234 lines
5.3 KiB
Plaintext
234 lines
5.3 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center RSI Oscillator
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// ---------------------------------------------
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// saherelm implementation of above oscillator ...
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm RSI Oscillator"
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#property strict
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//
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// START Inputs ...
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//
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input int rsiPeriod=14; // RSI Period
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//
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// END Inputs ...
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//
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//
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// START Global Definitions: Variables, Properties and etc ...
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//
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//
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#property indicator_separate_window
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//
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#property indicator_minimum 0
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#property indicator_maximum 100
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//
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#property indicator_buffers 1
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#property indicator_color1 DodgerBlue
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//
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#property indicator_level1 30.0
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#property indicator_level2 50.0
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#property indicator_level3 70.0
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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//
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// Declare Buffers ...
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#define rsiBufferIndex 0
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#define positiveBufferIndex 1
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#define negativeBufferIndex 2
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double rsiBuffer[];
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double positiveBuffer[];
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double negativeBuffer[];
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//
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// END Global Definitions: Variables, Properties and etc ...
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//
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//
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// Start Event Handlers ...
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//
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//
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// Initialization ...
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int OnInit() {
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//
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// Initialize what we want ...
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//
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string short_name;
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//
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IndicatorBuffers(3);
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//
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SetIndexBuffer(positiveBufferIndex, positiveBuffer);
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SetIndexBuffer(negativeBufferIndex, negativeBuffer);
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//
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SetIndexStyle(rsiBufferIndex, DRAW_LINE);
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SetIndexBuffer(rsiBufferIndex, rsiBuffer);
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//
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// name for DataWindow and indicator subwindow label
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short_name="RSI("+string(rsiPeriod)+")";
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IndicatorShortName(short_name);
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SetIndexLabel(rsiBufferIndex, short_name);
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//
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// check for input
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if (rsiPeriod < 2) {
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//
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Print("Incorrect value for input variable InpRSIPeriod = ", rsiPeriod);
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//
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// Failed Initialization ...
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// set where to start draw ...
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SetIndexDrawBegin(0, rsiPeriod);
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//
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// initialization done ...
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return INIT_SUCCEEDED;
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}
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//
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// Do Calculation ...
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int OnCalculate(
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const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[]
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) {
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//
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int i,pos;
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double diff;
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//
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// Prevent from run calculations if there is no fulfilled conditions ...
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if (Bars <= rsiPeriod || rsiPeriod < 2) {
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//
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// return nothing calculated result ...
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return 0;
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}
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//
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// counting from 0 to rates_total, this is most important ...
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ArraySetAsSeries(rsiBuffer, false);
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ArraySetAsSeries(positiveBuffer, false);
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ArraySetAsSeries(negativeBuffer, false);
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//
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ArraySetAsSeries(close, false);
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//
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// preliminary calculations ...
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pos = prev_calculated - 1;
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if (pos <= rsiPeriod) {
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//
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// first RSIPeriod values of the indicator are not calculated
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rsiBuffer[0] = 0.0;
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positiveBuffer[0] = 0.0;
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negativeBuffer[0] = 0.0;
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//
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double sump=0.0;
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double sumn=0.0;
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for (i = 1; i <= rsiPeriod; i++) {
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//
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rsiBuffer[i]=0.0;
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positiveBuffer[i]=0.0;
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negativeBuffer[i]=0.0;
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//
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diff = close[i] - close[i - 1];
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if(diff > 0) {
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sump += diff;
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} else {
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sumn -= diff;
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}
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}
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//
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// calculate first visible value ...
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positiveBuffer[rsiPeriod] = sump / rsiPeriod;
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negativeBuffer[rsiPeriod] = sumn / rsiPeriod;
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if (negativeBuffer[rsiPeriod] != 0.0) {
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//
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rsiBuffer[rsiPeriod] = 100.0 - (
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100.0 / (
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1.0 + positiveBuffer[rsiPeriod] / negativeBuffer[rsiPeriod]
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)
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);
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} else {
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//
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if (positiveBuffer[rsiPeriod] != 0.0) {
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rsiBuffer[rsiPeriod] = 100.0;
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} else {
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rsiBuffer[rsiPeriod] = 50.0;
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}
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}
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//
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// prepare the position value for main calculation ...
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pos = rsiPeriod + 1;
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}
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//
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// the main loop of calculations ...
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for (i = pos; i < rates_total && !IsStopped(); i++) {
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//
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diff = close[i] - close[i-1];
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//
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positiveBuffer[i] = (positiveBuffer[i-1] * (rsiPeriod - 1) + (diff > 0.0 ? diff : 0.0)) / rsiPeriod;
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negativeBuffer[i] = (negativeBuffer[i-1] * (rsiPeriod - 1) + (diff < 0.0 ? -diff : 0.0)) / rsiPeriod;
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//
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if (negativeBuffer[i] != 0.0) {
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rsiBuffer[i] = 100.0 - 100.0 / (1 + positiveBuffer[i] / negativeBuffer[i]);
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} else {
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//
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if (positiveBuffer[i] != 0.0) {
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rsiBuffer[i] = 100.0;
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} else {
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rsiBuffer[i] = 50.0;
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}
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}
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}
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//
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return(rates_total);
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}
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//
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// END Event Handlers ...
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//
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//
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// START Functions ...
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//
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//
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// END Functions ...
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// |