//+------------------------------------------------------------------+
//| StochasticRSI.mq4 |
//| mladen |
//+------------------------------------------------------------------+
//mod2009fxtsd
//#define IndicatorFileName "StochasticRSI"
#property copyright "mladen"
#property link ""
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_color1 DimGray
#property indicator_color2 DimGray
#property indicator_color3 DimGray
#property indicator_color4 DimGray
#property indicator_color5 Red
#property indicator_color6 LimeGreen
#property indicator_width4 2
#property indicator_width5 2
#property indicator_width6 2
#property indicator_style1 STYLE_DOT
#property indicator_style2 STYLE_DOT
#property indicator_style3 STYLE_DOT
#property indicator_level1 80
#property indicator_level2 20
#property indicator_levelcolor DarkSlateGray
//
//
//
//
//
extern int RSIPeriod = 8;
extern int RSIPrice = 0;
extern int StochPeriod = 34;
extern int SmoothingPeriod = 10;
extern int SmoothingMethod = 0;
extern int BandsPeriod = 20;
extern double BandsDeviation = 2.0;
extern bool ShowBands = true;
extern string timeFrame = "Current time frame";
//
//
//
//
//
double BandsBuffer1[];
double BandsBuffer2[];
double BandsBuffer3[];
double StochRSIBuffer[];
double Upper[];
double Lower[];
double RSIBuffer[];
double StochBuffer[];
//
//
//
//
//
int TimeFrame;
datetime TimeArray[];
string IndicatorFileName;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
IndicatorBuffers(8);
SetIndexBuffer(0,BandsBuffer1);
SetIndexBuffer(1,BandsBuffer2);
SetIndexBuffer(2,BandsBuffer3);
SetIndexBuffer(3,StochRSIBuffer);
SetIndexBuffer(4,Upper);
SetIndexBuffer(5,Lower);
SetIndexBuffer(6,RSIBuffer);
SetIndexBuffer(7,StochBuffer);
//
//
//
//
//
if (ShowBands)
{
SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_LINE);
SetIndexStyle(2,DRAW_LINE);
SetIndexLabel(0,"StochRSI midle band");
SetIndexLabel(1,"StochRSI upper band");
SetIndexLabel(2,"StochRSI lower band");
}
else
{
SetIndexStyle(0,DRAW_NONE);
SetIndexStyle(1,DRAW_NONE);
SetIndexStyle(2,DRAW_NONE);
SetIndexLabel(0,NULL);
SetIndexLabel(1,NULL);
SetIndexLabel(2,NULL);
}
//
//
//
//
//
SetIndexLabel(3,"StochRSI");
SetIndexLabel(4,NULL);
SetIndexLabel(5,NULL);
//
//
//
//
//
TimeFrame = stringToTimeFrame(timeFrame); //CheckMTF(TimeFrame);
IndicatorShortName("StochasticRSI."+TimeFrameToString(TimeFrame)+" ("+StochPeriod+","+RSIPeriod+","+SmoothingPeriod+")");
IndicatorFileName = WindowExpertName();
return(0);
}
int deinit()
{
return(0);
}
//
//
//
//
//
/*
void CheckMTF(int& tf)
{
string glbName = "CheckingStochasticRSI";
double TestValue;
//
//
//
//
//
if (TimeFrame != Period())
{
GlobalVariableSet(glbName,0.0);
TestValue = iCustom(NULL,tf,IndicatorFileName,3,0);
if (GlobalVariableGet(glbName)==0.0)
{
Alert("Switching to NO MTF mode");
Alert(IndicatorFileName+" indicator renamed or missing from indicators directory");
tf = Period();
}
}
//
//
//
//
//
GlobalVariableSet(glbName,1.0);
}
*/
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
int limit,i,k;
double deviation;
double sum;
double high;
double low;
int error;
if(counted_bars < 0) return(-1);
if(counted_bars>0) counted_bars--;
limit = Bars-counted_bars;
//
//
//
//
//
if (TimeFrame != Period())
{
limit = MathMax(limit,TimeFrame/Period());
datetime TimeArray[];
ArrayCopySeries(TimeArray ,MODE_TIME ,NULL,TimeFrame);
for(i=0,int y=0; i<limit; i++)
{
if(Time[i]<TimeArray[y]) y++;
StochRSIBuffer[i] = iCustom(NULL,TimeFrame,IndicatorFileName,RSIPeriod,RSIPrice,StochPeriod,SmoothingPeriod,SmoothingMethod,BandsPeriod,BandsDeviation,ShowBands,3,y);
Upper[i] = iCustom(NULL,TimeFrame,IndicatorFileName,RSIPeriod,RSIPrice,StochPeriod,SmoothingPeriod,SmoothingMethod,BandsPeriod,BandsDeviation,ShowBands,4,y);
Lower[i] = iCustom(NULL,TimeFrame,IndicatorFileName,RSIPeriod,RSIPrice,StochPeriod,SmoothingPeriod,SmoothingMethod,BandsPeriod,BandsDeviation,ShowBands,5,y);
if (ShowBands)
{
BandsBuffer1[i] = iCustom(NULL,TimeFrame,IndicatorFileName,RSIPeriod,RSIPrice,StochPeriod,SmoothingPeriod,SmoothingMethod,BandsPeriod,BandsDeviation,ShowBands,0,y);
BandsBuffer2[i] = iCustom(NULL,TimeFrame,IndicatorFileName,RSIPeriod,RSIPrice,StochPeriod,SmoothingPeriod,SmoothingMethod,BandsPeriod,BandsDeviation,ShowBands,1,y);
BandsBuffer3[i] = iCustom(NULL,TimeFrame,IndicatorFileName,RSIPeriod,RSIPrice,StochPeriod,SmoothingPeriod,SmoothingMethod,BandsPeriod,BandsDeviation,ShowBands,2,y);
}
}
return(0);
}
//
//
//
//
//
for (i=limit;i>=0;i--)
{
RSIBuffer[i] = iRSI(NULL,0,RSIPeriod,RSIPrice,i);
//
//
//
//
//
high = 0.00;
low = 9999999.99;
for (k=0; k<StochPeriod; k++) {
if (high < RSIBuffer[i+k]) high = RSIBuffer[i+k];
if (low > RSIBuffer[i+k]) low = RSIBuffer[i+k];
}
if (high!=low)
StochBuffer[i] = (RSIBuffer[i] - low)/(high-low);
else StochBuffer[i] = 0;
}
for (i=limit;i>=0;i--) StochRSIBuffer[i] = iMAOnArray(StochBuffer,0,SmoothingPeriod,0,SmoothingMethod,i)*100.0;
for (i=limit;i>=0;i--)
{
BandsBuffer1[i] = iMAOnArray(StochRSIBuffer,0,BandsPeriod,0,MODE_SMA ,i);
for (k=0,sum = 0; k<BandsPeriod; k++) sum += MathPow(StochRSIBuffer[i+k]-BandsBuffer1[i],2.0);
deviation = BandsDeviation*MathSqrt(sum/BandsPeriod);
BandsBuffer2[i] = BandsBuffer1[i]+deviation;
BandsBuffer3[i] = BandsBuffer1[i]-deviation;
//
//
//
//
//
if (StochRSIBuffer[i] > BandsBuffer2[i]) { Upper[i] = StochRSIBuffer[i]; Upper[i+1] = StochRSIBuffer[i+1]; }
else { Upper[i] = EMPTY_VALUE;
if (Upper[i+2] == EMPTY_VALUE)
Upper[i+1] = EMPTY_VALUE; }
if (StochRSIBuffer[i] < BandsBuffer3[i]) { Lower[i] = StochRSIBuffer[i]; Lower[i+1] = StochRSIBuffer[i+1]; }
else { Lower[i] = EMPTY_VALUE;
if (Lower[i+2] == EMPTY_VALUE)
Lower[i+1] = EMPTY_VALUE; }
}
//
//
//
//
//
return(0);
}
//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
int stringToTimeFrame(string tfs)
{
int tf=0;
tfs = StringTrimLeft(StringTrimRight(StringUpperCase(tfs)));
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=Period();
return(tf);
}
string TimeFrameToString(int tf)
{
string tfs="Current time frame";
switch(tf) {
case PERIOD_M1: tfs="M1" ; break;
case PERIOD_M5: tfs="M5" ; break;
case PERIOD_M15: tfs="M15" ; break;
case PERIOD_M30: tfs="M30" ; break;
case PERIOD_H1: tfs="H1" ; break;
case PERIOD_H4: tfs="H4" ; break;
case PERIOD_D1: tfs="D1" ; break;
case PERIOD_W1: tfs="W1" ; break;
case PERIOD_MN1: tfs="MN";
}
return(tfs);
}
//
//
//
//
//
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);
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_NONE
Indicators Used:
Relative strength index
Moving average indicator
Custom Indicators Used:
IndicatorFileName
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen