//+------------------------------------------------------------------+
//| RSI_Cross_Alert.mq4 |
//| Copyright © 2009, Serega Lykov |
//| http://mtexperts.narod.ru/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Serega Lykov"
#property link "http://mtexperts.narod.ru/"
//---- property of indicator ----------------------------------------+
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 DodgerBlue
#property indicator_color2 Gold
#property indicator_color3 LightSeaGreen
#property indicator_color4 Red
//---- external parameters ------------------------------------------+
extern string _____Fast_RSI___________;
extern int FastRSI_Period = 7;
extern int FastRSI_Price = 0;
extern bool FastRSI_UseSmooth = false;
extern int FastRSI_MASmooth_Period = 4;
extern int FastRSI_MASmooth_Method = 0;
extern string _____Slow_RSI___________;
extern int SlowRSI_Period = 12;
extern int SlowRSI_Price = 0;
extern bool SlowRSI_UseSmooth = false;
extern int SlowRSI_MASmooth_Period = 7;
extern int SlowRSI_MASmooth_Method = 0;
extern string _____Filter_Stochastic__;
extern bool UseFilterStochastic = false;
extern int STOCH_Kperiod = 5;
extern int STOCH_Dperiod = 3;
extern int STOCH_slowing = 3;
extern int STOCH_method = 0; // (0-3)
extern int STOCH_price_field = 0; // (0-1)
extern int STOCH_mode = 0; // (0-1)
extern string _____Alerts_____________;
extern bool SignalOnlyAfterCloseBar = false;
extern bool EmailAlert = false;
extern bool PopUpAlert = true;
extern bool SoundAlert = false;
extern string SoundFile_Buy = "alert.wav";
extern string SoundFile_Sell = "alert2.wav";
extern bool DrawVertLine = true;
extern color VLineColor_Buy = Blue;
extern color VLineColor_Sell = Red;
//---- buffers ------------------------------------------------------+
static double FastRSIBuffer[];
static double SlowRSIBuffer[];
static double STOCHMainBuffer[];
static double STOCHSignalBuffer[];
static double FastRSIBufferSmooth[];
static double SlowRSIBufferSmooth[];
//---- global variables ---------------------------------------------+
static datetime prevtime;
static datetime prevtime_dl;
static string buy_message = "The line FastRSI to cross a line SlowRSI from below to above.";
static string sell_message = "The line FastRSI to cross a line SlowRSI from above to below.";
static string short_name;
static int shift;
static int draw_begin;
//-------------------------------------------------------------------+
//---- initialization of indicator ----------------------------------+
//-------------------------------------------------------------------+
int init()
{
//---- the 2 additional buffer -----------------------------------+
IndicatorBuffers(6);
//---- set a "short" name of the indicator -----------------------+
if(!FastRSI_UseSmooth) string smooth_fast = "";
else
{
switch(FastRSI_MASmooth_Method)
{
case 1: smooth_fast = "EMA("; break;
case 2: smooth_fast = "SMMA("; break;
case 3: smooth_fast = "LWMA("; break;
default: smooth_fast = "SMA("; FastRSI_MASmooth_Method = 0;
}
smooth_fast = StringConcatenate(" with Smooth ",smooth_fast,FastRSI_MASmooth_Period,")");
}
if(!SlowRSI_UseSmooth) string smooth_slow = "";
else
{
switch(SlowRSI_MASmooth_Method)
{
case 1: smooth_slow = "EMA("; break;
case 2: smooth_slow = "SMMA("; break;
case 3: smooth_slow = "LWMA("; break;
default: smooth_slow = "SMA("; SlowRSI_MASmooth_Method = 0;
}
smooth_slow = StringConcatenate(" with Smooth ",smooth_slow,SlowRSI_MASmooth_Period,")");
}
if(!UseFilterStochastic) string stoch = "";
else stoch = StringConcatenate(" & filter Stoch(",STOCH_Kperiod,",",STOCH_Dperiod,",",STOCH_slowing,")");
short_name = StringConcatenate("RSI_Cross_Alert[FastRSI(",FastRSI_Period,")",smooth_fast,",SlowRSI(",SlowRSI_Period,")",smooth_slow,"]",stoch);
IndicatorShortName(short_name);
//---- set a accuracy of values of the indicator -----------------+
IndicatorDigits(4);
//---- set a style for line --------------------------------------+
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID);
SetIndexStyle(1,DRAW_LINE,STYLE_SOLID);
SetIndexStyle(2,DRAW_LINE,STYLE_SOLID);
SetIndexStyle(3,DRAW_LINE,STYLE_DOT);
//---- set a arrays for line -------------------------------------+
SetIndexBuffer(0,FastRSIBuffer);
SetIndexBuffer(1,SlowRSIBuffer);
SetIndexBuffer(2,STOCHMainBuffer);
SetIndexBuffer(3,STOCHSignalBuffer);
SetIndexBuffer(4,FastRSIBufferSmooth);
SetIndexBuffer(5,SlowRSIBufferSmooth);
//---- set a first bar for drawing the line ----------------------+
if(!FastRSI_UseSmooth) int draw_begin_fast = FastRSI_Period;
else draw_begin_fast = FastRSI_Period + FastRSI_MASmooth_Period;
if(!SlowRSI_UseSmooth) int draw_begin_slow = SlowRSI_Period;
else draw_begin_slow = SlowRSI_Period + SlowRSI_MASmooth_Period;
draw_begin = MathMax(draw_begin_fast,draw_begin_slow);
SetIndexDrawBegin(0,draw_begin);
SetIndexDrawBegin(1,draw_begin);
SetIndexDrawBegin(2,draw_begin);
SetIndexDrawBegin(3,draw_begin);
//---- set a names for lines -------------------------------------+
SetIndexLabel(0,"FastRSI");
SetIndexLabel(1,"SlowRSI");
SetIndexLabel(2,"Stoch Main");
SetIndexLabel(3,"Stoch Signal");
//---- set a constant --------------------------------------------+
if(SignalOnlyAfterCloseBar) shift = 1;
else shift = 0;
//---- initialization of parameters ------------------------------+
prevtime = Time[0];
//---- finish of initialization ----------------------------------+
return(0);
}
//-------------------------------------------------------------------+
//---- deinitialization of indicator --------------------------------+
//-------------------------------------------------------------------+
int deinit()
{
//---- delete objects of indicator -------------------------------+
int obj_total = ObjectsTotal() - 1;
for(int i=obj_total; i>=0; i--)
{
string name = ObjectName(i);
if(ObjectType(name) != OBJ_VLINE) continue;
if(StringFind(name,"rsi_vline",0) < 0) continue;
ObjectDelete(name);
}
return(0);
}
//-------------------------------------------------------------------+
//---- Crossing two RSI with Alert ----------------------------------+
//-------------------------------------------------------------------+
int start()
{
//---- if on the chart there are not enough bars the indicator is not calculate
if(Bars <= draw_begin) return(0);
//---- amount not changed bars after last call of the indicator --+
int counted_bars = IndicatorCounted();
if(counted_bars < 0) return(-1);
//---- last counted bar will be counted --------------------------+
if(counted_bars > 0) counted_bars--;
int limit = Bars - counted_bars;
//---- get values of fast RSI ------------------------------------+
if(!FastRSI_UseSmooth)
{
for(int i=0; i<limit; i++)
{
FastRSIBuffer[i] = iRSI(NULL,0,FastRSI_Period,FastRSI_Price,i);
FastRSIBufferSmooth[i] = EMPTY_VALUE;
}
}
else
{
for(i=0; i<limit; i++) FastRSIBufferSmooth[i] = iRSI(NULL,0,FastRSI_Period,FastRSI_Price,i);
for(i=0; i<limit; i++) FastRSIBuffer[i] = iMAOnArray(FastRSIBufferSmooth,0,FastRSI_MASmooth_Period,0,FastRSI_MASmooth_Method,i);
}
//---- get values of slow RSI ------------------------------------+
if(!SlowRSI_UseSmooth)
{
for(i=0; i<limit; i++)
{
SlowRSIBuffer[i] = iRSI(NULL,0,SlowRSI_Period,SlowRSI_Price,i);
SlowRSIBufferSmooth[i] = EMPTY_VALUE;
}
}
else
{
for(i=0; i<limit; i++) SlowRSIBufferSmooth[i] = iRSI(NULL,0,SlowRSI_Period,SlowRSI_Price,i);
for(i=0; i<limit; i++) SlowRSIBuffer[i] = iMAOnArray(SlowRSIBufferSmooth,0,SlowRSI_MASmooth_Period,0,SlowRSI_MASmooth_Method,i);
}
//---- get values of Stochastic ----------------------------------+
if(UseFilterStochastic)
{
for(i=0; i<limit; i++)
{
STOCHMainBuffer[i] = iStochastic(NULL,0,STOCH_Kperiod,STOCH_Dperiod,STOCH_slowing,STOCH_method,STOCH_price_field,0,i);
STOCHSignalBuffer[i] = iStochastic(NULL,0,STOCH_Kperiod,STOCH_Dperiod,STOCH_slowing,STOCH_method,STOCH_price_field,1,i);
}
}
else
{
for(i=0; i<limit; i++)
{
STOCHMainBuffer[i] = EMPTY_VALUE;
STOCHSignalBuffer[i] = EMPTY_VALUE;
}
}
//---- alert when lines FastRSI and SlowRSI are crossed ----------+
for(i=limit-shift-2; i>=0; i--)
{
if(STOCH_mode == 0)
{
double curr_stoch = STOCHMainBuffer[i+shift];
double prev_stoch = STOCHMainBuffer[i+shift+1];
}
else
{
curr_stoch = STOCHSignalBuffer[i+shift];
prev_stoch = STOCHSignalBuffer[i+shift+1];
}
int signal = 0;
if((FastRSIBuffer[i+shift+1] <= SlowRSIBuffer[i+shift+1] && FastRSIBuffer[i+shift] > SlowRSIBuffer[i+shift]) &&
(!UseFilterStochastic || (UseFilterStochastic && prev_stoch < curr_stoch)))
{
if(DrawVertLine && prevtime_dl != Time[i])
{
string name = StringConcatenate("rsi_vline BUY ",Symbol()," ",TimeToStr(Time[i]));
ObjectCreate(name,OBJ_VLINE,0,Time[i],0);
ObjectSet(name,OBJPROP_COLOR,VLineColor_Buy);
prevtime_dl = Time[i];
}
signal++;
}
if((FastRSIBuffer[i+shift+1] >= SlowRSIBuffer[i+shift+1] && FastRSIBuffer[i+shift] < SlowRSIBuffer[i+shift]) &&
(!UseFilterStochastic || (UseFilterStochastic && prev_stoch > curr_stoch)))
{
if(DrawVertLine && prevtime_dl != Time[i])
{
name = StringConcatenate("rsi_vline SELL ",Symbol()," ",TimeToStr(Time[i]));
ObjectCreate(name,OBJ_VLINE,0,Time[i],0);
ObjectSet(name,OBJPROP_COLOR,VLineColor_Sell);
prevtime_dl = Time[i];
}
signal--;
}
}
if(prevtime != Time[0])
{
if(signal > 0)
{
if(SoundAlert) PlaySound(SoundFile_Buy);
if(EmailAlert) SendMail(StringConcatenate("Alert from indicator \"",short_name,"\""),StringConcatenate("BUY Signal on ",Symbol()," at ",TimeToStr(TimeCurrent()),buy_message));
if(PopUpAlert) Alert(StringConcatenate("Indicator \"",short_name,"\":\nBUY Signal on ",Symbol()," at ",TimeToStr(TimeCurrent()),"\n",buy_message));
prevtime = Time[0];
}
if(signal < 0)
{
if(SoundAlert) PlaySound(SoundFile_Sell);
if(EmailAlert) SendMail(StringConcatenate("Alert from indicator \"",short_name,"\""),StringConcatenate("SELL Signal on ",Symbol()," at ",TimeToStr(TimeCurrent()),sell_message));
if(PopUpAlert) Alert(StringConcatenate("Indicator \"",short_name,"\":\nSELL Signal on ",Symbol()," at ",TimeToStr(TimeCurrent()),"\n",sell_message));
prevtime = Time[0];
}
}
//---- finish of iteration ---------------------------------------+
return(0);
}
//-------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Relative strength index
Moving average indicator
Stochastic oscillator
Custom Indicators Used:
Order Management characteristics:
Other Features:
It plays sound alerts
It sends emails
It issuies visual alerts to the screen