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RSI指标的经典优化 DT-RSI-Sig



DT-RSI-Sig 指标属于RSI指标优化的一种。喜欢可以自行总结用法。也可以在进行后续开发。

DT-RSI-Sig 指标图表效果:

DT-RSI-Sig 指标DT-RSI-Sig 指标源码:

//+------------------------------------------------------------------+
//|                                                   DT-RSI-Sig.mq4 |
//+------------------------------------------------------------------+
#property copyright "klot" 
#property link      "klot@mail.ru"

#property indicator_separate_window
#property indicator_minimum 20
#property indicator_maximum 80
#property indicator_buffers 5
#property indicator_color1 Aqua
#property indicator_color2 Red
#property indicator_color3 Blue
#property indicator_color4 Red
#property indicator_color5 Blue
//---- input parameters
extern int       PeriodRSI=14;
//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];
double ExtMapBuffer5[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,ExtMapBuffer1);
   SetIndexStyle(1,DRAW_ARROW);
   SetIndexArrow(1,242);
   SetIndexBuffer(1,ExtMapBuffer2);
   SetIndexEmptyValue(1,0.0);
   SetIndexStyle(2,DRAW_ARROW);
   SetIndexArrow(2,241);
   SetIndexBuffer(2,ExtMapBuffer3);
   SetIndexEmptyValue(2,0.0);
   SetIndexStyle(3,DRAW_ARROW);
   SetIndexArrow(3,159);
   SetIndexBuffer(3,ExtMapBuffer4);
   SetIndexEmptyValue(3,0.0);
   SetIndexStyle(4,DRAW_ARROW);
   SetIndexArrow(4,159);
   SetIndexBuffer(4,ExtMapBuffer5);
   SetIndexEmptyValue(4,0.0);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
 Comment("www.125808047.com"); 
      ObjectsDeleteAll(1, OBJ_TREND); 
       ObjectsRedraw();
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    k,limit,pos1,pos2,pos3,pos4;
   int    counted_bars=IndicatorCounted();
   double rsi1,rsi2,rsi3,vol1,vol2,vol3,vol4;
//---- 
if (counted_bars<0) return(-1); 
    
   if (counted_bars>0) counted_bars--; 
    
   limit=Bars-counted_bars; 
    
   for (int i=0; i<limit; i++) 
      { 
         ExtMapBuffer1[i]=iRSI(NULL,0,PeriodRSI,PRICE_CLOSE,i);
   
         rsi1=iRSI(NULL,0,PeriodRSI,PRICE_CLOSE,i+1);
         rsi2=iRSI(NULL,0,PeriodRSI,PRICE_CLOSE,i+2);
         rsi3=iRSI(NULL,0,PeriodRSI,PRICE_CLOSE,i+3);
   
         if  (rsi1<rsi2 && rsi2>rsi3) ExtMapBuffer5[i+2]=rsi2; 
         if  (rsi1>rsi2 && rsi2<rsi3) ExtMapBuffer4[i+2]=rsi2; 
      }
     
   k=0;
   for (i=0; i<500; i++)
      {
         if (ExtMapBuffer5[i]>40 && k==0) { vol1=ExtMapBuffer5[i]; pos1=i; k++;}
         if (ExtMapBuffer5[i]>60 && ExtMapBuffer5[i]>vol1 && k!=0) { vol2=ExtMapBuffer5[i]; pos2=i; k++;}
         if (k>1) break;
      }
  
   for (i=0; i<pos2; i++)
   {
   if ( ExtMapBuffer4[i]!=0 && ExtMapBuffer4[i]<40) {vol1=0; vol2=0;} 
   }   
      
    k=0;
   for (i=0; i<500; i++)
      {
         if (ExtMapBuffer4[i]<60 && ExtMapBuffer4[i]!=0 && k==0) { vol3=ExtMapBuffer4[i]; pos3=i; k++;}
         if (ExtMapBuffer4[i]!=0 && ExtMapBuffer4[i]<40 && ExtMapBuffer4[i]<vol3 && k!=0) { vol4=ExtMapBuffer4[i]; pos4=i; k++;}
         if (k>1) break;
      }
   
   for (i=0; i<pos4; i++)
   {
   if ( ExtMapBuffer5[i]!=0 && ExtMapBuffer5[i]>60) {vol3=0; vol4=0;}
   }
      
   
         rsi1=iRSI(NULL,0,PeriodRSI,PRICE_CLOSE,1);
         rsi2=iRSI(NULL,0,PeriodRSI,PRICE_CLOSE,2);
        
      //------------
      double volDW,volDW1,volDW2,volUP,volUP1,volUP2;
      if (vol3!=0 && vol4!=0)
      {
      volDW=vol3+((pos3)*(vol3-vol4)/(pos4-pos3));
      volDW1=vol3+((pos3-1)*(vol3-vol4)/(pos4-pos3));
      volDW2=vol3+((pos3-2)*(vol3-vol4)/(pos4-pos3));
      }      
      if (volDW!=0 && rsi2>50 && rsi1<volDW1 && rsi2>volDW2 ) ExtMapBuffer2[0]=volDW; 
      //------------
      //------------
      if (vol1!=0 && vol2!=0) 
        {
        volUP=vol1+(pos1*(vol1-vol2)/(pos2-pos1));
        volUP1=vol1+((pos1-1)*(vol1-vol2)/(pos2-pos1));
        volUP2=vol1+((pos1-2)*(vol1-vol2)/(pos2-pos1));
        }
        if (volUP!=0 && rsi2<50 && rsi2>40 && rsi1>volUP1 && rsi2<volUP2 ) ExtMapBuffer3[0]=volUP; 
        //------------
    /*
    Comment(" vol1 = ",vol1, "  pos1 = ",pos1,"\n",
           " vol2 = ",vol2, "  pos2 = ",pos2,"\n",
           " vol3 = ",vol3, "  pos3 = ",pos3,"\n",
           " vol4 = ",vol4, "  pos4 = ",pos4,"\n",
           "   VOLDW = ", volDW,"\n",
           "   VOLUP = ", volUP, "\n") ; 
    */     
      ObjectsDeleteAll(1, OBJ_TREND); 
      ObjectsRedraw();
      if (vol3!=0 && vol4!=0 )
      {
      ObjectCreate("Sell",OBJ_TREND,1,Time[pos4],vol4,Time[pos3],vol3); 
        ObjectSet("Sell",OBJPROP_COLOR,Red); 
        ObjectSet("Sell",OBJPROP_WIDTH,2); 
        ObjectSet("Sell",OBJPROP_STYLE,STYLE_SOLID);
        }
        if (vol1!=0 && vol2!=0 ) 
        {
        ObjectCreate("Buy",OBJ_TREND,1,Time[pos2],vol2,Time[pos1],vol1); 
        ObjectSet("Buy",OBJPROP_COLOR,Blue); 
        ObjectSet("Buy",OBJPROP_WIDTH,2); 
        ObjectSet("Buy",OBJPROP_STYLE,STYLE_SOLID);
        }
    
//----
   return(0);
  }
//+------------------------------------------------------------------+

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