AdaptiveRVICloud

ÿþ//+------------------------------------------------------------------+

//|                                             AdaptiveRVICloud.mq5 |

//|                                                                  |

//| Adaptive RVI                                                     |

//|                                                                  |

//| Algorithm taken from book                                        |

//|     "Cybernetics Analysis for Stock and Futures"                 |

//| by John F. Ehlers                                                |

//|                                                                  |

//|                                              contact@mqlsoft.com |

//|                                          http://www.mqlsoft.com/ |

//+------------------------------------------------------------------+

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Coded by Witold Wozniak"

//---- 02B>@AB2> 8=48:0B>@0

#property link      "www.mqlsoft.com"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >B45;L=>< >:=5

#property indicator_separate_window

//---- 4;O @0AG5B0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> 420 1CD5@0

#property indicator_buffers 2

//---- 8A?>;L7>20=> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

//+----------------------------------------------+

//| 0@0<5B@K >B@8A>2:8 8=48:0B>@0 Adaptive RVI  |

//+----------------------------------------------+

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 F25B=>3> >1;0:0

#property indicator_type1   DRAW_FILLING

//---- 2 :0G5AB25 F25Bjd 8=48:0B>@0 8A?>;L7>20=K

#property indicator_color1  clrBlue,clrRed

//---- >B>1@065=85 <5B:8 ;8=88 8=48:0B>@0

#property indicator_label1  "Adaptive RVI"

//+----------------------------------------------+

//| 0@0<5B@K >B>1@065=8O 3>@87>=B0;L=KE C@>2=59 |

//+----------------------------------------------+

#property indicator_level1 0.0

#property indicator_levelcolor clrGray

#property indicator_levelstyle STYLE_DASHDOTDOT

//+----------------------------------------------+

//|  1JO2;5=85 :>=AB0=B                         |

//+----------------------------------------------+

#define RESET 0       // :>=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AG5B 8=48:0B>@0

#define MAXPERIOD 100 // :>=AB0=B0 4;O >3@0=8G5=8O <0A:8<0;L=>3> ?5@8>40

//+----------------------------------------------+

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

//+----------------------------------------------+

input double Alpha=0.07;  // >MDD8F85=B CA@54=5=8O 8=48:0B>@0 

input int Shift=0;        // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E 

//+----------------------------------------------+

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 2 40;L=59H5<

//---- 1C4CB 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ARVIBuffer[];

double TriggerBuffer[];

//---- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int CP_Handle;

//---- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

//---- >1JO2;5=85 3;>10;L=KE ?5@5<5==KE

int Count[];

double Value1[],Value2[];

//+------------------------------------------------------------------+

//|  5@5AG5B ?>78F88 A0<>3> =>2>3> M;5<5=B0 2 <0AA825               |

//+------------------------------------------------------------------+   

void Recount_ArrayZeroPos(int &CoArr[],// >72@0B ?> AAK;:5 =><5@0 B5:CI53> 7=0G5=8O F5=>2>3> @O40

                          int Size)

  {

//----

   int numb,Max1,Max2;

   static int count=1;



   Max2=Size;

   Max1=Max2-1;



   count--;

   if(count<0) count=Max1;



   for(int iii=0; iii<Max2; iii++)

     {

      numb=iii+count;

      if(numb>Max1) numb-=Max2;

      CoArr[iii]=numb;

     }

//----

  }

//+------------------------------------------------------------------+

//|  >;CG5=85 @07=8FK 7=0G5=89 F5=>2KE B09<A5@89                    |

//+------------------------------------------------------------------+   

double Get_dPrice(const double  &Price1[],const double  &Price2[],int bar)

  {

//----

   return(Price1[bar]-Price2[bar]);

  }

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+  

int OnInit()

  {

//---- 8=8F80;870F8O ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

   min_rates_total=4;



//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 CyclePeriod

   CP_Handle=iCustom(NULL,0,"CyclePeriod",Alpha);

   if(CP_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 CyclePeriod");

      return(INIT_FAILED);

     }



//---- @0A?@545;5=85 ?0<OB8 ?>4 <0AA82K ?5@5<5==KE  

   ArrayResize(Count,MAXPERIOD);

   ArrayResize(Value1,MAXPERIOD);

   ArrayResize(Value2,MAXPERIOD);

   

   ArrayInitialize(Count,0);

   ArrayInitialize(Value1,0.0);

   ArrayInitialize(Value2,0.0);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 ARVIBuffer[] 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,ARVIBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1 =0 min_rates_total

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 TriggerBuffer[] 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(1,TriggerBuffer,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 2 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 2 =0 min_rates_total+1

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total+1);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"Adaptive RVI(",DoubleToString(Alpha,4),", ",Shift,")");

//---- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//---- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,2);

//---- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AG5B0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AG5B0 8=48:0B>@0

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if(BarsCalculated(CP_Handle)<rates_total || rates_total<min_rates_total) return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int first,bar,Length;

   double Num,Denom,rvi,period[4];



//---- @0AG5B AB0@B>2>3> =><5@0 first 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

      first=3;                   // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

   else first=prev_calculated-1; // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2



//---- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

   for(bar=first; bar<rates_total && !IsStopped(); bar++)

     {

      //---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82

      if(CopyBuffer(CP_Handle,0,rates_total-1-bar,4,period)<=0) return(RESET);



      Length=int(MathFloor((4.0*period[3]+3.0*period[2]+2.0*period[1]+period[0])/20.0));

      if(bar<Length) Length=bar; // C@570=85 CA@54=5=8O 4> 459AB28B5;L=>3> G8A;0 10@>2



      Value1[Count[0]]=(Get_dPrice(close,open,bar)

                        +2.0*Get_dPrice(close,open,bar-1)

                        +2.0*Get_dPrice(close,open,bar-2)

                        +Get_dPrice(close,open,bar-3))/6.0;



      Value2[Count[0]]=(Get_dPrice(high,low,bar)

                        +2.0*Get_dPrice(high,low,bar-1)

                        +2.0*Get_dPrice(high,low,bar-2)

                        +Get_dPrice(high,low,bar-3))/6.0;



      Num=0.0;

      Denom=0.0;



      for(int iii=0; iii<Length; iii++)

        {

         Num+=Value1[Count[iii]];

         Denom+=Value2[Count[iii]];

        }



      if(Denom!=0.0) rvi=Num/Denom;

      else rvi=EMPTY_VALUE;



      ARVIBuffer[bar]=rvi;

      TriggerBuffer[bar]=ARVIBuffer[bar-1];



      if(bar<rates_total-1) Recount_ArrayZeroPos(Count,MAXPERIOD);

     }

//----     

   return(rates_total);

  }



//+------------------------------------------------------------------+