//+------------------------------------------------------------------+ //| DTosc 2.05 Multi RSI.mq4 //| mladen ; extended by Boxter| // http://www.forex-tsd.com/manual-trading-systems-indicators/3580-elite-indicators-509.html#post447605 // with floating levels and arrows, alerts, divergence , MTF //+------------------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_separate_window #property indicator_buffers 5 #property indicator_minimum -5 #property indicator_maximum 105 #property indicator_color1 DeepSkyBlue #property indicator_color2 DimGray #property indicator_color3 PaleVioletRed #property indicator_color4 DeepSkyBlue #property indicator_color5 Red #property indicator_width4 1 #property indicator_width5 1 #property indicator_style1 STYLE_DOT #property indicator_style2 STYLE_DOT #property indicator_style3 STYLE_DOT extern string TimeFrame = "Current time frame"; extern int RSI_Period = 14; extern int RSI_Mode = 0; // 0=RSI,1=Wilders RSI,2=RSX,3=Cuttler RSI extern int RSI_Price = PRICE_CLOSE; extern int PeriodStoch = 14;//8 extern int PeriodSK = 9;//5 extern int PeriodSD = 3;//5 extern int MAMode = 3; extern double SmoothPeriod = 5; extern int SmoothPhase = 0; extern bool SmoothDouble = true; extern int MinMaxPeriod = 50; // for floating levels extern double LevelUp = 80; extern double LevelDown = 20; extern bool Interpolate = true; extern bool ShowArrowsOn100_0 = false; extern bool divergenceVisible = false; extern bool divergenceOnValuesVisible = true; extern bool divergenceOnChartVisible = true; extern color divergenceBullishColor = LimeGreen; extern color divergenceBearishColor = OrangeRed; extern string divergenceUniqueID = "dtosc divergence1"; extern bool ShowArrows = false; extern bool ShowArrowsUp = true; extern bool ShowArrowsDown = true; extern bool UseSignalLineFor100_0 = false; extern string arrowsIdentifier = "dtosc arrows"; extern color arrowsUpColor = LimeGreen; extern color arrowsDnColor = OrangeRed; extern double arrowsUpGap = 0.75; extern double arrowsDownGap = 0.75; extern bool alertsOn = false; extern bool alertsOnCurrent = true; extern bool alertsMessage = true; extern bool alertsSound = true;//false; extern bool alertsEmail = false; double SK[]; double SD[]; double StoRSI[]; double RSI[]; double trend[]; double levelUp[]; double levelMi[]; double levelDn[]; string IndicatorFileName; int timeFrame; bool returnBars; bool calculateValue; string shortName; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int init(){ IndicatorBuffers(8); SetIndexBuffer(0,levelUp); SetIndexBuffer(1,levelMi); SetIndexBuffer(2,levelDn); SetIndexBuffer(3,SK); SetIndexBuffer(4,SD); SetIndexBuffer(5,StoRSI); SetIndexBuffer(6,RSI); SetIndexBuffer(7,trend); IndicatorFileName = WindowExpertName(); returnBars = (TimeFrame == "returnBars"); if (returnBars) return(0); calculateValue = (TimeFrame=="calculateValue"); if (calculateValue){ int s = StringFind(divergenceUniqueID,":",0); shortName = divergenceUniqueID; divergenceUniqueID = StringSubstr(divergenceUniqueID,0,s); return(0); } timeFrame = stringToTimeFrame(TimeFrame); // shortName = divergenceUniqueID+": "+timeFrameToString(timeFrame)+" DTOSC ("+RSI_Period+","+PeriodStoch+","+PeriodSK+","+PeriodSD+")"; shortName = divergenceUniqueID+": "+timeFrameToString(timeFrame)+" DTosc 2.05 Multi RSI, "+getRsiName(RSI_Mode)+" ("+RSI_Period+","+PeriodStoch+","+PeriodSK+","+PeriodSD+")"; IndicatorShortName(shortName); return(0); } int deinit(){ if (!calculateValue && ShowArrows) deleteArrows(); int lookForLength = StringLen(divergenceUniqueID); for (int i=ObjectsTotal()-1; i>=0; i--) { string name = ObjectName(i); if (StringSubstr(name,0,lookForLength) == divergenceUniqueID) ObjectDelete(name); } return(0); } //+-------------------------------------------------------------------------------------------------------------------+ //| | //+-------------------------------------------------------------------------------------------------------------------+ int start(){ int i,limit; int counted_bars = IndicatorCounted(); if(counted_bars < 0) return(-1); if(counted_bars > 0) counted_bars--; limit=MathMin(Bars-counted_bars,Bars-1); if (returnBars) { levelUp[0] = limit; return(0); } if (calculateValue || timeFrame == Period()){ for(i=limit; i>=0; i--){ // RSI[i] = iRSI(NULL,0,RSI_Period,PRICE_CLOSE,i); RSI[i] = iRsi(iMA(NULL,0,1,0,MODE_SMA,RSI_Price,i),RSI_Period,i,RSI_Mode); double LLV = RSI[ArrayMinimum(RSI,PeriodStoch,i)]; double HHV = RSI[ArrayMaximum(RSI,PeriodStoch,i)]; if ((HHV-LLV)!=0) StoRSI[i] = iDSmooth(100.0*((RSI[i] - LLV)/(HHV - LLV)),SmoothPeriod,SmoothPhase,i); else StoRSI[i] = iDSmooth(0,SmoothPeriod,SmoothPhase,i); } for(i=limit; i>=0; i--) SK[i]=iMAOnArray(StoRSI,0,PeriodSK,0,MAMode,i); //------floating levels for(i=limit; i>=0; i--){ double hi = SK[ArrayMaximum(SK,MinMaxPeriod,i)]; double lo = SK[ArrayMinimum(SK,MinMaxPeriod,i)]; double rn = hi-lo; levelUp[i] = lo+rn*LevelUp /100.0; levelDn[i] = lo+rn*LevelDown/100.0; levelMi[i] = (levelUp[i]+levelDn[i])/2.0; SD[i]=iMAOnArray(SK,0,PeriodSD,0,MAMode,i); trend[i] = trend[i+1]; if (!ShowArrowsOn100_0){ if (SK[i]>SD[i]) trend[i] = 1; if (SK[i]=0; i--){ int y = iBarShift(NULL,timeFrame,Time[i]); levelUp[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateValue",RSI_Period,RSI_Mode,RSI_Price,PeriodStoch,PeriodSK,PeriodSD,MAMode,SmoothPeriod,SmoothPhase,SmoothDouble,MinMaxPeriod,LevelUp,LevelDown,Interpolate,0,y); levelMi[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateValue",RSI_Period,RSI_Mode,RSI_Price,PeriodStoch,PeriodSK,PeriodSD,MAMode,SmoothPeriod,SmoothPhase,SmoothDouble,MinMaxPeriod,LevelUp,LevelDown,Interpolate,1,y); levelDn[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateValue",RSI_Period,RSI_Mode,RSI_Price,PeriodStoch,PeriodSK,PeriodSD,MAMode,SmoothPeriod,SmoothPhase,SmoothDouble,MinMaxPeriod,LevelUp,LevelDown,Interpolate,2,y); SK[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateValue",RSI_Period,RSI_Mode,RSI_Price,PeriodStoch,PeriodSK,PeriodSD,MAMode,SmoothPeriod,SmoothPhase,SmoothDouble,MinMaxPeriod,LevelUp,LevelDown,Interpolate,3,y); SD[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateValue",RSI_Period,RSI_Mode,RSI_Price,PeriodStoch,PeriodSK,PeriodSD,MAMode,SmoothPeriod,SmoothPhase,SmoothDouble,MinMaxPeriod,LevelUp,LevelDown,Interpolate,4,y); trend[i] = iCustom(NULL,timeFrame,IndicatorFileName,"calculateValue",RSI_Period,RSI_Mode,RSI_Price,PeriodStoch,PeriodSK,PeriodSD,MAMode,SmoothPeriod,SmoothPhase,SmoothDouble,MinMaxPeriod,LevelUp,LevelDown,Interpolate,7,y); manageArrow(i); if (timeFrame <= Period() || y==iBarShift(NULL,timeFrame,Time[i-1])) continue; if (!Interpolate) continue; datetime time = iTime(NULL,timeFrame,y); for(int n = 1; i+n < Bars && Time[i+n] >= time; n++) continue; for(int k = 1; k < n; k++) { SK[i+k] = SK[i] +(SK[i+n]-SK[i])*k/n; SD[i+k] = SD[i] +(SD[i+n]-SD[i])*k/n; levelUp[i+k] = levelUp[i] + (levelUp[i+n]-levelUp[i])*k/n; levelMi[i+k] = levelMi[i] + (levelMi[i+n]-levelMi[i])*k/n; levelDn[i+k] = levelDn[i] + (levelDn[i+n]-levelDn[i])*k/n; } } manageAlerts(); return(0); } //+------------------------------------------------------------------ //| Divergeance //+------------------------------------------------------------------ void CatchBullishDivergence(double& values[], int i){ i++; ObjectDelete(divergenceUniqueID+"l"+DoubleToStr(Time[i],0)); ObjectDelete(divergenceUniqueID+"l"+"os" + DoubleToStr(Time[i],0)); if (!IsIndicatorLow(values,i)) return; int currentLow = i; int lastLow = GetIndicatorLastLow(values,i+1); if (values[currentLow] > values[lastLow] && Low[currentLow] < Low[lastLow]){ if(divergenceOnChartVisible) DrawPriceTrendLine("l",Time[currentLow],Time[lastLow],Low[currentLow],Low[lastLow],divergenceBullishColor,STYLE_SOLID); if(divergenceOnValuesVisible) DrawIndicatorTrendLine("l",Time[currentLow],Time[lastLow],values[currentLow],values[lastLow],divergenceBullishColor,STYLE_SOLID); } if (values[currentLow] < values[lastLow] && Low[currentLow] > Low[lastLow]){ if(divergenceOnChartVisible) DrawPriceTrendLine("l",Time[currentLow],Time[lastLow],Low[currentLow],Low[lastLow], divergenceBullishColor, STYLE_DOT); if(divergenceOnValuesVisible) DrawIndicatorTrendLine("l",Time[currentLow],Time[lastLow],values[currentLow],values[lastLow], divergenceBullishColor, STYLE_DOT); } } void CatchBearishDivergence(double& values[], int i){ i++; ObjectDelete(divergenceUniqueID+"h"+DoubleToStr(Time[i],0)); ObjectDelete(divergenceUniqueID+"h"+"os" + DoubleToStr(Time[i],0)); if (IsIndicatorPeak(values,i) == false) return; int currentPeak = i; int lastPeak = GetIndicatorLastPeak(values,i+1); if (values[currentPeak] < values[lastPeak] && High[currentPeak]>High[lastPeak]){ if (divergenceOnChartVisible) DrawPriceTrendLine("h",Time[currentPeak],Time[lastPeak],High[currentPeak],High[lastPeak],divergenceBearishColor,STYLE_SOLID); if (divergenceOnValuesVisible) DrawIndicatorTrendLine("h",Time[currentPeak],Time[lastPeak],values[currentPeak],values[lastPeak],divergenceBearishColor,STYLE_SOLID); } if(values[currentPeak] > values[lastPeak] && High[currentPeak] < High[lastPeak]){ if (divergenceOnChartVisible) DrawPriceTrendLine("h",Time[currentPeak],Time[lastPeak],High[currentPeak],High[lastPeak], divergenceBearishColor, STYLE_DOT); if (divergenceOnValuesVisible) DrawIndicatorTrendLine("h",Time[currentPeak],Time[lastPeak],values[currentPeak],values[lastPeak], divergenceBearishColor, STYLE_DOT); } } bool IsIndicatorPeak(double& values[], int i) { return(values[i] >= values[i+1] && values[i] > values[i+2] && values[i] > values[i-1]); } bool IsIndicatorLow( double& values[], int i) { return(values[i] <= values[i+1] && values[i] < values[i+2] && values[i] < values[i-1]); } int GetIndicatorLastPeak(double& values[], int shift){ for(int i = shift+5; i= values[i+1] && values[i] > values[i+2] && values[i] >= values[i-1] && values[i] > values[i-2]) return(i); return(-1); } int GetIndicatorLastLow(double& values[], int shift){ for(int i = shift+5; i=0; i--){ string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName); } } void deleteArrow(datetime time){ string lookFor = arrowsIdentifier+":"+time; ObjectDelete(lookFor); } //+------------------------------------------------------------------+ //| Alerts //+------------------------------------------------------------------+ void manageAlerts(){ if (!calculateValue && alertsOn){ if (alertsOnCurrent)int whichBar = 0; else whichBar = 1; whichBar = iBarShift(NULL,0,iTime(NULL,timeFrame,whichBar)); if (trend[whichBar] != trend[whichBar+1]){ if (trend[whichBar] == 1) doAlert(whichBar,"up"); if (trend[whichBar] ==-1) doAlert(whichBar,"down"); } } } void doAlert(int forBar, string doWhat){ static string previousAlert="nothing"; static datetime previousTime; string message; if(previousAlert != doWhat || previousTime != Time[forBar]) { previousAlert = doWhat; previousTime = Time[forBar]; message = StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," dtosc trend changed to ",doWhat); if (alertsMessage) Alert(message); if (alertsEmail) SendMail(StringConcatenate(Symbol(),"dtosc "),message); if (alertsSound) PlaySound("enter now.wav");//PlaySound("alert2.wav");********************** Changed } } //+--------------------------------------------------------------------------------------------------------------------------+ //| Smooth //+--------------------------------------------------------------------------------------------------------------------------+ double wrk[][20]; #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 double iDSmooth(double price, double length, double phase, int i, int s=0){ if (SmoothDouble) return (iSmooth(iSmooth(price,MathSqrt(length),phase,i,s),MathSqrt(length),phase,i,s+10)); else return (iSmooth(price,length,phase,i,s)); } double iSmooth(double price, double length, double phase, int i, int s=0){ if (length <=1) return(price); if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars); int r = Bars-i-1; if (r==0) { for(int k=0; k<7; k++) wrk[r][k+s]=price; for(; k<10; k++) wrk[r][k+s]=0; return(price); } double len1 = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0); double pow1 = MathMax(len1-2.0,0.5); double del1 = price - wrk[r-1][bsmax+s]; double del2 = price - wrk[r-1][bsmin+s]; double div = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100); int forBar = MathMin(r,10); wrk[r][volty+s] = 0; if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty+s] = MathAbs(del1); if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty+s] = MathAbs(del2); wrk[r][vsum+s] = wrk[r-1][vsum+s] + (wrk[r][volty+s]-wrk[r-forBar][volty+s])*div; wrk[r][avolty+s] = wrk[r-1][avolty+s]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum+s]-wrk[r-1][avolty+s]); if (wrk[r][avolty+s] > 0) double dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; else dVolty = 0; if (dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1); if (dVolty < 1) dVolty = 1.0; double pow2 = MathPow(dVolty, pow1); double len2 = MathSqrt(0.5*(length-1))*len1; double Kv = MathPow(len2/(len2+1), MathSqrt(pow2)); if (del1 > 0) wrk[r][bsmax+s] = price; else wrk[r][bsmax+s] = price - Kv*del1; if (del2 < 0) wrk[r][bsmin+s] = price; else wrk[r][bsmin+s] = price - Kv*del2; double R = MathMax(MathMin(phase,100),-100)/100.0 + 1.5; double beta = 0.45*(length-1)/(0.45*(length-1)+2); double alpha = MathPow(beta,pow2); wrk[r][0+s] = price + alpha*(wrk[r-1][0+s]-price); wrk[r][1+s] = (price - wrk[r][0+s])*(1-beta) + beta*wrk[r-1][1+s]; wrk[r][2+s] = (wrk[r][0+s] + R*wrk[r][1+s]); wrk[r][3+s] = (wrk[r][2+s] - wrk[r-1][4+s])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3+s]; wrk[r][4+s] = (wrk[r-1][4+s] + wrk[r][3+s]); return(wrk[r][4+s]); } //+---------------------------------------------------------------------------------------------------------+ //| MTF //+---------------------------------------------------------------------------------------------------------+ string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; int stringToTimeFrame(string tfs){ StringToUpper(tfs); for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tfs==sTfTable[i] || tfs==""+iTfTable[i]) return(MathMax(iTfTable[i],Period())); return(Period()); } string timeFrameToString(int tf){ for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); } //------------------------------------------------------------------ // RSI,Wilders RSI, RSX,Cuttler RSI //------------------------------------------------------------------ string rsiMethodNames[] = {"rsi","Wilders rsi","rsx","Cuttler RSI"}; string getRsiName(int& method){ int max = ArraySize(rsiMethodNames)-1; method=MathMax(MathMin(method,max),0); return(rsiMethodNames[method]); } double workRsi[][13]; #define _price 0 #define _change 1 #define _changa 2 double iRsi(double price, double period, int i,int tRSI_Mode=0, int instanceNo=0){ if (ArrayRange(workRsi,0)!=Bars) ArrayResize(workRsi,Bars); int z = instanceNo*13; int r = Bars-i-1; workRsi[r][z+_price] = price; switch (tRSI_Mode){ case 0: // RSI double alpha = 1.0/period; if (r=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]); } if (workRsi[r][z+_changa] != 0) return(50.0*(workRsi[r][z+_change]/workRsi[r][z+_changa]+1)); else return(50.0); case 1 : workRsi[r][z+1] = iSmma(0.5*(MathAbs(workRsi[r][z+_price]-workRsi[r-1][z+_price])+(workRsi[r][z+_price]-workRsi[r-1][z+_price])),0.5*(period-1),Bars-i-1,0); workRsi[r][z+2] = iSmma(0.5*(MathAbs(workRsi[r][z+_price]-workRsi[r-1][z+_price])-(workRsi[r][z+_price]-workRsi[r-1][z+_price])),0.5*(period-1),Bars-i-1,1); if((workRsi[r][z+1] + workRsi[r][z+2]) != 0) return(100.0 * workRsi[r][z+1]/(workRsi[r][z+1] + workRsi[r][z+2])); else return(50); case 2 : double Kg = (3.0)/(2.0+period), Hg = 1.0-Kg; if (r 0) sump += diff; if (diff < 0) sumn -= diff; } if (sumn > 0) return(100.0-100.0/(1.0+sump/sumn)); else return(50); } return(50); } double workSmma[][2]; double iSmma(double price, double period, int r, int instanceNo=0){ if (ArrayRange(workSmma,0)!= Bars) ArrayResize(workSmma,Bars); if (r