Hola Nicolás,he encontrado este indicador que combina el clásico Macd con el Rsi en un sólo indicador.A ver si es tan amable de pasarlo a Prorealtime.Gracias.
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#property copyright
#property link
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#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 clrSilver
#property indicator_color2 clrSilver
#property indicator_color3 clrPaleVioletRed
#property indicator_width2 2
#property indicator_width3 2
#property indicator_width4 2
#property indicator_width5 2
#property indicator_level1 0
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extern string TimeFrame = “Current time frame”;
extern double FastPeriod = 14;
extern double SlowPeriod = 34;
extern int SignalPeriod = 9;
extern int SignalMethod = MODE_EMA;
extern int RsiPeriod = 14;
extern int Price = PRICE_CLOSE;
extern bool ColorSignalLine = true;
extern color ColorUp = clrLimeGreen;
extern color ColorDown = clrDarkOrange;
extern color ColorMacd = clrSilver;
extern color ColorSignal = clrSilver;
extern bool alertsOn = true; // Alerting on?
extern bool alertsOnCurrent = false; // Alerts on current (still opened) bar?
extern bool alertsMessage = true; // Alert with pop-up message?
extern bool alertsSound = false; // Alert using sound?
extern bool alertsNotify = false; // Alert using push notifications?
extern bool alertsEmail = false; // Alert using emails?
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double macd[];
double macdl[];
double signal[];
double colorDa[];
double colorDb[];
double slope[];
string indicatorFileName;
bool returnBars;
bool calculateValue;
int timeFrame;
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int init()
{
IndicatorBuffers(6);
SetIndexBuffer(0,macd); SetIndexStyle(0,DRAW_HISTOGRAM);
SetIndexBuffer(1,macdl);
SetIndexBuffer(2,signal);
SetIndexBuffer(3,colorDa); SetIndexStyle(3,DRAW_LINE,EMPTY,EMPTY,ColorDown);
SetIndexBuffer(4,colorDb); SetIndexStyle(4,DRAW_LINE,EMPTY,EMPTY,ColorDown);
SetIndexBuffer(5,slope);
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indicatorFileName = WindowExpertName();
calculateValue = TimeFrame==”calculateValue”; if (calculateValue) { return(0); }
returnBars = TimeFrame==”returnBars”; if (returnBars) { return(0); }
timeFrame = stringToTimeFrame(TimeFrame);
if (ColorSignalLine)
{ SetIndexStyle(2,DRAW_LINE,EMPTY,EMPTY,ColorUp); SetIndexStyle(1,DRAW_LINE,EMPTY,EMPTY,ColorMacd); }
else { SetIndexStyle(1,DRAW_LINE,EMPTY,EMPTY,ColorUp); SetIndexStyle(2,DRAW_LINE,EMPTY,EMPTY,ColorSignal); }
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IndicatorShortName(timeFrameToString(timeFrame)+” MACD rsi adaptive (“+DoubleToStr(FastPeriod,2)+”,”+DoubleToStr(SlowPeriod,2)+”,”+SignalPeriod+”,”+RsiPeriod+”)”);
return(0);
}
int deinit() { return(0); }
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int start()
{
int counted_bars=IndicatorCounted();
if(counted_bars < 0) return(-1);
if(counted_bars>0) counted_bars–;
int limit = MathMin(Bars-counted_bars,Bars-1);
if (returnBars) { macd[0] = MathMin(limit+1,Bars-1); return(0); }
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if (calculateValue || timeFrame == Period())
{
if (slope[limit]==-1) CleanPoint(limit,colorDa,colorDb);
for(int i = limit; i>=0; i–)
{
double rsi = iRSI(NULL,0,RsiPeriod,Price,i);
double price = iMA(NULL,0,1,0,MODE_SMA,Price,i);
macd[i] = iREma(price,FastPeriod,RsiPeriod,rsi,i,0)-iREma(price,SlowPeriod,RsiPeriod,rsi,i,1);
macdl[i] = macd[i];
}
for(i = limit; i>=0; i–)
{
if (SignalMethod==4)
signal[i] = iREma(macd[i],SignalPeriod,RsiPeriod,iRSI(NULL,0,RsiPeriod,price,i),i,2);
else signal[i] = iMAOnArray(macd,0,SignalPeriod,0,SignalMethod,i);
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colorDa[i] = EMPTY_VALUE;
colorDb[i] = EMPTY_VALUE;
slope[i] = slope[i+1];
if (ColorSignalLine)
{
if (signal[i]>signal[i+1]) slope[i] = 1;
if (signal[i]<signal[i+1]) slope[i] = -1;
if (slope[i]==-1) PlotPoint(i,colorDa,colorDb,signal);
}
else
{
if (macd[i]>macd[i+1]) slope[i] = 1;
if (macd[i]<macd[i+1]) slope[i] = -1;
if (slope[i]==-1) PlotPoint(i,colorDa,colorDb,macd);
}
}
if (alertsOn)
{
int whichBar = 1; if (alertsOnCurrent) whichBar = 0;
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static datetime time1 = 0;
static string mess1 = “”;
if (slope[whichBar] != slope[whichBar+1])
{
string name = ” macd “; if (ColorSignalLine) name = ” signal line”;
if (slope[whichBar] == 1) doAlert(time1,mess1,name+” sloping up”);
if (slope[whichBar] == -1) doAlert(time1,mess1,name+” sloping down”);
}
}
return(0);
}
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limit = MathMax(limit,MathMin(Bars-1,iCustom(NULL,timeFrame,indicatorFileName,”returnBars”,0,0)*timeFrame/Period()));
if (slope[limit]==-1) CleanPoint(limit,colorDa,colorDb);
for (i=limit; i>=0; i–)
{
int y = iBarShift(NULL,timeFrame,Time[i]);
macd[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,FastPeriod,SlowPeriod,SignalPeriod,SignalMethod,RsiPeriod,Price,ColorSignalLine,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,0,y);
signal[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,FastPeriod,SlowPeriod,SignalPeriod,SignalMethod,RsiPeriod,Price,ColorSignalLine,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,2,y);
slope[i] = iCustom(NULL,timeFrame,indicatorFileName,”calculateValue”,FastPeriod,SlowPeriod,SignalPeriod,SignalMethod,RsiPeriod,Price,ColorSignalLine,alertsOn,alertsOnCurrent,alertsMessage,alertsSound,alertsNotify,alertsEmail,5,y);
macdl[i] = macd[i];
colorDa[i] = EMPTY_VALUE;
colorDb[i] = EMPTY_VALUE;
if (ColorSignalLine)
{ if (slope[i]==-1) PlotPoint(i,colorDa,colorDb,signal); }
else { if (slope[i]==-1) PlotPoint(i,colorDa,colorDb,macd); }
}
return(0);
}
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double ema[][3];
double iREma(double price, int emaPeriod, int rsiPeriod, double rsi, int i, int instanceNo=0)
{
if (ArrayRange(ema,0)!=Bars) ArrayResize(ema,Bars); int r=Bars-i-1;
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double RSvoltl = MathAbs(rsi-50)+1.0;
double multi = (5.0+100.0/rsiPeriod)/(0.06+0.92*RSvoltl+0.02*MathPow(RSvoltl,2));
double alpha = 2.0 /(1.0+multi*emaPeriod);
ema[r][instanceNo] = ema[r-1][instanceNo]+alpha*(price-ema[r-1][instanceNo]);
return( ema[r][instanceNo]);
}
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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;
}
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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;
}
}
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string sTfTable[] = {“M1″,”M5″,”M15″,”M30″,”H1″,”H4″,”D1″,”W1″,”MN”};
int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200};
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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(“”);
}
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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);
}
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void doAlert(datetime& previousTime, string& previousAlert, string doWhat)
{
string message;
if (previousAlert != doWhat || previousTime != Time[0]) {
previousAlert = doWhat;
previousTime = Time[0];
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message = StringConcatenate(Symbol(),” at “,TimeToStr(TimeLocal(),TIME_SECONDS),doWhat);
if (alertsMessage) Alert(message);
if (alertsNotify) SendNotification(message);
if (alertsEmail) SendMail(StringConcatenate(Symbol(),” MACD -RSI adaptive “),message);
if (alertsSound) PlaySound(“alert2.wav”);
}
}
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