//+------------------------------------------------------------------+ //| MTF_Real Woodie CCI.mq4 | //| Based on the code of Jason Robinson (jnrtrading). | //| | //| After read the Woodie introductory document I started a search | //| for the right coloured CCI. | //| I can´t find anyone in accomplish with the explanation of Woodie | //| So, I take the code from another CCI, and I added | //| the center LSMA line according to the official explanation. | //| Everything you see is an exact copy like it´s explained in the | //| document new_woodie_do1. Specially the colors. | //| If you have some doubts can obtain a copy | //| from http://woodiescciclub.com/ | //| | //| Linuxser 2007 | //| for any doubts or suggestions contact me on Forex-TSD forum | //+------------------------------------------------------------------+ #property copyright "Under The GNU General Public License" #property link "www.gnu.org" #property indicator_separate_window #property indicator_buffers 8 #property indicator_color1 DodgerBlue #property indicator_width1 2 #property indicator_color2 Red //SaddleBrown #property indicator_width2 2 #property indicator_color3 Yellow //Gray #property indicator_width3 2 #property indicator_color4 Yellow //Gold #property indicator_width4 2 #property indicator_color5 DarkKhaki //Black #property indicator_width5 2 #property indicator_color6 MintCream //Crimson #property indicator_width6 2 #property indicator_color7 Lime //Gold <<<<<<<<<<<<<<<<<<<<<<<<<< #property indicator_width7 2 #property indicator_color8 Red //Gold <<<<<<<<<<<<<<<<<<<<<<<<<< #property indicator_width8 2 #property indicator_level1 450 #property indicator_level2 350 #property indicator_level3 250 #property indicator_level4 100 #property indicator_level5 -100 #property indicator_level6 -250 #property indicator_level7 -350 #property indicator_level8 -450 #property indicator_levelcolor Silver #property indicator_levelstyle STYLE_DOT #property indicator_levelwidth 1 //---- input parameters extern int TimeFrame=0; extern int TrendCCI_Period = 55;//14 extern int EntryCCI_Period = 13;//6 extern int LSMAPeriod = 25; // LSMA period extern int Trend_period = 2;//5 extern int CountBars=500; extern int CCISize=2; extern int TCCISize=1; extern int TrendSize=1; extern int NoTrendSize=1; extern int LineSize3=2; double TrendCCI[]; double EntryCCI[]; double CCITrendUp[]; double CCITrendDown[]; double CCINoTrend[]; double CCITimeBar[]; double ZeroLine[]; double LSMABuffer1[]; double LSMABuffer2[]; int EMAPeriod = 55; // ÅÌÀ period int FromZero = 0; // Distance from zero level double LineHighEMA[]; double LineLowEMA[]; int trendUp, trendDown; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- indicators SetIndexStyle(4, DRAW_LINE, STYLE_SOLID,CCISize); SetIndexBuffer(4, TrendCCI); SetIndexLabel(4, "TrendCCI"); SetIndexStyle(0, DRAW_HISTOGRAM, 0,TrendSize); SetIndexBuffer(0, CCITrendUp); SetIndexLabel (0, NULL); SetIndexStyle(1, DRAW_HISTOGRAM, 0,TrendSize); SetIndexBuffer(1, CCITrendDown); SetIndexLabel (1, NULL); SetIndexStyle(2, DRAW_HISTOGRAM, 0,NoTrendSize); SetIndexBuffer(2, CCINoTrend); SetIndexLabel (2, NULL); SetIndexStyle(3, DRAW_HISTOGRAM, 0,NoTrendSize); SetIndexBuffer(3, CCITimeBar); SetIndexLabel (3, NULL); SetIndexStyle(5, DRAW_LINE, STYLE_SOLID,2,TCCISize);// 1 <<<<<<<<<<<<<<<<<<<<<<<<<<< SetIndexBuffer(5, EntryCCI); SetIndexLabel(5, "EntryCCI"); SetIndexStyle(6, DRAW_ARROW, STYLE_SOLID,LineSize3); SetIndexBuffer(6, LSMABuffer2); SetIndexLabel (6, NULL); SetIndexArrow(6,167); SetIndexStyle(7, DRAW_ARROW, STYLE_SOLID,LineSize3); SetIndexBuffer(7, LSMABuffer1); SetIndexArrow(7,167); SetIndexLabel (7, NULL); //---- name for DataWindow and indicator subwindow label switch(TimeFrame) { case 1 : string TimeFrameStr="Period_M1"; break; case 5 : TimeFrameStr="Period_M5"; break; case 15 : TimeFrameStr="Period_M15"; break; case 30 : TimeFrameStr="Period_M30"; break; case 60 : TimeFrameStr="Period_H1"; break; case 240 : TimeFrameStr="Period_H4"; break; case 1440 : TimeFrameStr="Period_D1"; break; case 10080 : TimeFrameStr="Period_W1"; break; case 43200 : TimeFrameStr="Period_MN1"; break; default : TimeFrameStr="Current Timeframe"; } IndicatorShortName("MTF_CCI(TF"+TimeFrame+"):[" + TrendCCI_Period + "] [TCCI: " + EntryCCI_Period + "] [per LSMA: " + LSMAPeriod + "] [Trend: " + Trend_period + "] "); } //---- return(0); //+------------------------------------------------------------------+ //| MTF | //+------------------------------------------------------------------+ int start() { datetime TimeArray[]; int i,limit,y=0,counted_bars=IndicatorCounted(); // Plot defined time frame on to current time frame ArrayCopySeries(TimeArray,MODE_TIME,Symbol(),TimeFrame); limit=Bars-counted_bars+TimeFrame/Period(); for(i=0,y=0;i<limit;i++) { if (Time[i]<TimeArray[y]) y++; /*********************************************************** Add your main indicator loop below. You can reference an existing indicator with its iName or iCustom. Rule 1: Add extern inputs above for all neccesary values Rule 2: Use 'TimeFrame' for the indicator time frame Rule 3: Use 'y' for your indicator's shift value **********************************************************/ CCITrendUp[i]=iCustom(NULL,TimeFrame,"CCI_Woodies_Lnx_v3_1",TrendCCI_Period,EntryCCI_Period,LSMAPeriod,Trend_period,CountBars,CCISize,TCCISize,TrendSize,NoTrendSize,LineSize3,0,y); CCITrendDown[i]=iCustom(NULL,TimeFrame,"CCI_Woodies_Lnx_v3_1",TrendCCI_Period,EntryCCI_Period,LSMAPeriod,Trend_period,CountBars,CCISize,TCCISize,TrendSize,NoTrendSize,LineSize3,1,y); CCINoTrend[i]=iCustom(NULL,TimeFrame,"CCI_Woodies_Lnx_v3_1",TrendCCI_Period,EntryCCI_Period,LSMAPeriod,Trend_period,CountBars,CCISize,TCCISize,TrendSize,NoTrendSize,LineSize3,2,y); CCITimeBar[i]=iCustom(NULL,TimeFrame,"CCI_Woodies_Lnx_v3_1",TrendCCI_Period,EntryCCI_Period,LSMAPeriod,Trend_period,CountBars,CCISize,TCCISize,TrendSize,NoTrendSize,LineSize3,3,y); TrendCCI[i]=iCustom(NULL,TimeFrame,"CCI_Woodies_Lnx_v3_1",TrendCCI_Period,EntryCCI_Period,LSMAPeriod,Trend_period,CountBars,CCISize,TCCISize,TrendSize,NoTrendSize,LineSize3,4,y); EntryCCI[i]=iCustom(NULL,TimeFrame,"CCI_Woodies_Lnx_v3_1",TrendCCI_Period,EntryCCI_Period,LSMAPeriod,Trend_period,CountBars,CCISize,TCCISize,TrendSize,NoTrendSize,LineSize3,5,y); LSMABuffer2[i]=iCustom(NULL,TimeFrame,"CCI_Woodies_Lnx_v3_1",TrendCCI_Period,EntryCCI_Period,LSMAPeriod,Trend_period,CountBars,CCISize,TCCISize,TrendSize,NoTrendSize,LineSize3,6,y); LSMABuffer1[i]=iCustom(NULL,TimeFrame,"CCI_Woodies_Lnx_v3_1",TrendCCI_Period,EntryCCI_Period,LSMAPeriod,Trend_period,CountBars,CCISize,TCCISize,TrendSize,NoTrendSize,LineSize3,7,y); SetIndexBuffer(0, CCITrendUp); SetIndexBuffer(1, CCITrendDown); SetIndexBuffer(2, CCINoTrend); SetIndexBuffer(3, CCITimeBar); SetIndexBuffer(4, TrendCCI); SetIndexBuffer(5, EntryCCI); SetIndexBuffer(6, LSMABuffer2); SetIndexBuffer(7, LSMABuffer1); } // return(0); } //+------------------------------------- /* //+------------------------------------------------------------------+ //| Custor indicator deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int start() { int limit, i, trendCCI, entryCCI; int counted_bars = IndicatorCounted(); static datetime prevtime = 0; //---- check for possible errors if(counted_bars < 0) return(-1); //---- last counted bar will be recounted if(counted_bars > 0) counted_bars--; limit=Bars;//-counted_bars; SetIndexDrawBegin(0,Bars-CountBars); SetIndexDrawBegin(1,Bars-CountBars); SetIndexDrawBegin(2,Bars-CountBars); SetIndexDrawBegin(3,Bars-CountBars); SetIndexDrawBegin(4,Bars-CountBars); SetIndexDrawBegin(5,Bars-CountBars); SetIndexDrawBegin(6,Bars-CountBars); SetIndexDrawBegin(7,Bars-CountBars); trendCCI = TrendCCI_Period; entryCCI = EntryCCI_Period; IndicatorShortName("[CCI: " + trendCCI + "] [TCCI: " + entryCCI + "] [per LSMA: " + LSMAPeriod + "] [Trend: " + Trend_period + "] Values CCI|TCCI:"); for(i = limit; i >= 0; i--) { CCINoTrend[i] = 0; CCITrendDown[i] = 0; CCITimeBar[i] = 0; CCITrendUp[i] = 0; ZeroLine[i] = 0; TrendCCI[i] = iCCI(NULL, 0, trendCCI, PRICE_TYPICAL, i); EntryCCI[i] = iCCI(NULL, 0, entryCCI, PRICE_TYPICAL, i); if(TrendCCI[i] > 0 && TrendCCI[i+1] < 0) { if (trendDown > Trend_period) trendUp = 0; } if (TrendCCI[i] > 0) { if (trendUp < Trend_period){ CCINoTrend[i] = TrendCCI[i]; trendUp++; } if (trendUp == Trend_period) { CCITimeBar[i] = TrendCCI[i]; trendUp++; } if (trendUp > Trend_period) { CCITrendUp[i] = TrendCCI[i]; } } if(TrendCCI[i] < 0 && TrendCCI[i+1] > 0) { if (trendUp > Trend_period) trendDown = 0; } if (TrendCCI[i] < 0) { if (trendDown < Trend_period){ CCINoTrend[i] = TrendCCI[i]; trendDown++; } if (trendDown == Trend_period) { CCITimeBar[i] = TrendCCI[i]; trendDown++; } if (trendDown > Trend_period) { CCITrendDown[i] = TrendCCI[i]; } } } //---- Color Middle Line LSMA double sum, lengthvar, tmp, wt; int shift; int Draw4HowLong, loopbegin; if (counted_bars<0) return; if (counted_bars>0) counted_bars--; counted_bars = Bars - counted_bars; for (shift=0; shift<counted_bars; shift++) { LineLowEMA[shift] = -FromZero; LineHighEMA[shift] = -FromZero; double EmaValue = iMA(NULL, 0, EMAPeriod, 0, MODE_EMA, PRICE_TYPICAL, shift); if (Close[shift]>EmaValue) LineHighEMA[shift] = EMPTY_VALUE; if (Close[shift]<EmaValue) LineLowEMA[shift] = EMPTY_VALUE; } Draw4HowLong = Bars-LSMAPeriod - 5; loopbegin = Draw4HowLong - LSMAPeriod - 1; for(shift=loopbegin; shift>=0; shift--) { sum = 0; for (i=LSMAPeriod; i>=1; i--) { lengthvar = LSMAPeriod + 1; lengthvar /= 3; tmp = 0; tmp = (i - lengthvar) * Close[LSMAPeriod-i+shift]; sum+=tmp; } wt = sum * 6 / (LSMAPeriod * (LSMAPeriod + 1)); LSMABuffer1[shift] = 0; LSMABuffer2[shift] = 0; if (wt>Close[shift]) LSMABuffer2[shift] = EMPTY_VALUE; if (wt<Close[shift]) LSMABuffer1[shift] = EMPTY_VALUE; } //---- return(0); } //+------------------------------------------------------------------+
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_ARROW
Indicators Used:
Commodity channel index
Moving average indicator
Custom Indicators Used:
CCI_Woodies_Lnx_v3_1
Order Management characteristics:
Other Features: