Help Converting TDI Indicator on TradingView to MT5
From reading other forums it sems I should be using
double SimpleMA(const int position,const int period,const double &price[])
I have it now at least looking closer to expected.
//+------------------------------------------------------------------+ //| TDI.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" #include <MAArray.mqh> #property indicator_separate_window #property indicator_plots 5 #property indicator_buffers 6 #property indicator_label1 "Upper Band" #property indicator_type1 DRAW_LINE #property indicator_color1 Blue #property indicator_style1 STYLE_SOLID #property indicator_width1 2 #property indicator_label2 "Lower Band" #property indicator_type2 DRAW_LINE #property indicator_color2 Blue #property indicator_style2 STYLE_SOLID #property indicator_width2 2 #property indicator_label3 "Middle of Bands" #property indicator_type3 DRAW_LINE #property indicator_color3 Orange #property indicator_style3 STYLE_SOLID #property indicator_width3 2 #property indicator_label4 "Slow MA" #property indicator_type4 DRAW_LINE #property indicator_color4 Green #property indicator_style4 STYLE_SOLID #property indicator_width4 2 #property indicator_label5 "Fast MA" #property indicator_type5 DRAW_LINE #property indicator_color5 Red #property indicator_style5 STYLE_SOLID #property indicator_width5 2 //--- input parameters input int rsiPeriod = 13; input int bandLength = 31; input int lengthrsipl = 2; input int lengthtradesl = 7; input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price double up[]; double dn[]; double mid[]; double fastMA[]; double slowMA[]; double iRSIBuffer[]; int rsiHandle; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { SetIndexBuffer(0, up, INDICATOR_DATA); SetIndexBuffer(1, dn, INDICATOR_DATA); SetIndexBuffer(2, mid, INDICATOR_DATA); SetIndexBuffer(3, slowMA, INDICATOR_DATA); SetIndexBuffer(4, fastMA, INDICATOR_DATA); SetIndexBuffer(5, iRSIBuffer, INDICATOR_CALCULATIONS); PlotIndexSetString(0,PLOT_LABEL,"Band Upper"); PlotIndexSetString(1,PLOT_LABEL,"Band Lower"); PlotIndexSetString(2,PLOT_LABEL,"Band Middle"); IndicatorSetString(INDICATOR_SHORTNAME,"TDI"); //PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,bandLength); //--- sets first bar from what index will be drawn //PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,rsiPeriod-1); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { if(rates_total<bandLength) return(0); //--- int start; if(prev_calculated==0) start=0; else start=prev_calculated-1; int to_copy; if(prev_calculated>rates_total || prev_calculated<0) to_copy=rates_total; else { to_copy=rates_total-prev_calculated; if(prev_calculated>0) to_copy++; } //--- calculate TDI rsiHandle = iRSI(NULL, 0, rsiPeriod, InpAppliedPrice); //--- not all data may be calculated int calculated=BarsCalculated(rsiHandle); if(calculated<rates_total) { Print("Not all data of rsiHandle is calculated (",calculated," bars). Error ",GetLastError()); return(0); } CopyBuffer(rsiHandle,0,0,to_copy,iRSIBuffer); for(int i=start; i<rates_total && !IsStopped(); i++) { double ma = iMAOnArray(iRSIBuffer, bandLength, 0, MODE_SMA, i); double offs = 1.6185 * iStdDev(NULL, 0, bandLength, 0, MODE_SMA, rsiHandle); up[i] = ma + offs; dn[i] = ma - offs; mid[i] = (up[i] + dn[i]) / 2; fastMA[i] = iMAOnArray(iRSIBuffer, lengthrsipl, 0, MODE_SMA, i); slowMA[i] = iMAOnArray(iRSIBuffer, lengthtradesl, 0, MODE_SMA, i); } return(rates_total); } //+------------------------------------------------------------------+
Code for the include I found on an old forum post.
//+------------------------------------------------------------------+ //| MAArray.mqh | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property link "https://www.mql5.com" //+------------------------------------------------------------------+ //| iMAOnArray from MT4 | //+------------------------------------------------------------------+ double iMAOnArray(double& array[], int period, int ma_shift, ENUM_MA_METHOD ma_method, int shift){ double buf[], arr[]; int total = ArraySize(array); if(total <= period) return 0; if(shift > total - period - ma_shift) return 0; switch(ma_method) { case MODE_SMA: { total = ArrayCopy(arr, array, 0, shift + ma_shift, period); if (ArrayResize(buf, total) < 0) return 0; double sum = 0; int i, pos = total-1; for (i = 1; i < period; i++, pos--) sum += arr[pos]; while (pos >= 0) { sum += arr[pos]; buf[pos] = sum / period; sum -= arr[pos + period - 1]; pos--; } return buf[0]; } case MODE_EMA: { if (ArrayResize(buf, total) < 0) return 0; double pr = 2.0 / (period + 1); int pos = total - 2; while (pos >= 0) { if (pos == total - 2) buf[pos+1] = array[pos+1]; buf[pos] = array[pos] * pr + buf[pos+1] * (1-pr); pos--; } return buf[shift+ma_shift]; } case MODE_SMMA: { if (ArrayResize (buf, total) < 0) return(0); double sum = 0; int i, k, pos; pos = total - period; while (pos >= 0) { if (pos == total - period) { for (i = 0, k = pos; i < period; i++, k++) { sum += array[k]; buf[k] = 0; } } else sum = buf[pos+1] * (period-1) + array[pos]; buf[pos]=sum/period; pos--; } return buf[shift+ma_shift]; } case MODE_LWMA: { if (ArrayResize (buf, total) < 0) return 0; double sum = 0.0, lsum = 0.0; double price; int i, weight = 0, pos = total-1; for(i = 1; i <= period; i++, pos--) { price = array[pos]; sum += price * i; lsum += price; weight += i; } pos++; i = pos + period; while (pos >= 0) { buf[pos] = sum / weight; if (pos == 0) break; pos--; i--; price = array[pos]; sum = sum - lsum + price * period; lsum -= array[i]; lsum += price; } return buf[shift+ma_shift]; } } return 0; }
Is it solved using iMAonArray?
I got the MA of an RSI by designing the MA functions a particular way, and using a buffer to keep track of data per MA function
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As my first project I've started by trying to convert the following to MT5.
In my attempt I got this far using the MACD and RSI examples.
All I get are straight lines, with the fast and slow printing on the mid. I know my issues is in iMA, since I want to get a MA of the RSI. Anyone have any suggestions?
It should look like this