//+------------------------------------------------------------------+ #property link "www.forex-station.com" #property copyright "www.forex-station.com" #property indicator_separate_window #property indicator_minimum 0 #property indicator_maximum 100 #property indicator_buffers 5 #property indicator_color1 Aqua #property indicator_color2 Magenta #property indicator_color3 LimeGreen #property indicator_color4 Orange #property indicator_color5 Orange #property indicator_width3 2 #property indicator_width4 2 #property indicator_width5 2 #property indicator_levelcolor DarkSlateGray // // // // // extern string TimeFrame = "Current time frame"; extern int RsiPeriod = 14; extern int Price = 0; extern int DivergearrowSize = 0; extern bool drawDivergences = true; extern bool ShowClassicalDivergence = true; extern bool ShowHiddenDivergence = true; extern bool drawIndicatorTrendLines = true; extern bool drawPriceTrendLines = true; extern color divergenceBullishColor = Lime; extern color divergenceBearishColor = Magenta; extern string drawLinesIdentificator = "rsidiverge1"; extern bool divergenceAlert = true; extern bool divergenceAlertsMessage = true; extern bool divergenceAlertsSound = true; extern bool divergenceAlertsEmail = false; extern bool divergenceAlertsNotify = false; extern string divergenceAlertsSoundName = "alert1.wav"; extern bool alertsOn = true; extern bool alertsOnCurrent = false; extern bool alertsMessage = true; extern bool alertsSound = false; extern bool alertsNotify = false; extern bool alertsEmail = false; extern string soundFile = "alert2.wav"; extern bool Interpolate = true; extern double levelOb = 70; extern double levelOs = 30; // // // // // double bullishDivergence[]; double bearishDivergence[]; double rsi[]; double rsiDa[]; double rsiDb[]; double slope[]; double trend[]; // // // // // string indicatorName; string labelNames; string indicatorFileName; bool calculateValue; bool returnBars; int timeFrame; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ // // int init() { IndicatorBuffers(7); SetIndexBuffer(0,bullishDivergence); SetIndexStyle(0,DRAW_ARROW,0,DivergearrowSize); SetIndexArrow(0,233); SetIndexBuffer(1,bearishDivergence); SetIndexStyle(1,DRAW_ARROW,0,DivergearrowSize); SetIndexArrow(1,234); SetIndexBuffer(2,rsi); SetIndexBuffer(3,rsiDa); SetIndexBuffer(4,rsiDb); SetIndexBuffer(5,trend); SetIndexBuffer(6,slope); SetLevelValue(0,levelOb); SetLevelValue(1,50); SetLevelValue(2,levelOs); // // // // // timeFrame = stringToTimeFrame(TimeFrame); labelNames = "RSI_DivergenceLine "+drawLinesIdentificator+":"; indicatorName = timeFrameToString(timeFrame)+" RSI"; IndicatorShortName(indicatorName); // // // // // indicatorFileName = WindowExpertName(); calculateValue = (TimeFrame=="calculateValue"); if (calculateValue) return(0); returnBars = (TimeFrame=="returnBars"); if (returnBars) return(0); return (0); } // // // // // int deinit() { int length=StringLen(labelNames); for(int i=ObjectsTotal()-1; i>=0; i--) { string name = ObjectName(i); if(StringSubstr(name,0,length) == labelNames) ObjectDelete(name); } return(0); } // // //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int i,limit,counted_bars=IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit = MathMin(Bars-counted_bars,Bars-1); if (returnBars) { bullishDivergence[0] = limit+1; return(0); } // // // // // if (calculateValue || timeFrame == Period()) { if (slope[limit]==-1) CleanPoint(limit,rsiDa,rsiDb); for(i=limit; i >= 0; i--) rsi[i] = iRsi(iMA(NULL,0,1,0,MODE_SMA,Price,i),RsiPeriod,i); for(i=limit; i >= 0; i--) { rsiDa[i] = EMPTY_VALUE; rsiDb[i] = EMPTY_VALUE; trend[i] = trend[i+1]; slope[i] = slope[i+1]; if (rsi[i]>rsi[i+1]) slope[i] = 1; if (rsi[i]levelOb) trend[i] =-1; if (slope[i]==-1) PlotPoint(i,rsiDa,rsiDb,rsi); if (drawDivergences) { CatchBullishDivergence(i); CatchBearishDivergence(i); } } // // // // // if (alertsOn) { if (alertsOnCurrent) int whichBar = 0; else whichBar = 1; if (trend[whichBar] != trend[whichBar+1]) if (trend[whichBar] == 1) doAlert("entering oversold"); else doAlert("entering overbought"); } return(0); } // // // // // limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,"returnBars",0,0)*timeFrame/Period())); if (slope[limit]==-1) CleanPoint(limit,rsiDa,rsiDb); for(i=limit; i >= 0; i--) { int y = iBarShift(NULL,timeFrame,Time[i]); rsi[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",RsiPeriod,Price,DivergearrowSize,drawDivergences,ShowClassicalDivergence,ShowHiddenDivergence,drawIndicatorTrendLines,drawPriceTrendLines,divergenceBullishColor,divergenceBearishColor,drawLinesIdentificator,divergenceAlert,divergenceAlertsMessage,divergenceAlertsSound,divergenceAlertsEmail,divergenceAlertsNotify,divergenceAlertsSoundName,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,false,2,y); trend[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",RsiPeriod,Price,DivergearrowSize,drawDivergences,ShowClassicalDivergence,ShowHiddenDivergence,drawIndicatorTrendLines,drawPriceTrendLines,divergenceBullishColor,divergenceBearishColor,drawLinesIdentificator,divergenceAlert,divergenceAlertsMessage,divergenceAlertsSound,divergenceAlertsEmail,divergenceAlertsNotify,divergenceAlertsSoundName,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,false,5,y); slope[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",RsiPeriod,Price,DivergearrowSize,drawDivergences,ShowClassicalDivergence,ShowHiddenDivergence,drawIndicatorTrendLines,drawPriceTrendLines,divergenceBullishColor,divergenceBearishColor,drawLinesIdentificator,divergenceAlert,divergenceAlertsMessage,divergenceAlertsSound,divergenceAlertsEmail,divergenceAlertsNotify,divergenceAlertsSoundName,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,false,6,y); bullishDivergence[i] = EMPTY_VALUE; bearishDivergence[i] = EMPTY_VALUE; rsiDa[i] = EMPTY_VALUE; rsiDb[i] = EMPTY_VALUE; int firstBar = iBarShift(NULL,0,iTime(NULL,timeFrame,y)); if (i==firstBar) { bullishDivergence[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",RsiPeriod,Price,DivergearrowSize,drawDivergences,ShowClassicalDivergence,ShowHiddenDivergence,drawIndicatorTrendLines,drawPriceTrendLines,divergenceBullishColor,divergenceBearishColor,drawLinesIdentificator,divergenceAlert,divergenceAlertsMessage,divergenceAlertsSound,divergenceAlertsEmail,divergenceAlertsNotify,divergenceAlertsSoundName,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,false,0,y); bearishDivergence[i] = iCustom(NULL,timeFrame,indicatorFileName,"calculateValue",RsiPeriod,Price,DivergearrowSize,drawDivergences,ShowClassicalDivergence,ShowHiddenDivergence,drawIndicatorTrendLines,drawPriceTrendLines,divergenceBullishColor,divergenceBearishColor,drawLinesIdentificator,divergenceAlert,divergenceAlertsMessage,divergenceAlertsSound,divergenceAlertsEmail,divergenceAlertsNotify,divergenceAlertsSoundName,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,soundFile,false,1,y); } // // // // // if (!Interpolate || y==iBarShift(NULL,timeFrame,Time[i-1])) 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++) rsi[i+k] = rsi[i] + (rsi[i+n] - rsi[i])*k/n; } for (i=limit;i>=0;i--) if (slope[i]==-1) PlotPoint(i,rsiDa,rsiDb,rsi); return(0); } //+------------------------------------------------------------------ //| //+------------------------------------------------------------------ // // // // // // double workRsi[][3]; #define _price 0 #define _change 1 #define _changa 2 // // // // double iRsi(double price, double period, int shift, int forz=0) { if (ArrayRange(workRsi,0)!=Bars) ArrayResize(workRsi,Bars); int z = forz*3; int i = Bars-shift-1; double alpha = 1.0/period; // // // // // workRsi[i][_price+z] = price; if (i=0; k++) sum += MathAbs(workRsi[i-k][_price+z]-workRsi[i-k-1][_price+z]); workRsi[i][_change+z] = (workRsi[i][_price+z]-workRsi[0][_price+z])/MathMax(k,1); workRsi[i][_changa+z] = sum/MathMax(k,1); } else { double change = workRsi[i][_price+z]-workRsi[i-1][_price+z]; workRsi[i][_change+z] = workRsi[i-1][_change+z] + alpha*( change - workRsi[i-1][_change+z]); workRsi[i][_changa+z] = workRsi[i-1][_changa+z] + alpha*(MathAbs(change) - workRsi[i-1][_changa+z]); } if (workRsi[i][_changa+z] != 0) return(50.0*(workRsi[i][_change+z]/workRsi[i][_changa+z]+1)); else return(0); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void CleanPoint(int i,double& first[],double& second[]) { if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE)) second[i+1] = EMPTY_VALUE; else if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE)) first[i+1] = EMPTY_VALUE; } // // // // // void PlotPoint(int i,double& first[],double& second[],double& from[]) { if (first[i+1] == EMPTY_VALUE) { if (first[i+2] == EMPTY_VALUE) { first[i] = from[i]; first[i+1] = from[i+1]; second[i] = EMPTY_VALUE; } else { second[i] = from[i]; second[i+1] = from[i+1]; first[i] = EMPTY_VALUE; } } else { first[i] = from[i]; second[i] = EMPTY_VALUE; } } // // // // // void CatchBullishDivergence(int shift) { shift++; bullishDivergence[shift] = EMPTY_VALUE; ObjectDelete(labelNames+"l"+DoubleToStr(Time[shift],0)); ObjectDelete(labelNames+"l"+"os" + DoubleToStr(Time[shift],0)); if(!IsIndicatorLow(shift)) return; // // // // // int currentLow = shift; int lastLow = GetIndicatorLastLow(shift+1); if (rsi[currentLow] > rsi[lastLow] && Low[currentLow] < Low[lastLow]) { if (ShowClassicalDivergence) { bullishDivergence[currentLow] = rsi[currentLow] - iStdDevOnArray(rsi,0,10,0,MODE_SMA,currentLow); if (drawPriceTrendLines) DrawPriceTrendLine("l",Time[currentLow],Time[lastLow],Low[currentLow],Low[lastLow], divergenceBullishColor,STYLE_SOLID); if (drawIndicatorTrendLines)DrawIndicatorTrendLine("l",Time[currentLow],Time[lastLow],rsi[currentLow],rsi[lastLow],divergenceBullishColor,STYLE_SOLID); if (divergenceAlert) DisplayAlert("Classical bullish divergence",currentLow); } } // // // // // if (rsi[currentLow] < rsi[lastLow] && Low[currentLow] > Low[lastLow]) { if (ShowHiddenDivergence) { bullishDivergence[currentLow] = rsi[currentLow] - iStdDevOnArray(rsi,0,10,0,MODE_SMA,currentLow); if (drawPriceTrendLines) DrawPriceTrendLine("l",Time[currentLow],Time[lastLow],Low[currentLow],Low[lastLow], divergenceBullishColor, STYLE_DOT); if (drawIndicatorTrendLines) DrawIndicatorTrendLine("l",Time[currentLow],Time[lastLow],rsi[currentLow],rsi[lastLow],divergenceBullishColor, STYLE_DOT); if (divergenceAlert) DisplayAlert("Reverse bullish divergence",currentLow); } } } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // void CatchBearishDivergence(int shift) { shift++; bearishDivergence[shift] = EMPTY_VALUE; ObjectDelete(labelNames+"h"+DoubleToStr(Time[shift],0)); ObjectDelete(labelNames+"h"+"os" + DoubleToStr(Time[shift],0)); if(IsIndicatorPeak(shift) == false) return; int currentPeak = shift; int lastPeak = GetIndicatorLastPeak(shift+1); // // // // // if (rsi[currentPeak] < rsi[lastPeak] && High[currentPeak]>High[lastPeak]) { if (ShowClassicalDivergence) { bearishDivergence[currentPeak] = rsi[currentPeak] + iStdDevOnArray(rsi,0,10,0,MODE_SMA,currentPeak); if (drawPriceTrendLines) DrawPriceTrendLine("h",Time[currentPeak],Time[lastPeak],High[currentPeak],High[lastPeak], divergenceBearishColor,STYLE_SOLID); if (drawIndicatorTrendLines) DrawIndicatorTrendLine("h",Time[currentPeak],Time[lastPeak],rsi[currentPeak],rsi[lastPeak],divergenceBearishColor,STYLE_SOLID); if (divergenceAlert) DisplayAlert("Classical bearish divergence",currentPeak); } } // // // // // if (rsi[currentPeak] > rsi[lastPeak] && High[currentPeak] < High[lastPeak]) { if (ShowHiddenDivergence) { bearishDivergence[currentPeak] = rsi[currentPeak] + iStdDevOnArray(rsi,0,10,0,MODE_SMA,currentPeak); if (drawPriceTrendLines) DrawPriceTrendLine("h",Time[currentPeak],Time[lastPeak],High[currentPeak],High[lastPeak], divergenceBearishColor, STYLE_DOT); if (drawIndicatorTrendLines) DrawIndicatorTrendLine("h",Time[currentPeak],Time[lastPeak],rsi[currentPeak],rsi[lastPeak],divergenceBearishColor, STYLE_DOT); if (divergenceAlert) DisplayAlert("Reverse bearish divergence",currentPeak); } } } // // // // // bool IsIndicatorPeak(int shift) { if(rsi[shift] >= rsi[shift+1] && rsi[shift] > rsi[shift+2] && rsi[shift] > rsi[shift-1]) return(true); else return(false); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // bool IsIndicatorLow(int shift) { if(rsi[shift] <= rsi[shift+1] && rsi[shift] < rsi[shift+2] && rsi[shift] < rsi[shift-1]) return(true); else return(false); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // int GetIndicatorLastPeak(int shift) { for(int i = shift+5; i < Bars; i++) { if(rsi[i] >= rsi[i+1] && rsi[i] > rsi[i+2] && rsi[i] >= rsi[i-1] && rsi[i] > rsi[i-2]) return(i); } return(-1); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // int GetIndicatorLastLow(int shift) { for (int i = shift+5; i < Bars; i++) { if (rsi[i] <= rsi[i+1] && rsi[i] < rsi[i+2] && rsi[i] <= rsi[i-1] && rsi[i] < rsi[i-2]) return(i); } return(-1); } // // // // // void DisplayAlert(string doWhat, int shift) { string dmessage; static datetime lastAlertTime; if(shift <= 2 && Time[0] != lastAlertTime) { dmessage = StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," Rsi ",doWhat); if (divergenceAlertsMessage) Alert(dmessage); if (divergenceAlertsNotify) SendNotification(dmessage); if (divergenceAlertsEmail) SendMail(StringConcatenate(Symbol()," Rsi "),dmessage); if (divergenceAlertsSound) PlaySound(divergenceAlertsSoundName); lastAlertTime = Time[0]; } } // // // // // void DrawPriceTrendLine(string first,datetime t1, datetime t2, double p1, double p2, color lineColor, double style) { string label = labelNames+first+"os"+DoubleToStr(t1,0); ObjectDelete(label); ObjectCreate(label, OBJ_TREND, 0, t1, p1, t2, p2, 0, 0); ObjectSet(label, OBJPROP_RAY, 0); ObjectSet(label, OBJPROP_COLOR, lineColor); ObjectSet(label, OBJPROP_STYLE, style); } // // // // // void DrawIndicatorTrendLine(string first,datetime t1, datetime t2, double p1, double p2, color lineColor, double style) { int indicatorWindow = WindowFind(indicatorName); if (indicatorWindow < 0) return; // // // // // string label = labelNames+first+DoubleToStr(t1,0); ObjectDelete(label); ObjectCreate(label, OBJ_TREND, indicatorWindow, t1, p1, t2, p2, 0, 0); ObjectSet(label, OBJPROP_RAY, 0); ObjectSet(label, OBJPROP_COLOR, lineColor); ObjectSet(label, OBJPROP_STYLE, style); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // string sTfTable[] = {"M1","M5","M10","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,10,15,30,60,240,1440,10080,43200}; // // // // // int stringToTimeFrame(string tfs) { tfs = StringUpperCase(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(""); } // // // // // string StringUpperCase(string str) { string s = str; for (int length=StringLen(str)-1; length>=0; length--) { int tchar = StringGetChar(s, length); if((tchar > 96 && tchar < 123) || (tchar > 223 && tchar < 256)) s = StringSetChar(s, length, tchar - 32); else if(tchar > -33 && tchar < 0) s = StringSetChar(s, length, tchar + 224); } return(s); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // void doAlert(string doWhat) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != doWhat || previousTime != Time[0]) { previousAlert = doWhat; previousTime = Time[0]; // // // // // message = StringConcatenate(Symbol()," ",timeFrameToString(timeFrame)," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," rsi ",doWhat); if (alertsMessage) Alert(message); if (alertsNotify) SendNotification(message); if (alertsEmail) SendMail(StringConcatenate(Symbol()," rsi "),message); if (alertsSound) PlaySound(soundFile); } }