我是QChartist TA软件的创建者。我想将MT4指标移植到我的C ++软件中。
这是MT4指标的mql4代码：
//+------------------------------------------------------------------+
//| StochasticRSI.mq4 |
//| |
//| Stochastic RSI |
//| |
//| Algorithm taken from book |
//| "Cybernetics Analysis for Stock and Futures" |
//| by John F. Ehlers |
//| |
//| contact@mqlsoft.com |
//| http://www.mqlsoft.com/ |
//+------------------------------------------------------------------+
#property copyright "Coded by Witold Wozniak"
#property link "www.mqlsoft.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
#property indicator_level1 0
#property indicator_minimum -1
#property indicator_maximum 1
double StocRSI[];
double Trigger[];
double Value3[];
extern int RSILength = 8;
extern int StocLength = 8;
extern int WMALength = 8;
int buffers = 0;
int drawBegin = 0;
int init() {
drawBegin = RSILength;
initBuffer(StocRSI, "Stochastic RSI", DRAW_LINE);
initBuffer(Trigger, "Trigger", DRAW_LINE);
initBuffer(Value3);
IndicatorBuffers(buffers);
IndicatorShortName("Stochastic RSI [" + RSILength + ", " + StocLength + ", " + WMALength + "]");
return (0);
}
int start() {
if (Bars <= drawBegin) return (0);
int countedBars = IndicatorCounted();
if (countedBars < 0) return (-1);
if (countedBars > 0) countedBars--;
int s, limit = Bars - countedBars - 1;
for (s = limit; s >= 0; s--) {
double rsi = iRSI(0, 0, RSILength, MODE_CLOSE, s);
double hh = rsi, ll = rsi;
for (int i = 0; i < StocLength; i++) {
double tmp = iRSI(0, 0, RSILength, MODE_CLOSE, s + i);
hh = MathMax(hh, tmp);
ll = MathMin(ll, tmp);
}
double Value1 = rsi - ll;
double Value2 = hh - ll;
Value3[s] = 0.0;
if (Value2 != 0.0) {
Value3[s] = Value1 / Value2;
}
}
for (s = limit - 1; s >= 0; s--) {
StocRSI[s] = 2.0 * (iMAOnArray(Value3, 0, WMALength, 0, MODE_LWMA, s) - 0.5);
Trigger[s] = StocRSI[s + 1];
}
return (0);
}
void initBuffer(double array[], string label = "", int type = DRAW_NONE, int arrow = 0, int style = EMPTY, int width = EMPTY, color clr = CLR_NONE) {
SetIndexBuffer(buffers, array);
SetIndexLabel(buffers, label);
SetIndexEmptyValue(buffers, EMPTY_VALUE);
SetIndexDrawBegin(buffers, drawBegin);
SetIndexShift(buffers, 0);
SetIndexStyle(buffers, type, style, width);
SetIndexArrow(buffers, arrow);
buffers++;
}
这是QChartist的C ++代码不起作用：
//+------------------------------------------------------------------+
//| StochasticRSI.mq4 |
//| |
//| Stochastic RSI |
//| |
//| Algorithm taken from book |
//| "Cybernetics Analysis for Stock and Futures" |
//| by John F. Ehlers |
//| |
//| contact@mqlsoft.com |
//| http://www.mqlsoft.com/ |
//+------------------------------------------------------------------+
/*
#property copyright "Coded by Witold Wozniak"
#property link "www.mqlsoft.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
#property indicator_level1 0
#property indicator_minimum -1
#property indicator_maximum 1
*/
static arrayofdoubles StocRSI;
static arrayofdoubles Trigger;
static arrayofdoubles Value3;
char* StochasticRSI (char* period)
{
int RSILength = 5;
int StocLength = 5;
int WMALength = 5;
int buffers = 0;
int drawBegin = 0;
static char periodd[1000];
strncpy(periodd, period, 1000);
int intperiod=atoi(periodd);
// Put your indicator C++ code here
if (bars <= drawBegin) return (0);
int countedBars = cntbarsedit;
//if (countedBars < 0) return (-1);
if (countedBars > 0) countedBars--;
int s, limit = bars - countedBars - 1;
for (s = limit; s >= 0; s--) {
double rsi = irsi( 60, RSILength, MODE_CLOSE, s);
//if (s==3) { sprintf(debugmsg,"%f",rsi);MessageBox( NULL, debugmsg,"Debug",MB_OK); }
double hh = rsi, ll = rsi;
for (int i = 0; i < StocLength; i++) {
double tmp = irsi(60, RSILength, MODE_CLOSE, s + i);
hh = mathmax(hh, tmp);
ll = mathmin(ll, tmp);
}
double Value1 = rsi - ll;
double Value2 = hh - ll;
Value3[s] = 0.0;
if (Value2 != 0.0) {
Value3[s] = Value1 / Value2;
}
}
for (s = limit - 1; s >= 0; s--) {
StocRSI[s] = 2.0 * (imaonarray(Value3, 0, WMALength, 0, MODE_LWMA, s) - 0.5);
Trigger[s] = StocRSI[s + 1];
}
return 0;
}
有关更多详细信息，请在这里阅读我的文章： https://www.forexfactory.com/showthread.php?t=874824
答案 0 :(得分：0)
这是解决方案：
在QChartist.cpp中：
irsi函数：
double irsi(int timeframe,int period,int applied_price,int shift)
{
int RSIPeriod=period;
//---- buffers
static arrayofdoubles RSIBuffer;
static arrayofdoubles PosBuffer;
static arrayofdoubles NegBuffer;
int i,counted_bars=cntbarsedit;
double rel,negative,positive;
int Bars=bars;
//----
if(Bars<=RSIPeriod) return(0);
//---- initial zero
if(counted_bars<1)
for(i=1;i<=RSIPeriod;i++) RSIBuffer[Bars-i]=0.0;
//----
i=Bars-RSIPeriod-1;
if(counted_bars>=RSIPeriod) i=Bars-counted_bars-1;
//i=999;
while(i>=0)
{
double sumn=0.0,sump=0.0;
if(i==Bars-RSIPeriod-1)
{
int k=Bars-2;
//---- initial accumulation
while(k>=i)
{
rel=lowa[k]-lowa[k+1];
if(rel>0) sump+=rel;
else sumn-=rel;
k--;
}
positive=sump/RSIPeriod;
negative=sumn/RSIPeriod;
}
else
{
//---- smoothed moving average
rel=lowa[i]-lowa[i+1];
if(rel>0) sump=rel;
else sumn=-rel;
positive=(PosBuffer[i+1]*(RSIPeriod-1)+sump)/RSIPeriod;
negative=(NegBuffer[i+1]*(RSIPeriod-1)+sumn)/RSIPeriod;
}
PosBuffer[i]=positive;
NegBuffer[i]=negative;
if(negative==0.0) RSIBuffer[i]=0.0;
else RSIBuffer[i]=100.0-100.0/(1+positive/negative);
if (i==shift) { return RSIBuffer[i]; break; }
i--;
}
//----
return(0);
}
还有imaonarray函数：
double imaonarray(arrayofdoubles& array,int total,int period,int ma_shift,int ma_method,int shift)
{
arrayofdoubles ExtMapBuffer;
switch(ma_method)
{
case 0 :
// SMA
double sum;
int per;
sum=0;
int i;int p;
p=total;
if (p<period) p=period;
per=period;
for (i=1;i<=per-1;i++) {
sum=sum+array[p];
p--;
}
while (p>=0) {
sum=sum+array[p];
if (p==shift+ma_shift) { return sum/per; break; }
sum=sum-array[p+per-1];
p--;
}
break;
case 1 : /*ema not implemented yet*/ break;
case 2 : /*smma not implemented yet*/ break;
case 3 : /*lwma*/
sum=0.0; double lsum=0.0;
double price;
int weight=0;
//---- initial accumulation
p=total;
if(p<period) p=period;
for(i=1;i<=period;i++,p--)
{
price=array[p]; //iapplied_price(applied_price,timeframe,p);
sum+=price*i;
lsum+=price;
weight+=i;
}
//---- main calculation loop
p++;
i=p+period;
while(p>=0)
{
ExtMapBuffer[p]=sum/weight;
if (p==shift+ma_shift) { return ExtMapBuffer[p]; break; }
if(p==0) break;
p--;
i--;
price=array[p]; //iapplied_price(applied_price,timeframe,p);
sum=sum-lsum+price*period;
lsum-=array[i]; //iapplied_price(applied_price,timeframe,i);
lsum+=price;
}
break;
}
return 0;
}
这是StochasticRSI指标的代码：
//+------------------------------------------------------------------+
//| StochasticRSI.mq4 |
//| |
//| Stochastic RSI |
//| |
//| Algorithm taken from book |
//| "Cybernetics Analysis for Stock and Futures" |
//| by John F. Ehlers |
//| |
//| contact@mqlsoft.com |
//| http://www.mqlsoft.com/ |
//+------------------------------------------------------------------+
/*
#property copyright "Coded by Witold Wozniak"
#property link "www.mqlsoft.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Blue
#property indicator_level1 0
#property indicator_minimum -1
#property indicator_maximum 1
*/
static arrayofdoubles StocRSI;
static arrayofdoubles Trigger;
static arrayofdoubles Value3;
static arrayofdoubles StocRSImax;
static arrayofdoubles StocRSImin;
char* StochasticRSI (char* period)
{
int RSILength = 5;
int StocLength = 5;
int WMALength = 5;
int buffers = 0;
int drawBegin = 0;
static char periodd[1000];
strncpy(periodd, period, 1000);
int intperiod=atoi(periodd);
// Put your indicator C++ code here
if (bars <= drawBegin) return (0);
int countedBars = cntbarsedit;
//if (countedBars < 0) return (-1);
if (countedBars > 0) countedBars--;
int s, limit = bars - countedBars - 1;
//limit=999;
for (s = limit; s >= 0; s--) {
double rsi = irsi( 60, RSILength, MODE_CLOSE, s);
//if (s==3) { sprintf(debugmsg,"%f",rsi);MessageBox( NULL, debugmsg,"Debug",MB_OK); }
double hh = rsi, ll = rsi;
for (int i = 0; i < StocLength; i++) {
double tmp = irsi(60, RSILength, MODE_CLOSE, s + i);
hh = mathmax(hh, tmp);
ll = mathmin(ll, tmp);
}
//if (s==3) { sprintf(debugmsg,"%f",hh);MessageBox( NULL, debugmsg,"Debug",MB_OK); }
//if (s==3) { sprintf(debugmsg,"%f",ll);MessageBox( NULL, debugmsg,"Debug",MB_OK); }
double Value1 = rsi - ll;
double Value2 = hh - ll;
Value3[s] = 0.0;
if (Value2 != 0.0) {
Value3[s] = Value1 / Value2;
}
//if (s==3) { sprintf(debugmsg,"%f",Value3[s]);MessageBox( NULL, debugmsg,"Debug",MB_OK); }
}
for (s = limit - 1; s >= 0; s--) {
StocRSI[s] = 2.0 * (imaonarray(Value3, 100, WMALength, 0, MODE_LWMA, s) - 0.5);
//if (s==3) { sprintf(debugmsg,"%f",StocRSI[s]);MessageBox( NULL, debugmsg,"Debug",MB_OK); }
Trigger[s] = StocRSI[s + 1];
StocRSImax[s]=1;
StocRSImin[s]=-1;
}
return 0;
}