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//+------------------------------------------------------------------+
//| RSI.mq4 |
//| Copyright 2005-2014, metaQuotes Software Corp. |
//| http://www.mql4.com |
//+------------------------------------------------------------------+
#property copyright 2005-2014, metaQuotes Software Corp.
#property link http://www.mql4.com
#property description Relative Strength Index
#property strict
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_buffers 2
#property indicator_color1 DodgerBlue
#property indicator_color2 DarkOrange
#property indicator_level1 5.0
#property indicator_level2 95.0
#property indicator_level3 10.0
#property indicator_level4 90.0
#property indicator_levelcolor clrDimGray
#property indicator_levelstyle STYLE_DOT
//--- input parameters
input int InpRSIPeriod=4; // RSI Period
//--- buffers
double ExtRSIBuffer[];
double ExtPosBuffer[];
double ExtNegBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int onInit(void)
{
string short_name;
//--- 2 additional buffers are used for counting.
IndicatorBuffers(3);
SetIndexBuffer(0,ExtRSIBuffer);
SetIndexBuffer(1,ExtPosBuffer);
SetIndexBuffer(2,ExtNegBuffer);
//--- indicator line
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,ExtRSIBuffer);
//--- name for DataWindow and indicator subwindow label
short_name= RSI( +string(InpRSIPeriod)+ )
IndicatorShortName(short_name);
SetIndexLabel(0,short_name);
//--- check for input
if(InpRSIPeriod 2)
{
Print( Incorrect value for input variable InpRSIPeriod = ,InpRSIPeriod);
return(INIT_FAILED);
}
//---
SetIndexDrawBegin(0,InpRSIPeriod);
//--- initialization done
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Relative Strength Index |
//+------------------------------------------------------------------+
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 i,pos;
double diff;
//---
if(Bars =InpRSIPeriod || InpRSIPeriod 2)
return(0);
//--- counting from 0 to rates_total
ArraySetAsSeries(ExtRSIBuffer,false);
ArraySetAsSeries(ExtPosBuffer,false);
ArraySetAsSeries(ExtNegBuffer,false);
ArraySetAsSeries(close,false);
//--- preliminary calculations
pos=prev_calculated-1;
if(pos =InpRSIPeriod)
{
//--- first RSIPeriod values of the indicator are not calculated
ExtRSIBuffer[0]=0.0;
ExtPosBuffer[0]=0.0;
ExtNegBuffer[0]=0.0;
double sump=0.0;
double sumn=0.0;
for(i=1; i =InpRSIPeriod; i++)
{
ExtRSIBuffer=0.0;
ExtPosBuffer=0.0;
ExtNegBuffer=0.0;
diff=close-close[i-1];
if(diff 0)
sump+=diff;
else
sumn-=diff;
}
//--- calculate first visible value
ExtPosBuffer[InpRSIPeriod]=sump/InpRSIPeriod;
ExtNegBuffer[InpRSIPeriod]=sumn/InpRSIPeriod;
if(ExtNegBuffer[InpRSIPeriod]!=0.0)
ExtRSIBuffer[InpRSIPeriod]=100.0-(100.0/(1.0+ExtPosBuffer[InpRSIPeriod]/ExtNegBuffer[InpRSIPeriod]));
else
{
if(ExtPosBuffer[InpRSIPeriod]!=0.0)
ExtRSIBuffer[InpRSIPeriod]=100.0;
else
ExtRSIBuffer[InpRSIPeriod]=50.0;
}
//--- prepare the position value for main calculation
pos=InpRSIPeriod+1;
}
//--- the main loop of calculations
for(i=pos; i rates_total !IsStopped(); i++)
{
diff=close-close[i-1];
ExtPosBuffer=(ExtPosBuffer[i-1]*(InpRSIPeriod-1)+(diff 0.0?diff:0.0))/InpRSIPeriod;
ExtNegBuffer=(ExtNegBuffer[i-1]*(InpRSIPeriod-1)+(diff 0.0?-diff:0.0))/InpRSIPeriod;
if(ExtNegBuffer!=0.0)
ExtRSIBuffer=100.0-100.0/(1+ExtPosBuffer/ExtNegBuffer);
else
{
if(ExtPosBuffer!=0.0)
ExtRSIBuffer=100.0;
else
ExtRSIBuffer=50.0;
}
}
//---
return(rates_total);
}
//+------------------------------------------------------------------+
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