//+------------------------------------------------------------------+
//| !Rsi prognoz.mq4 |
//| Lizhniyk E |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Lizhniyk E"
#property link "http://www.metaquotes.net"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
#property indicator_minimum 0
#property indicator_maximum 100
//---- input parameters
extern datetime start=D'2008.10.01';
extern int period=24;
extern int pr_period=24;
extern int progn=3;
extern double err=10;
extern int glubina=500;
extern bool exp=false;
//extern bool std_err=false;
//---- buffers
double Real[];
double Prognoz[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int st, handle;
double dat[100000][100];
int dat_cnt=0;
double res_mas[1000];
int init()
{
//---- indicators
if(pr_period>98) pr_period=98;
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,Real);
SetIndexStyle(1,DRAW_ARROW);
SetIndexArrow(1,159);
SetIndexBuffer(1,Prognoz);
SetIndexLabel(0,"Real");
SetIndexLabel(1,"Prognoz");
SetIndexShift(1,progn);
// handle=FileOpen(Symbol()+" RSI pattern.csv",FILE_CSV|FILE_WRITE);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
double res=0;
int res_cnt=0;
int start()
{
int counted_bars=IndicatorCounted();
int limit=Bars-counted_bars;
if(counted_bars==0)
{
limit=iBarShift(NULL,0,start);
}
//----
int i,j,k;
//***************
for(i=limit;i>0;i--)
{
//***************
double sump=0;
double sumn=0;
for(j=0;j<period;j++)
{
double r=(Close[i+j]-Close[i+j+1])/Point;
if(r>0) sump+=r;
else sumn-=r;
}
double sum=sump+sumn;
if(sum==0) {Real[i]=0; continue;}
Real[i]=(sump/sum)*100;
//***************
double stat=EMPTY_VALUE;
//***
for(j=0;j<pr_period;j++)
{
dat[dat_cnt][j]=Real[i+j+progn];
}
dat[dat_cnt][99]=Real[i];
dat_cnt++;
//***
res=0; res_cnt=0;
int g=dat_cnt;
if(glubina>0 && dat_cnt>=glubina) g=glubina;
for(k=g-1;k>=0;k--)
{
double nerr=0, nerr_cnt=0;
for(j=0;j<pr_period;j++)
{
nerr+=MathAbs(dat[k][j]-Real[i+j]);
nerr_cnt++;
}
nerr/=nerr_cnt;
if(nerr<=err) {res_mas[res_cnt]=dat[k][99]; res_cnt++;}
}
if(res_cnt>0)
{
if(exp) stat=calc_res_exp(res_cnt);
else stat=calc_res(res_cnt);
}
//***
Prognoz[i]=stat;
}
//**************
/*if(std_err)
{
double serr=0, secnt=0;
for(i=limit-pr_period-progn;i>0;i--)
{
if(Prognoz[i+progn]!=EMPTY_VALUE)
{
serr+=MathAbs(Real[i]-Prognoz[i+progn]);
secnt++;
}
}
Alert("îøèáêà ïðîãíîçèðîâàíèÿ = ",serr/secnt);
}*/
//----
return(0);
}
//+------------------------------------------------------------------+
double sigmoid(double val, double a)
{
double res=1.0/(1.0+MathExp(-1.0*a*(val-50.0)));
return (res*100);
}
double calc_res_exp(int cnt)
{
double val=2.0/cnt;
double inc=2.0;
double rr=0;
for(int i=0;i<cnt;i++)
{
rr+=res_mas[i]*inc;
inc-=val;
}
//if(sigm) return(sigmoid(rr/cnt,alpha));
return(rr/cnt);
}
double calc_res(int cnt)
{
double rr=0;
for(int i=0;i<cnt;i++)
{
rr+=res_mas[i];
}
//if(sigm) return(sigmoid(rr/cnt,alpha));
return(rr/cnt);
}
Sample
Analysis
Market Information Used:
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_ARROW
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features:
It issuies visual alerts to the screen