//+------------------------------------------------------------------+
//| CCI.mq4 |
//| Copyright © 2004, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net/"
//----
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Yellow
#property indicator_color2 Aqua
//---- input parameters
//---- indicator parameters
extern string m = "--Moving Average Types--";
extern string m0 = " 0 = SMA";
extern string m1 = " 1 = EMA";
extern string m2 = " 2 = SMMA";
extern string m3 = " 3 = LWMA";
extern string m4 = " 4 = LSMA";
extern int MA_Type=0;
extern string p = "--Applied Price Types--";
extern string p0 = " 0 = close";
extern string p1 = " 1 = open";
extern string p2 = " 2 = high";
extern string p3 = " 3 = low";
extern string p4 = " 4 = median(high+low)/2";
extern string p5 = " 5 = typical(high+low+close)/3";
extern string p6 = " 6 = weighted(high+low+close+close)/4";
extern int MA_AppliedPrice = 0;
extern string c = "--CCI Inputs--";
extern int CCIPeriod = 14;
extern int SmoothingMA_Type = 2;
extern int SmoothingMA_Period = 3;
//---- buffers
double CCIBuffer[];
double CCIBufferSmoothed[];
double RelBuffer[];
double DevBuffer[];
double MovBuffer[];
int MA_Mode;
string strMAType;
int SmoothingMode;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- 3 additional buffers are used for counting.
IndicatorBuffers(5);
SetIndexBuffer(1, RelBuffer);
SetIndexBuffer(2, DevBuffer);
SetIndexBuffer(3, MovBuffer);
//---- indicator lines
SetIndexStyle(0, DRAW_LINE);
SetIndexBuffer(0, CCIBuffer);
SetIndexStyle(1, DRAW_LINE);
SetIndexBuffer(1, CCIBufferSmoothed);
//----
if(CCIPeriod <= 0)
CCIPeriod = 14;
SmoothingMode = SmoothingMA_Type;
if (SmoothingMA_Type > 3) SmoothingMode = 2;
//----
SetIndexDrawBegin(0, CCIPeriod);
//---- name for DataWindow and indicator subwindow label
switch (MA_Type)
{
case 1: strMAType="EMA"; MA_Mode=MODE_EMA; break;
case 2: strMAType="SMMA"; MA_Mode=MODE_SMMA; break;
case 3: strMAType="LWMA"; MA_Mode=MODE_LWMA; break;
case 4: strMAType="LSMA"; break;
default: strMAType="SMA"; MA_Mode=MODE_SMA; break;
}
short_name = "CCI-" +strMAType+ " (" +CCIPeriod + ") ";
IndicatorShortName(short_name);
SetIndexLabel(0, short_name);
//----
return(0);
}
//+------------------------------------------------------------------------+
//| LSMA - Least Squares Moving Average function calculation |
//| LSMA_In_Color Indicator plots the end of the linear regression line |
//+------------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| LSMA with PriceMode |
//| PrMode 0=close, 1=open, 2=high, 3=low, 4=median(high+low)/2, |
//| 5=typical(high+low+close)/3, 6=weighted(high+low+close+close)/4 |
//+------------------------------------------------------------------+
double LSMA(int TimeFrame, int Rperiod, int prMode, int shift)
{
int i, myShift;
double sum, pr;
int length;
double lengthvar;
double tmp;
double wt;
length = Rperiod;
sum = 0;
for(i = length; i >= 1 ; i--)
{
lengthvar = length + 1;
lengthvar /= 3;
tmp = 0;
myShift = length - i + shift;
switch (prMode)
{
case 0: pr = iClose(NULL,TimeFrame,myShift);break;
case 1: pr = iOpen(NULL,TimeFrame,myShift);break;
case 2: pr = iHigh(NULL,TimeFrame,myShift);break;
case 3: pr = iLow(NULL,TimeFrame,myShift);break;
case 4: pr = (iHigh(NULL,TimeFrame,myShift) + iLow(NULL,TimeFrame,myShift))/2;break;
case 5: pr = (iHigh(NULL,TimeFrame,myShift) + iLow(NULL,TimeFrame,myShift) + iClose(NULL,TimeFrame,myShift))/3;break;
case 6: pr = (iHigh(NULL,TimeFrame,myShift) + iLow(NULL,TimeFrame,myShift) + iClose(NULL,TimeFrame,myShift) + iClose(NULL,TimeFrame,myShift))/4;break;
}
tmp = ( i - lengthvar)*pr;
sum+=tmp;
}
wt = sum*6/(length*(length+1));
wt = MathFloor(wt/Point)*Point;
return(wt);
}
//+------------------------------------------------------------------+
//| Commodity Channel Index |
//+------------------------------------------------------------------+
int start()
{
int i, k, counted_bars = IndicatorCounted();
double price, sum, mul;
if(CCIPeriod <= 1)
return(0);
if(Bars <= CCIPeriod)
return(0);
//---- initial zero
if(counted_bars < 1)
{
for(i = 1; i <= CCIPeriod; i++)
CCIBuffer[Bars-i] = 0.0;
for(i = 1; i <= CCIPeriod; i++)
DevBuffer[Bars-i] = 0.0;
for(i = 1; i <= CCIPeriod; i++)
MovBuffer[Bars-i] =0.0;
}
//---- last counted bar will be recounted
int limit = Bars - counted_bars;
if(counted_bars > 0)
limit++;
//---- moving average
for(i = 0; i < limit; i++)
{
if (MA_Type == 4)
MovBuffer[i]=LSMA(0, CCIPeriod, MA_AppliedPrice,i);
else
MovBuffer[i]=iMA(NULL,0,CCIPeriod,0,MA_Mode,MA_AppliedPrice,i);
}
//---- standard deviations
i = Bars - CCIPeriod + 1;
if(counted_bars > CCIPeriod - 1)
i = Bars - counted_bars - 1;
mul = 0.015 / CCIPeriod;
while(i >= 0)
{
sum = 0.0;
k = i + CCIPeriod - 1;
while(k >= i)
{
price =(High[k] + Low[k] + Close[k]) / 3;
sum += MathAbs(price - MovBuffer[i]);
k--;
}
DevBuffer[i] = sum*mul;
i--;
}
i = Bars - CCIPeriod + 1;
if(counted_bars > CCIPeriod - 1)
i = Bars - counted_bars - 1;
while(i >= 0)
{
price = (High[i] + Low[i] + Close[i]) / 3;
RelBuffer[i] = price - MovBuffer[i];
i--;
}
//---- cci counting
i = Bars - CCIPeriod + 1;
if(counted_bars > CCIPeriod - 1)
i = Bars - counted_bars - 1;
while(i >= 0)
{
if(DevBuffer[i] == 0.0)
CCIBuffer[i] = 0.0;
else
CCIBuffer[i] = RelBuffer[i] / DevBuffer[i];
i--;
}
//---- cci smoothing
i = Bars - CCIPeriod + 1;
if(counted_bars > CCIPeriod - 1)
i = Bars - counted_bars - 1;
while(i >= 0)
{
CCIBufferSmoothed[i] = iMAOnArray(CCIBuffer, 0, SmoothingMA_Period, 0, SmoothingMode, i);
i--;
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: