I once had a similar problem installing a strategy and found I needed to add a couple of lines to the Exports. I tried the same approach with this Indicator but have not been able to get it to work.
I am not sure of the best way to post my code for you to look at -- so I will post it in here as text. If you prefer a different method, please let me know. Thank you.
Code: Select all
//---------------------------------------------------------------------------
// Relative Strength Index indicator + Smoothed Inverse Fisher Transform
//---------------------------------------------------------------------------
library OMI;
uses
SysUtils, classes, graphics, windows, IndicatorInterfaceUnit;
var
// External variables
period: integer;
ApplyToPrice: integer;
OMI: double;
OMIalpha: double;
P, Q, R, S, T: double;
// Buffers
_RSI, AvGain, AvLoss: TIndexBuffer;
//---------------------------------------------------------------------------
// Initialize indicator
//---------------------------------------------------------------------------
procedure Init; stdcall;
begin
// define properties
IndicatorShortName('OMI');
SetOutputWindow(ow_SeparateWindow);
SetFixedMinMaxValues(0, 100);
AddLevel(12, psDot, 1, cl_GridColor);
AddLevel(88, psDot, 1, cl_GridColor);
SetEmptyValue(105);
// register options
AddSeparator('Common');
RegOption('Period', ot_Integer, period);
SetOptionRange('Period', 1, MaxInt);
period := 4;
RegOption('Apply to price', ot_EnumType, ApplyToPrice);
AddOptionValue('Apply to price', 'Close');
AddOptionValue('Apply to price', 'Open');
AddOptionValue('Apply to price', 'High');
AddOptionValue('Apply to price', 'Low');
AddOptionValue('Apply to price', '(High + Low)/2');
AddOptionValue('Apply to price', '(High + Low + Close)/3');
AddOptionValue('Apply to price', '(High + Low + Close + Close)/4');
ApplyToPrice := 0;
RegOption('OMI alpha', ot_Double, OMIalpha);
SetOptionDigits('OMIalpha', 2);
OMIalpha := 0.35;
// create buffers
_RSI := CreateIndexBuffer;
AvGain := CreateIndexBuffer;
AvLoss := CreateIndexBuffer;
IndicatorBuffers(1);
SetIndexBuffer(0, _RSI);
SetIndexStyle(0, ds_Line, psSolid, 1, RGB($1E, $90, $FF));
SetIndexLabel(0, 'RSI');
end;
//---------------------------------------------------------------------------
// Deinitialize indicator
//---------------------------------------------------------------------------
procedure Done; stdcall;
begin
end;
//---------------------------------------------------------------------------
// Calculate requested bar
//---------------------------------------------------------------------------
procedure Calculate(index: integer); stdcall;
var
i: integer;
diff, gain, loss: double;
function GetPrice(index: integer): double;
begin
case ApplyToPrice of
0: result := Close(index);
1: result := Open(index);
2: result := High(index);
3: result := Low(index);
4: result := (High(index) + Low(index))/2;
5: result := (High(index) + Low(index) + Close(index))/3;
6: result := (High(index) + Low(index) + Close(index)*2)/4;
else result := 0;
end;
end;
begin
if Bars - index <= period then
exit;
if Bars - index = period + 1 then
begin
gain := 0;
loss := 0;
for i:=index to index + period - 1 do
begin
diff := GetPrice(i) - GetPrice(i + 1);
if diff > 0 then
gain := gain + diff
else
loss := loss - diff;
end;
AvGain[index] := gain/period;
AvLoss[index] := loss/period;
end
else
begin
gain := 0;
loss := 0;
diff := GetPrice(index) - GetPrice(index + 1);
if diff > 0 then
gain := diff
else
loss := -diff;
gain := (AvGain[index + 1]*(period - 1) + gain)/period;
loss := (AvLoss[index + 1]*(period - 1) + loss)/period;
AvGain[index] := gain;
AvLoss[index] := loss;
if loss = 0 then
_RSI[index] := 100
else
_RSI[index] := 100 - 100/(1 + gain/loss);
P := 0.1 * (_RSI[index] - 50);
Q := (P * OMIalpha) + (Q * (1 - OMIalpha));
R := (Q * OMIalpha) + (R * (1 - OMIalpha));
S := Q - R;
T := Q + S;
OMI := ((exp(2*T)-1)/(exp(2*T)+1)+1)*50;
_RSI[index] := OMI;
end;
end;
exports
Init, Done, Calculate;
end.
