//+------------------------------------------------------------------+
//| MACD - RSI.mq4 |
//| Copyright © 2009, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//| made in Russia by lukas1 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, MetaQuotes Software Corp."
#property link "lukas1@ngs.ru"
//---- indicator settings
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Silver
#property indicator_color2 Red
#property indicator_color3 DodgerBlue
#property indicator_width1 2
//---- indicator parameters
extern int FastEMA=12;
extern int SlowEMA=26;
extern int SignalSMA=9;
//---- input parameters
extern int RSIPeriod=14;
extern double caliber=4.0; //need for RSI caliber
//---- buffers
double RSIBuffer[];
double PosBuffer[];
double NegBuffer[];
//---- indicator buffers
double MacdBuffer[];
double SignalBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(5);
//---- drawing settings
SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexStyle(1,DRAW_LINE);
SetIndexStyle(2,DRAW_LINE);
SetIndexDrawBegin(1,SignalSMA);
IndicatorDigits(Digits+1);
//---- indicator buffers mapping
SetIndexBuffer(0,MacdBuffer);
SetIndexBuffer(1,SignalBuffer);
SetIndexBuffer(2,RSIBuffer);
SetIndexBuffer(3,PosBuffer);
SetIndexBuffer(4,NegBuffer);
//---- name for DataWindow and indicator subwindow label
IndicatorShortName("MACD-RSI("+FastEMA+","+SlowEMA+","+SignalSMA+"),("+RSIPeriod+")");
SetIndexLabel(0,"MACD");
SetIndexLabel(1,"Signal");
SetIndexLabel(2,"RSI");
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| Moving Averages Convergence/Divergence |
//+------------------------------------------------------------------+
int start()
{
int limit;
int counted_bars=IndicatorCounted();
double rel,negative,positive;
//---- last counted bar will be recounted
if(counted_bars>0) counted_bars--;
limit=Bars-counted_bars;
//---- macd counted in the 1-st buffer
for(int i=0; i<limit; i++)
MacdBuffer[i]=iMA(NULL,0,FastEMA,0,MODE_EMA,PRICE_CLOSE,i)-iMA(NULL,0,SlowEMA,0,MODE_EMA,PRICE_CLOSE,i);
//---- signal line counted in the 2-nd buffer
for(i=0; i<limit; i++)
SignalBuffer[i]=iMAOnArray(MacdBuffer,Bars,SignalSMA,0,MODE_SMA,i);
//=============================================================== RSI =
i=Bars-RSIPeriod-1;
if(counted_bars>=RSIPeriod) i=Bars-counted_bars-1;
while(i>=0)
{
double sumn=0.0,sump=0.0;
if(i==Bars-RSIPeriod-1)
{
int k=Bars-2;
//---- initial accumulation
while(k>=i)
{
rel=MacdBuffer[k]-MacdBuffer[k+1];
if(rel>0) sump+=rel;
else sumn-=rel;
k--;
}
positive=sump/RSIPeriod;
negative=sumn/RSIPeriod;
}
else
{
//---- smoothed moving average
rel=MacdBuffer[i]-MacdBuffer[i+1];
if(rel>0) sump=rel;
else sumn=-rel;
positive=(PosBuffer[i+1]*(RSIPeriod-1)+sump)/RSIPeriod;
negative=(NegBuffer[i+1]*(RSIPeriod-1)+sumn)/RSIPeriod;
}
PosBuffer[i]=positive;
NegBuffer[i]=negative;
if(negative==0.0) RSIBuffer[i]=0.0;
else RSIBuffer[i]=caliber*Point*(50.0-100.0/(1+positive/negative) );
i--;
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: