| //+------------------------------------------------------------------+
|
| //| RSI.mq5 |
|
| //| Copyright 2000-2025, MetaQuotes Ltd. |
|
| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
|
| #property copyright "Copyright 2000-2025, MetaQuotes Ltd."
|
| #property link "https://www.mql5.com"
|
| #property description "Relative Strength Index"
|
| //--- indicator settings
|
| #property indicator_separate_window
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| #property indicator_minimum 0
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| #property indicator_maximum 100
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| #property indicator_level1 30
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| #property indicator_level2 70
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| #property indicator_buffers 3
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| #property indicator_plots 1
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| #property indicator_type1 DRAW_LINE
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| #property indicator_color1 clrDodgerBlue
|
| //--- input parameters
|
| input int InpPeriodRSI=14; // Period
|
| //--- indicator buffers
|
| double ExtRSIBuffer[];
|
| double ExtPosBuffer[];
|
| double ExtNegBuffer[];
|
|
|
| int ExtPeriodRSI;
|
| //+------------------------------------------------------------------+
|
| //| Custom indicator initialization function |
|
| //+------------------------------------------------------------------+
|
| void OnInit()
|
| {
|
| //--- check for input
|
| if(InpPeriodRSI<1)
|
| {
|
| ExtPeriodRSI=14;
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| PrintFormat("Incorrect value for input variable InpPeriodRSI = %d. Indicator will use value %d for calculations.",
|
| InpPeriodRSI,ExtPeriodRSI);
|
| }
|
| else
|
| ExtPeriodRSI=InpPeriodRSI;
|
| //--- indicator buffers mapping
|
| SetIndexBuffer(0,ExtRSIBuffer,INDICATOR_DATA);
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| SetIndexBuffer(1,ExtPosBuffer,INDICATOR_CALCULATIONS);
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| SetIndexBuffer(2,ExtNegBuffer,INDICATOR_CALCULATIONS);
|
| //--- set accuracy
|
| IndicatorSetInteger(INDICATOR_DIGITS,2);
|
| //--- sets first bar from what index will be drawn
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| PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPeriodRSI);
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| //--- name for DataWindow and indicator subwindow label
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| IndicatorSetString(INDICATOR_SHORTNAME,"RSI("+string(ExtPeriodRSI)+")");
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Relative Strength Index |
|
| //+------------------------------------------------------------------+
|
| int OnCalculate(const int rates_total,
|
| const int prev_calculated,
|
| const int begin,
|
| const double &price[])
|
| {
|
| if(rates_total<=ExtPeriodRSI)
|
| return(0);
|
| //--- preliminary calculations
|
| int pos=prev_calculated-1;
|
| if(pos<=ExtPeriodRSI)
|
| {
|
| double sum_pos=0.0;
|
| double sum_neg=0.0;
|
| //--- first RSIPeriod values of the indicator are not calculated
|
| ExtRSIBuffer[0]=0.0;
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| ExtPosBuffer[0]=0.0;
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| ExtNegBuffer[0]=0.0;
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| for(int i=1; i<=ExtPeriodRSI; i++)
|
| {
|
| ExtRSIBuffer[i]=0.0;
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| ExtPosBuffer[i]=0.0;
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| ExtNegBuffer[i]=0.0;
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| double diff=price[i]-price[i-1];
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| sum_pos+=(diff>0?diff:0);
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| sum_neg+=(diff<0?-diff:0);
|
| }
|
| //--- calculate first visible value
|
| ExtPosBuffer[ExtPeriodRSI]=sum_pos/ExtPeriodRSI;
|
| ExtNegBuffer[ExtPeriodRSI]=sum_neg/ExtPeriodRSI;
|
| if(ExtNegBuffer[ExtPeriodRSI]!=0.0)
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| ExtRSIBuffer[ExtPeriodRSI]=100.0-(100.0/(1.0+ExtPosBuffer[ExtPeriodRSI]/ExtNegBuffer[ExtPeriodRSI]));
|
| else
|
| {
|
| if(ExtPosBuffer[ExtPeriodRSI]!=0.0)
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| ExtRSIBuffer[ExtPeriodRSI]=100.0;
|
| else
|
| ExtRSIBuffer[ExtPeriodRSI]=50.0;
|
| }
|
| //--- prepare the position value for main calculation
|
| pos=ExtPeriodRSI+1;
|
| }
|
| //--- the main loop of calculations
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| for(int i=pos; i<rates_total && !IsStopped(); i++)
|
| {
|
| double diff=price[i]-price[i-1];
|
| ExtPosBuffer[i]=(ExtPosBuffer[i-1]*(ExtPeriodRSI-1)+(diff>0.0?diff:0.0))/ExtPeriodRSI;
|
| ExtNegBuffer[i]=(ExtNegBuffer[i-1]*(ExtPeriodRSI-1)+(diff<0.0?-diff:0.0))/ExtPeriodRSI;
|
| if(ExtNegBuffer[i]!=0.0)
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| ExtRSIBuffer[i]=100.0-100.0/(1+ExtPosBuffer[i]/ExtNegBuffer[i]);
|
| else
|
| {
|
| if(ExtPosBuffer[i]!=0.0)
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| ExtRSIBuffer[i]=100.0;
|
| else
|
| ExtRSIBuffer[i]=50.0;
|
| }
|
| }
|
| //--- OnCalculate done. Return new prev_calculated.
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
