//+------------------------------------------------------------------+ //| 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: