CCI_Filter_vX2Dalert_mtf





//+------------------------------------------------------------------+
//|                                                 CCIFilter vX.mq4 |
//|                                                                  |                                      
//|                                                      mod by Raff |   
//+------------------------------------------------------------------+
// mtf 2008fxtsd  ki 
#property copyright "Copyright © 2006, Forex-TSD.com "
#property link      "http://www.forex-tsd.com/"

#property indicator_separate_window
#property indicator_buffers 8
#property indicator_color1 SlateGray
#property indicator_color2 LimeGreen
#property indicator_color3 Teal
#property indicator_color4 IndianRed
#property indicator_color5 Red
#property indicator_color6 Magenta
#property indicator_color7 SpringGreen
#property indicator_color8 Yellow

#property indicator_width1 2
#property indicator_width2 2
#property indicator_width3 2
#property indicator_width4 2
#property indicator_width5 2
#property indicator_width6 1
#property indicator_width7 1
#property indicator_width7 1
//#property  indicator_level1  0
#property indicator_level1  -100
#property indicator_level2   100
#property indicator_level3  -200
#property indicator_level4   200
#property indicator_levelcolor DarkSlateGray


//---- input parameters
extern int    CCIPeriod             = 14;
extern int    CCIPrice              = 0;
extern int    UpperTriggerLevel     =  100;
extern int    LowerTriggerLevel     = -100;
extern int    CriticalLevel         = 250;
extern int    TimeFrame = 0;
extern string TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN|0-CurrentTF";

extern bool   ShowBARS             = false;
extern int    BarWidth             = 4;
extern bool   Show_Dots             = true;

extern bool   Alerts                = true;
extern string CriticalLevelAlert    = "CCI Critical Level";
extern string ZeroBuyAlert          = "BUY CCI Zero Cross";
extern string ZeroSellAlert         = "SELL CCI Zero Cross";
extern string UpperTriggerBuyAlert  = "BUY CCI Upper Trigger Cross";
extern string UpperTriggerSellAlert = "SELL CCI Upper Trigger Cross";
extern string LowerTriggerBuyAlert  = "BUY CCI Lower Trigger Cross";
extern string LowerTriggerSellAlert = "SELL CCI Lower Trigger Cross";
extern int    MaxBarsToCount           = 1500;
extern string note_Price = "Price(C O1 H2 3L 4M 5T W6) ModeMa(SMA0,EMA1,SmmMA2,LWMA3)";

//---- indicator buffers
double CCI[];
double UpBuffer1[];
double UpBuffer2[];
double DnBuffer1[];
double DnBuffer2[];
double DnArr[];
double UpArr[];
double CCI_Dot[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
  int init()
  {
   IndicatorBuffers(8);
   

   SetIndexStyle(0,DRAW_LINE);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexStyle(3,DRAW_LINE);
   SetIndexStyle(4,DRAW_LINE);
   if (ShowBARS) 
   {
   SetIndexStyle(1,DRAW_HISTOGRAM,0,BarWidth);
   SetIndexStyle(2,DRAW_HISTOGRAM,0,BarWidth);
   SetIndexStyle(3,DRAW_HISTOGRAM,0,BarWidth);
   SetIndexStyle(4,DRAW_HISTOGRAM,0,BarWidth);
   }
   
   SetIndexEmptyValue(5,EMPTY_VALUE);
   SetIndexEmptyValue(6,EMPTY_VALUE);
   
   SetIndexStyle  (5,DRAW_ARROW);
   SetIndexArrow  (5,159);
   SetIndexBuffer (5,DnArr);
   SetIndexStyle  (6,DRAW_ARROW);
   SetIndexArrow  (6,159);
   SetIndexBuffer (6,UpArr);
   
   SetIndexEmptyValue(7,EMPTY_VALUE);
   SetIndexArrow(7,158);     //159 115
   SetIndexStyle(7,DRAW_NONE);
   if(Show_Dots)     
   SetIndexStyle(7,DRAW_ARROW);

   

   SetIndexBuffer(0,CCI);
   SetIndexBuffer(1,UpBuffer1);
   SetIndexBuffer(2,UpBuffer2);
   SetIndexBuffer(3,DnBuffer1);
   SetIndexBuffer(4,DnBuffer2);
   SetIndexBuffer(5,DnArr);
   SetIndexBuffer(6,UpArr);
   SetIndexBuffer(7,CCI_Dot);

   IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
   
      switch(TimeFrame)
     {
      case 1 : string TimeFrameStr= "M1";  break;
      case 5 : TimeFrameStr=        "M5";  break;
      case 15 : TimeFrameStr=       "M15"; break;
      case 30 : TimeFrameStr=       "M30"; break;
      case 60 : TimeFrameStr=       "H1";  break;
      case 240 : TimeFrameStr=      "H4";  break;
      case 1440 : TimeFrameStr=     "D1";  break;
      case 10080 : TimeFrameStr=    "W1";  break;
      case 43200 : TimeFrameStr=    "MN1"; break;
      default : TimeFrameStr= "CurrTF";
     }

   string short_name;
   short_name="CCI Filter ("+CCIPeriod+") ["+TimeFrameStr+"]("+UpperTriggerLevel+", "+LowerTriggerLevel+", "+CriticalLevel+")";
   IndicatorShortName(short_name);

   SetIndexLabel(0,"CCI ("+CCIPeriod+")["+TimeFrameStr+"]");
   SetIndexLabel(1,"UpTrend");
   SetIndexLabel(2,"Mild UpTrend");
   SetIndexLabel(3,"Mild DownTrend");
   SetIndexLabel(4,"DownTrend");
   SetIndexLabel(5,"CCI ("+CCIPeriod+")["+TimeFrameStr+"]Dn");
   SetIndexLabel(6,"CCI ("+CCIPeriod+")["+TimeFrameStr+"]Up");
  
   SetIndexDrawBegin(0,CCIPeriod);
   SetIndexDrawBegin(1,CCIPeriod);
   SetIndexDrawBegin(2,CCIPeriod);
   SetIndexDrawBegin(3,CCIPeriod);  
   SetIndexDrawBegin(4,CCIPeriod);
   SetIndexDrawBegin(5,CCIPeriod);  
   SetIndexDrawBegin(6,CCIPeriod);
   SetIndexDrawBegin(7,CCIPeriod);  

   return(0);
  }

//+------------------------------------------------------------------+
//| CCIFilter                                                        |
//+------------------------------------------------------------------+
int start()
  {
   int shift,trend;
   datetime TimeArray[];
   ArrayCopySeries(TimeArray,MODE_TIME,Symbol(),TimeFrame); 

   
   double CCI0, CCI1;
   double UpDnZero, UpDnBuffer;
   
   if (UpperTriggerLevel<0) UpperTriggerLevel=0;
   if (LowerTriggerLevel>0) UpperTriggerLevel=0;

   int    limit,y=0,counted_bars=IndicatorCounted();
   limit= Bars-counted_bars;
   limit= MathMax(limit,TimeFrame/Period());
   limit= MathMin(limit,MaxBarsToCount);

   for(shift=0,y=0;shift<limit;shift++)
   {
   if (Time[shift]<TimeArray[y]) y++;

     CCI_Dot[shift]=EMPTY_VALUE;
     DnArr[shift]=EMPTY_VALUE;
     UpArr[shift]=EMPTY_VALUE;
  	  CCI[shift]=EMPTY_VALUE;
	  CCI0=iCCI(NULL,TimeFrame,CCIPeriod,CCIPrice,y);
	  CCI1=iCCI(NULL,TimeFrame,CCIPeriod,CCIPrice,y+1);
  	  if(!ShowBARS && Time[shift]==TimeArray[y])
  	  CCI_Dot[shift]=iCCI(NULL,TimeFrame,CCIPeriod,CCIPrice,y);

  	  UpDnZero=0; UpDnBuffer=1;
     if (!ShowBARS) {UpDnZero=EMPTY_VALUE; UpDnBuffer=CCI0; CCI[shift]=CCI0;}
  	  UpBuffer1[shift]=UpDnZero;
  	  UpBuffer2[shift]=UpDnZero;
  	  DnBuffer1[shift]=UpDnZero;
  	  DnBuffer2[shift]=UpDnZero;

	  if (CCI0>UpperTriggerLevel)  UpBuffer1[shift]=UpDnBuffer;
	  if (CCI0>0 && CCI0<=UpperTriggerLevel) UpBuffer2[shift]=UpDnBuffer;
	  if (CCI0<0 && CCI0>=LowerTriggerLevel) DnBuffer1[shift]=UpDnBuffer;
	  if (CCI0<LowerTriggerLevel)  DnBuffer2[shift]=UpDnBuffer;

     if (CCI0>0 && CCI1<=0) {if(!ShowBARS) UpArr[shift]=0; if(shift==0) Alerts(ZeroBuyAlert);}
     if (CCI0<0 && CCI1>=0) {if(!ShowBARS) DnArr[shift]=0; if(shift==0) Alerts(ZeroSellAlert);}
     if (CCI0>UpperTriggerLevel && CCI1<=UpperTriggerLevel && UpperTriggerLevel>0) {if(!ShowBARS) UpArr[shift]=UpperTriggerLevel; if(shift==0) Alerts(UpperTriggerBuyAlert);}
     if (CCI0<UpperTriggerLevel && CCI1>=UpperTriggerLevel && UpperTriggerLevel>0) {if(!ShowBARS) DnArr[shift]=UpperTriggerLevel; if(shift==0) Alerts(UpperTriggerSellAlert);}
     if (CCI0>LowerTriggerLevel && CCI1<=LowerTriggerLevel && LowerTriggerLevel<0) {if(!ShowBARS) UpArr[shift]=LowerTriggerLevel; if(shift==0) Alerts(LowerTriggerBuyAlert);}
     if (CCI0<LowerTriggerLevel && CCI1>=LowerTriggerLevel && LowerTriggerLevel<0) {if(!ShowBARS) DnArr[shift]=LowerTriggerLevel; if(shift==0) Alerts(LowerTriggerSellAlert);}
     if (MathAbs(CCI0)>CriticalLevel && MathAbs(CCI1)<=CriticalLevel) {if(shift==0) Alerts(CriticalLevelAlert);}
     if (MathAbs(CCI0)<CriticalLevel && MathAbs(CCI1)>=CriticalLevel) {if(shift==0) Alerts(CriticalLevelAlert);}
	}

	return(0);	
 }

void Alerts(string AlertText)
  {

    static datetime timeprev;
    if(timeprev<iTime(NULL,0,0) && Alerts) 
      {timeprev=iTime(NULL,0,0); 
         Alert( "CCI Filter ("+CCIPeriod+") TF["+TimeFrame+"]"
         +UpperTriggerLevel+", "+LowerTriggerLevel+", "+CriticalLevel+": ", AlertText,
         " ",Symbol()," - chart M",Period(),"  at  ", Close[0],"  -  ", TimeToStr(CurTime(),TIME_SECONDS));}
  }





Sample





Analysis



Market Information Used:

Series array that contains open time of each bar
Series array that contains close prices for each bar


Indicator Curves created:

Implements a curve of type DRAW_LINE
Implements a curve of type DRAW_HISTOGRAM
Implements a curve of type DRAW_NONE
Implements a curve of type DRAW_ARROW


Indicators Used:

Commodity channel index


Custom Indicators Used:

Order Management characteristics:

Other Features:

It issuies visual alerts to the screen