xMQL5/BKPS/14040311/Documents/BKP/rsi.divergence.mq5

//+------------------------------------------------------------------+
//|                                                 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);
}

//