//+------------------------------------------------------------------+ //| Multi pair laguerre RSI.mq4 | //| mladen | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_separate_window #property indicator_buffers 4 #property indicator_color1 DarkOrange #property indicator_color2 Lime #property indicator_color3 DimGray #property indicator_color4 DimGray #property indicator_minimum -0.1 #property indicator_maximum 1.1 #property indicator_style3 STYLE_DOT #property indicator_style4 STYLE_DOT // // // // // extern string _ = "parameters"; extern int AppliedPrice = PRICE_CLOSE; extern double Gama1 = 0.6; extern double Gama2 = 0.8; extern int barsPerPair = 70; extern string TimeFrame = "Current time frame"; extern string pairs = "EURUSD;GBPUSD;USDCAD"; extern double levelUp = 0.85; extern double levelDown = 0.15; extern string text = "color"; extern color textColor = Silver; extern color backColor = C'48,48,48'; extern int separatorWidth = 6; // // // // // double ind_buffer1[]; double ind_buffer2[]; double ind_buffer3[]; double ind_buffer4[]; double L0[]; double L1[]; double L2[]; double L3[]; // // // // // string aPairs[]; string shortName; int window; bool calculating=false; string IndicatorFileName; int timeFrame; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { SetIndexBuffer(0,ind_buffer1); if (_=="calculateLaguerre") { IndicatorBuffers(5); SetIndexBuffer(1,L0); SetIndexEmptyValue(1,0); SetIndexBuffer(2,L1); SetIndexEmptyValue(2,0); SetIndexBuffer(3,L2); SetIndexEmptyValue(3,0); SetIndexBuffer(4,L3); SetIndexEmptyValue(4,0); calculating = true; return(0); } // // // // // SetIndexBuffer(1,ind_buffer2); SetIndexBuffer(2,ind_buffer3); SetIndexBuffer(3,ind_buffer4); SetIndexLabel(0,"Laguerre RSI"+DoubleToStr(Gama1,2)); SetIndexLabel(1,"Laguerre RSI"+DoubleToStr(Gama1,2)); SetIndexLabel(2,NULL); SetIndexLabel(3,NULL); // // // // // pairs = StringUpperCase(StringTrimLeft(StringTrimRight(pairs))); if (StringSubstr(pairs,StringLen(pairs),1) != ";") pairs = StringConcatenate(pairs,";"); // // // // // string addition=""; if (IsMini()) addition="m"; if (IsDoubleDotted()) addition=".."; else if (IsDotted()) addition="."; int s = 0; int i = StringFind(pairs,";",s); string current; string temp; while (i > 0) { current = StringSubstr(pairs,s,i-s)+addition; if (iClose(current,0,0) > 0) { ArrayResize(aPairs,ArraySize(aPairs)+1); aPairs[ArraySize(aPairs)-1] = current; if (current == Symbol()) { temp = aPairs[0]; aPairs[0] = current; aPairs[ArraySize(aPairs)-1] = temp; } } s = i + 1; i = StringFind(pairs,";",s); } // // // // // separatorWidth = MathMax(separatorWidth,4); shortName = MakeUniqueName("Multi laguerre RSI "," ("+DoubleToStr(Gama1,2)+","+DoubleToStr(Gama2,2)+")"); IndicatorShortName(shortName); timeFrame = stringToTimeFrame(TimeFrame); IndicatorFileName = WindowExpertName(); // // // // // return(0); } int deinit() { for (int i = 0; i < ArraySize(aPairs); i++) { ObjectDelete(shortName+i); ObjectDelete(shortName+i+i); } return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int start() { int limit = ArraySize(aPairs); int i,k; // // // // // if (calculating) { CalculateLaguerre(); return(0); } window = WindowFind(shortName); for(i=0,k=0; i<limit; i++) calculateLaguerreRSI(aPairs[i],barsPerPair,k,i); // // // // // for (i=0;i<indicator_buffers;i++) SetIndexDrawBegin(i,Bars-k); return(0); } //+------------------------------------------------------------------+ //+ + //+------------------------------------------------------------------+ // // // // // int calculateLaguerreRSI(string symbol,int limit,int& shift,int element) { int i; // // // // // for(i=0; i<limit; i++) { int y=iBarShift(NULL,timeFrame,Time[i]); if (Gama1!=0) ind_buffer1[shift+i]=iCustom(symbol,timeFrame,IndicatorFileName,"calculateLaguerre",AppliedPrice,Gama1,0,y); if (Gama2!=0) ind_buffer2[shift+i]=iCustom(symbol,timeFrame,IndicatorFileName,"calculateLaguerre",AppliedPrice,Gama2,0,y); ind_buffer3[shift+i]=levelUp; ind_buffer4[shift+i]=levelDown; } // // // // // for (i=0;i<separatorWidth;i++) { ind_buffer1[shift+limit+i] = EMPTY_VALUE; ind_buffer2[shift+limit+i] = EMPTY_VALUE; ind_buffer3[shift+limit+i] = EMPTY_VALUE; ind_buffer4[shift+limit+i] = EMPTY_VALUE; } // // // // // createLabel(symbol,element,shift+limit+separatorWidth-2,isSignalCrossing(shift)); shift += limit+separatorWidth-1; } // // // // // bool isSignalCrossing(int shift) { double res = (ind_buffer1[shift] - ind_buffer2[shift])* (ind_buffer1[shift+1] - ind_buffer2[shift+1]); return(res<=0); } //+------------------------------------------------------------------+ //+ + //+------------------------------------------------------------------+ // // // // // void CalculateLaguerre() { int counted_bars=IndicatorCounted(); int i,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit=Bars-counted_bars; // // // // // for (i=limit; i>=0; i--) { double Price = iMA(NULL,0,1,0,MODE_SMA,AppliedPrice,i); double RSI = 0.00; double CU = 0.00; double CD = 0.00; L0[i] = (1.0 - Gama1)*Price + Gama1*L0[i+1]; L1[i] = -Gama1*L0[i] + L0[i+1] + Gama1*L1[i+1]; L2[i] = -Gama1*L1[i] + L1[i+1] + Gama1*L2[i+1]; L3[i] = -Gama1*L2[i] + L2[i+1] + Gama1*L3[i+1]; // // // // // if (L0[i] >= L1[i]) CU = L0[i] - L1[i]; else CD = L1[i] - L0[i]; if (L1[i] >= L2[i]) CU = CU + L1[i] - L2[i]; else CD = CD + L2[i] - L1[i]; if (L2[i] >= L3[i]) CU = CU + L2[i] - L3[i]; else CD = CD + L3[i] - L2[i]; if (CU + CD != 0) RSI = CU / (CU + CD) ; ind_buffer1[i] = RSI; } } //+------------------------------------------------------------------+ //+ + //+------------------------------------------------------------------+ // // // // // void createLabel(string symbol,int element, int shift, bool signalCrossing) { string name = shortName+element; double price1 = 1.1; double price2 = -0.1; // // // // // if (ObjectFind(name) == -1) { ObjectCreate(name,OBJ_TEXT,window,0,0); ObjectSet(name,OBJPROP_ANGLE,90); ObjectSetText(name,symbol); } ObjectSet(name,OBJPROP_TIME1 ,Time[shift]); ObjectSet(name,OBJPROP_PRICE1,(price1+price2)/2); if (signalCrossing) ObjectSet(name,OBJPROP_COLOR,Gold); else ObjectSet(name,OBJPROP_COLOR,textColor); // // // // // name = shortName+element+element; if (ObjectFind(name) == -1) { ObjectCreate(name,OBJ_RECTANGLE,window,0,0,0,0); ObjectSet(name,OBJPROP_COLOR,backColor); } ObjectSet(name,OBJPROP_TIME1,Time[shift]); ObjectSet(name,OBJPROP_PRICE1,price1); ObjectSet(name,OBJPROP_TIME2,Time[shift-(separatorWidth-2)]); ObjectSet(name,OBJPROP_PRICE2,price2); } //+------------------------------------------------------------------+ //+ + //+------------------------------------------------------------------+ // // // // // string StringUpperCase(string str) { string s = str; int lenght = StringLen(str) - 1; int char; while(lenght >= 0) { char = StringGetChar(s, lenght); // // // // // if((char > 96 && char < 123) || (char > 223 && char < 256)) s = StringSetChar(s, lenght, char - 32); else if(char > -33 && char < 0) s = StringSetChar(s, lenght, char + 224); lenght--; } // // // // // return(s); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // string MakeUniqueName(string first, string rest) { string result = first+(MathRand()%1001)+rest; while (WindowFind(result)> 0) result = first+(MathRand()%1001)+rest; return(result); } bool IsMini() { return(StringFind(Symbol(),"m") > -1); } bool IsDoubleDotted() { return(StringFind(Symbol(),"..") > -1); } bool IsDotted() { return(StringFind(Symbol(),".") > -1); } // // // // // int stringToTimeFrame(string tfs) { for(int l = StringLen(tfs)-1; l >= 0; l--) { int char = StringGetChar(tfs,l); if((char > 96 && char < 123) || (char > 223 && char < 256)) tfs = StringSetChar(tfs, l, char - 32); else if(char > -33 && char < 0) tfs = StringSetChar(tfs, l, char + 224); } // // // // // int tf=0; if (tfs=="M1" || tfs=="1") tf=PERIOD_M1; if (tfs=="M5" || tfs=="5") tf=PERIOD_M5; if (tfs=="M15"|| tfs=="15") tf=PERIOD_M15; if (tfs=="M30"|| tfs=="30") tf=PERIOD_M30; if (tfs=="H1" || tfs=="60") tf=PERIOD_H1; if (tfs=="H4" || tfs=="240") tf=PERIOD_H4; if (tfs=="D1" || tfs=="1440") tf=PERIOD_D1; if (tfs=="W1" || tfs=="10080") tf=PERIOD_W1; if (tfs=="MN" || tfs=="43200") tf=PERIOD_MN1; if (tf<Period() && tf!=0) tf=Period(); return(tf); }
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
IndicatorFileName
Order Management characteristics:
Other Features: