last ...

2025-05-10 03:27:45 +03:30
parent f49231eeb2
commit c378ce4b4e
6 changed files with 1384 additions and 11 deletions
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+//+------------------------------------------------------------------+
+//|                                                 RSIDivergence.mq5|
+//|                        Custom RSI Divergence Detection Indicator |
+//+------------------------------------------------------------------+
+#property strict
+#property indicator_chart_window
+#property indicator_buffers 2
+#property indicator_plots 0
+
+//--- Input parameters
+input int RSI_Period = 14;       // RSI Period
+input double Deviation = 0.0001; // Minimum price move to consider a swing
+input int MaxBarsBack = 300;     // Number of bars to analyze
+
+//--- Global handles
+double rsiBuffer[];
+int rsiHandle;
+
+//--- For divergence detection
+struct SwingPoint
+{
+    int index;
+    double price;
+    double rsi;
+};
+
+SwingPoint priceSwings[];
+SwingPoint rsiSwings[];
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int OnInit()
+{
+    SetIndexBuffer(0, rsiBuffer, INDICATOR_DATA);
+    rsiHandle = iRSI(_Symbol, _Period, RSI_Period, PRICE_CLOSE);
+    if (rsiHandle == INVALID_HANDLE)
+    {
+        Print("Could not create RSI handle");
+        return (INIT_FAILED);
+    }
+    return (INIT_SUCCEEDED);
+}
+
+//+------------------------------------------------------------------+
+//| Main indicator iteration function                                |
+//+------------------------------------------------------------------+
+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[])
+{
+    //--- Get RSI values
+    ArraySetAsSeries(rsiBuffer, true);
+    CopyBuffer(rsiHandle, 0, 0, MaxBarsBack, rsiBuffer);
+
+    //--- Detect swings
+    DetectSwingPoints(close, priceSwings);
+    DetectSwingPoints(rsiBuffer, rsiSwings);
+
+    //--- Find and draw divergences
+    FindAndDrawDivergences(time, close);
+
+    return (rates_total);
+}
+
+//+------------------------------------------------------------------+
+//| Detect swing highs/lows                                          |
+//+------------------------------------------------------------------+
+void DetectSwingPoints(const double &values[], SwingPoint &swings[])
+{
+    ArrayResize(swings, 0); // Clear previous swings
+    int count = 0;
+
+    int size = ArraySize(values);
+    if (size < 3)
+        return; // Not enough data
+
+    // Pre-allocate a safe amount of space
+    ArrayResize(swings, size / 2); // Max possible swings ~50% of total bars
+
+    for (int i = 2; i < size - 2; i++)
+    {
+        // Bounds check
+        if (i - 1 < 0 || i + 1 >= size)
+            continue;
+
+        // Check for swing high
+        if (values[i] > values[i - 1] && values[i] > values[i + 1])
+        {
+            // Ensure we have space in the swings array
+            if (count >= ArraySize(swings))
+                ArrayResize(swings, ArraySize(swings) + 10);
+
+            swings[count].index = i;
+            swings[count].price = values[i];
+            count++;
+        }
+        // Check for swing low
+        else if (values[i] < values[i - 1] && values[i] < values[i + 1])
+        {
+            // Ensure we have space in the swings array
+            if (count >= ArraySize(swings))
+                ArrayResize(swings, ArraySize(swings) + 10);
+
+            swings[count].index = i;
+            swings[count].price = values[i];
+            count++;
+        }
+    }
+
+    // Final resize to actual number of swings found
+    ArrayResize(swings, count);
+}
+
+//+------------------------------------------------------------------+
+//| Find and draw divergence                                         |
+//+------------------------------------------------------------------+
+void FindAndDrawDivergences(const datetime &time[], const double &close[])
+{
+    static int lastAlertBar = 0;
+    int limit = MathMin(MaxBarsBack - 2, Bars(_Symbol, _Period));
+
+    for (int i = 0; i < ArraySize(priceSwings) - 1; i++)
+    {
+        for (int j = 0; j < ArraySize(rsiSwings) - 1; j++)
+        {
+            int p1 = priceSwings[i].index;
+            int p2 = priceSwings[i + 1].index;
+            int r1 = rsiSwings[j].index;
+            int r2 = rsiSwings[j + 1].index;
+
+            if (MathAbs(p1 - r1) < 3 && MathAbs(p2 - r2) < 3)
+            {
+                double price1 = close[p1];
+                double price2 = close[p2];
+                double rsi1 = rsiBuffer[r1];
+                double rsi2 = rsiBuffer[r2];
+
+                // Bullish Divergence
+                if (price2 < price1 && rsi2 > rsi1)
+                {
+                    string name;
+                    StringConcatenate(name, "BullishDiv", IntegerToString(p2));
+                    DrawArrow(name, time[p2], close[p2], clrLime);
+                    // DrawLine("BullishLineP" + IntegerToString(p2), time[p2], close[p2], time[p1], close[p1], clrLime);
+                    // DrawLine("BullishLineR" + IntegerToString(p2), time[p2], rsi2, time[p1], rsi1, clrLime);
+                }
+
+                // Bearish Divergence
+                if (price2 > price1 && rsi2 < rsi1)
+                {
+                    string name;
+                    StringConcatenate(name, "BearishDiv", IntegerToString(p2));
+                    DrawArrow(name, time[p2], close[p2], clrRed);
+                    // DrawLine("BearishLineP" + IntegerToString(p2), time[p2], close[p2], time[p1], close[p1], clrRed);
+                    // DrawLine("BearishLineR" + IntegerToString(p2), time[p2], rsi2, time[p1], rsi1, clrRed);
+                }
+            }
+        }
+    }
+}
+
+//+------------------------------------------------------------------+
+//| Draw arrow on chart                                              |
+//+------------------------------------------------------------------+
+void DrawArrow(string name, datetime time, double price, color col)
+{
+    ObjectCreate(0, name, OBJ_ARROW, 0, time, price);
+    ObjectSetInteger(0, name, OBJPROP_ARROWCODE, 233); // Up arrow
+    ObjectSetInteger(0, name, OBJPROP_COLOR, col);
+    ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
+}
+
+//+------------------------------------------------------------------+
+//| Draw line                                                        |
+//+------------------------------------------------------------------+
+void DrawLine(string name, datetime t1, double p1, datetime t2, double p2, color col)
+{
+    // Delete existing object if any
+    ObjectDelete(0, name);
+
+    // Create trendline (use 1 for OBJ_TRENDLINE if undefined)
+    ObjectCreate(0, name, 1, 0, t1, p1, t2, p2);
+
+    ObjectSetInteger(0, name, OBJPROP_COLOR, col);
+    ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_DASHDOT);
+    ObjectSetInteger(0, name, OBJPROP_WIDTH, 1);
+    ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
+}
+
+//