//+------------------------------------------------------------------+
//| TickAdaptiveRSI_v1.1.mq4 |
//| Copyright © 2008, TrendLaboratory |
//| Many Thanks to Rosh for Ticks indicator |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2003@yahoo.co.uk |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, TrendLaboratory"
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Lime
#property indicator_color2 DodgerBlue
#property indicator_color3 Tomato
//---- buffers
extern int ARSIPeriod = 14;
extern int FastMA = 5; //Fast MA Length(Period)
extern int SlowMA = 14; //Slow MA Length(Period)
extern int MA_Mode = 0; //MA Mode: 0-SMA,1-EMA,2-Wilder(SMMA),3-LWMA
extern int UseDelimiter= 1;
extern color DelimColor = Gray; //Color of Bars Delimiter
extern int MaxTicks = 200; //Max Number of ticks
double Ticks[];
double Fast[];
double Slow[];
double ARSI[];
int tickCounter=0;
int delimeterCounter;
datetime pTime;
string short_name, setup;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(4);
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0, Ticks);
SetIndexStyle(1,DRAW_LINE);
SetIndexBuffer(1, Fast);
SetIndexStyle(2,DRAW_LINE);
SetIndexBuffer(2, Slow);
SetIndexBuffer(3, ARSI);
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)+2);
short_name="TickAdaptiveRSI_v1("+ARSIPeriod+","+FastMA+","+SlowMA+","+MA_Mode+","+UseDelimiter+")";
IndicatorShortName(short_name);
SetIndexLabel(0,"ARSI");
SetIndexLabel(1,"Fast");
SetIndexLabel(2,"Slow");
SetIndexEmptyValue(0,0.0);
SetIndexEmptyValue(1,0.0);
SetIndexEmptyValue(2,0.0);
setup = short_name+": ";
pTime = Time[0];
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
ObjDel(setup);
//----
return(0);
}
void SetDelimeter()
{
//----
string delimeterName = setup + TimeToStr(Time[0]);
int handle=WindowFind(short_name);
if(!ObjectCreate(delimeterName,OBJ_VLINE,handle,Time[0],0))
{
Print("Error delimiter:",GetLastError());
}
else
{
ObjectSet(delimeterName,OBJPROP_COLOR,DelimColor);
ObjectSet(delimeterName,OBJPROP_STYLE,STYLE_DOT);
}
}
void ShiftArray()
{
for(int cnt=tickCounter-1; cnt > 0; cnt--)
{
ARSI[cnt] = ARSI[cnt-1];
Ticks[cnt] = Ticks[cnt-1];
Fast [cnt] = Fast[cnt-1];
Slow [cnt] = Slow[cnt-1];
}
if (UseDelimiter!=0)
{
for (int j=0;j<ObjectsTotal();j++)
{
int NumStr = StringFind(ObjectName(j),setup,0);
if (NumStr == 0)
{
datetime Time1=ObjectGet(ObjectName(j),OBJPROP_TIME1);
int BarTime1=iBarShift(NULL,0,Time1);
Time1 = Time[BarTime1+1];
ObjectSet(ObjectName(j),OBJPROP_TIME1,Time1);
if( BarTime1+1 > MaxTicks )
{
if (!ObjectDelete(ObjectName(j)))
{
int _GetLastError = GetLastError();
Print("ObjectDelete: ",ObjectName(j)," Error #", _GetLastError );
}
}
}
}
}
}
bool isNewBar()
{
bool res=false;
if (Time[0]!=pTime)
{
res=true;
pTime=Time[0];
}
return(res);
}
bool ObjDel(string name)
{
int _GetLastError = 0;
while(ObjFind(name,0,0) > 0)
{
int obtotal = ObjectsTotal();
for (int i = 0; i < obtotal;i++)
{
if (StringFind(ObjectName(i),name,0) >= 0)
{
if (!ObjectDelete(ObjectName(i)))
{
_GetLastError = GetLastError();
Print( "ObjectDelete( \"",ObjectName(i),"\" ) - Error #", _GetLastError );
}
}
}
}
if(_GetLastError > 0) return(false);
else
return (true);
}
//-----
int ObjFind(string name,int start, int num)
{
int cnt = 0;
for (int i = 0; i < ObjectsTotal();i++)
if (StringFind(ObjectName(i),name,start) == num) cnt+=1;
return(cnt);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
if(tickCounter == 0)
{
for(int i=Bars-1;i>=0;i--)
{
Ticks[i]= 0.0; //EMPTY_VALUE;
Fast[i]=0.0;//EMPTY_VALUE;
Slow[i]=0.0;//EMPTY_VALUE;//0.0;
}
}
tickCounter++;
if(tickCounter >= MaxTicks)
{
tickCounter = MaxTicks;
Ticks[tickCounter]=0.0;
Fast[tickCounter]=0.0;
Slow[tickCounter]=0.0;
}
if (isNewBar()) {if(UseDelimiter == 1) SetDelimeter();}
else
ShiftArray();
ARSI[0]=iCustom(NULL,0,"Adaptive RSI",ARSIPeriod,0,0);
if(ARSI[1] < 2*ARSI[0]) Ticks[0] = (ARSI[0] - ARSI[1])*10000;
//Print("0=",ARSI[0]," 1=",ARSI[1]," t=",Ticks[0]);
if(MA_Mode == 0)
{
if(tickCounter>=FastMA+ARSIPeriod) Fast[0] = TickSMA(Ticks,FastMA);
if(tickCounter>=SlowMA+ARSIPeriod) Slow[0] = TickSMA(Ticks,SlowMA);
}
else
if(MA_Mode == 1)
{
if(tickCounter == FastMA) Fast[0] = TickSMA(Ticks,FastMA);
else if(tickCounter > FastMA) Fast[0] = TickEMA(Ticks,Fast,FastMA);
if(tickCounter == SlowMA) Slow[0] = TickSMA(Ticks,SlowMA);
else if(tickCounter > SlowMA) Slow[0] = TickEMA(Ticks,Slow,SlowMA);
}
else
if(MA_Mode == 2)
{
if(tickCounter == 2*FastMA-1) Fast[0] = TickSMA(Ticks,2*FastMA-1);
else if(tickCounter > 2*FastMA-1) Fast[0] = TickEMA(Ticks,Fast,2*FastMA-1);
if(tickCounter == 2*SlowMA-1) Slow[0] = TickSMA(Ticks,2*SlowMA-1);
else if(tickCounter > 2*SlowMA-1) Slow[0] = TickEMA(Ticks,Slow,2*SlowMA-1);
}
if(MA_Mode == 3)
{
if(tickCounter>=FastMA+ARSIPeriod) Fast[0] = TickLWMA(Ticks,FastMA);
if(tickCounter>=SlowMA+ARSIPeriod) Slow[0] = TickLWMA(Ticks,SlowMA);
}
//----
return(0);
}
//+------------------------------------------------------------------+
double TickSMA(double array[],int per)
{
double Sum = 0;
for(int i = 0;i < per;i++) Sum += array[i];
return(Sum/per);
}
double TickEMA(double array1[],double array2[],int per)
{
return(array2[1] + 2.0/(1+per)*(array1[0] - array2[1]));
}
double TickLWMA(double array[],int per)
{
double Sum = 0;
double Weight = 0;
for(int i = 0;i < per;i++)
{
Weight+= (per - i);
Sum += array[i]*(per - i);
}
if(Weight>0) double lwma = Sum/Weight;
else lwma = 0;
return(lwma);
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
adaptive rsi
Order Management characteristics:
Other Features: