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dsl_-_rsx.mq5

Time: 2016-02-18 | Download file:dsl_-_rsx.mq5

//------------------------------------------------------------------
#property copyright "© mladen, 2017"
#property link      "mladenfx@gmail.com"
#property link      "www.forex-station.com"
#property version   "1.00"
//------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_plots   3
#property indicator_label1  "up level"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrLimeGreen
#property indicator_style1  STYLE_DOT
#property indicator_label2  "down level"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrOrange
#property indicator_style2  STYLE_DOT
#property indicator_label3  "value"
#property indicator_type3   DRAW_COLOR_LINE
#property indicator_color3  clrSilver,clrLimeGreen,clrOrange
#property indicator_width3  2

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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       RsxPeriod    = 32;       // Rsx period
input enPrices  RsxPrice     = pr_close; // Price
input double    SignalPeriod = 9;        // Signal period

double  val[],valc[],levelUp[],levelDn[];

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void OnInit()
{
   SetIndexBuffer(0,levelUp,INDICATOR_DATA);
   SetIndexBuffer(1,levelDn,INDICATOR_DATA);
   SetIndexBuffer(2,val    ,INDICATOR_DATA);
   SetIndexBuffer(3,valc   ,INDICATOR_COLOR_INDEX);
      for (int i=0; i<2; i++) PlotIndexSetInteger(i,PLOT_SHOW_DATA,false);
      IndicatorSetString(INDICATOR_SHORTNAME," (dsl) RSX ("+(string)RsxPeriod+","+(string)SignalPeriod+")");
}

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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) ? (val[i]>50) ? levelUp[i-1]+alpha*(val[i]-levelUp[i-1]) : levelUp[i-1] : 50;
         levelDn[i] = (i>0) ? (val[i]<50) ? levelDn[i-1]+alpha*(val[i]-levelDn[i-1]) : levelDn[i-1] : 50;
         valc[i]    = (val[i]>levelUp[i]) ? 1 : (val[i]0) ? (val[i]==val[i-1]) ? valc[i-1]: 0 : 0;
      }         
   return(i);
}

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#define _rsiInstances      1
#define _rsiInstancesSize 13
double workRsi[][_rsiInstances*_rsiInstancesSize];
#define _price  0
#define _change 1
#define _changa 2

double iRsi(double price, double period, int r, int bars, int instanceNo=0)
{
   if (ArrayRange(workRsi,0)!=bars) ArrayResize(workRsi,bars); int z = instanceNo*_rsiInstancesSize; 
   
   //
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   workRsi[r][z+_price] = price;
         double Kg = (3.0)/(2.0+period), Hg = 1.0-Kg;
            if (r0)
   {
      double sum = 0;
           for (int k=0; k < (int)nlmvalues[instanceNo][_len] && (r-k)>=0; k++) sum += nlmalphas[k][instanceNo]*nlmprices[r-k][instanceNo];
           return( sum / nlmvalues[instanceNo][_weight]);
   }
   else return(0);           
}

//------------------------------------------------------------------
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#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;
         
         //
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         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]0)                       { CopyTime(_Symbol,_timeFrame,time[0],1,testTime); SeriesInfoInteger(_Symbol,_timeFrame,SERIES_FIRSTDATE,startTime); }
         if (startTime<=0 || startTime>time[0]) { Comment(MQL5InfoString(MQL5_PROGRAM_NAME)+"\nMissing data for "+timeFrameToString(_timeFrame)+" time frame\nRe-trying on next tick"); warned=true; return(false); }
   }
   if (warned) { Comment(""); warned=false; }
   return(true);
}

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