//+------------------------------------------------------------------+
//| RWI.mq4 |
//| Èíäåêñ Ñëó÷àéíîé Ïðîãóëêè (Random Walk Index) |
//| From MetaStock Indicator: Random Walk Index by E. Michael Poulos |
//| Ramdass |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
// (Random Walk Index) |
// Èíäèêàòîð ñëó÷àéíîé ïðîãóëêè èñïîëüçóåòñÿ, ÷òîáû |
// îïðåäåëèòü, ðàçâèâàåò ëè ðûíî÷íûé èíñòðóìåíò òðåíä èëè |
// ñîâåðøàåò ñëó÷àéíûå äâèæåíèÿ â òîðãîâîì äèàïàçîíå. |
// Äàííûé èíäèêàòîð ïûòàåòñÿ ñäåëàòü ýòî, îïðåäåëÿÿ ñíà÷àëà |
// òîðãîâûé äèàïàçîí ðûíî÷íîãî èíñòðóìåíòà. Ñëåäóþùèé |
// øàã ñîñòîèò â âû÷èñëåíèè ñåðèè èíäåêñîâ RWI äëÿ |
// ìàêñèìóìà ðàññìàòðèâàåìîãî ïåðèîäà. Íàèáîëüøåå äâèæåíèå |
// èíäåêñà îòíîñèòåëüíî Ñëó÷àéíîé ïðîãóëêè èñïîëüçóåòñÿ |
// â êà÷åñòâå òåêóùåãî èíäåêñà. Ðûíîê ðàçâèâàåò âîñõîäÿùèé |
// òðåíä, åñëè RWI ìàêñèìóìîâ áîëüøå 1, â òî âðåìÿ |
// êàê íèñõîäÿùèé òðåíä óêàçûâàåòñÿ, åñëè RWI ìèíèìóìîâ áîëüøå 1. |
// |
//+------------------------------------------------------------------+
#property copyright "Ramdass"
//----
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Green
#property indicator_color2 Red
#property indicator_width1 2
#property indicator_width2 2
#property indicator_level1 1
//---- buffers
double RWI_High[];
double RWI_Low[];
//----
int RWI_Period = 8;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicator line
IndicatorBuffers(2);
SetIndexStyle(0, DRAW_LINE);
SetIndexBuffer(0, RWI_High);
SetIndexStyle(1, DRAW_LINE);
SetIndexBuffer(1, RWI_Low);
//----
IndicatorShortName("RWI");
SetIndexLabel(0, "RWI_High");
SetIndexLabel(1, "RWI_Low");
//----
SetIndexDrawBegin(0, RWI_Period + 1);
SetIndexDrawBegin(1, RWI_Period + 1);
//----
return(0);
}
//+------------------------------------------------------------------+
//| RWI |
//+------------------------------------------------------------------+
int start()
{
int i,j;
double max_1,max_2,max_High,max_Low,atr,sqrt;
//----
if(Bars <= RWI_Period)
return(0);
int limit = Bars - IndicatorCounted();
//----
for(i = 0; i < limit; i++)
{
max_High=0.0; max_Low=0.0;
for(j = 1; j <= RWI_Period; j++)
{
sqrt = MathSqrt(j + 1);
atr = iATR(NULL, 0, j + 1, i + 1);
if(atr != 0.0)
{
max_1 = (High[i] - Low[i+j]) / (atr * sqrt); // RWI_High Index
max_2 = (High[i+j] - Low[i]) / (atr * sqrt); // RWI_Low Index
if(max_1 > max_High)
max_High = max_1; // Maximum_RWI_High Index
if(max_2 > max_Low)
max_Low = max_2; // Maximum_RWI_Low Index
}
}
RWI_High[i] = max_High;
RWI_Low[i] = max_Low;
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Indicator of the average true range
Custom Indicators Used:
Order Management characteristics:
Other Features: