| //+------------------------------------------------------------------+
|
| //| SignalRSI.mqh |
|
| //| Copyright 2000-2025, MetaQuotes Ltd. |
|
| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
|
| #include <Expert\ExpertSignal.mqh>
|
| // wizard description start
|
| //+------------------------------------------------------------------+
|
| //| Description of the class |
|
| //| Title=Signals of oscillator 'Relative Strength Index' |
|
| //| Type=SignalAdvanced |
|
| //| Name=Relative Strength Index |
|
| //| ShortName=RSI |
|
| //| Class=CSignalRSI |
|
| //| Page=signal_rsi |
|
| //| Parameter=PeriodRSI,int,8,Period of calculation |
|
| //| Parameter=Applied,ENUM_APPLIED_PRICE,PRICE_CLOSE,Prices series |
|
| //+------------------------------------------------------------------+
|
| // wizard description end
|
| //+------------------------------------------------------------------+
|
| //| Class CSignalRSI. |
|
| //| Purpose: Class of generator of trade signals based on |
|
| //| the 'Relative Strength Index' oscillator. |
|
| //| Is derived from the CExpertSignal class. |
|
| //+------------------------------------------------------------------+
|
| class CSignalRSI : public CExpertSignal
|
| {
|
| protected:
|
| CiRSI m_rsi; // object-oscillator
|
| //--- adjusted parameters
|
| int m_periodRSI; // the "period of calculation" parameter of the oscillator
|
| ENUM_APPLIED_PRICE m_applied; // the "prices series" parameter of the oscillator
|
| //--- "weights" of market models (0-100)
|
| int m_pattern_0; // model 0 "the oscillator has required direction"
|
| int m_pattern_1; // model 1 "reverse behind the level of overbuying/overselling"
|
| int m_pattern_2; // model 2 "failed swing"
|
| int m_pattern_3; // model 3 "divergence of the oscillator and price"
|
| int m_pattern_4; // model 4 "double divergence of the oscillator and price"
|
| int m_pattern_5; // model 5 "head/shoulders"
|
| //--- variables
|
| double m_extr_osc[10]; // array of values of extremums of the oscillator
|
| double m_extr_pr[10]; // array of values of the corresponding extremums of price
|
| int m_extr_pos[10]; // array of shifts of extremums (in bars)
|
| uint m_extr_map; // resulting bit-map of ratio of extremums of the oscillator and the price
|
|
|
| public:
|
| CSignalRSI(void);
|
| ~CSignalRSI(void);
|
| //--- methods of setting adjustable parameters
|
| void PeriodRSI(int value) { m_periodRSI=value; }
|
| void Applied(ENUM_APPLIED_PRICE value) { m_applied=value; }
|
| //--- methods of adjusting "weights" of market models
|
| void Pattern_0(int value) { m_pattern_0=value; }
|
| void Pattern_1(int value) { m_pattern_1=value; }
|
| void Pattern_2(int value) { m_pattern_2=value; }
|
| void Pattern_3(int value) { m_pattern_3=value; }
|
| void Pattern_4(int value) { m_pattern_4=value; }
|
| void Pattern_5(int value) { m_pattern_5=value; }
|
| //--- method of verification of settings
|
| virtual bool ValidationSettings(void);
|
| //--- method of creating the indicator and timeseries
|
| virtual bool InitIndicators(CIndicators *indicators);
|
| //--- methods of checking if the market models are formed
|
| virtual int LongCondition(void);
|
| virtual int ShortCondition(void);
|
|
|
| protected:
|
| //--- method of initialization of the oscillator
|
| bool InitRSI(CIndicators *indicators);
|
| //--- methods of getting data
|
| double RSI(int ind) { return(m_rsi.Main(ind)); }
|
| double DiffRSI(int ind) { return(RSI(ind)-RSI(ind+1)); }
|
| int StateRSI(int ind);
|
| bool ExtStateRSI(int ind);
|
| bool CompareMaps(int map,int count,bool minimax=false,int start=0);
|
| };
|
| //+------------------------------------------------------------------+
|
| //| Constructor |
|
| //+------------------------------------------------------------------+
|
| CSignalRSI::CSignalRSI(void) : m_periodRSI(14),
|
| m_applied(PRICE_CLOSE),
|
| m_pattern_0(70),
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| m_pattern_1(100),
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| m_pattern_2(90),
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| m_pattern_3(80),
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| m_pattern_4(100),
|
| m_pattern_5(20)
|
| {
|
| //--- initialization of protected data
|
| m_used_series=USE_SERIES_HIGH+USE_SERIES_LOW;
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Destructor |
|
| //+------------------------------------------------------------------+
|
| CSignalRSI::~CSignalRSI(void)
|
| {
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Validation settings protected data. |
|
| //+------------------------------------------------------------------+
|
| bool CSignalRSI::ValidationSettings(void)
|
| {
|
| //--- validation settings of additional filters
|
| if(!CExpertSignal::ValidationSettings())
|
| return(false);
|
| //--- initial data checks
|
| if(m_periodRSI<=0)
|
| {
|
| printf(__FUNCTION__+": period of the RSI oscillator must be greater than 0");
|
| return(false);
|
| }
|
| //--- ok
|
| return(true);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Create indicators. |
|
| //+------------------------------------------------------------------+
|
| bool CSignalRSI::InitIndicators(CIndicators *indicators)
|
| {
|
| //--- check pointer
|
| if(indicators==NULL)
|
| return(false);
|
| //--- initialization of indicators and timeseries of additional filters
|
| if(!CExpertSignal::InitIndicators(indicators))
|
| return(false);
|
| //--- create and initialize RSI oscillator
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| if(!InitRSI(indicators))
|
| return(false);
|
| //--- ok
|
| return(true);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Initialize RSI oscillators. |
|
| //+------------------------------------------------------------------+
|
| bool CSignalRSI::InitRSI(CIndicators *indicators)
|
| {
|
| //--- check pointer
|
| if(indicators==NULL)
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| return(false);
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| //--- add object to collection
|
| if(!indicators.Add(GetPointer(m_rsi)))
|
| {
|
| printf(__FUNCTION__+": error adding object");
|
| return(false);
|
| }
|
| //--- initialize object
|
| if(!m_rsi.Create(m_symbol.Name(),m_period,m_periodRSI,m_applied))
|
| {
|
| printf(__FUNCTION__+": error initializing object");
|
| return(false);
|
| }
|
| //--- ok
|
| return(true);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Check of the oscillator state. |
|
| //+------------------------------------------------------------------+
|
| int CSignalRSI::StateRSI(int ind)
|
| {
|
| int res=0;
|
| double var;
|
| //---
|
| for(int i=ind;;i++)
|
| {
|
| if(RSI(i+1)==EMPTY_VALUE)
|
| break;
|
| var=DiffRSI(i);
|
| if(res>0)
|
| {
|
| if(var<0)
|
| break;
|
| res++;
|
| continue;
|
| }
|
| if(res<0)
|
| {
|
| if(var>0)
|
| break;
|
| res--;
|
| continue;
|
| }
|
| if(var>0)
|
| res++;
|
| if(var<0)
|
| res--;
|
| }
|
| //---
|
| return(res);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Extended check of the oscillator state consists |
|
| //| in forming a bit-map according to certain rules, |
|
| //| which shows ratios of extremums of the oscillator and price. |
|
| //+------------------------------------------------------------------+
|
| bool CSignalRSI::ExtStateRSI(int ind)
|
| {
|
| //--- operation of this method results in a bit-map of extremums
|
| //--- practically, the bit-map of extremums is an "array" of 4-bit fields
|
| //--- each "element of the array" definitely describes the ratio
|
| //--- of current extremums of the oscillator and the price with previous ones
|
| //--- purpose of bits of an element of the analyzed bit-map
|
| //--- bit 3 - not used (always 0)
|
| //--- bit 2 - is equal to 1 if the current extremum of the oscillator is "more extreme" than the previous one
|
| //--- (a higher peak or a deeper valley), otherwise - 0
|
| //--- bit 1 - not used (always 0)
|
| //--- bit 0 - is equal to 1 if the current extremum of price is "more extreme" than the previous one
|
| //--- (a higher peak or a deeper valley), otherwise - 0
|
| //--- in addition to them, the following is formed:
|
| //--- array of values of extremums of the oscillator,
|
| //--- array of values of price extremums and
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| //--- array of "distances" between extremums of the oscillator (in bars)
|
| //--- it should be noted that when using the results of the extended check of state,
|
| //--- you should consider, which extremum of the oscillator (peak or valley)
|
| //--- is the "reference point" (i.e. was detected first during the analysis)
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| //--- if a peak is detected first then even elements of all arrays
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| //--- will contain information about peaks, and odd elements will contain information about valleys
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| //--- if a valley is detected first, then respectively in reverse
|
| int pos=ind,off,index;
|
| uint map; // intermediate bit-map for one extremum
|
| //---
|
| m_extr_map=0;
|
| for(int i=0;i<10;i++)
|
| {
|
| off=StateRSI(pos);
|
| if(off>0)
|
| {
|
| //--- minimum of the oscillator is detected
|
| pos+=off;
|
| m_extr_pos[i]=pos;
|
| m_extr_osc[i]=RSI(pos);
|
| if(i>1)
|
| {
|
| m_extr_pr[i]=m_low.MinValue(pos-2,5,index);
|
| //--- form the intermediate bit-map
|
| map=0;
|
| if(m_extr_pr[i-2]<m_extr_pr[i])
|
| map+=1; // set bit 0
|
| if(m_extr_osc[i-2]<m_extr_osc[i])
|
| map+=4; // set bit 2
|
| //--- add the result
|
| m_extr_map+=map<<(4*(i-2));
|
| }
|
| else
|
| m_extr_pr[i]=m_low.MinValue(pos-1,4,index);
|
| }
|
| else
|
| {
|
| //--- maximum of the oscillator is detected
|
| pos-=off;
|
| m_extr_pos[i]=pos;
|
| m_extr_osc[i]=RSI(pos);
|
| if(i>1)
|
| {
|
| m_extr_pr[i]=m_high.MaxValue(pos-2,5,index);
|
| //--- form the intermediate bit-map
|
| map=0;
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| if(m_extr_pr[i-2]>m_extr_pr[i])
|
| map+=1; // set bit 0
|
| if(m_extr_osc[i-2]>m_extr_osc[i])
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| map+=4; // set bit 2
|
| //--- add the result
|
| m_extr_map+=map<<(4*(i-2));
|
| }
|
| else
|
| m_extr_pr[i]=m_high.MaxValue(pos-1,4,index);
|
| }
|
| }
|
| //---
|
| return(true);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Comparing the bit-map of extremums with pattern. |
|
| //+------------------------------------------------------------------+
|
| bool CSignalRSI::CompareMaps(int map,int count,bool minimax,int start)
|
| {
|
| int step =(minimax)?4:8;
|
| int total=step*(start+count);
|
| //--- check input parameters for a possible going out of range of the bit-map
|
| if(total>32)
|
| return(false);
|
| //--- bit-map of the patter is an "array" of 4-bit fields
|
| //--- each "element of the array" definitely describes the desired ratio
|
| //--- of current extremums of the oscillator and the price with previous ones
|
| //--- purpose of bits of an elements of the pattern of the bit-map pattern
|
| //--- bit 3 - is equal to if the ratio of extremums of the oscillator is insignificant for us
|
| //--- is equal to 0 if we want to "find" the ratio of extremums of the oscillator determined by the value of bit 2
|
| //--- bit 2 - is equal to 1 if we want to "discover" the situation when the current extremum of the "oscillator" is "more extreme" than the previous one
|
| //--- (current peak is higher or current valley is deeper)
|
| //--- is equal to 0 if we want to "discover" the situation when the current extremum of the oscillator is "less extreme" than the previous one
|
| //--- (current peak is lower or current valley is less deep)
|
| //--- bit 1 - is equal to 1 if the ratio of extremums is insignificant for us
|
| //--- it is equal to 0 if we want to "find" the ratio of price extremums determined by the value of bit 0
|
| //--- bit 0 - is equal to 1 if we want to "discover" the situation when the current price extremum is "more extreme" than the previous one
|
| //--- (current peak is higher or current valley is deeper)
|
| //--- it is equal to 0 if we want to "discover" the situation when the current price extremum is "less extreme" than the previous one
|
| //--- (current peak is lower or current valley is less deep)
|
| uint inp_map,check_map;
|
| int i,j;
|
| //--- loop by extremums (4 minimums and 4 maximums)
|
| //--- price and the oscillator are checked separately (thus, there are 16 checks)
|
| for(i=step*start,j=0;i<total;i+=step,j+=4)
|
| {
|
| //--- "take" two bits - patter of the corresponding extremum of the price
|
| inp_map=(map>>j)&3;
|
| //--- if the higher-order bit=1, then any ratio is suitable for us
|
| if(inp_map<2)
|
| {
|
| //--- "take" two bits of the corresponding extremum of the price (higher-order bit is always 0)
|
| check_map=(m_extr_map>>i)&3;
|
| if(inp_map!=check_map)
|
| return(false);
|
| }
|
| //--- "take" two bits - pattern of the corresponding oscillator extremum
|
| inp_map=(map>>(j+2))&3;
|
| //--- if the higher-order bit=1, then any ratio is suitable for us
|
| if(inp_map>=2)
|
| continue;
|
| //--- "take" two bits of the corresponding oscillator extremum (higher-order bit is always 0)
|
| check_map=(m_extr_map>>(i+2))&3;
|
| if(inp_map!=check_map)
|
| return(false);
|
| }
|
| //--- ok
|
| return(true);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| "Voting" that price will grow. |
|
| //+------------------------------------------------------------------+
|
| int CSignalRSI::LongCondition(void)
|
| {
|
| int result=0;
|
| int idx =StartIndex();
|
| //---
|
| if(DiffRSI(idx)>0.0)
|
| {
|
| //--- the oscillator is directed upwards confirming the possibility of price growth
|
| if(IS_PATTERN_USAGE(0))
|
| result=m_pattern_0; // "confirming" signal number 0
|
| //--- if the model 1 is used, search for a reverse of the oscillator upwards behind the level of overselling
|
| if(IS_PATTERN_USAGE(1) && DiffRSI(idx+1)<0.0 && RSI(idx+1)<30.0)
|
| result=m_pattern_1; // signal number 1
|
| //--- if the model 2, 3, 4 or 5 is used, perform the extended analysis of the oscillator state
|
| if(IS_PATTERN_USAGE(2) || IS_PATTERN_USAGE(3) || IS_PATTERN_USAGE(4) || IS_PATTERN_USAGE(5))
|
| {
|
| ExtStateRSI(idx);
|
| //--- search for the "failed swing" signal
|
| if(IS_PATTERN_USAGE(2) && RSI(idx)>m_extr_osc[1])
|
| result=m_pattern_2; // signal number 2
|
| //--- search for the "divergence" signal
|
| if(IS_PATTERN_USAGE(3) && CompareMaps(1,1)) // 0000 0001b
|
| result=m_pattern_3; // signal number 3
|
| //--- search for the "double divergence" signal
|
| if(IS_PATTERN_USAGE(4) && CompareMaps(0x11,2)) // 0001 0001b
|
| return(m_pattern_4); // signal number 4
|
| //--- search for the "head/shoulders" signal
|
| if(IS_PATTERN_USAGE(5) && CompareMaps(0x62662,5,true) && RSI(idx)>m_extr_osc[1]) // 01100010011001100010b
|
| result=m_pattern_5; // signal number 5
|
| }
|
| }
|
| //--- return the result
|
| return(result);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| "Voting" that price will fall. |
|
| //+------------------------------------------------------------------+
|
| int CSignalRSI::ShortCondition(void)
|
| {
|
| int result=0;
|
| int idx =StartIndex();
|
| //---
|
| if(DiffRSI(idx)<0.0)
|
| {
|
| //--- the oscillator is directed downwards confirming the possibility of falling of price
|
| if(IS_PATTERN_USAGE(0))
|
| result=m_pattern_0; // "confirming" signal number 0
|
| //--- if the model 1 is used, search for a reverse of the oscillator downwards behind the level of overbuying
|
| if(IS_PATTERN_USAGE(1) && DiffRSI(idx+1)>0.0 && RSI(idx+1)>70.0)
|
| result=m_pattern_1; // signal number 1
|
| //--- if the model 2, 3, 4 or 5 is used, perform the extended analysis of the oscillator state
|
| if(IS_PATTERN_USAGE(2) || IS_PATTERN_USAGE(3) || IS_PATTERN_USAGE(4) || IS_PATTERN_USAGE(5))
|
| {
|
| ExtStateRSI(idx);
|
| //--- search for the "failed swing" signal
|
| if(IS_PATTERN_USAGE(2) && RSI(idx)<m_extr_osc[1])
|
| result=m_pattern_2; // signal number 2
|
| //--- search for the "divergence" signal
|
| if(IS_PATTERN_USAGE(3) && CompareMaps(1,1)) // 0000 0001b
|
| result=m_pattern_3; // signal number 3
|
| //--- search for the "double divergence" signal
|
| if(IS_PATTERN_USAGE(4) && CompareMaps(0x11,2)) // 0001 0001b
|
| return(m_pattern_4); // signal number 4
|
| //--- search for the "head/shoulders" signal
|
| if(IS_PATTERN_USAGE(5) && CompareMaps(0x62662,5,true) && RSI(idx)<m_extr_osc[1]) // 01100010011001100010b
|
| result=m_pattern_5; // signal number 5
|
| }
|
| }
|
| //--- return the result
|
| return(result);
|
| }
|
| //+------------------------------------------------------------------+
|
