MyRsi

ÿþ//------------------------------------------------------------------

#property copyright   "© mladen, 2021"

#property link        "mladenfx@gmail.com"

#property description "MyRsi"

#property description "Based on work published by John Ehlers"

#property version     "1.00"

//------------------------------------------------------------------

#property indicator_separate_window

#property indicator_buffers  1

#property indicator_plots    1

#property indicator_label1   "MyRsi"

#property indicator_type1    DRAW_LINE

#property indicator_color1   clrDeepSkyBlue



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input int                inpRsiPeriod = 14;          // MyRsi period

input ENUM_APPLIED_PRICE inpPrice     = PRICE_CLOSE; // Price



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double val[];

struct sGlobalStruct

{

   int periodRsi;

};

sGlobalStruct global;



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int OnInit()

{

   SetIndexBuffer(0,val,INDICATOR_DATA);

   

      //

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      global.periodRsi = MathMax(inpRsiPeriod,1);



      //

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   IndicatorSetString(INDICATOR_SHORTNAME,StringFormat("MyRsi (%i)",global.periodRsi));            

   return(INIT_SUCCEEDED);

}

void OnDeinit(const int reason) { return; }



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int OnCalculate(const int rates_total,

                const int prev_calculated,

                const datetime &time[],

                const double   &open[],

                const double   &high[],

                const double   &low[],

                const double   &close[],

                const long     &tick_volume[],

                const long     &volume[],

                const int &spread[])

{

   int _limit = (prev_calculated>0) ? prev_calculated-1 : 0;



   //

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      struct sWorkStruct

            {

               double price;

               double diffUp;

               double diffDn;

               double diffUpSum;

               double diffDnSum;

            };   

      static sWorkStruct m_work[];

      static int         m_workSize = -1;

                     if (m_workSize<rates_total) m_workSize = ArrayResize(m_work,rates_total+500,2000);



      //

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      for (int i=_limit; i<rates_total; i++)

         {

            m_work[i].price  = iGetPrice(inpPrice,open,high,low,close,i);

            

               //

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                  double _diff = (i>0) ? (m_work[i].price-m_work[i-1].price) : 0;

                     m_work[i].diffUp = (_diff>0) ?  _diff : 0;

                     m_work[i].diffDn = (_diff<0) ? -_diff : 0;

                  

                     if (i>global.periodRsi) 

                        {

                              m_work[i].diffUpSum = m_work[i-1].diffUpSum + m_work[i].diffUp - m_work[i-global.periodRsi].diffUp;

                              m_work[i].diffDnSum = m_work[i-1].diffDnSum + m_work[i].diffDn - m_work[i-global.periodRsi].diffDn;

                        }

                     else

                        {

                              m_work[i].diffUpSum = m_work[i].diffUp;

                              m_work[i].diffDnSum = m_work[i].diffDn;

                                 for (int k=1; k<global.periodRsi && i>=k; k++)

                                    {

                                       m_work[i].diffUpSum += m_work[i-k].diffUp;

                                       m_work[i].diffDnSum += m_work[i-k].diffDn;

                                    }

                        }      

                  

                  double _diffSum = m_work[i].diffUpSum + m_work[i].diffDnSum;

                     val[i] = (_diffSum) ? (m_work[i].diffUpSum - m_work[i].diffDnSum)/_diffSum : 0;

               

         }



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   return(rates_total);

}



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double iGetPrice(ENUM_APPLIED_PRICE price,const double& open[], const double& high[], const double& low[], const double& close[], int i)

{

   switch (price)

   {

      case PRICE_CLOSE:     return(close[i]);

      case PRICE_OPEN:      return(open[i]);

      case PRICE_HIGH:      return(high[i]);

      case PRICE_LOW:       return(low[i]);

      case PRICE_MEDIAN:    return((high[i]+low[i])/2.0);

      case PRICE_TYPICAL:   return((high[i]+low[i]+close[i])/3.0);

      case PRICE_WEIGHTED:  return((high[i]+low[i]+close[i]+close[i])/4.0);

   }

   return(0);

}