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2024-01-25 04:03:36 +03:30
commit 0a19e0f4e1
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+//+------------------------------------------------------------------+
+//|                                                          CCI.mq4 |
+//|                   Copyright 2005-2014, MetaQuotes Software Corp. |
+//|                                              http://www.mql4.com |
+//+------------------------------------------------------------------+
+#property copyright   "2005-2014, MetaQuotes Software Corp."
+#property link        "http://www.mql4.com"
+#property description "Commodity Channel Index"
+#property strict
+
+#include <MovingAverages.mqh>
+
+#property indicator_separate_window
+#property indicator_buffers    1
+#property indicator_color1     LightSeaGreen
+#property indicator_level1    -100.0
+#property indicator_level2     100.0
+#property indicator_levelcolor clrSilver
+#property indicator_levelstyle STYLE_DOT
+//--- input parameter
+input int InpCCIPeriod=14; // CCI Period
+//--- buffers
+double ExtCCIBuffer[];
+double ExtPriceBuffer[];
+double ExtMovBuffer[];
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+int OnInit(void)
+  {
+   string short_name;
+//--- 2 additional buffers are used for counting.
+   IndicatorBuffers(3);
+   SetIndexBuffer(1,ExtPriceBuffer);
+   SetIndexBuffer(2,ExtMovBuffer);
+//--- indicator line
+   SetIndexStyle(0,DRAW_LINE);
+   SetIndexBuffer(0,ExtCCIBuffer);
+//--- check for input parameter
+   if(InpCCIPeriod<=1)
+     {
+      Print("Wrong input parameter CCI Period=",InpCCIPeriod);
+      return(INIT_FAILED);
+     }
+//---
+   SetIndexDrawBegin(0,InpCCIPeriod);
+//--- name for DataWindow and indicator subwindow label
+   short_name="CCI("+IntegerToString(InpCCIPeriod)+")";
+   IndicatorShortName(short_name);
+   SetIndexLabel(0,short_name);
+//--- initialization done
+   return(INIT_SUCCEEDED);
+  }
+//+------------------------------------------------------------------+
+//| Commodity Channel Index                                          |
+//+------------------------------------------------------------------+
+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 &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+   int    i,k,pos;
+   double dSum,dMul;
+//---
+   if(rates_total<=InpCCIPeriod || InpCCIPeriod<=1)
+      return(0);
+//--- counting from 0 to rates_total
+   ArraySetAsSeries(ExtCCIBuffer,false);
+   ArraySetAsSeries(ExtPriceBuffer,false);
+   ArraySetAsSeries(ExtMovBuffer,false);
+   ArraySetAsSeries(high,false);
+   ArraySetAsSeries(low,false);
+   ArraySetAsSeries(close,false);
+//--- initial zero
+   if(prev_calculated<1)
+     {
+      for(i=0; i<InpCCIPeriod; i++)
+        {
+         ExtCCIBuffer[i]=0.0;
+         ExtPriceBuffer[i]=(high[i]+low[i]+close[i])/3;
+         ExtMovBuffer[i]=0.0;
+        }
+     }
+//--- calculate position
+   pos=prev_calculated-1;
+   if(pos<InpCCIPeriod)
+      pos=InpCCIPeriod;
+//--- typical price and its moving average
+   for(i=pos; i<rates_total; i++)
+     {
+      ExtPriceBuffer[i]=(high[i]+low[i]+close[i])/3;
+      ExtMovBuffer[i]=SimpleMA(i,InpCCIPeriod,ExtPriceBuffer);
+     }
+//--- standard deviations and cci counting
+   dMul=0.015/InpCCIPeriod;
+   pos=InpCCIPeriod-1;
+   if(pos<prev_calculated-1)
+      pos=prev_calculated-2;
+   i=pos;
+   while(i<rates_total)
+     {
+      dSum=0.0;
+      k=i+1-InpCCIPeriod;
+      while(k<=i)
+        {
+         dSum+=MathAbs(ExtPriceBuffer[k]-ExtMovBuffer[i]);
+         k++;
+        }
+      dSum*=dMul;
+      if(dSum==0.0)
+         ExtCCIBuffer[i]=0.0;
+      else
+         ExtCCIBuffer[i]=(ExtPriceBuffer[i]-ExtMovBuffer[i])/dSum;
+      i++;
+     }
+//---
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+