//+------------------------------------------------------------------+ //| rsx on jurik smooth | //| mladen | //+------------------------------------------------------------------+ #property copyright "mladen" #property link "mladenfx@gmail.com" #property indicator_separate_window #property indicator_buffers 3 #property indicator_color1 Gray #property indicator_style1 STYLE_DASH #property indicator_color2 LimeGreen #property indicator_width2 2 #property indicator_color3 Red #property indicator_width3 2 // // // // // extern int RsxLength = 14; extern int Price = 0; extern int SmoothLength = 5; extern int SmoothPhase = 0; extern double K = 4.236; // Multiplier // // // // // double rsx[]; double UpTrend[]; double DnTrend[]; double smin[]; double smax[]; double atrrsx[]; double Delta[]; double trend[]; double wrkBuffer[][13]; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ // // // // // int init() { IndicatorBuffers(8); SetIndexBuffer(0,rsx); SetIndexStyle(0,DRAW_LINE); SetIndexLabel(0,"Jrsx"); SetIndexBuffer(1,UpTrend); SetIndexStyle(1,DRAW_LINE); SetIndexLabel(1,"UpTrend"); SetIndexBuffer(2,DnTrend); SetIndexStyle(2,DRAW_LINE); SetIndexLabel(2,"DnTrend"); SetIndexBuffer(3,smin); SetIndexBuffer(4,smax); SetIndexBuffer(5,atrrsx); SetIndexBuffer(6,Delta); SetIndexBuffer(7,trend); IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS)); IndicatorShortName("jurik trend strength ("+RsxLength+","+SmoothLength+","+SmoothPhase+")"); // if (StringSubstr(Symbol(),3,3)=="JPY") { // K=K/100; // } return(0); } int deinit() { return(0); } // // // // // int start() { int counted_bars=IndicatorCounted(); int i,r,limit; if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; limit=MathMin(Bars-counted_bars,Bars-1); if (ArrayRange(wrkBuffer,0) != Bars) ArrayResize(wrkBuffer,Bars); // // // // // double Kg = (3.0)/(2.0+RsxLength); double Hg = 1.0-Kg; for(i=limit, r=Bars-i-1; i>=0; i--, r++) { wrkBuffer[r][12] = iSmooth(iMA(NULL,0,1,0,MODE_SMA,Price,i),SmoothLength,SmoothPhase,i,0); if (i==(Bars-1)) { for (int c=0; c<12; c++) wrkBuffer[r][c] = 0; continue; } // // // // // double roc = wrkBuffer[r][12]-wrkBuffer[r-1][12]; double roa = MathAbs(roc); for (int k=0; k<3; k++) { int kk = k*2; wrkBuffer[r][kk+0] = Kg*roc + Hg*wrkBuffer[r-1][kk+0]; wrkBuffer[r][kk+1] = Kg*wrkBuffer[r][kk+0] + Hg*wrkBuffer[r-1][kk+1]; roc = 1.5*wrkBuffer[r][kk+0] - 0.5 * wrkBuffer[r][kk+1]; wrkBuffer[r][kk+6] = Kg*roa + Hg*wrkBuffer[r-1][kk+6]; wrkBuffer[r][kk+7] = Kg*wrkBuffer[r][kk+6] + Hg*wrkBuffer[r-1][kk+7]; roa = 1.5*wrkBuffer[r][kk+6] - 0.5 * wrkBuffer[r][kk+7]; } if (roa != 0) rsx[i] = MathMax(MathMin((roc/roa+1.0)*50.0,100.00),0.00); else rsx[i] = 50.0; if(rsx[i] > rsx[i+1]) {double hrsx = rsx[i]; double lrsx = rsx[i+1];} else if(rsx[i] < rsx[i+1]) {hrsx = rsx[i+1]; lrsx = rsx[i];} else {hrsx = rsx[i]; lrsx = rsx[i];} atrrsx[i] = hrsx - lrsx; Delta[i] = iSmooth(atrrsx[i],2*RsxLength-1,SmoothPhase,i,10); smin[i] = rsx[i] - K*Delta[i]; smax[i] = rsx[i] + K*Delta[i]; trend[i] = trend[i+1]; if (rsx[i]>smax[i+1]) trend[i]= 1; if (rsx[i]0) { if (smin[i]smax[i+1]) smax[i]=smax[i+1]; DnTrend[i]=smax[i]; UpTrend[i]=EMPTY_VALUE; } } return(0); } double wrk[][20]; #define bsmax 5 #define bsmin 6 #define volty 7 #define vsum 8 #define avolty 9 // // // // // double iSmooth(double price, double length, double phase, int i, int s=0) { if (length <=1) return(price); if (ArrayRange(wrk,0) != Bars) ArrayResize(wrk,Bars); int r = Bars-i-1; if (r==0) { for(int k=0; k<7; k++) wrk[r][k+s]=price; for(; k<10; k++) wrk[r][k+s]=0; return(price); } // // // // // double len1 = MathMax(MathLog(MathSqrt(0.5*(length-1)))/MathLog(2.0)+2.0,0); double pow1 = MathMax(len1-2.0,0.5); double del1 = price - wrk[r-1][bsmax+s]; double del2 = price - wrk[r-1][bsmin+s]; double div = 1.0/(10.0+10.0*(MathMin(MathMax(length-10,0),100))/100); int forBar = MathMin(r,10); wrk[r][volty+s] = 0; if(MathAbs(del1) > MathAbs(del2)) wrk[r][volty+s] = MathAbs(del1); if(MathAbs(del1) < MathAbs(del2)) wrk[r][volty+s] = MathAbs(del2); wrk[r][vsum+s] = wrk[r-1][vsum+s] + (wrk[r][volty+s]-wrk[r-forBar][volty+s])*div; // // // // // wrk[r][avolty+s] = wrk[r-1][avolty+s]+(2.0/(MathMax(4.0*length,30)+1.0))*(wrk[r][vsum+s]-wrk[r-1][avolty+s]); if (wrk[r][avolty+s] > 0) double dVolty = wrk[r][volty+s]/wrk[r][avolty+s]; else dVolty = 0; if (dVolty > MathPow(len1,1.0/pow1)) dVolty = MathPow(len1,1.0/pow1); if (dVolty < 1) dVolty = 1.0; // // // // // double pow2 = MathPow(dVolty, pow1); double len2 = MathSqrt(0.5*(length-1))*len1; double Kv = MathPow(len2/(len2+1), MathSqrt(pow2)); if (del1 > 0) wrk[r][bsmax+s] = price; else wrk[r][bsmax+s] = price - Kv*del1; if (del2 < 0) wrk[r][bsmin+s] = price; else wrk[r][bsmin+s] = price - Kv*del2; // // // // // double R = MathMax(MathMin(phase,100),-100)/100.0 + 1.5; double beta = 0.45*(length-1)/(0.45*(length-1)+2); double alpha = MathPow(beta,pow2); wrk[r][0+s] = price + alpha*(wrk[r-1][0+s]-price); wrk[r][1+s] = (price - wrk[r][0+s])*(1-beta) + beta*wrk[r-1][1+s]; wrk[r][2+s] = (wrk[r][0+s] + R*wrk[r][1+s]); wrk[r][3+s] = (wrk[r][2+s] - wrk[r-1][4+s])*MathPow((1-alpha),2) + MathPow(alpha,2)*wrk[r-1][3+s]; wrk[r][4+s] = (wrk[r-1][4+s] + wrk[r][3+s]); // // // // // return(wrk[r][4+s]); }