【解説】【MQL5 community】 RSI multi-timeframe : Relative Strength Index(RSI, 相場の買われ過ぎ，売られ過ぎを判断する指針)のマルチタイムバージョン。
【シグナル】
一般にRSIが70%を超えると買われすぎで「売りシグナル」。 30%を下回ると売られすぎで「買いシグナル」
またＲＳＩでは逆行現象（ダイバージェンシー）と呼ばれる相場とＲＳＩが反対の方向に動く現象が発生することがあります。この逆行現象と呼ばれる現象が30％以下または70％以上の時に発生すると、相場のトレンドが終了することを示唆していると言われています。
//+------------------------------------------------------------------+
//| RSI MTF.mq5 |
//| Copyright ｩ 2010, AK20 |
//| traderak20@gmail.com |
//+------------------------------------------------------------------+
#property copyright "2010, traderak20@gmail.com"
#property description "RSI, Multi-timeframe"
#property version "V01"
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
//--- indicator plots
#property indicator_type1 DRAW_LINE
#property indicator_color1 DodgerBlue
#property indicator_width1 1
#property indicator_label1 "RSI_TF2"
//--- input parameters
input ENUM_TIMEFRAMES InpTimeFrame_2=PERIOD_H1; // Timeframe 2 (TF2) period
input int InpPeriodRSI=14; // RSI period
input ENUM_APPLIED_PRICE InpAppliedPrice=PRICE_CLOSE; // Applied price
//--- indicator buffers
double ExtRsiBuffer_TF2[];
//--- arrays TF2 - to retrieve TF 2 values of buffers and/or timeseries
double ExtRsiArray_TF2[]; // intermediate array to hold TF2 rsi buffer values
//--- variables
int PeriodRatio=1; // ratio between timeframe 1 (TF1) and timeframe 2 (TF2)
int PeriodSeconds_TF1; // TF1 period in seconds
int PeriodSeconds_TF2; // TF2 period in seconds
//--- indicator handles TF2
int ExtRsiHandle_TF2; // rsi handle TF2
//--- turn on/off error messages
bool ShowErrorMessages=false; // turn on/off error messages for debugging
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- indicator buffers mapping
SetIndexBuffer(0,ExtRsiBuffer_TF2,INDICATOR_DATA);
//--- set accuracy
IndicatorSetInteger(INDICATOR_DIGITS,2);
//--- set levels
IndicatorSetInteger(INDICATOR_LEVELS,2);
IndicatorSetDouble(INDICATOR_LEVELVALUE,0,30);
IndicatorSetDouble(INDICATOR_LEVELVALUE,1,70);
//--- set maximum and minimum for subwindow
IndicatorSetDouble(INDICATOR_MINIMUM,0);
IndicatorSetDouble(INDICATOR_MAXIMUM,100);
//--- calculate at which bar to start drawing indicators
PeriodSeconds_TF1=PeriodSeconds();
PeriodSeconds_TF2=PeriodSeconds(InpTimeFrame_2);
if(PeriodSeconds_TF1＜PeriodSeconds_TF2)
PeriodRatio=PeriodSeconds_TF2/PeriodSeconds_TF1;
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpPeriodRSI*PeriodRatio);
//--- name for indicator
IndicatorSetString(INDICATOR_SHORTNAME,"RSI("+string(InpPeriodRSI)+")");
//--- get RSI handle
ExtRsiHandle_TF2=iRSI(NULL,InpTimeFrame_2,InpPeriodRSI,InpAppliedPrice);
//--- set arrays as series, most recent data at index [0]
ArraySetAsSeries(ExtRsiBuffer_TF2,true);
ArraySetAsSeries(ExtRsiArray_TF2,true);
//--- initialization done
}
//+------------------------------------------------------------------+
//| Moving Averages Convergence/Divergence |
//+------------------------------------------------------------------+
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 &TickVolume[],
const long &Volume[],
const int &Spread[])
{
//--- check for data
int bars_TF2=Bars(NULL,InpTimeFrame_2);
if(bars_TF2＜InpPeriodRSI)
return(0);
//--- not all data may be calculated
int calculated_TF2;
calculated_TF2=BarsCalculated(ExtRsiHandle_TF2);
if(calculated_TF2＜bars_TF2)
{
if(ShowErrorMessages) Print("Not all data of ExtRsiHandle_TF2 has been calculated (",calculated_TF2," bars). Error",GetLastError());
return(0);
}
//--- set limit for which bars need to be (re)calculated
int limit;
if(prev_calculated==0 || prev_calculated＜0 || prev_calculated>rates_total)
limit=rates_total-1;
else
limit=rates_total-prev_calculated;
//--- create variable required to convert between TF1 and TF2
datetime convertedTime;
//--- loop through TF1 bars to set buffer TF1 values
for(int i=limit;i>=0;i--)
{
//--- convert time TF1 to nearest earlier time TF2 for a bar opened on TF2 which is to close during the current TF1 bar
//--- use this for calculations with PRICE_CLOSE, PRICE_HIGH, PRICE_LOW, PRICE_MEDIAN, PRICE_TYPICAL, PRICE_WEIGHTED
if(InpAppliedPrice!=PRICE_OPEN)
convertedTime=Time[i]+PeriodSeconds_TF1-PeriodSeconds_TF2;
//--- convert time TF1 to nearest earlier time TF2 for a bar opened on TF2 at the same time or before the current TF1 bar
//--- use this for calculations with PRICE_OPEN
if(InpAppliedPrice==PRICE_OPEN)
convertedTime=Time[i];
//--- check if TF2 data is available at convertedTime
datetime tempTimeArray_TF2[];
CopyTime(NULL,InpTimeFrame_2,calculated_TF2-1,1,tempTimeArray_TF2);
//--- no TF2 data available
if(convertedTime＜tempTimeArray_TF2[0])
continue;
//--- get rsi buffer values of TF2
if(CopyBuffer(ExtRsiHandle_TF2,0,convertedTime,1,ExtRsiArray_TF2)＜=0)
{
if(ShowErrorMessages) Print("Getting RSI TF2 failed! Error",GetLastError());
return(0);
}
//--- set rsi TF2 buffer on TF1
else
ExtRsiBuffer_TF2[i]=ExtRsiArray_TF2[0];
}
//--- return value of rates_total, will be used as prev_calculated in next call
return(rates_total);
}
//+------------------------------------------------------------------+
【表示結果】
上が1時間足を用い、下が3時間足を用いたもの。
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