//+------------------------------------------------------------------+
//| Multi pair RSI.mq4 |
//| mladen |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link "mladenfx@gmail.com"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 DodgerBlue
#property indicator_color2 Lime
#property indicator_color3 DimGray
#property indicator_color4 DimGray
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_width1 2
#property indicator_style3 STYLE_DOT
#property indicator_style4 STYLE_DOT
//
//
//
//
//
extern int RSIPeriod = 14;
extern int RSIPrice = PRICE_CLOSE;
extern int EMAPeriod = 50;
extern int barsPerPair = 70;
extern string pairs = "EURUSD;GBPUSD;USDCAD";
extern int levelUp = 70;
extern int levelDown = 30;
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[];
//
//
//
//
//
string aPairs[];
string shortName;
int window;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int init()
{
SetIndexBuffer(0,ind_buffer1);
SetIndexBuffer(1,ind_buffer2);
SetIndexBuffer(2,ind_buffer3);
SetIndexBuffer(3,ind_buffer4);
SetIndexLabel(0,"RSI");
SetIndexLabel(1,"EMA");
SetIndexLabel(2,NULL);
SetIndexLabel(3,NULL);
//
//
//
//
//
pairs = StringUpperCase(StringTrimLeft(StringTrimRight(pairs)));
if (StringSubstr(pairs,StringLen(pairs),1) != ";")
pairs = StringConcatenate(pairs,";");
//
//
//
//
//
int s = 0;
int i = StringFind(pairs,";",s);
string current;
string temp;
while (i > 0)
{
if (IsMini())
current = StringSubstr(pairs,s,i-s)+"m";
else current = StringSubstr(pairs,s,i-s);
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 RSI "," ("+RSIPeriod+")");
IndicatorShortName(shortName);
//
//
//
//
//
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;
//
//
//
//
//
window = WindowFind(shortName);
for(i=0,k=0; i<limit; i++) calculateRSI(aPairs[i],barsPerPair,k,i);
//
//
//
//
//
for (i=0;i<indicator_buffers;i++) SetIndexDrawBegin(i,Bars-k);
return(0);
}
//+------------------------------------------------------------------+
//+ +
//+------------------------------------------------------------------+
//
//
//
//
//
int calculateRSI(string symbol,int limit,int& shift,int element)
{
double alpha = 2.0/(1.0+EMAPeriod);
int compensate = 2*EMAPeriod;
int i;
//
//
//
//
//
double emaArray[];
ArrayResize(emaArray,limit+compensate);
ArrayInitialize(emaArray,EMPTY_VALUE);
ArraySetAsSeries(emaArray,true);
for(i=limit+compensate-2; i>limit; i--)
{
double prevEma = emaArray[i+1];
if(prevEma== EMPTY_VALUE) prevEma = iRSI(symbol,0,RSIPeriod,RSIPrice,i+1);
//
//
//
//
//
emaArray[i] = prevEma+alpha*(iRSI(symbol,0,RSIPeriod,RSIPrice,i)-prevEma);
}
for(i=limit;i>=0;i--)
{
prevEma = emaArray[i+1];
ind_buffer1[shift+i]=iRSI(symbol,0,RSIPeriod,RSIPrice,i);
ind_buffer2[shift+i]=prevEma+alpha*(ind_buffer1[shift+i]-prevEma);
ind_buffer3[shift+i]=levelUp;
ind_buffer4[shift+i]=levelDown;
emaArray[i]=ind_buffer2[shift+i];
}
//
//
//
//
//
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_buffer3[shift])*
(ind_buffer1[shift+1] - ind_buffer3[shift+1]);
if (res>0)
res = (ind_buffer1[shift] - ind_buffer4[shift])*
(ind_buffer1[shift+1] - ind_buffer4[shift+1]);
return(res<=0);
}
//+------------------------------------------------------------------+
//+ +
//+------------------------------------------------------------------+
//
//
//
//
//
void createLabel(string symbol,int element, int shift, bool signalCrossing)
{
string name = shortName+element;
double price1 = 100;
double price2 = 0;
//
//
//
//
//
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()
{
if (StringFind(Symbol(),"m") > -1)
return(true);
else return(false);
}
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:
Relative strength index
Custom Indicators Used:
Order Management characteristics:
Other Features: