//+------------------------------------------------------------------+ //| Stochastic RSI.mq5 | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "www.forex-station.com" #property version "1.00" #property indicator_separate_window #property indicator_buffers 8 #property indicator_plots 5 #property indicator_label1 "Stochastic" #property indicator_type1 DRAW_FILLING #property indicator_color1 clrSandyBrown,clrDodgerBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 #property indicator_label2 "Stochastic level up" #property indicator_type2 DRAW_LINE #property indicator_color2 clrDodgerBlue #property indicator_style2 STYLE_DOT #property indicator_label3 "Stochastic middle level" #property indicator_type3 DRAW_LINE #property indicator_color3 clrSilver #property indicator_style3 STYLE_DOT #property indicator_label4 "Stochastic level down" #property indicator_type4 DRAW_LINE #property indicator_color4 clrSandyBrown #property indicator_style4 STYLE_DOT #property indicator_type5 DRAW_LINE #property indicator_color5 clrSilver #property indicator_width5 2 #property indicator_minimum -1 #property indicator_maximum 101 // // // // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average, // Average (high+low+open+close)/4 pr_medianb, // Average median body (open+close)/2 pr_tbiased, // Trend biased price pr_tbiased2, // Trend biased (extreme) price pr_haclose, // Heiken ashi close pr_haopen , // Heiken ashi open pr_hahigh, // Heiken ashi high pr_halow, // Heiken ashi low pr_hamedian, // Heiken ashi median pr_hatypical, // Heiken ashi typical pr_haweighted, // Heiken ashi weighted pr_haaverage, // Heiken ashi average pr_hamedianb, // Heiken ashi median body pr_hatbiased, // Heiken ashi trend biased price pr_hatbiased2 // Heiken ashi trend biased (extreme) price }; input int RSIPeriod = 14; // RSI period input enPrices Price = pr_close; // RSI applied to price input int StoPeriod1 = 55; // Stochastic period 1 (less than 2 - no stochastic) input int StoPeriod2 = 55; // Stochastic period 2 (less than 2 - no stochastic) input int EMAPeriod = 15; // Smoothing period (less than 2 - no smoothing) input int flLookBack = 25; // Floating levels look back period input double flLevelUp = 90; // Floating levels up level % input double flLevelDown = 10; // Floating levels down level % // // // // // double RsiBuffer[],StoBuffer[],StcBuffer[],StlBuffer[],LevBuffer[],levelup[],levelmi[],leveldn[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int OnInit() { SetIndexBuffer(0,LevBuffer,INDICATOR_DATA); SetIndexBuffer(1,StlBuffer,INDICATOR_DATA); SetIndexBuffer(2,levelup ,INDICATOR_DATA); SetIndexBuffer(3,levelmi ,INDICATOR_DATA); SetIndexBuffer(4,leveldn ,INDICATOR_DATA); SetIndexBuffer(5,StoBuffer,INDICATOR_DATA); SetIndexBuffer(6,RsiBuffer,INDICATOR_CALCULATIONS); SetIndexBuffer(7,StcBuffer,INDICATOR_CALCULATIONS); string strSmooth = (EMAPeriod>1) ? "smoothed " : ""; string strStoch = (StoPeriod1>1 || StoPeriod2>1) ? "stochastic " : ""; strStoch = (StoPeriod1>1 && StoPeriod2>1) ? "double stochastic " : strStoch; IndicatorSetString(INDICATOR_SHORTNAME,strSmooth+strStoch+"RSI("+(string)RSIPeriod+","+(string)StoPeriod1+","+(string)StoPeriod2+","+(string)EMAPeriod+")"); return(0); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // 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[]) { if (Bars(_Symbol,_Period)=0; k++) max = MathMax(max,RsiBuffer[i-k]); double min = RsiBuffer[i]; for(int k=1; k=0; k++) min = MathMin(min,RsiBuffer[i-k]); StcBuffer[i] = (max!=min) ? (RsiBuffer[i]-min)/(max-min)*100.00 : RsiBuffer[i]; // // // // // max = StcBuffer[i]; for(int k=1; k=0; k++) max = MathMax(max,StcBuffer[i-k]); min = StcBuffer[i]; for(int k=1; k=0; k++) min = MathMin(min,StcBuffer[i-k]); double sto = (max!=min) ? (StcBuffer[i]-min)/(max-min)*100.00 : StcBuffer[i] ; StoBuffer[i] = (i>0) ? StoBuffer[i-1]+alpha*(sto-StoBuffer[i-1]) : sto; int start = MathMax(i-flLookBack+1,0); min = StoBuffer[ArrayMinimum(StoBuffer,start,flLookBack)]; max = StoBuffer[ArrayMaximum(StoBuffer,start,flLookBack)]; double range = max-min; levelup[i] = min+flLevelUp *range/100.0; leveldn[i] = min+flLevelDown*range/100.0; levelmi[i] = min+0.5*range; StlBuffer[i] = StoBuffer[i]; LevBuffer[i] = StoBuffer[i]; if (StoBuffer[i]>levelup[i]) LevBuffer[i] = levelup[i]; if (StoBuffer[i]=0; k++) sum += MathAbs(workRsi[r-k][z+_price]-workRsi[r-k-1][z+_price]); workRsi[r][z+_change] = (workRsi[r][z+_price]-workRsi[0][z+_price])/MathMax(k,1); workRsi[r][z+_changa] = sum/MathMax(k,1); } else { double change = workRsi[r][z+_price]-workRsi[r-1][z+_price]; workRsi[r][z+_change] = workRsi[r-1][z+_change] + alpha*( change - workRsi[r-1][z+_change]); workRsi[r][z+_changa] = workRsi[r-1][z+_changa] + alpha*(MathAbs(change) - workRsi[r-1][z+_changa]); } return(50.0*(workRsi[r][z+_change]/MathMax(workRsi[r][z+_changa],DBL_MIN)+1)); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // #define _pricesInstances 1 #define _pricesSize 4 double workHa[][_pricesInstances*_pricesSize]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i,int _bars, int instanceNo=0) { if (tprice>=pr_haclose) { if (ArrayRange(workHa,0)!= _bars) ArrayResize(workHa,_bars); instanceNo*=_pricesSize; // // // // // double haOpen; if (i>0) haOpen = (workHa[i-1][instanceNo+2] + workHa[i-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); case pr_hatbiased2: if (haClose>haOpen) return(haHigh); if (haCloseopen[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); case pr_tbiased2: if (close[i]>open[i]) return(high[i]); if (close[i]