//+------------------------------------------------------------------+
//| iCCI_Revercy.mq4 |
//| EvgeTrofi |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright © Evgeniy Trofimov, 2009"
#property link "http://vkontakte.ru/id5374887/"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Red
extern int CCIPeriod = 14;
extern double FindCCI = 100.0;
//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init() {
IndicatorBuffers(2);
IndicatorDigits(Digits);
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,ExtMapBuffer1);
SetIndexDrawBegin(0,CCIPeriod);
SetIndexLabel(0, "CloseUP");
SetIndexBuffer(1,ExtMapBuffer2);
SetIndexDrawBegin(1,CCIPeriod);
SetIndexLabel(1, "CloseDN");
IndicatorShortName("CCI_Revercy("+CCIPeriod+", "+FindCCI+")");
return(0);
}//init()
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start() {
int BeginBar;
int counted_bars=IndicatorCounted(); // Ðàíåå âû÷èñëåííûå áàðû
if(counted_bars<0) return(-1); //---- îáõîäèì âîçìîæíûå îøèáêè
//---- íîâûå áàðû íå ïîÿâèëèñü è ïîýòîìó íè÷åãî ðèñîâàòü íå íóæíî
BeginBar=Bars-counted_bars-1;
//---- îñíîâíûå ïåðåìåííûå
double Price, CCILast, CCI;
for(int t=BeginBar; t>=0; t--) {
ExtMapBuffer1[t]=PriceCCI(FindCCI, t, 0);
ExtMapBuffer2[t]=PriceCCI(FindCCI, t, 1);
/*
CCILast=iCCI(NULL,0,CCIPeriod,PRICE_TYPICAL,t+2);
CCI=iCCI(NULL,0,CCIPeriod,PRICE_TYPICAL,t+1);
if((CCILast>0 && CCI<0) ||
(CCILast<0 && CCI>0)) {
ExtMapBuffer1[t+2]=EMPTY_VALUE;
}
*/
}//Next t
return(0);
} //start()
//+------------------------------------------------------------------+
double PriceCCI(double LevelCCI, int CurrentCandle=0, int index=0) {
//Âû÷èñëÿåì òåêóùèé CCI
double MovBuffer;
double Price, SummPrice, Abs, SummAbs;
double K = 0.015;
int j;
for(int i=CCIPeriod-1; i>=0; i--) {
j=i+CurrentCandle;
Price = (High[j]+Low[j]+Close[j])/3;
MovBuffer=iMA(NULL,0,CCIPeriod,0,MODE_SMA,PRICE_TYPICAL,CurrentCandle);
Abs = MathAbs(Price-MovBuffer);
if(i>0) {
SummPrice += Price;
SummAbs += Abs;
}
}//Next i
double CCI = (Price-MovBuffer)/((SummAbs+Abs)*K/CCIPeriod);
Comment("CCI("+CCIPeriod+") = "+DoubleToStr(CCI,4)+"\nFindCCI = "+DoubleToStr(LevelCCI,1));
// çàâèñèìîñòè îò çíàêà CCI äëÿ ðàñ÷¸òà íåîáõîäèìîé öåíû èñïîëüçóåòñÿ ñîîòâåòñòâóþùàÿ ôîðìóëà
double H = High[CurrentCandle];
double L = Low[CurrentCandle];
i = CCIPeriod;
if(index==0) {
CCI=LevelCCI;
Price = -(H*i-L*i*i-H*i*i+L*i-CCI*H*K-CCI*L*K+3*SummPrice*i-
CCI*3*K*SummPrice+CCI*H*K*i+CCI*L*K*i+CCI*3*K*SummAbs*i)/
(i-i*i-CCI*K+CCI*K*i);
} else {
CCI=-LevelCCI;
Price = -(H*i-L*i*i-H*i*i+L*i+CCI*H*K+CCI*L*K+3*SummPrice*i+
CCI*3*K*SummPrice-CCI*H*K*i-CCI*L*K*i+CCI*3*K*SummAbs*i)/
(i-i*i+CCI*K-CCI*K*i);
}
return(Price);
}//PriceCCI()
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for 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:
Commodity channel index
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: