFrame)+” RSI (“+Length+”,”+PriceType+”)”);
return(0);
}
//
//
//
//
//
int deinit()
{
string lookFor = verticalLinesID+”:”;
int lookForLength = StringLen(lookFor);
for (int i=ObjectsTotal()-1; i>=0; i–)
{
string objectName = ObjectName(i);
if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName);
}
return(0);
}
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//| |
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//
//
//
//
//
int start()
{
int counted_bars=IndicatorCounted();
int i,k,n,limit;
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars–;
limit = MathMin(Bars-counted_bars,Bars-1);
if (returnBars) { rsiHu[0] = MathMin(limit+1,Bars-1); return(0); }
//
//
//
//
//
//
if (calculateValue || timeFrame == Period())
{
if (!calculateValue && trend[limit]== 1) CleanPoint(limit,rsiUa,rsiUb);
if (!calculateValue && trend[limit]==-1) CleanPoint(limit,rsiDa,rsiDb);
for(i=limit; i >= 0; i–)
{
rsi[i] = iSmooth(RSIModifier*(iRSI(NULL,0,Length,Price,i)-50.0),SmoothLength,SmoothPhase,i);
if (ShowHistogram)
{
rsiHu[i] = EMPTY_VALUE;
rsiHd[i] = EMPTY_VALUE;
if (rsi[i]>0) rsiHu[i] = rsi[i];
if (rsi[i]<0) rsiHd[i] = rsi[i];
}
trend[i] = trend[i+1];
if (rsi[i]>LevelUp) trend[i]= 1;
if (rsi[i]<LevelDown) trend[i]=-1;
if (rsi[i]<LevelUp && rsi[i]>LevelDown) trend[i]= 0;
if (!calculateValue && trend[i] == 1) PlotPoint(i,rsiUa,rsiUb,rsi);
if (!calculateValue && trend[i] == -1) PlotPoint(i,rsiDa,rsiDb,rsi);
manageLines(i);
}
manageAlerts();
return(0);
}
//
//
//
//
//
limit = MathMax(limit,MathMin(Bars,iCustom(NULL,timeFrame,indicatorFileName,”returnBars”,0,0)*timeFrame/Period()));
for (i=limit;i>=0;i–)
{
int y = iBarShift(NULL,timeFrame,Time[i]);
rsi[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,Length,Price,RSIModifier,LevelUp,LevelDown,SmoothLength,SmoothPhase,2,y);
trend[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,Length,Price,RSIModifier,LevelUp,LevelDown,SmoothLength,SmoothPhase,7,y);
rsiUa[i] = EMPTY_VALUE;
rsiUb[i] = EMPTY_VALUE;
rsiDa[i] = EMPTY_VALUE;
rsiDb[i] = EMPTY_VALUE;
if (ShowHistogram)
{
rsiHu[i] = EMPTY_VALUE;
rsiHd[i] = EMPTY_VALUE;
if (rsi[i]>0) rsiHu[i] = rsi[i];
if (rsi[i]<0) rsiHd[i] = rsi[i];
}
manageLines(i);
//
//
//
//
//
if (!Interpolate || y==iBarShift(NULL,timeFrame,Time[i-1])) continue;
//
//
//
//
//
datetime time = iTime(NULL,timeFrame,y);
for(n = 1; i+n < Bars && Time[i+n] >= time; n++) continue;
for(k = 1; k < n; k++)
{
rsi[i+k] = rsi[i] + (rsi[i+n]-rsi[i])*k/n;
if (rsiHu[i+k]!=EMPTY_VALUE) rsiHu[i+k] = rsi[i+k];
if (rsiHd[i+k]!=EMPTY_VALUE) rsiHd[i+k] = rsi[i+k];
}
}
for (i=limit;i>=0;i–)
{
if (trend[i]== 1) PlotPoint(i,rsiUa,rsiUb,rsi);
if (trend[i]==-1) PlotPoint(i,rsiDa,rsiDb,rsi);
}
//
//
//
//
//
manageAlerts();
return(0);
}
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//|
//+——————————————————————-
//
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//
//
//
void manageAlerts()
{
if (!calculateValue && alertsOn)
{
if (alertsOnCurrent)
int whichBar = 0;
else whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar));
if (trend[whichBar] != trend[whichBar+1])
{
if (alertsOnZoneEnter && trend[whichBar] == 1) doAlert(whichBar,DoubleToStr(LevelUp,2) +” broken up”);
if (alertsOnZoneEnter && trend[whichBar] == -1) doAlert(whichBar,DoubleToStr(LevelDown,2)+” broken down”);
if (alertsOnZoneExit && trend[whichBar+1] == -1) doAlert(whichBar,DoubleToStr(LevelDown,2)+” broken up”);
if (alertsOnZoneExit && trend[whichBar+1] == 1) doAlert(whichBar,DoubleToStr(LevelUp,2) +” broken down”);
}
}
}
//
//
//
//
//
void doAlert(int forBar, string doWhat)
{
static string previousAlert=”nothing”;
static datetime previousTime;
string message;
if (previousAlert != doWhat || previousTime != Time[forBar]) {
previousAlert = doWhat;
previousTime = Time[forBar];
//
//
//
//
//
message = StringConcatenate(Symbol(),” “,timeFrameToString(timeFrame),” at “,TimeToStr(TimeLocal(),TIME_SECONDS),”rsi level “,doWhat);
if (alertsMessage) Alert(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol(),”rsi”),message);
if (alertsSound) PlaySound(“alert2.wav”);
}
}
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//| |
//+——————————————————————+
//
//
//
//
//
void manageLines(int i)
{
if (!calculateValue && verticalLinesVisible)
{
deleteLine(Time[i]);
if (trend[i]!=trend[i+1])
{
if (verticalLinesShowBreak)
{
if (trend[i] == 1) drawLine(i,verticalLinesUpColor);
if (trend[i] ==-1) drawLine(i,verticalLinesDownColor);
}
if (verticalLinesShowRetrace)
{
if (trend[i] == 0 && trend[i+1]==-1) drawLine(i,verticalLinesUpColor);
if (trend[i] == 0 && trend[i+1]== 1) drawLine(i,verticalLinesDownColor);
}
}
}
}
//
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//
//
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void drawLine(int i,color theColor)
{
string name = verticalLinesID+”:”+Time[i];
//
//
//
//
//
ObjectCreate(name,OBJ_VLINE,0,Time[i],0);
ObjectSet(name,OBJPROP_COLOR,theColor);
ObjectSet(name,OBJPROP_STYLE,verticalLinesStyle);
ObjectSet(name,OBJPROP_WIDTH,verticalLinesWidth);
ObjectSet(name,OBJPROP_BACK,true);
}
//
//
//
//
//
void deleteLine(datetime time)
{
string lookFor = verticalLinesID+”:”+time; ObjectDelete(lookFor);
}
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//| |
//+——————————————————————+
//
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//
//
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void CleanPoint(int i,double& first[],double& second[])
{
if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE))
second[i+1] = EMPTY_VALUE;
else
if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE))
first[i+1] = EMPTY_VALUE;
}
//
//
//
//
//
void PlotPoint(int i,double& first[],double& second[],double& from[])
{
if (first[i+1] == EMPTY_VALUE)
{
if (first[i+2] == EMPTY_VALUE) {
first[i] = from[i];
first[i+1] = from[i+1];
second[i] = EMPTY_VALUE;
}
else {
second[i] = from[i];
second[i+1] = from[i+1];
first[i] = EMPTY_VALUE;
}
}
else
{
first[i] = from[i];
second[i] = EMPTY_VALUE;
}
}
//+——————————————————————-
//|
//+——————————————————————-
//
//
//
//
//
string sTfTable[] = {“M1″,”M5″,”M15″,”M30″,”H1″,”H4″,”D1″,”W1″,”MN”};
int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};
//
//
//
//
//
int stringToTimeFrame(string tfs)
{
tfs = stringUpperCase(tfs);
for (int i=ArraySize(iTfTable)-1; i>=0; i–)
if (tfs==sTfTable[i] || tfs==””+iTfTable[i]) return(MathMax(iTfTable[i],Period()));
return(Period());
}
string timeFrameToString(int tf)
{
for (int i=ArraySize(iTfTable)-1; i>=0; i–)
if (tf==iTfTable[i]) return(sTfTable[i]);
return(“”);
}
//
//
//
//
//
string stringUpperCase(string str)
{
string s = str;
for (int length=StringLen(str)-1; length>=0; length–)
{
int char = StringGetChar(s, length);
if((char > 96 && char < 123) || (char > 223 && char < 256))
s = StringSetChar(s, length, char – 32);
else if(char > -33 && char < 0)
s = StringSetChar(s, length, char + 224);
}
return(s);
}
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//|
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//
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double wrk[][10];
#define bsmax 5
#define bsmin 6
#define volty 7
#define vsum 8
#define avolty 9
//
//
//
//
//
double iSmooth(double price, double length, double phase, int i, int s=0)
{
if (length <=1) return(price);
if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars);
int r = Bars-i-1;
if (r==0) { for(int k=0; k<7; k++) wrk[r][k+s]=price; for(; k<10; k++) wrk[r][k+s]=0; return(price); }
//
//
//
//
//
double len1 = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0);
double pow1 = MathMax(len1-2.0,0.5);
double del1 = price – wrk[r-1][bsmax+s];
double del2 = price – wrk[r-1][bsmin+s];
double div = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100);
int forBar = MathMin(r,10);
wrk[r][volty+s] = 0;
if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty+s] = MathAbs(del1);
if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty+s] = MathAbs(del2);
wrk[r][vsum+s] = wrk[r-1][vsum+s] + (wrk[r][volty+s]-wrk[r-forBar][volty+s])*div;
//
//
//
//
//
wrk[r][avolty+s] = wrk[r-1][avolty+s]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum+s]-wrk[r-1][avolty+s]);
if (wrk[r][avolty+s] > 0)
double dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; else dVolty = 0;
if (dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1);
if (dVolty < 1) dVolty = 1.0;
//
//
//
//
//
double pow2 = MathPow(dVolty, pow1);
double len2 = MathSqrt(0.5*(length-1))*len1;
double Kv = MathPow(len2/(len2+1), MathSqrt(pow2));
if (del1 > 0) wrk[r][bsmax+s] = price; else wrk[r][bsmax+s] = price – Kv*del1;
if (del2 < 0) wrk[r][bsmin+s] = price; else wrk[r][bsmin+s] = price – Kv*del2;
//
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//
//
//
double R = MathMax(MathMin(phase,100),-100)/100.0 + 1.5;
double beta = 0.45*(length-1)/(0.45*(length-1)+2);
double alpha = MathPow(beta,pow2);
wrk[r][0+s] = price + alpha*(wrk[r-1][0+s]-price);
wrk[r][1+s] = (price – wrk[r][0+s])*(1-beta) + beta*wrk[r-1][1+s];
wrk[r][2+s] = (wrk[r][0+s] + R*wrk[r][1+s]);
wrk[r][3+s] = (wrk[r][2+s] – wrk[r-1][4+s])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3+s];
wrk[r][4+s] = (wrk[r-1][4+s] + wrk[r][3+s]);
//
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//
//
//
return(wrk[r][4+s]);
}
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