//+------------------------------------------------------------------+
//|RSI_Filter CCIFilter vX.mq4 |
//| |
//| mod by Raff |
//+------------------------------------------------------------------+
// mtf 2008fxtsd ki
#property copyright "Copyright © 2006, Forex-TSD.com "
#property link "http://www.forex-tsd.com/"
#property indicator_separate_window
#property indicator_buffers 8
#property indicator_color1 Silver
#property indicator_color2 Blue
#property indicator_color3 DarkTurquoise
#property indicator_color4 Tomato
#property indicator_color5 Magenta
#property indicator_color6 Red
#property indicator_color7 Lime
#property indicator_color8 Yellow
#property indicator_width1 3
#property indicator_width2 5
#property indicator_width3 3
#property indicator_width4 3
#property indicator_width5 5
#property indicator_width6 3
#property indicator_width7 3
#property indicator_width8 1
//#property indicator_level1 0
#property indicator_level1 70
#property indicator_level2 50
#property indicator_level3 30
#property indicator_levelcolor OrangeRed
//---- input parameters
extern int RSI_Period = 3;
extern int RSI_Price = 0;
extern int UpperTriggerLevel = 70;
extern int LowerTriggerLevel = 30;
//extern int CriticalLevel = 250;
extern int TimeFrame = 0;
extern string TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-CurrentTF";
extern bool ShowBARS = false;
extern int BarWidth = 4;
extern int LineWidth = 2;
extern bool Show_Dots = true;
extern bool ZeroCrossAlerts = true;
extern bool LevelCrossAlerts = true;
//extern string CriticalLevelAlert = "CCI Critical Level";
extern string ZeroCrossUpAlert = "RSI Level 50 Cross Up; ";
extern string ZeroCrossDnAlert = "RSI Level 50 Cross Dn; ";
extern string UpperTriggerBuyAlert = "RSI Upper Trigger CrossUp; ";
extern string UpperTriggerSellAlert = "RSI Upper Trigger CrossDn; ";
extern string LowerTriggerBuyAlert = "RSI Lower Trigger CrossUp; ";
extern string LowerTriggerSellAlert = "RSI Lower Trigger CrossDn; ";
extern int MaxBarsToCount = 1500;
extern string note_Price = "Price(C O1 H2 3L 4M 5T W6)";
//---- indicator buffers
double RSI[];
double UpBuffer1[];
double UpBuffer2[];
double DnBuffer1[];
double DnBuffer2[];
double DnArr[];
double UpArr[];
double RSI_Dot[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(8);
SetIndexStyle(0,DRAW_LINE,0,LineWidth);
SetIndexStyle(1,DRAW_LINE,0,LineWidth);
SetIndexStyle(2,DRAW_LINE,0,LineWidth);
SetIndexStyle(3,DRAW_LINE,0,LineWidth);
SetIndexStyle(4,DRAW_LINE,0,LineWidth);
if (ShowBARS)
{
SetIndexStyle(1,DRAW_HISTOGRAM,0,BarWidth);
SetIndexStyle(2,DRAW_HISTOGRAM,0,BarWidth);
SetIndexStyle(3,DRAW_HISTOGRAM,0,BarWidth);
SetIndexStyle(4,DRAW_HISTOGRAM,0,BarWidth);
}
SetIndexEmptyValue(5,EMPTY_VALUE);
SetIndexEmptyValue(6,EMPTY_VALUE);
SetIndexStyle (5,DRAW_ARROW);
SetIndexArrow (5,159);
SetIndexBuffer (5,DnArr);
SetIndexStyle (6,DRAW_ARROW);
SetIndexArrow (6,159);
SetIndexBuffer (6,UpArr);
SetIndexEmptyValue(7,EMPTY_VALUE);
SetIndexArrow(7,158); //159 115
SetIndexStyle(7,DRAW_NONE);
if(Show_Dots && !ShowBARS)
SetIndexStyle(7,DRAW_ARROW);
SetIndexBuffer(0,RSI);
SetIndexBuffer(1,UpBuffer1);
SetIndexBuffer(2,UpBuffer2);
SetIndexBuffer(3,DnBuffer1);
SetIndexBuffer(4,DnBuffer2);
SetIndexBuffer(5,DnArr);
SetIndexBuffer(6,UpArr);
SetIndexBuffer(7,RSI_Dot);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
TimeFrame= MathMax(TimeFrame,Period());
switch(TimeFrame)
{
case 1 : string TimeFrameStr= "M1"; break;
case 5 : TimeFrameStr= "M5"; break;
case 15 : TimeFrameStr= "M15"; break;
case 30 : TimeFrameStr= "M30"; break;
case 60 : TimeFrameStr= "H1"; break;
case 240 : TimeFrameStr= "H4"; break;
case 1440 : TimeFrameStr= "D1"; break;
case 10080 : TimeFrameStr= "W1"; break;
case 43200 : TimeFrameStr= "MN1"; break;
default : TimeFrameStr= "TF0";
}
string short_name;
short_name="RSI Filter ("+RSI_Period+") ["+TimeFrameStr+"] L("+UpperTriggerLevel+", "+LowerTriggerLevel+")";
IndicatorShortName(short_name);
SetIndexLabel(0,"RSI ("+RSI_Period+")["+TimeFrameStr+"]");
SetIndexLabel(1,"UpTrend");
SetIndexLabel(2,"Mild UpTrend");
SetIndexLabel(3,"Mild DownTrend");
SetIndexLabel(4,"DownTrend");
SetIndexLabel(5,"RSI ("+RSI_Period+")["+TimeFrameStr+"]Dn");
SetIndexLabel(6,"RSI ("+RSI_Period+")["+TimeFrameStr+"]Up");
SetIndexDrawBegin(0,RSI_Period);
SetIndexDrawBegin(1,RSI_Period);
SetIndexDrawBegin(2,RSI_Period);
SetIndexDrawBegin(3,RSI_Period);
SetIndexDrawBegin(4,RSI_Period);
SetIndexDrawBegin(5,RSI_Period);
SetIndexDrawBegin(6,RSI_Period);
SetIndexDrawBegin(7,RSI_Period);
return(0);
}
//+------------------------------------------------------------------+
//| CCIFilter |
//+------------------------------------------------------------------+
int start()
{
int shift,trend;
datetime TimeArray[];
ArrayCopySeries(TimeArray,MODE_TIME,Symbol(),TimeFrame);
double CCI0, CCI1;
double UpDnZero, UpDnBuffer;
int limit,y, counted_bars=IndicatorCounted();
limit= Bars-counted_bars;
limit= MathMax(limit,TimeFrame/Period());
limit= MathMin(limit,MaxBarsToCount);
for(shift=0,y=0;shift<limit;shift++)
{
if (Time[shift]<TimeArray[y]) y++;
RSI_Dot[shift] =EMPTY_VALUE;
DnArr[shift] =EMPTY_VALUE;
UpArr[shift] =EMPTY_VALUE;
RSI[shift] =EMPTY_VALUE;
CCI0=iRSI(NULL,TimeFrame,RSI_Period,RSI_Price,y);
CCI1=iRSI(NULL,TimeFrame,RSI_Period,RSI_Price,y+1);
if(Time[shift]==TimeArray[y])
{
RSI_Dot[shift]=iRSI(NULL,TimeFrame,RSI_Period,RSI_Price,y);
if (ShowBARS) RSI_Dot[shift]=0;
}
UpDnZero=0; UpDnBuffer=1;
if (!ShowBARS) {UpDnZero=EMPTY_VALUE; UpDnBuffer=CCI0; RSI[shift]=CCI0;}
UpBuffer1[shift]=UpDnZero;
UpBuffer2[shift]=UpDnZero;
DnBuffer1[shift]=UpDnZero;
DnBuffer2[shift]=UpDnZero;
if (CCI0>UpperTriggerLevel) UpBuffer1[shift]=UpDnBuffer;
if (CCI0>50 && CCI0<=UpperTriggerLevel) UpBuffer2[shift]=UpDnBuffer;
if (CCI0<50 && CCI0>=LowerTriggerLevel) DnBuffer1[shift]=UpDnBuffer;
if (CCI0<LowerTriggerLevel) DnBuffer2[shift]=UpDnBuffer;
if (CCI0>50 && CCI1<=50) {if(!ShowBARS) UpArr[shift]=50; if(shift==0 && ZeroCrossAlerts) Alerts(ZeroCrossUpAlert);}
if (CCI0<50 && CCI1>=50) {if(!ShowBARS) DnArr[shift]=50; if(shift==0 && ZeroCrossAlerts) Alerts(ZeroCrossDnAlert);}
if (CCI0>UpperTriggerLevel && CCI1<=UpperTriggerLevel) {if(!ShowBARS) UpArr[shift]=UpperTriggerLevel; if(shift==0 && LevelCrossAlerts) Alerts(UpperTriggerBuyAlert);}
if (CCI0<UpperTriggerLevel && CCI1>=UpperTriggerLevel) {if(!ShowBARS) DnArr[shift]=UpperTriggerLevel; if(shift==0 && LevelCrossAlerts) Alerts(UpperTriggerSellAlert);}
if (CCI0>LowerTriggerLevel && CCI1<=LowerTriggerLevel) {if(!ShowBARS) UpArr[shift]=LowerTriggerLevel; if(shift==0 && LevelCrossAlerts) Alerts(LowerTriggerBuyAlert);}
if (CCI0<LowerTriggerLevel && CCI1>=LowerTriggerLevel) {if(!ShowBARS) DnArr[shift]=LowerTriggerLevel; if(shift==0 && LevelCrossAlerts) Alerts(LowerTriggerSellAlert);}
// if (MathAbs(CCI0)>CriticalLevel && MathAbs(CCI1)<=CriticalLevel) {if(shift==0) Alerts(CriticalLevelAlert);}
// if (MathAbs(CCI0)<CriticalLevel && MathAbs(CCI1)>=CriticalLevel) {if(shift==0) Alerts(CriticalLevelAlert);}
}
return(0);
}
void Alerts(string AlertText)
{
static datetime timeprev;
if(timeprev<iTime(NULL,0,0))
{timeprev=iTime(NULL,0,0);
Alert( "RSI Filter ("+RSI_Period+") TF["+TimeFrame+"]"
+UpperTriggerLevel+", "+LowerTriggerLevel+": ", AlertText,
" ",Symbol(),", chart M",Period()," at ", Close[0]," - ", TimeToStr(CurTime(),TIME_SECONDS));}
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_NONE
Implements a curve of type DRAW_ARROW
Indicators Used:
Relative strength index
Custom Indicators Used:
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen