//+------------------------------------------------------------------+
//| MTF_MARSI_v0.10.mq4 |
//| RL |
//| http:// |
//| 28.jul.2009 - add modeMA = EMA (1) |
//+------------------------------------------------------------------+
#property copyright "RL (okfar)"
#property link "http://"
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Gold
#property indicator_level1 30
#property indicator_level2 70
#property indicator_levelcolor DarkSlateGray
extern int RSIPeriod = 14;
extern int MARSIPeriod =8;
extern int ModeMA = MODE_EMA; //Avalible: 0-SMA, 1-EMA
extern int showBars =1;
extern int fontsize = 10;
extern int Side = 1;
extern int Y = 5;
extern int X = 5;
extern color maRsiCoolor = Gold;
extern color rsiCoolor = Blue;
extern color BarLabel_color = DarkGreen;
extern int minBars = 250;
int tf[] = {1, 5, 15, 30, 60, 240};
double rsi1[],
rsi5[],
rsi15[],
rsi30[],
rsi1H[],
rsi4H[];
double maRsi1[],
maRsi5[],
maRsi15[],
maRsi30[],
maRsi1H[],
maRsi4H[];
double dRsi[];
double dMaRsi[];
string ind;
int i, j;
int pperiod;
int limit[6];
int cBars[6],
pBars[6];
color ncol[6];
int pTime ;
//---- buffers
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
if (ModeMA == MODE_EMA && minBars < 2*MARSIPeriod )
minBars = 3*MARSIPeriod;
//---- indicators
IndicatorBuffers(8);
SetIndexStyle(0,DRAW_LINE, Blue);
SetIndexLabel( 0, "RSI"+Period());
SetIndexBuffer(0, dRsi);
SetIndexStyle(1,DRAW_LINE, Green);
SetIndexLabel( 1, "MARSI"+Period());
SetIndexBuffer(1, dMaRsi);
SetIndexBuffer(2, rsi1);
SetIndexBuffer(3, rsi5);
SetIndexBuffer(4, rsi15);
SetIndexBuffer(5, rsi30);
SetIndexBuffer(6, rsi1H);
SetIndexBuffer(7, rsi4H);
ind = StringConcatenate(WindowExpertName()," RSI (",RSIPeriod,") MARSI(",MARSIPeriod,")");
IndicatorShortName(ind);
ArraySetAsSeries(maRsi1, true);
ArraySetAsSeries(maRsi5, true);
ArraySetAsSeries(maRsi15, true);
ArraySetAsSeries(maRsi30,true);
ArraySetAsSeries(maRsi1H, true);
ArraySetAsSeries(maRsi4H, true);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
ObjectDelete("NumberRsi"+WindowFind(ind));
DeleteAllVObj();
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
//----
for (i=0; i<6; i++) {
cBars[i] = iBars(Symbol(), tf[i]);
if (pBars[i] <= 0)
limit[i] = cBars[i] - RSIPeriod - 1;
else
limit[i] = cBars[i] - pBars[i];
}
limit[0] = CheckArray(maRsi1, tf[0], limit[0], 0);
limit[1] = CheckArray(maRsi5, tf[1], limit[1], 1);
limit[2] = CheckArray(maRsi15, tf[2], limit[2], 2);
limit[3] = CheckArray(maRsi30, tf[3], limit[3], 3);
limit[4] = CheckArray(maRsi1H, tf[4], limit[4], 4);
limit[5] = CheckArray(maRsi4H, tf[5], limit[5], 5);
for (i=limit[0]+MARSIPeriod; i>=0; i--)
rsi1[i] = iRSI(Symbol(),tf[0],RSIPeriod,PRICE_CLOSE,i);
for (i=limit[1]+MARSIPeriod; i>=0; i--)
rsi5[i] = iRSI(Symbol(),tf[1],RSIPeriod,PRICE_CLOSE,i);
for (i=limit[2]+MARSIPeriod; i>=0; i--)
rsi15[i] = iRSI(Symbol(),tf[2],RSIPeriod,PRICE_CLOSE,i);
for (i=limit[3]+MARSIPeriod; i>=0; i--)
rsi30[i] = iRSI(Symbol(),tf[3],RSIPeriod,PRICE_CLOSE,i);
for (i=limit[4]+MARSIPeriod; i>=0; i--)
rsi1H[i] = iRSI(Symbol(),tf[4],RSIPeriod,PRICE_CLOSE,i);
for (i=limit[5]+MARSIPeriod; i>=0; i--)
rsi4H[i] = iRSI(Symbol(),tf[5],RSIPeriod,PRICE_CLOSE,i);
if (ModeMA == MODE_EMA) {
maRsi1[limit[0]] = iMAOA(maRsi1, rsi1, MARSIPeriod, MODE_SMA, limit[0]);
maRsi5[limit[1]] = iMAOA(maRsi5, rsi5, MARSIPeriod, MODE_SMA, limit[1]);
maRsi15[limit[2]] = iMAOA(maRsi15, rsi15, MARSIPeriod, MODE_SMA, limit[2]);
maRsi30[limit[3]] = iMAOA(maRsi30, rsi30, MARSIPeriod, MODE_SMA, limit[3]);
maRsi1H[limit[4]] = iMAOA(maRsi1H, rsi1H, MARSIPeriod, MODE_SMA, limit[4]);
maRsi4H[limit[5]] = iMAOA(maRsi4H, rsi4H, MARSIPeriod, MODE_SMA, limit[5]);
for (i=0; i<6; i++)
limit[i] --;
}
for (i=limit[0]; i>=0; i--)
maRsi1[i] = iMAOA(maRsi1, rsi1, MARSIPeriod, ModeMA, i);
for (i=limit[1]; i>=0; i--)
maRsi5[i] = iMAOA(maRsi5, rsi5, MARSIPeriod, ModeMA, i);
for (i=limit[2]; i>=0; i--)
maRsi15[i] = iMAOA(maRsi15, rsi15, MARSIPeriod, ModeMA, i);
for (i=limit[3]; i>=0; i--)
maRsi30[i] = iMAOA(maRsi30, rsi30, MARSIPeriod, ModeMA, i);
for (i=limit[4]; i>=0; i--)
maRsi1H[i] = iMAOA(maRsi1H, rsi1H, MARSIPeriod, ModeMA, i);
for (i=limit[5]; i>=0; i--)
maRsi4H[i] = iMAOA(maRsi4H, rsi4H, MARSIPeriod, ModeMA, i);
switch (Period()) {
case 1: {
if (pperiod != Period()) {
ArrayResize(maRsi1, cBars[0]);
}
limit[0]= cBars[0] - RSIPeriod;
for (i=cBars[0] - RSIPeriod; i>=0; i--)
maRsi1[i] = iMAOnArray(rsi1,0,MARSIPeriod,0,ModeMA,i);
ArrayCopy(dRsi, rsi1, 0, 0, WHOLE_ARRAY);
ArrayCopy(dMaRsi, maRsi1, 0, 0, WHOLE_ARRAY);
} break;
case 5: {
if (pperiod != Period()) {
ArrayResize(maRsi5, cBars[1]);
}
limit[1]= cBars[1] - RSIPeriod;
for (i=cBars[1] - RSIPeriod; i>=0; i--)
maRsi5[i] = iMAOnArray(rsi5,0,MARSIPeriod,0,ModeMA,i);
ArrayCopy(dRsi, rsi5, 0, 0, WHOLE_ARRAY);
ArrayCopy(dMaRsi, maRsi5, 0, 0, WHOLE_ARRAY);
} break;
case 15: {
if (pperiod != Period()) {
ArrayResize(maRsi15, cBars[2]);
}
limit[2]= cBars[2] - RSIPeriod;
for (i=cBars[2] - RSIPeriod; i>=0; i--)
maRsi15[i] = iMAOnArray(rsi15,0,MARSIPeriod,0,ModeMA,i);
ArrayCopy(dRsi, rsi15, 0, 0, WHOLE_ARRAY);
ArrayCopy(dMaRsi, maRsi15, 0, 0, WHOLE_ARRAY);
} break;
case 30: {
if (pperiod != Period()) {
ArrayResize(maRsi30, cBars[3]);
}
limit[3]= cBars[3] - RSIPeriod;
for (i=cBars[3] - RSIPeriod; i>=0; i--)
maRsi30[i] = iMAOnArray(rsi30,0,MARSIPeriod,0,ModeMA,i);
ArrayCopy(dRsi, rsi30, 0, 0);
ArrayCopy(dMaRsi, maRsi30, 0, 0);
} break;
case 60: {
if (pperiod != Period()) {
ArrayResize(maRsi1H, cBars[4]);
}
limit[4]= cBars[4] - RSIPeriod;
for (i=cBars[4] - RSIPeriod; i>=0; i--)
maRsi1H[i] = iMAOnArray(rsi1H,0,MARSIPeriod,0,ModeMA,i);
ArrayCopy(dRsi, rsi1H, 0, 0);
ArrayCopy(dMaRsi, maRsi1H, 0, 0);
} break;
case 240: {
if (pperiod != Period()) {
ArrayResize(maRsi4H, cBars[5]);
}
limit[5]= cBars[5] - RSIPeriod;
for (i=cBars[5] - RSIPeriod; i>=0; i--)
maRsi4H[i] = iMAOnArray(rsi4H,0,MARSIPeriod,0,ModeMA,i);
ArrayCopy(dRsi, rsi4H, 0, 0);
ArrayCopy(dMaRsi, maRsi4H, 0, 0);
} break;
default: {
ArrayInitialize(dRsi, EMPTY_VALUE);
ArrayInitialize(dMaRsi, EMPTY_VALUE);
} break;
}
for (i=0; i<6; i++)
pBars[i] = cBars[i];
pperiod = Period();
ncol[0] = SetColor(maRsi1, 0);
ncol[1] = SetColor(maRsi5, 1);
ncol[2] = SetColor(maRsi15, 2);
ncol[3] = SetColor(maRsi30, 3);
ncol[4] = SetColor(maRsi1H, 4);
ncol[5] = SetColor(maRsi4H, 5);
if (ObjectFind("NumberRsi"+WindowFind(ind)) < 0 ) {
if (Side == 1 || Side == 3)
Write("NumberRsi"+WindowFind(ind), Side, X+(12*fontsize/8), Y, "H4 H1 M30 M15 M5 M1", (fontsize+2), "Tahoma", BarLabel_color);
else
Write("NumberRsi"+WindowFind(ind), Side, X+(12*fontsize/8), Y, "M1 M5 M15 M30 H1 H4", fontsize+2, "Tahoma", BarLabel_color);
}
if (showBars == 1) {
//int wi = WindowBarsPerChart()/6;
int wi = WindowFirstVisibleBar()/6;
int ce = WindowFirstVisibleBar();
if (ObjectFind("bRSI4H"+WindowFind(ind)) > 0) {
ObjectMove("bRSI4H"+WindowFind(ind), 0 , Time[ce], 0);
ObjectMove("bRSI4H"+WindowFind(ind), 1 , Time[ce-wi], maRsi4H[0]);
ObjectMove("bRSI4H"+WindowFind(ind)+"1", 0 , Time[ce-wi/2], 0.9*maRsi4H[0]);
ObjectMove("bRSI1H"+WindowFind(ind), 0 , Time[ce-wi], 0);
ObjectMove("bRSI1H"+WindowFind(ind), 1 , Time[ce-2*wi], maRsi1H[0]);
ObjectMove("bRSI1H"+WindowFind(ind)+"1", 0 , Time[ce-wi*3/2], 0.9*maRsi1H[0]);
ObjectMove("bRSI30"+WindowFind(ind), 0 , Time[ce-2*wi], 0);
ObjectMove("bRSI30"+WindowFind(ind), 1 , Time[ce-3*wi], maRsi30[0]);
ObjectMove("bRSI30"+WindowFind(ind)+"1", 0 , Time[ce-wi*5/2], 0.9*maRsi30[0]);
ObjectMove("bRSI15"+WindowFind(ind), 0 , Time[ce-3*wi], 0);
ObjectMove("bRSI15"+WindowFind(ind), 1 , Time[ce-4*wi], maRsi15[0]);
ObjectMove("bRSI15"+WindowFind(ind)+"1", 0 , Time[ce-wi*7/2], 0.9*maRsi15[0]);
ObjectMove("bRSI5"+WindowFind(ind), 0 , Time[ce-4*wi], 0);
ObjectMove("bRSI5"+WindowFind(ind), 1 , Time[ce-5*wi], maRsi5[0]);
ObjectMove("bRSI5"+WindowFind(ind)+"1", 0 , Time[ce-wi*9/2], 0.9*maRsi5[0]);
ObjectMove("bRSI1"+WindowFind(ind), 0 , Time[ce-5*wi], 0);
ObjectMove("bRSI1"+WindowFind(ind), 1 , TimeCurrent(), maRsi1[0]);
ObjectMove("bRSI1"+WindowFind(ind)+"1", 0 , Time[ce-wi*11/2], 0.8*maRsi1[0]);
}
else
HBar("bRSI4H"+WindowFind(ind), Time[ce], maRsi4H[0], Time[ce-wi], "H4", 20, "Tahoma", C'53,73,93', ncol[5]);
HBar("bRSI1H"+WindowFind(ind), Time[ce-wi], maRsi1H[0], Time[ce-2*wi], "H1", 20, "Tahoma", C'53,63,83', ncol[4]);
HBar("bRSI30"+WindowFind(ind), Time[ce-2*wi], maRsi30[0], Time[ce-3*wi], "M30", 20, "Tahoma", C'50,53,63', ncol[3]);
HBar("bRSI15"+WindowFind(ind), Time[ce-3*wi], maRsi15[0], Time[ce-4*wi], "M15", 20, "Tahoma", C'40,43,43', ncol[2]);
HBar("bRSI5"+WindowFind(ind), Time[ce-4*wi], maRsi15[0], Time[ce-5*wi], "M5", 20, "Tahoma", C'30,33,36', ncol[1]);
HBar("bRSI1"+WindowFind(ind), Time[ce-5*wi], maRsi1[0], TimeCurrent(), "M1", 20, "Tahoma", C'25,28,31', ncol[0]);
}
if (ModeMA <= MODE_EMA && ModeMA >= 0) {
Write("maRSI1"+WindowFind(ind), Side, X+(5*fontsize/6) , Y+(10*fontsize/6), DoubleToStr(maRsi1[0], 2), fontsize, "Tahoma", ncol[0]);
Write("maRSI5"+WindowFind(ind), Side, X+(29*fontsize/6), Y+(10*fontsize/6), DoubleToStr(maRsi5[0], 2), fontsize, "Tahoma", ncol[1]);
Write("maRSI15"+WindowFind(ind), Side, X+(51*fontsize/6), Y+(10*fontsize/6), DoubleToStr(maRsi15[0], 2), fontsize, "Tahoma", ncol[2]);
Write("maRSI30"+WindowFind(ind), Side, X+(74*fontsize/6), Y+(10*fontsize/6), DoubleToStr(maRsi30[0], 2), fontsize, "Tahoma", ncol[3]);
Write("maRSI1H"+WindowFind(ind), Side, X+(97*fontsize/6), Y+(10*fontsize/6), DoubleToStr(maRsi1H[0], 2), fontsize, "Tahoma", ncol[4]);
Write("maRSI4H"+WindowFind(ind), Side, X+(120*fontsize/6), Y+(10*fontsize/6), DoubleToStr(maRsi4H[0], 2), fontsize, "Tahoma", ncol[5]);
Write("RSI1"+WindowFind(ind), Side, X+(5*fontsize/6) , Y+(18*fontsize/6), DoubleToStr(rsi1[0], 2), fontsize, "Tahoma", rsiCoolor);
Write("RSI5"+WindowFind(ind), Side, X+(29*fontsize/6), Y+(18*fontsize/6), DoubleToStr(rsi5[0], 2), fontsize, "Tahoma", rsiCoolor);
Write("RSI15"+WindowFind(ind), Side, X+(51*fontsize/6), Y+(18*fontsize/6), DoubleToStr(rsi15[0], 2), fontsize, "Tahoma", rsiCoolor);
Write("RSI30"+WindowFind(ind), Side, X+(74*fontsize/6), Y+(18*fontsize/6), DoubleToStr(rsi30[0], 2), fontsize, "Tahoma", rsiCoolor);
Write("RSI1H"+WindowFind(ind), Side, X+(97*fontsize/6), Y+(18*fontsize/6), DoubleToStr(rsi1H[0], 2), fontsize, "Tahoma", rsiCoolor);
Write("RSI4H"+WindowFind(ind), Side, X+(120*fontsize/6), Y+(18*fontsize/6), DoubleToStr(rsi4H[0], 2), fontsize, "Tahoma", rsiCoolor);
}
else
DeleteAllVObj();
//----
//----
return(0);
}
//+------------------------------------------------------------------+
void Write(string LBL, double Side, int X, int Y, string text, int fontsize, string fontname, color Tcolor)
{
if (ObjectFind(LBL) < 0) {
ObjectCreate(LBL, OBJ_LABEL, WindowFind(ind), 0 , 0);
ObjectSet(LBL, OBJPROP_CORNER, Side);
ObjectSet(LBL, OBJPROP_XDISTANCE, X);
ObjectSet(LBL, OBJPROP_YDISTANCE, Y);
}
ObjectSetText(LBL,text, fontsize, fontname, Tcolor);
}
void HBar(string LBL, datetime X, double h, datetime X1, string text, int fontsize, string fontname, color Tcolor, color T1color)
{
ObjectCreate(LBL, OBJ_RECTANGLE, WindowFind(ind), X , 0, X1, h);
ObjectSet(LBL, OBJPROP_COLOR, Tcolor);
ObjectCreate(LBL+"1", OBJ_TEXT, WindowFind(ind), (X+X1)/2 , 0.9*h);
ObjectSet(LBL+"1", OBJPROP_CORNER, 0);
ObjectSetText(LBL+"1",text, fontsize, fontname, T1color);
// ObjectSet(LBL+"1", OBJPROP_ANGLE, 90);
}
void DeleteAllVObj() {
ObjectDelete("maRSI1"+WindowFind(ind));
ObjectDelete("maRSI5"+WindowFind(ind));
ObjectDelete("maRSI15"+WindowFind(ind));
ObjectDelete("maRSI30"+WindowFind(ind));
ObjectDelete("maRSI1H"+WindowFind(ind));
ObjectDelete("maRSI4H"+WindowFind(ind));
ObjectDelete("RSI1"+WindowFind(ind));
ObjectDelete("RSI5"+WindowFind(ind));
ObjectDelete("RSI15"+WindowFind(ind));
ObjectDelete("RSI30"+WindowFind(ind));
ObjectDelete("RSI1H"+WindowFind(ind));
ObjectDelete("RSI4H"+WindowFind(ind));
if (ObjectFind("bRSI4H"+WindowFind(ind)) > 0) {
ObjectDelete("bRSI4H"+WindowFind(ind));
ObjectDelete("bRSI4H"+WindowFind(ind)+"1");
ObjectDelete("bRSI1H"+WindowFind(ind));
ObjectDelete("bRSI1H"+WindowFind(ind)+"1");
ObjectDelete("bRSI30"+WindowFind(ind));
ObjectDelete("bRSI30"+WindowFind(ind)+"1");
ObjectDelete("bRSI15"+WindowFind(ind));
ObjectDelete("bRSI15"+WindowFind(ind)+"1");
ObjectDelete("bRSI5"+WindowFind(ind));
ObjectDelete("bRSI5"+WindowFind(ind)+"1");
ObjectDelete("bRSI1"+WindowFind(ind));
ObjectDelete("bRSI1"+WindowFind(ind)+"1");
}
}
int CheckArray(double arr[], int tf, int n, int c)
{
if (Period() != tf && ArraySize(arr) != minBars+1) {
ArrayResize(arr, minBars+1);
return (minBars);
}
else if (Period() != tf) {
return (minBars);
}
else
return (n);
}
double iMAOA(double ma[], double a[],int per,int ModeMa,int sh)
{
int i;
double res = 0.0;
double k;
switch (ModeMa) {
case MODE_SMA: {
for (i=0+sh; i<per+sh;i++)
res += a[i];
return (res/per);
} break;
case MODE_EMA: {
k = 2.0/(per+1.0);
res = k*a[sh] + (1-k)*ma[sh+1];
return (res);
} break;
default:
return (EMPTY_VALUE);
break;
}
}
color SetColor(double mac[], int n)
{
if (mac[0] < 30)
return(Red);
else if (mac[0] > 70)
return(Green);
else {
for (i=1; i<=limit[n]; i++) {
if (mac[i] < 30)
return(Green);
if (mac[i] > 70)
return (Red);
}
}
return(maRsiCoolor);
}
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
Custom Indicators Used:
Order Management characteristics:
Other Features: