//+------------------------------------------------------------------+
//| CCM2.mq4
//| Ramdass - Conversion only
//+------------------------------------------------------------------+
#property copyright "Author := Keny"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 SteelBlue
#property indicator_color2 Green
#property indicator_color3 Red
//---- input parameters
extern int n=10;
extern int len=9;
extern double StdUp=0.5;
extern double StdDown=-0.5;
extern int CountBars=200;
//---- buffers
double SigL[];
double Up[];
double Dw[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicator line
IndicatorBuffers(3);
SetIndexBuffer(0,SigL);
SetIndexBuffer(1,Up);
SetIndexBuffer(2,Dw);
SetIndexStyle(0,DRAW_LINE,0,1);
SetIndexStyle(1,DRAW_HISTOGRAM,0,2);
SetIndexStyle(2,DRAW_HISTOGRAM,0,2);
//----
return(0);
}
//+------------------------------------------------------------------+
//| CCM + Digi |
//+------------------------------------------------------------------+
int start()
{
if (CountBars>=Bars) CountBars=Bars;
SetIndexDrawBegin(0,Bars-CountBars+39);
SetIndexDrawBegin(1,Bars-CountBars+39);
SetIndexDrawBegin(2,Bars-CountBars+39);
int shift,i,i2,cnt,len1,k;
int counted_bars=IndicatorCounted();
double value1,value3,M1,M2,M3,Hi1,Lo1,price,code;
double b1,b2,u1,u2,l1,l2,V0,V1,V2,V3;
double xOC,xHMOC,xMOCL,EMA0,EMAcode,cci;
double code1[61],OC[61],HMOC[61],MOCL[61],MAxOC[61],MAxHMOC[61],MAxMOCL[61];
//----
if(Bars<=60) return(0);
len1=len;
if (len1>60) len1=60;
//---- initial zero
if(counted_bars<60)
{
for(i=1;i<=0;i++) SigL[CountBars-i]=0.0;
for(i=1;i<=0;i++) Up[CountBars-i]=0.0;
for(i=1;i<=0;i++) Dw[CountBars-i]=0.0;
}
//----
shift=CountBars-1;
while(shift>=0)
{
for (i=len1-1; i>=1; i--)
{ //ïåðåïèñûâàåì ìàññèâû - äëÿ áîëëèíäæåðà
OC[i]=OC[i-1];
HMOC[i]=HMOC[i-1];
MOCL[i]=MOCL[i-1];
MAxOC[i]=MAxOC[i-1];
MAxHMOC[i]=MAxHMOC[i-1];
MAxMOCL[i]=MAxMOCL[i-1];
}
for (i=38; i>=1; i--)
{
code1[i]=code1[i-1];
}
EMA0=EMAcode;
OC[0]=MathAbs(Open[shift]-Close[shift]);
HMOC[0]=High[0]-MathMax(Open[shift],Close[shift]);
MOCL[0]=MathMin(Open[shift],Close[shift])-Low[shift];
MAxOC[0]=(MAxOC[1]-OC[len1-1])+OC[0];
MAxHMOC[0]=MAxHMOC[1]-HMOC[len-1]+HMOC[0];
MAxMOCL[0]=MAxMOCL[1]-MOCL[len1-1]+MOCL[0];
xOC=MAxOC[0]/len1;
xHMOC=MAxHMOC[0]/len1;
xMOCL=MAxMOCL[0]/len1;
V1=0;
V2=0;
V3=0;
for (i=0; i<=len1-1; i++)
{
V0=OC[i]-xOC;
V0=V0*V0;
V1=V1+V0;
V0=HMOC[i]-xHMOC;
V0=V0*V0;
V2=V2+V0;
V0=MOCL[i]-xMOCL;
V0=V0*V0;
V3=V3+V0;
}
V1=V1/len1;
V1=MathSqrt(V1);
V2=V2/len1;
V2=MathSqrt(V2);
V3=V3/len1;
V3=MathSqrt(V3);
b1=xOC+StdDown*V1; //b1,b2-BB äëÿ òåë
b2=xOC+StdUp*V1;
u1=xHMOC+StdDown*V2;//u1,u2-BB äëÿ âåðõíåé òåíè
u2=xHMOC+StdUp*V2;
l1=xMOCL+StdDown*V3;//l1,l2-BB äëÿ íèæíåé òåíè
l2=xMOCL+StdUp*V3;
code1[0]=0.0;
for (i=0; i<=n-1; i++) //êîäèðóåì ñâå÷ó
{
Hi1=High[shift]; Lo1=Low[shift];
for (k=shift; k<=shift+n-1; k++)
{
price=High[k];
if(Hi1<=price) Hi1=price;
price=Low[k];
if(Lo1>price) Lo1=price;
}
code=0;
if (Open[shift+i]<Close[shift]) code=64;
if (Close[shift]==Open[shift+i])
{
if ( Hi1-MathMax(Close[shift],Open[shift+i])>=MathMin(Close[shift],Open[shift+i])-Lo1 ) code=64;
}
if (code>=64)
{
//if (Open[shift+i]==Close[shift]) code=code;
if ( (MathAbs(Open[shift+i]-Close[shift+i])<b1) && (MathAbs(Open[shift+i]-Close[shift])>0) ) code=code+16;
if ( (MathAbs(Open[shift+i]-Close[shift])>=b1) && ((MathAbs(Open[shift+i]-Close[shift])<b2)) ) code=code+32;
if (MathAbs(Open[shift+i]-Close[shift])>=b2) code=code+48;
}
if (code<64)
{
if (Open[shift+i]==Close[shift]) code=code+48;
if ( (MathAbs(Open[shift+i]-Close[shift])<b1) && (MathAbs(Open[shift+i]-Close[shift])>0) ) code=code+32;
if ( (MathAbs(Open[shift+i]-Close[shift])>=b1) && ((MathAbs(Open[shift+i]-Close[shift+i])<b2)) ) code=code+16;
//if (MathAbs(Open[shift+i]-Close[shift])>=b2) code=code;
}
if ( ((Hi1-MathMax(Open[shift+i],Close[shift]))<u1) && ((Hi1-MathMax(Open[shift+i],Close[shift]))>0) ) code=code+4;
if ( ((Hi1-MathMax(Open[shift+i],Close[shift]))>=u1) && ((Hi1-MathMax(Open[shift+i],Close[shift]))<u2) ) code=code+8;
if ( ((Hi1-MathMax(Open[shift+i],Close[shift]))>=u2) ) code=code+12;
M3 = MathMin(Open[shift+i],Close[shift])-Lo1;
if (M3==0) code=code+3;
if (M3<l1 && M3>0) code=code+2;
if (M3>=l1 && M3<l2) code=code+2;
code1[0]=code1[0]+code-63;
}
code1[0]=code1[0]/n;
code1[0]=code1[1]+2*(code1[0]-code1[1])/(n+1);
cnt=cnt+1;
if (cnt>38) //ñãëàæèâàåì ñ ïîìîùüþ FATL îò Finvare
{
SigL[shift] =
0.4360409450*code1[0]
+0.3658689069*code1[1]
+0.2460452079*code1[2]
+0.1104506886*code1[3]
-0.0054034585*code1[4]
-0.0760367731*code1[5]
-0.0933058722*code1[6]
-0.0670110374*code1[7]
-0.0190795053*code1[8]
+0.0259609206*code1[9]
+0.0502044896*code1[10]
+0.0477818607*code1[11]
+0.0249252327*code1[12]
-0.0047706151*code1[13]
-0.0272432537*code1[14]
-0.0338917071*code1[15]
-0.0244141482*code1[16]
-0.0055774838*code1[17]
+0.0128149838*code1[18]
+0.0226522218*code1[19]
+0.0208778257*code1[20]
+0.0100299086*code1[21]
-0.0036771622*code1[22]
-0.0136744850*code1[23]
-0.0160483392*code1[24]
-0.0108597376*code1[25]
-0.0016060704*code1[26]
+0.0069480557*code1[27]
+0.0110573605*code1[28]
+0.0095711419*code1[29]
+0.0040444064*code1[30]
-0.0023824623*code1[31]
-0.0067093714*code1[32]
-0.0072003400*code1[33]
-0.0047717710*code1[34]
+0.0005541115*code1[35]
+0.0007860160*code1[36]
+0.0130129076*code1[37]
+0.0040364019*code1[38];
}
Up[shift]=0.0; Dw[shift]=0.0;
if (code1[0]>=code1[1]) {Up[shift]=code1[0];} else {Dw[shift]=code1[0];}
shift--;
}
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
Implements a curve of type DRAW_HISTOGRAM
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Other Features: