//+------------------------------------------------------------------+ //| Smoothed RSI Inverse Fisher Transform.mq4 | //| © 2011 MaryJane@ForexFactory | //| Indicator formula © 2010 Sylvain Vervoort, http://stocata.org/ | //| Alert routine code © 2011 hanover | //+------------------------------------------------------------------+ #property copyright "Copyright © 2011, MaryJane" #property link "http://www.forexfactory.com/MaryJane" #property indicator_separate_window #property indicator_minimum 0 #property indicator_maximum 100 #property indicator_buffers 1 #property indicator_color1 Blue #property indicator_width1 3 #property indicator_level1 12 #property indicator_level2 88 #property indicator_levelcolor DimGray //--- input parameters extern int RsiPeriod=4; extern int EmaPeriod=4; extern int AlertCandle = 1; extern int AlertLevelUp = 12; extern int AlertLevelDown = 88; extern bool ShowChartAlerts = false; extern string AlertEmailSubject = ""; extern int BarCount = 500; datetime OldTime; datetime LastAlertTime = -999999; string AlertTextCrossUp = "SVE RSI I-Fish UP"; string AlertTextCrossDown = "SVE RSI I-Fish DOWN"; //--- buffers double wma0[], wma1[], wma2[], wma3[], wma4[], wma5[], wma6[], wma7[], wma8[], wma9[]; double ema0[], ema1[], rainbow[], rsi[], srsi[], fish[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { IndicatorShortName(StringConcatenate("SVE RSI I-Fish (", RsiPeriod, ",", EmaPeriod, ")")); //---- indicators IndicatorBuffers(6); SetIndexStyle(0, DRAW_LINE); SetIndexBuffer(0, fish); SetIndexBuffer(1, rainbow); SetIndexBuffer(2, rsi); SetIndexBuffer(3, ema0); SetIndexBuffer(4, ema1); SetIndexBuffer(5, srsi); ArrayResize(wma0, BarCount); ArraySetAsSeries(wma0, true); ArrayResize(wma1, BarCount); ArraySetAsSeries(wma1, true); ArrayResize(wma2, BarCount); ArraySetAsSeries(wma2, true); ArrayResize(wma3, BarCount); ArraySetAsSeries(wma3, true); ArrayResize(wma4, BarCount); ArraySetAsSeries(wma4, true); ArrayResize(wma5, BarCount); ArraySetAsSeries(wma5, true); ArrayResize(wma6, BarCount); ArraySetAsSeries(wma6, true); ArrayResize(wma7, BarCount); ArraySetAsSeries(wma7, true); ArrayResize(wma8, BarCount); ArraySetAsSeries(wma8, true); ArrayResize(wma9, BarCount); ArraySetAsSeries(wma9, true); //---- reset counter OldTime = Time[0]; //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int counted_bars = IndicatorCounted(); if (counted_bars < 0) return (-1); if (counted_bars > 0) counted_bars--; int limit = MathMin(BarCount, Bars - 1 - counted_bars); //---- resize/shift extra buffers on first and every next bar if (Time[0] != OldTime) SyncExtraBuffers(); //---- prepare partial averages for (int i = limit; i >= 0; i--) wma0[i] = iMA(NULL, 0, 2, 0, MODE_LWMA, PRICE_CLOSE, i); for (i = limit; i >= 0; i--) wma1[i] = iMAOnArray(wma0, 0, 2, 0, MODE_LWMA, i); for (i = limit; i >= 0; i--) wma2[i] = iMAOnArray(wma1, 0, 2, 0, MODE_LWMA, i); for (i = limit; i >= 0; i--) wma3[i] = iMAOnArray(wma2, 0, 2, 0, MODE_LWMA, i); for (i = limit; i >= 0; i--) wma4[i] = iMAOnArray(wma3, 0, 2, 0, MODE_LWMA, i); for (i = limit; i >= 0; i--) wma5[i] = iMAOnArray(wma4, 0, 2, 0, MODE_LWMA, i); for (i = limit; i >= 0; i--) wma6[i] = iMAOnArray(wma5, 0, 2, 0, MODE_LWMA, i); for (i = limit; i >= 0; i--) wma7[i] = iMAOnArray(wma6, 0, 2, 0, MODE_LWMA, i); for (i = limit; i >= 0; i--) wma8[i] = iMAOnArray(wma7, 0, 2, 0, MODE_LWMA, i); for (i = limit; i >= 0; i--) wma9[i] = iMAOnArray(wma8, 0, 2, 0, MODE_LWMA, i); //---- weigh the averages for (i = limit; i >= 0; i--) { rainbow[i] = (5 * wma0[i] + 4 * wma1[i] + 3 * wma2[i] + 2 * wma3[i] + wma4[i] + wma5[i] + wma6[i] + wma7[i] + wma8[i] + wma9[i]) / 20; } //---- calculate rsi from rainbow smoothed price curve for (i = limit; i >= 0; i--) rsi[i] = 0.1 * (iRSIOnArray(rainbow, 0, RsiPeriod, i) - 50); //---- smooth the rsi with Vervoort zero lag MA for (i = limit; i >= 0; i--) ema0[i] = iMAOnArray(rsi, 0, EmaPeriod, 0, MODE_EMA, i); for (i = limit; i >= 0; i--) ema1[i] = iMAOnArray(ema0, 0, EmaPeriod, 0, MODE_EMA, i); for (i = limit; i >= 0; i--) srsi[i] = ema0[i] + (ema0[i] - ema1[i]); //---- do the fish for (i = limit; i >= 0; i--) fish[i] = ((MathExp(2 * srsi[i]) - 1) / (MathExp(2 * srsi[i]) + 1) + 1) * 50; //---- ProcessAlerts(); //---- return(0); } //+------------------------------------------------------------------+ //| Shift array elements on new bar | //+------------------------------------------------------------------+ void SyncExtraBuffers() { for (int i = BarCount - 1; i >= 0; i--) { wma0[i + 1] = wma0[i]; wma1[i + 1] = wma1[i]; wma2[i + 1] = wma2[i]; wma3[i + 1] = wma3[i]; wma4[i + 1] = wma4[i]; wma5[i + 1] = wma5[i]; wma6[i + 1] = wma6[i]; wma7[i + 1] = wma7[i]; wma8[i + 1] = wma8[i]; wma9[i + 1] = wma9[i]; } //---- reset counter OldTime = Time[0]; } //+------------------------------------------------------------------+ // Alert routine by hanover // http://www.forexfactory.com/showthread.php?t=299520 //+------------------------------------------------------------------+ // int ProcessAlerts() { // //+------------------------------------------------------------------+ // if (AlertCandle >= 0 && Time[0] > LastAlertTime) { // // // === Alert processing for crossover UP (indicator line crosses ABOVE signal line) === // if (fish[AlertCandle] > AlertLevelUp && fish[AlertCandle+1] <= AlertLevelUp) { // string AlertText = Symbol() + "," + TFToStr(Period()) + ": " + AlertTextCrossUp; // if (ShowChartAlerts) Alert(AlertText); // if (AlertEmailSubject > "") SendMail(AlertEmailSubject,AlertText); // } // // // === Alert processing for crossover DOWN (indicator line crosses BELOW signal line) === // if (fish[AlertCandle] < AlertLevelDown && fish[AlertCandle+1] >= AlertLevelDown) { // AlertText = Symbol() + "," + TFToStr(Period()) + ": " + AlertTextCrossDown; // if (ShowChartAlerts) Alert(AlertText); // if (AlertEmailSubject > "") SendMail(AlertEmailSubject,AlertText); // } // // LastAlertTime = Time[0]; // } // return(0); // } // // //+------------------------------------------------------------------+ // string TFToStr(int tf) { // //+------------------------------------------------------------------+ // if (tf == 0) tf = Period(); // if (tf >= 43200) return("MN"); // if (tf >= 10080) return("W1"); // if (tf >= 1440) return("D1"); // if (tf >= 240) return("H4"); // if (tf >= 60) return("H1"); // if (tf >= 30) return("M30"); // if (tf >= 15) return("M15"); // if (tf >= 5) return("M5"); // if (tf >= 1) return("M1"); // return(""); // } // // ============================================================================================================================================ //