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