//+------------------------------------------------------------------+
//| MAadaptive (rsi+r2).mq4 |
//| |
//| based on MA adaptive R2 and |
//| MA adaptive RSI by Perry Kaufman |
//+------------------------------------------------------------------+
#property copyright "copyleft mladen"
#property link "mladenfx@gmail.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Lime
#property indicator_color2 Red
//
//
//
//
//
extern int MAadaptive.rsi.period = 20;
extern int MAadaptive.rsi.price = PRICE_CLOSE;
extern int MAadaptive.r2.period = 20;
extern int MAadaptive.r2.price = PRICE_CLOSE;
//
//
//
//
//
double buffer1[];
double buffer2[];
double prices1[];
double prices2[];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int init()
{
IndicatorBuffers(4);
SetIndexBuffer(0,buffer1);
SetIndexBuffer(1,buffer2);
SetIndexBuffer(2,prices1);
SetIndexBuffer(3,prices2);
return(0);
}
int deinit() { return(0); }
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int start()
{
int countedBars=IndicatorCounted();
int i,limit;
if (countedBars<0) return(-1);
if (countedBars>0) countedBars--;
limit = Bars-countedBars;
//
//
//
//
//
for(i = limit; i >=0; i--)
{
prices1[i] = iMA(NULL,0,1,0,MODE_SMA,MAadaptive.rsi.price,i);
prices2[i] = iMA(NULL,0,1,0,MODE_SMA,MAadaptive.r2.price ,i);
//
//
//
//
//
if (i>Bars-MAadaptive.rsi.period) buffer1[i]=prices1[i];
else
{
double sc = 2.0*MathAbs(iRSI(NULL,0,MAadaptive.rsi.period,MAadaptive.rsi.price,i)/100.0-0.5);
buffer1[i] = buffer1[i+1] + sc*(prices1[i]-buffer1[i+1]);
}
if (i>Bars-MAadaptive.r2.period) buffer2[i]=prices2[i];
else
{
double r2 = MathPow(iCorrelation(prices2,MAadaptive.r2.period,i),2);
buffer2[i] = buffer2[i+1] + r2*(prices2[i]-buffer2[i+1]);
}
}
//
//
//
//
//
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
double iCorrelation(double& array[],int period,int i)
{
int matches = 0;
for (int k=0; k<period; k++)
{
if (array[i+k] <= array[i+k+1]) continue;
matches++;
}
return (2.0*matches/period-1);
}
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Moving average indicator
Relative strength index
Custom Indicators Used:
Order Management characteristics:
Other Features: