138 lines
5.6 KiB
MQL5
138 lines
5.6 KiB
MQL5
//+------------------------------------------------------------------+
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//| Adaptive RVI.mq5 |
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//| Based on RVI by MetaQuotes Software Corp. |
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//| Copyright 2009, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009, MetaQuotes Software Corp."
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#property copyright "2011, Adaptive version Investeo.pl"
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#property link "http://www.mql5.com"
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#property description "Adaptive Relative Vigor Index"
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//--- indicator settings
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 2
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#property indicator_type1 DRAW_LINE
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#property indicator_type2 DRAW_LINE
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#property indicator_color1 Green
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#property indicator_color2 Red
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#property indicator_label1 "AdaptiveRVI"
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#property indicator_label2 "Signal"
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#define Price(i) ((high[i]+low[i])/2.0)
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//--- input parameters
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input int InpRVIPeriod=10; // Initial RVI Period
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//--- indicator buffers
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double ExtRVIBuffer[];
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double ExtSignalBuffer[];
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//---
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int hCyclePeriod;
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input double InpAlpha=0.07; // alpha for Cycle Period
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int AdaptiveRVIPeriod;
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#define TRIANGLE_PERIOD 3
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#define AVERAGE_PERIOD (TRIANGLE_PERIOD*2)
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtRVIBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,ExtSignalBuffer,INDICATOR_DATA);
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IndicatorSetInteger(INDICATOR_DIGITS,3);
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hCyclePeriod=iCustom(NULL,0,"CyclePeriod",InpAlpha);
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if(hCyclePeriod==INVALID_HANDLE)
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{
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Print("CyclePeriod indicator not available!");
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return(-1);
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}
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+TRIANGLE_PERIOD);
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PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,(InpRVIPeriod-1)+AVERAGE_PERIOD);
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//--- name for DataWindow and indicator subwindow label
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IndicatorSetString(INDICATOR_SHORTNAME,"AdaptiveRVI");
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PlotIndexSetString(0,PLOT_LABEL,"AdaptiveRVI");
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PlotIndexSetString(1,PLOT_LABEL,"Signal");
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//--- initialization done
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return 0;
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}
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//+------------------------------------------------------------------+
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//| Relative Vigor Index |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,const int prev_calculated,
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const datetime &Time[],
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const double &Open[],
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const double &High[],
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const double &Low[],
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const double &Close[],
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const long &TickVolume[],
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const long &Volume[],
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const int &Spread[])
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{
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int i,j,nLimit;
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double dValueUp,dValueDown,dNum,dDeNum;
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double CyclePeriod[4];
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int copied;
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copied=CopyBuffer(hCyclePeriod,0,0,4,CyclePeriod);
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if(copied<=0)
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{
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Print("FAILURE: Could not get values from CyclePeriod indicator.");
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return -1;
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}
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AdaptiveRVIPeriod = int(floor((4*CyclePeriod[0]+3*CyclePeriod[1]+2*CyclePeriod[2]+CyclePeriod[3])/20.0));
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//--- check for bars count
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if(rates_total<=AdaptiveRVIPeriod+AVERAGE_PERIOD+2) return(0); // exit with zero result
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//--- check for possible errors
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if(prev_calculated<0) return(0); // exit with zero result
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//--- last counted bar will be recounted
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nLimit=AdaptiveRVIPeriod+2;
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if(prev_calculated>AdaptiveRVIPeriod+TRIANGLE_PERIOD+2)
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nLimit=prev_calculated-1;
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//--- set empty value for uncalculated bars
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if(prev_calculated==0)
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{
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for(i=0;i<AdaptiveRVIPeriod+TRIANGLE_PERIOD;i++) ExtRVIBuffer[i]=0.0;
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for(i=0;i<AdaptiveRVIPeriod+AVERAGE_PERIOD;i++) ExtSignalBuffer[i]=0.0;
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}
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//--- RVI counted in the 1-st buffer
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for(i=nLimit;i<rates_total && !IsStopped();i++)
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{
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copied=CopyBuffer(hCyclePeriod,0,rates_total-i-1,4,CyclePeriod);
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if(copied<=0)
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{
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Print("FAILURE: Could not get values from CyclePeriod indicator.");
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return -1;
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}
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AdaptiveRVIPeriod = int(floor((4*CyclePeriod[0]+3*CyclePeriod[1]+2*CyclePeriod[2]+CyclePeriod[3])/20.0));
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dNum=0.0;
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dDeNum=0.0;
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for(j=i;j>MathMax(i-AdaptiveRVIPeriod, 3);j--)
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{
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//Print("rates_total="+IntegerToString(rates_total)+" nLimit="+IntegerToString(nLimit)+
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// " AdaptiveRVIPeriod="+IntegerToString(AdaptiveRVIPeriod)+" j="+IntegerToString(j));
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dValueUp=Close[j]-Open[j]+2*(Close[j-1]-Open[j-1])+2*(Close[j-2]-Open[j-2])+Close[j-3]-Open[j-3];
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dValueDown=High[j]-Low[j]+2*(High[j-1]-Low[j-1])+2*(High[j-2]-Low[j-2])+High[j-3]-Low[j-3];
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dNum+=dValueUp;
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dDeNum+=dValueDown;
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}
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if(dDeNum!=0.0)
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ExtRVIBuffer[i]=dNum/dDeNum;
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else
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ExtRVIBuffer[i]=dNum;
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}
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//--- signal line counted in the 2-nd buffer
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nLimit=AdaptiveRVIPeriod+TRIANGLE_PERIOD+2;
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if(prev_calculated>AdaptiveRVIPeriod+AVERAGE_PERIOD+2)
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nLimit=prev_calculated-1;
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for(i=nLimit;i<rates_total && !IsStopped();i++) ExtSignalBuffer[i]=(ExtRVIBuffer[i]+2*ExtRVIBuffer[i-1]+2*ExtRVIBuffer[i-2]+ExtRVIBuffer[i-3])/AVERAGE_PERIOD;
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//--- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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