//+------------------------------------------------------------------+
//| RSI-3TF.mq4 |
//| Copyright © 2004, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//| |
//| 04.10.2005 Ìîäåðíèçàöèÿ Êèì Èãîðü Â. aka KimIV |
//| http://www.kimiv.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net/"
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_buffers 5
#property indicator_color1 Yellow
#property indicator_color2 Red
#property indicator_color3 DodgerBlue
#property indicator_color4 Magenta
#property indicator_color5 Green
//------- Âíåøíèå ïàðàìåòðû èíäèêàòîðà -------------------------------
extern int RSI_Period_0 = 14;
extern int RSI_Period_1 = 14;
extern int TF_1 = 30;
extern int UP_Level_1 = 60;
extern int DN_Level_1 = 40;
extern int TF_2 = 60;
extern int RSI_Period_2 = 14;
extern int UP_Level_2 = 60;
extern int DN_Level_2 = 40;
//------- Áóôåðû èíäèêàòîðà ------------------------------------------
double RSIBuffer[];
double UP_Lev_1[];
double DN_Lev_1[];
double UP_Lev_2[];
double DN_Lev_2[];
double PosBuffer[];
double NegBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void init() {
string short_name;
//---- 2 additional buffers are used for counting.
IndicatorBuffers(7);
SetIndexBuffer(5,PosBuffer);
SetIndexBuffer(6,NegBuffer);
//---- indicator line
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2);
SetIndexBuffer(0,RSIBuffer);
SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2);
SetIndexBuffer(1,UP_Lev_1);
SetIndexStyle(2,DRAW_LINE,STYLE_SOLID,2);
SetIndexBuffer(2,DN_Lev_1);
SetIndexStyle(3,DRAW_LINE,STYLE_SOLID,4);
SetIndexBuffer(3,UP_Lev_2);
SetIndexStyle(4,DRAW_LINE,STYLE_SOLID,4);
SetIndexBuffer(4,DN_Lev_2);
//---- name for DataWindow and indicator subwindow label
short_name="RSI("+RSI_Period_0+")";
IndicatorShortName(short_name);
SetIndexLabel(0,short_name);
short_name="RSI("+RSI_Period_1+")";
SetIndexLabel(1,short_name);
SetIndexLabel(2,short_name);
short_name="RSI("+RSI_Period_2+")";
SetIndexLabel(3,short_name);
SetIndexLabel(4,short_name);
SetIndexDrawBegin(0,RSI_Period_0);
SetIndexDrawBegin(1,RSI_Period_1);
SetIndexDrawBegin(2,RSI_Period_1);
SetIndexDrawBegin(3,RSI_Period_2);
SetIndexDrawBegin(4,RSI_Period_2);
}
//+------------------------------------------------------------------+
//| Relative Strength Index |
//+------------------------------------------------------------------+
void start() {
double rel, negative, positive;
double rsi1, rsi2;
int i, counted_bars=IndicatorCounted();
int nb1, nb2;
if(Bars<=RSI_Period_0) return(0);
//---- initial zero
if(counted_bars<1)
for(i=1;i<=RSI_Period_0;i++) RSIBuffer[Bars-i]=0.0;
//----
i=Bars-RSI_Period_0-1;
if (counted_bars>=RSI_Period_0) i=Bars-counted_bars-1;
while (i>=0) {
double sumn=0.0,sump=0.0;
if (i==Bars-RSI_Period_0-1) {
int k=Bars-2;
//---- initial accumulation
while (k>=i) {
rel=Close[k]-Close[k+1];
if (rel>0) sump+=rel;
else sumn-=rel;
k--;
}
positive=sump/RSI_Period_0;
negative=sumn/RSI_Period_0;
} else {
//---- smoothed moving average
rel=Close[i]-Close[i+1];
if (rel>0) sump=rel;
else sumn=-rel;
positive=(PosBuffer[i+1]*(RSI_Period_0-1)+sump)/RSI_Period_0;
negative=(NegBuffer[i+1]*(RSI_Period_0-1)+sumn)/RSI_Period_0;
}
PosBuffer[i]=positive;
NegBuffer[i]=negative;
if (negative==0.0) RSIBuffer[i]=0.0;
else RSIBuffer[i]=100.0-100.0/(1+positive/negative);
nb1=iBarShift(NULL, TF_1, Time[i], False);
nb2=iBarShift(NULL, TF_2, Time[i], False);
rsi1=iRSI(NULL, TF_1, RSI_Period_1, PRICE_CLOSE, nb1);
rsi2=iRSI(NULL, TF_2, RSI_Period_2, PRICE_CLOSE, nb2);
UP_Lev_1[i]=EMPTY_VALUE;
DN_Lev_1[i]=EMPTY_VALUE;
UP_Lev_2[i]=EMPTY_VALUE;
DN_Lev_2[i]=EMPTY_VALUE;
if (rsi1>=UP_Level_1) UP_Lev_1[i]=94;
if (rsi1<=DN_Level_1) DN_Lev_1[i]=6;
if (rsi2>=UP_Level_2) UP_Lev_2[i]=98;
if (rsi2<=DN_Level_2) DN_Lev_2[i]=2;
i--;
}
}
//+------------------------------------------------------------------+
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:
Implements a curve of type DRAW_LINE
Indicators Used:
Relative strength index
Custom Indicators Used:
Order Management characteristics:
Other Features: