//+---------------------------------------------------------------------------------------------+ //| Rsi_R2_Opt_Indicator.mq4 | //| Copyright © 2007 , http://finance.groups.yahoo.com/group/MetaTrader_Experts_and_Indicators/ | //| http://finance.groups.yahoo.com/group/MetaTrader_Experts_and_Indicators/ | //+---------------------------------------------------------------------------------------------+ #property copyright "Copyright © 2007 , http://finance.groups.yahoo.com/group/MetaTrader_Experts_and_Indicators/" #property link "http://finance.groups.yahoo.com/group/MetaTrader_Experts_and_Indicators/" //+------------------------------------------------------------------------------------------------------------+ //| http://www.tradingmarkets.com/.site/stocks/commentary/editorial/The-Improved-R2-Strategy.cfm | //| introduced to http://finance.groups.yahoo.com/group/MetaTrader_Experts_and_Indicators/ | //| by Peter , blackprinzze , blackprinzze@yahoo.com , for a complimentary build in .mq4 | //| built by transport_david | //| This version should be able to match the AnyMA_RSI_R2_EA_Opt.mq4 expert ( Peter , Bluto , Robert , Loren ) | | //+------------------------------------------------------------------------------------------------------------+ #property indicator_chart_window #property indicator_buffers 5 #property indicator_color1 Yellow #property indicator_color2 Red #property indicator_color3 Lime #property indicator_color4 LightGray #property indicator_color5 Pink extern bool Play_Alert = false; extern string s0 = "---------------"; extern string t0 = "Hull Moving Average Filter"; extern bool Use_Hull_Filter = true; extern int Hull_Periods = 200; extern int Hull_Applied_Price = 0; extern int Hull_Separation_Pips= 1; extern string s1 = "---------------"; extern string t1 = "Trend Moving Average"; extern int Ma_Periods = 200; extern int Ma_Type = 0; extern int Ma_Applied_Price = 0; extern string s2 = "---------------"; extern int RsiPeriods = 2; extern int Rsi_Applied_Price = 0; extern string s3 = "---------------"; extern int BuyIfDay1RsiBelow = 65; // 1st day of tracking must be < this setting extern int BuyIfDay3RsiBelow = 65; // 3rd day must be < this setting extern string s4 = "---------------"; extern int SellIfDay1RsiAbove = 35; // 1st day of tracking must be > this setting extern int SellIfDay3RsiAbove = 35; // 3rd day must be > this setting extern string s5 = "---------------"; extern int CloseBuyIfRsiAbove = 75; extern int CloseSellIfRsiBelow = 25; extern string s6 = "---------------"; extern int ShowBars = 10000; double Trend_Ma[]; double Sell_Arrow[]; double Buy_Arrow[]; double Close_Trade_Marker[]; double Calc[]; double Hull_MA[]; double prevtime; double goober; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators IndicatorBuffers(6); SetIndexEmptyValue(0,0.0); SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,1); SetIndexBuffer(0,Trend_Ma); SetIndexLabel(0,"Trend_Ma ( "+Ma_Periods+" )"); SetIndexEmptyValue(1,0.0); SetIndexStyle(1,DRAW_ARROW,STYLE_SOLID,0); SetIndexArrow(1,234); SetIndexBuffer(1,Sell_Arrow); SetIndexLabel(1,"R2_Sell_Arrow"); SetIndexEmptyValue(2,0.0); SetIndexStyle(2,DRAW_ARROW,STYLE_SOLID,0); SetIndexArrow(2,233); SetIndexBuffer(2,Buy_Arrow); SetIndexLabel(2,"R2_Buy_Arrow"); SetIndexEmptyValue(3,0.0); SetIndexStyle(3,DRAW_ARROW,STYLE_SOLID,0); SetIndexArrow(3,172); SetIndexBuffer(3,Close_Trade_Marker); SetIndexLabel(3,"R2_Close_Trade_Marker"); SetIndexEmptyValue(4,0.0); SetIndexStyle(4,DRAW_LINE,STYLE_SOLID,1); SetIndexBuffer(4,Hull_MA); SetIndexLabel(4,"Hull_Ma_Filter ( "+Hull_Periods+" )"); SetIndexEmptyValue(5,0.0); SetIndexBuffer(5,Calc); //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { //---- int shift = ShowBars; if (ShowBars >= Bars) ShowBars = Bars-1; for ( shift = ShowBars; shift >= 0; shift-- ) { double Exp = 2; double firstwma = iMA(Symbol(),0,MathFloor(Hull_Periods/2),0,MODE_LWMA,Hull_Applied_Price,shift); double secondwma = iMA(Symbol(),0,Hull_Periods,0,MODE_LWMA,Hull_Applied_Price,shift); Calc[shift] = (Exp*firstwma)-secondwma; } if (Use_Hull_Filter) { for ( shift = ShowBars; shift >= 0; shift-- ) { double Hulldifference = (iMAOnArray(Calc,0,MathFloor(MathSqrt(Hull_Periods)),0,MODE_LWMA,shift+1) - iMAOnArray(Calc,0,MathFloor(MathSqrt(Hull_Periods)),0,MODE_LWMA,shift+2)); Hull_MA[shift] = iMAOnArray(Calc,0,MathFloor(MathSqrt(Hull_Periods)),0,MODE_LWMA,shift); Trend_Ma[shift] = iMA( Symbol(), 0, Ma_Periods, 0, Ma_Type, Ma_Applied_Price, shift); if (prevtime != Time[0]) { RefreshRates(); prevtime=Time[0]; } double Day1 = iRSI(Symbol(),0,RsiPeriods,Rsi_Applied_Price,shift+3); double Day2 = iRSI(Symbol(),0,RsiPeriods,Rsi_Applied_Price,shift+2); double Day3 = iRSI(Symbol(),0,RsiPeriods,Rsi_Applied_Price,shift+1); double Today = iRSI(Symbol(),0,RsiPeriods,Rsi_Applied_Price,shift); //- Sell Arrows --- if ( (iClose(Symbol(),0,shift+1) < Trend_Ma[shift+1]) && (Day1 > SellIfDay1RsiAbove) && (Day2 > Day1) && (Day3 > Day2) && (Day3 > SellIfDay3RsiAbove) && (Hulldifference <= -Hull_Separation_Pips*Point) ) Sell_Arrow[shift] = iHigh(Symbol(),0,shift) + (20*Point);//High arrow Sell //- Buy Arrows --- if ( (iClose(Symbol(),0,shift+1) > Trend_Ma[shift+1]) && (Day1 < BuyIfDay1RsiBelow) && (Day2 < Day1) && (Day3 < Day2) && (Day3 < BuyIfDay3RsiBelow) && (Hulldifference >= Hull_Separation_Pips*Point) ) Buy_Arrow[shift] = iLow(Symbol(),0,shift) - (20*Point);//Low arrow Buy //- Close Trades Marker --- if (Today < CloseSellIfRsiBelow) Close_Trade_Marker[shift] = iLow(Symbol(),0,shift) - (50*Point); if (Today > CloseBuyIfRsiAbove) Close_Trade_Marker[shift] = iHigh(Symbol(),0,shift) + (50*Point); } } if (!Use_Hull_Filter) { for ( shift = ShowBars; shift >= 0; shift-- ) { Hull_MA[shift] = 0; Trend_Ma[shift] = iMA( Symbol(), 0, Ma_Periods, 0, Ma_Type, Ma_Applied_Price, shift); if (prevtime != Time[0]) { RefreshRates(); prevtime=Time[0]; } Day1 = iRSI(Symbol(),0,RsiPeriods,Rsi_Applied_Price,shift+3); Day2 = iRSI(Symbol(),0,RsiPeriods,Rsi_Applied_Price,shift+2); Day3 = iRSI(Symbol(),0,RsiPeriods,Rsi_Applied_Price,shift+1); Today = iRSI(Symbol(),0,RsiPeriods,Rsi_Applied_Price,shift); //- Sell Arrows --- if ( (iClose(Symbol(),0,shift+1) < Trend_Ma[shift+1]) && (Day1 > SellIfDay1RsiAbove) && (Day2 > Day1) && (Day3 > Day2) && (Day3 > SellIfDay3RsiAbove) ) Sell_Arrow[shift] = iHigh(Symbol(),0,shift) + (20*Point); // High arrow Sell //- Buy Arrows --- if ( (iClose(Symbol(),0,shift+1) > Trend_Ma[shift+1]) && (Day1 < BuyIfDay1RsiBelow) && (Day2 < Day1) && (Day3 < Day2) && (Day3 < BuyIfDay3RsiBelow) ) Buy_Arrow[shift] = iLow(Symbol(),0,shift) - (20*Point); // Low arrow Buy //- Close Trades Marker --- if (Today < CloseSellIfRsiBelow) Close_Trade_Marker[shift] = iLow(Symbol(),0,shift) - (50*Point); if (Today > CloseBuyIfRsiAbove) Close_Trade_Marker[shift] = iHigh(Symbol(),0,shift) + (50*Point); } } if (Play_Alert) { int SignalBar = 0; if ( (Close_Trade_Marker[0] != 0) && (goober < Time[0]) ) { //Alert("Close_Trade_Marker , "+Symbol()+" , M_"+Period()+" , Bid = ",Bid," , Hour = ",Hour()," , Minute = ",Minute()," ."); PlaySound("email.wav"); goober = Time[0]; } if ( (Sell_Arrow[0] != 0) && (goober < Time[0]) ) { //Alert("R2_Sell Arrow , "+Symbol()+" , M_"+Period()+" , Bid = ",Bid," , Hour = ",Hour()," , Minute = ",Minute()," ."); PlaySound("email.wav"); goober = Time[0]; } if ( (Buy_Arrow[0] != 0) && (goober < Time[0]) ) { //Alert("R2_Buy Arrow , "+Symbol()+" , M_"+Period()+" , Ask = ",Ask," , Hour = ",Hour()," , Minute = ",Minute()," ."); PlaySound("email.wav"); goober = Time[0]; } } //---- return(0); } //+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_ARROW
Indicators Used:
Moving average indicator
Relative strength index
Custom Indicators Used:
Order Management characteristics:
Other Features:
It plays sound alerts