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Decomposed RSI [reverse engineered]

  • #1
  • First Post: Feb 25, 2022 11:57pm Feb 25, 2022 11:57pm
I reverse engineered the famous Decomposed RSI from Mladen
there was a mistake in his code, because if you compare default settings (with PRICE_CLOSE selected) both curves are different :
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 324 KB

but if you select PRICE_LOW on my version, the curves match :
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 322 KB

so my guess is that Mladen made a little error in the price ENUM of his parameters
no big deal, now the error is fixed

Jeff
Attached File(s)
File Type: ex5 Decomposed RSI [reverse engineered].ex5   10 KB | 327 downloads
File Type: mq5 Decomposed RSI [reverse engineered].mq5   7 KB | 425 downloads
  • #2
  • Feb 26, 2022 12:54am Feb 26, 2022 12:54am
In the spirit of "cooperation" here is a function (that you could have copied from numerous already posted codes) that is returning the price :

Inserted Code
double iGetPrice(ENUM_APPLIED_PRICE price, double open, double high, double low, double close)
{
   switch (price)
   {
      case PRICE_CLOSE:     return(close);
      case PRICE_OPEN:      return(open);
      case PRICE_HIGH:      return(high);
      case PRICE_LOW:       return(low);
      case PRICE_MEDIAN:    return((high+low)/2.0);
      case PRICE_TYPICAL:   return((high+low+close)/3.0);
      case PRICE_WEIGHTED:  return((high+low+close+close)/4.0);
   }
   return(0);
}

I will be eternally grateful when you explain (without reverse "engineering" since, as you can see that is the mql code) where the "error" is
Btw:

Attached Image (click to enlarge)
Click to Enlarge Name: Capture.png Size: 100 KB

Must be that I am making mistake (again)
all the best
  • #3
  • Edited 7:02am Feb 26, 2022 1:08am | Edited 7:02am
why don't you show where the error is in my code, instead of trying to wiggle out of your mistake?
or better post the Decomposed RSI code so we can all understand where the discrepancy comes from ?
it's not like the code is a secret anymore
  • #4
  • Feb 26, 2022 6:35am Feb 26, 2022 6:35am
no offense but you just probably wrote an error here : (and swapped some of the buffers)
Inserted Code
iGetPrice(inpPrice,open,high,low,close,i);

those kind of mistakes happen.

I just hope all your indis you published are not using the same code...

my code has much less code so much less screwing-up possibilities
  • #5
  • Edited 7:23am Feb 26, 2022 6:53am | Edited 7:23am
by the way here is a really simple way to check that you made a mistake
if you put a period of 1 and compare lows and close prices, you can see here that close prices are going down, but the RSI Gain curve is positive (the RSI Losses curve should be positive in that case)
aaaand, the lows are going up.

so low prices and the curve are in correlation, while close prices and the curve are in opposite correlation
you messed up my dude

settings used :
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 25 KB

Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 258 KB


we would need to know which of your past postings of indicators have this error though.
thanks
  • #6
  • Feb 27, 2022 3:49am Feb 27, 2022 3:49am
Now for MT4 ! (as I know lot of you guys still use MT4)
this is the beauty of publishing codes, anybody can verify it, fix it eventually and port it on platforms that would not be available otherwise...
I hope there are no errors in code I verified with identical price action from original on MT5 that both outputs are the same, in the strategy tester or on the chart so it should be good.
if you find anything please let me know i'll fix it ASAP
Attached Image (click to enlarge)
Click to Enlarge Name: screenshot.png Size: 282 KB

Jeff
Attached File(s)
File Type: ex4 Decomposed RSI [reverse engineered].ex4   10 KB | 440 downloads
File Type: mq4 Decomposed RSI [reverse engineered].mq4   5 KB | 525 downloads
  • #7
  • Last Post: Mar 16, 2022 5:03am Mar 16, 2022 5:03am
ionone,

may I ask what settings you use with your indicator?

cpfleger
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