//+------------------------------------------------------------------+
//| Multi pair CCI.mq4 |
//| mladen |
//| |
//+------------------------------------------------------------------+
#property copyright "mladen"
#property link "mladenfx@gmail.com"
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Red
#property indicator_color2 DimGray
#property indicator_color3 DimGray
#property indicator_color4 DimGray
#property indicator_style2 STYLE_DOT
#property indicator_style3 STYLE_DOT
#property indicator_style4 STYLE_DOT
//
//
//
//
//
extern int CCIPeriod = 14;
extern int CCIPrice = PRICE_TYPICAL;
extern int barsPerPair = 70;
extern string TimeFrame = "Current time frame";
extern string pairs = "EURUSD;GBPUSD;USDCAD";
extern bool equalize = false;
extern string text = "color";
extern color textColor = Silver;
extern color backColor = C'48,48,48';
extern int separatorWidth = 6;
//
//
//
//
//
double ind_buffer1[];
double ind_buffer2[];
double ind_buffer3[];
double ind_buffer4[];
double ind_buffer5[];
//
//
//
//
//
int window;
string aPairs[];
string shortName;
double minValue;
double maxValue;
double maxValues[];
int timeFrame;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int init()
{
IndicatorBuffers(5);
SetIndexBuffer(0,ind_buffer1);
SetIndexBuffer(1,ind_buffer2);
SetIndexBuffer(2,ind_buffer3);
SetIndexBuffer(3,ind_buffer4);
SetIndexBuffer(4,ind_buffer5);
SetIndexLabel(0,"Fast");
SetIndexLabel(1,NULL);
SetIndexLabel(2,NULL);
SetIndexLabel(3,NULL);
//
//
//
//
//
pairs = StringUpperCase(StringTrimLeft(StringTrimRight(pairs)));
if (StringSubstr(pairs,StringLen(pairs),1) != ";")
pairs = StringConcatenate(pairs,";");
//
//
//
//
//
int s = 0;
int i = StringFind(pairs,";",s);
string current;
string temp;
while (i > 0)
{
if (IsMini())
current = StringSubstr(pairs,s,i-s)+"m";
else current = StringSubstr(pairs,s,i-s);
if (iClose(current,0,0) > 0)
{
ArrayResize(aPairs,ArraySize(aPairs)+1);
aPairs[ArraySize(aPairs)-1] = current;
if (current == Symbol())
{
temp = aPairs[0];
aPairs[0] = current;
aPairs[ArraySize(aPairs)-1] = temp;
}
}
s = i + 1;
i = StringFind(pairs,";",s);
}
ArrayResize(maxValues,ArraySize(aPairs));
//
//
//
//
//
separatorWidth = MathMax(separatorWidth,4);
shortName = MakeUniqueName("Multi CCI "," ("+CCIPeriod+")");
timeFrame = stringToTimeFrame(TimeFrame);
IndicatorShortName(shortName);
//
//
//
//
//
return(0);
}
int deinit()
{
for (int i = 0; i < ArraySize(aPairs); i++) {
ObjectDelete(shortName+i);
ObjectDelete(shortName+i+i);
}
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
int start()
{
int limit = ArraySize(aPairs);
int i,k;
double max;
//
//
//
//
//
window = WindowFind(shortName);
ArrayInitialize(maxValues,0);
minValue = 0;
maxValue = 0;
for(i=0,k=0; i<limit; i++) calculateCCI(aPairs[i],barsPerPair,k,i);
for(i=0; i<limit; i++) if (max < maxValues[i]) max = maxValues[i];
for(i=0,k=0; i<limit; i++) plotGraph(aPairs[i],barsPerPair,k,i,max);
//
//
//
//
//
for (i=0;i<indicator_buffers;i++) SetIndexDrawBegin(i,Bars-k);
return(0);
}
//+------------------------------------------------------------------+
//+ +
//+------------------------------------------------------------------+
//
//
//
//
//
void plotGraph(string symbol,int limit, int& shift,int element, double max)
{
double koef = 1;
if (equalize) koef = max/maxValues[element];
//
//
//
//
//
for(int i=0; i<limit; i++) {
ind_buffer1[i+shift] = ind_buffer5[i+shift]*koef;
ind_buffer2[i+shift] = 0.00;
ind_buffer3[i+shift] = 100.00;
ind_buffer4[i+shift] = -100.00;
}
createLabel(symbol,element,shift+limit+separatorWidth-2,max,isSignalCrossing(shift));
//
//
//
//
//
shift += (limit+separatorWidth-1);
}
//
//
//
//
//
bool isSignalCrossing(int shift)
{
double res = (ind_buffer5[shift]*ind_buffer5[shift+1]);
return(res<=0);
}
//+------------------------------------------------------------------+
//+ +
//+------------------------------------------------------------------+
//
//
//
//
void calculateCCI(string symbol,int limit,int& shift,int element)
{
for(int i=0; i<limit; i++) {
int y=iBarShift(NULL,timeFrame,Time[i]);
ind_buffer5[i+shift]=iCCI(symbol,timeFrame,CCIPeriod,CCIPrice,y);
maxValues[element] = MathMax(MathAbs(ind_buffer5[i+shift]),maxValues[element]);
maxValue = MathMax(ind_buffer5[i+shift],maxValue);
minValue = MathMin(ind_buffer5[i+shift],minValue);
}
//
//
//
//
//
for (i=0;i<separatorWidth;i++) {
ind_buffer1[shift+limit+i] = EMPTY_VALUE;
ind_buffer2[shift+limit+i] = EMPTY_VALUE;
ind_buffer3[shift+limit+i] = EMPTY_VALUE;
ind_buffer4[shift+limit+i] = EMPTY_VALUE;
ind_buffer5[shift+limit+i] = EMPTY_VALUE;
}
shift += (limit+separatorWidth-1);
return;
}
//+------------------------------------------------------------------+
//+ +
//+------------------------------------------------------------------+
//
//
//
//
//
void createLabel(string symbol,int element, int shift, double max, bool signalCrossing)
{
string name = shortName+element;
double price1;
double price2;
//
//
//
//
//
if (equalize) {
price1 = MathMax(MathAbs(minValue),MathAbs(maxValue));
price2 = -price1;
}
else {
price1 = maxValue;
price2 = minValue;
}
//
//
//
//
//
if (ObjectFind(name) == -1)
{
ObjectCreate(name,OBJ_TEXT,window,0,0);
ObjectSet(name,OBJPROP_ANGLE,90);
ObjectSetText(name,symbol);
}
ObjectSet(name,OBJPROP_TIME1 ,Time[shift]);
ObjectSet(name,OBJPROP_PRICE1,(price1+price2)/2);
if (signalCrossing)
ObjectSet(name,OBJPROP_COLOR,Gold);
else ObjectSet(name,OBJPROP_COLOR,textColor);
//
//
//
//
//
name = shortName+element+element;
if (ObjectFind(name) == -1)
{
ObjectCreate(name,OBJ_RECTANGLE,window,0,0,0,0);
ObjectSet(name,OBJPROP_COLOR,backColor);
}
ObjectSet(name,OBJPROP_TIME1,Time[shift]);
ObjectSet(name,OBJPROP_PRICE1,price1);
ObjectSet(name,OBJPROP_TIME2,Time[shift-(separatorWidth-2)]);
ObjectSet(name,OBJPROP_PRICE2,price2);
}
//+------------------------------------------------------------------+
//+ +
//+------------------------------------------------------------------+
//
//
//
//
//
string StringUpperCase(string str)
{
string s = str;
int lenght = StringLen(str) - 1;
int char;
while(lenght >= 0)
{
char = StringGetChar(s, lenght);
if((char > 96 && char < 123) || (char > 223 && char < 256))
s = StringSetChar(s, lenght, char - 32);
else
if(char > -33 && char < 0)
s = StringSetChar(s, lenght, char + 224);
lenght--;
}
return(s);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//
//
//
//
//
string MakeUniqueName(string first, string rest)
{
string result = first+(MathRand()%1001)+rest;
while (WindowFind(result)> 0)
result = first+(MathRand()%1001)+rest;
return(result);
}
bool IsMini()
{
if (StringFind(Symbol(),"m") > -1)
return(true);
else return(false);
}
//
//
//
//
//
int stringToTimeFrame(string tfs)
{
for(int l = StringLen(tfs)-1; l >= 0; l--)
{
int char = StringGetChar(tfs,l);
if((char > 96 && char < 123) || (char > 223 && char < 256))
tfs = StringSetChar(tfs, l, char - 32);
else
if(char > -33 && char < 0)
tfs = StringSetChar(tfs, l, char + 224);
}
//
//
//
//
//
int tf=0;
if (tfs=="M1" || tfs=="1") tf=PERIOD_M1;
if (tfs=="M5" || tfs=="5") tf=PERIOD_M5;
if (tfs=="M15"|| tfs=="15") tf=PERIOD_M15;
if (tfs=="M30"|| tfs=="30") tf=PERIOD_M30;
if (tfs=="H1" || tfs=="60") tf=PERIOD_H1;
if (tfs=="H4" || tfs=="240") tf=PERIOD_H4;
if (tfs=="D1" || tfs=="1440") tf=PERIOD_D1;
if (tfs=="W1" || tfs=="10080") tf=PERIOD_W1;
if (tfs=="MN" || tfs=="43200") tf=PERIOD_MN1;
if (tf<Period() && tf!=0) tf=Period();
return(tf);
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Commodity channel index
Custom Indicators Used:
Order Management characteristics:
Other Features: