CCI Woodies

//+------------------------------------------------------------------
#property copyright "mladen"
#property link      "mladenfx@gmail.com"
#property version   "1.00"
//+------------------------------------------------------------------
#property indicator_separate_window
#property indicator_buffers    15
#property indicator_plots      5
#property indicator_level1     100
#property indicator_level2     200
#property indicator_level3     300
#property indicator_level4    -100
#property indicator_level5    -200
#property indicator_level6    -300
#property indicator_levelcolor clrDimGray

#property indicator_label1  "CCI"
#property indicator_type1   DRAW_COLOR_HISTOGRAM
#property indicator_color1  DimGray,Green,Red,Yellow
#property indicator_width1  2
#property indicator_label2  "CCI"
#property indicator_type2   DRAW_LINE
#property indicator_color2  DimGray
#property indicator_width2  1
#property indicator_label3  "Turbo CCI"
#property indicator_color3  Gold
#property indicator_width3  1
#property indicator_label4  "LSMA trend"
#property indicator_color4  Green,Red
#property indicator_width4  4
#property indicator_label5  "EMA trend"
#property indicator_color5  Green,Red
#property indicator_width5  4

//
//
//
//
//

input int                CCIPeriod      =  14;         // CCI calculation period
input int                TrendPeriod    =   6;         // Number of bars determining trend
input string _0                         =  "";         // Turbo CCI parameters
input bool               ShowTurboCCI   = false;       // Show turbo CCI
input int                TurboCCIPeriod =   5;         // Turbo CCI calculation period
input string _1                         =  "";         // LSMA parameters
input bool               ShowLSMA       = true;        // Show LSMA trend
input int                LSMAPeriod     =  25;         // LSMA period
input ENUM_APPLIED_PRICE LSMAPrice      = PRICE_CLOSE; // LSMA aplied price
input int                LSMAPosition   =  10;         // LSMA drawing position
input string _2                         =  "";         // EMA parameters
input bool               ShowEMA        = true;        // Show EMA trend 
input int                EMAPeriod      =  34;         // EMA period
input ENUM_APPLIED_PRICE EMAPrice       = PRICE_CLOSE; // EMA aplied price
input int                EMAPosition    = -10;         // EMA drawing position

double CCIHisto[],CCIColors[],CCILine[],TurboCCILine[],LSMALine[],LSMAColors[],EMALine[],EMAColors[],TrendBufferUp[],TrendBufferDn[],LsmaMABuffer1[],LsmaMABuffer2[],EmaMABuffer[],CCIBuffer[],TurboCCIBuffer[];
int LsmaMaHandle1,LsmaMaHandle2,EmaMaHandle,CCIHandle,TurboCCIHandle;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
   SetIndexBuffer(0,CCIHisto,INDICATOR_DATA);         ArraySetAsSeries(CCIHisto,true);
   SetIndexBuffer(1,CCIColors,INDICATOR_COLOR_INDEX);  ArraySetAsSeries(CCIColors,true);
   SetIndexBuffer(2,CCILine,INDICATOR_DATA);         ArraySetAsSeries(CCILine,true);
   SetIndexBuffer(3,TurboCCILine,INDICATOR_DATA);         ArraySetAsSeries(TurboCCILine,true);
   SetIndexBuffer(4,LSMALine,INDICATOR_DATA);         ArraySetAsSeries(LSMALine,true);
   SetIndexBuffer(5,LSMAColors,INDICATOR_COLOR_INDEX);  ArraySetAsSeries(LSMAColors,true);
   SetIndexBuffer(6,EMALine,INDICATOR_DATA);         ArraySetAsSeries(EMALine,true);
   SetIndexBuffer(7,EMAColors,INDICATOR_COLOR_INDEX);  ArraySetAsSeries(EMAColors,true);

   SetIndexBuffer(8,LsmaMABuffer1,INDICATOR_CALCULATIONS); ArraySetAsSeries(LsmaMABuffer1,true);
   SetIndexBuffer(9,LsmaMABuffer2,INDICATOR_CALCULATIONS); ArraySetAsSeries(LsmaMABuffer2,true);
   SetIndexBuffer(10,EmaMABuffer,INDICATOR_CALCULATIONS); ArraySetAsSeries(EmaMABuffer,true);
   SetIndexBuffer(11,CCIBuffer,INDICATOR_CALCULATIONS); ArraySetAsSeries(CCIBuffer,true);
   SetIndexBuffer(12,TurboCCIBuffer,INDICATOR_CALCULATIONS); ArraySetAsSeries(TurboCCIBuffer,true);
   SetIndexBuffer(13,TrendBufferUp,INDICATOR_CALCULATIONS); ArraySetAsSeries(TrendBufferUp,true);
   SetIndexBuffer(14,TrendBufferDn,INDICATOR_CALCULATIONS); ArraySetAsSeries(TrendBufferDn,true);

//
//
//
//
//

   if(ShowTurboCCI)
      PlotIndexSetInteger(2,PLOT_DRAW_TYPE,DRAW_LINE);
   else  PlotIndexSetInteger(2,PLOT_DRAW_TYPE,DRAW_NONE);
   if(ShowLSMA)
      PlotIndexSetInteger(3,PLOT_DRAW_TYPE,DRAW_COLOR_LINE);
   else  PlotIndexSetInteger(3,PLOT_DRAW_TYPE,DRAW_NONE);
   if(ShowEMA)
      PlotIndexSetInteger(4,PLOT_DRAW_TYPE,DRAW_COLOR_LINE);
   else  PlotIndexSetInteger(4,PLOT_DRAW_TYPE,DRAW_NONE);

   int cLSMAPeriod     = (LSMAPeriod>0)    ? LSMAPeriod     : 1;
   int cEMAPeriod      = (EMAPeriod>0)     ? EMAPeriod      : 1;
   int cCCIPeriod      = (CCIPeriod>0)     ? CCIPeriod      : 1;
   int cTurboCCIPeriod = (TurboCCIPeriod>0)? TurboCCIPeriod : 1;

   LsmaMaHandle1  = iMA(NULL,0,cLSMAPeriod,0,MODE_SMA ,LSMAPrice);
   LsmaMaHandle2  = iMA(NULL,0,cLSMAPeriod,0,MODE_LWMA,LSMAPrice);
   EmaMaHandle    = iMA(NULL,0,cEMAPeriod ,0,MODE_EMA ,EMAPrice);
   CCIHandle      = iCCI(NULL,0,cCCIPeriod     ,PRICE_TYPICAL);
   TurboCCIHandle = iCCI(NULL,0,cTurboCCIPeriod,PRICE_TYPICAL);
   IndicatorSetString(INDICATOR_SHORTNAME,"CCI ("+(string)CCIPeriod+","+(string)TurboCCIPeriod+")");
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator de-initialization function                      |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
   int limit=rates_total-prev_calculated; if(prev_calculated>0) limit++;
   if(!checkCalculated(LsmaMaHandle1 ,rates_total,"LSMA MA 1"))         return(prev_calculated);
   if(!checkCalculated(LsmaMaHandle2 ,rates_total,"LSMA MA 2"))         return(prev_calculated);
   if(!checkCalculated(EmaMaHandle   ,rates_total,"EMA MA"))            return(prev_calculated);
   if(!checkCalculated(CCIHandle     ,rates_total,"CCI"))               return(prev_calculated);
   if(!checkCalculated(TurboCCIHandle,rates_total,"Turbo CCI"))         return(prev_calculated);

   if(!doCopy(LsmaMaHandle1 ,LsmaMABuffer1,0,limit,"LSMA MA buffer 1")) return(prev_calculated);
   if(!doCopy(LsmaMaHandle2 ,LsmaMABuffer2,0,limit,"LSMA MA buffer 2")) return(prev_calculated);
   if(!doCopy(EmaMaHandle   ,EmaMABuffer  ,0,limit,"EMA buffer"))       return(prev_calculated);
   if(!doCopy(CCIHandle     ,CCILine      ,0,limit,"CCI line"))         return(prev_calculated);
   if(!doCopy(TurboCCIHandle,TurboCCILine ,0,limit,"Turbo CCI line"))   return(prev_calculated);

   if(!ArrayGetAsSeries(close)) ArraySetAsSeries(close,true);
   if(prev_calculated==0)
     {
      limit-=2;
      EMAColors[rates_total-1]  = 0;
      LSMAColors[rates_total-1] = 0;
      CCIColors[rates_total-1]  = 0;
     }

//
//
//
//
//

   for(int i=limit; i>=0; i--)
     {
      int k,s=0;
      if(CCILine[i]>0)
         if(TrendBufferUp[i+1]!=EMPTY_VALUE) s=TrendPeriod;
      else
         for(k=1,s=1; k<TrendPeriod && (i+k)<rates_total; k++,s++) if(TrendBufferDn[i+k]!=EMPTY_VALUE) break;
      if(CCILine[i]<0)
         if(TrendBufferDn[i+1]!=EMPTY_VALUE) s=-TrendPeriod;
      else
         for(k=1,s=-1; k<TrendPeriod && (i+k)<rates_total; k++,s--) if(TrendBufferUp[i+k]!=EMPTY_VALUE) break;

      //
      //
      //
      //
      //

      TrendBufferUp[i] = EMPTY_VALUE;
      TrendBufferDn[i] = EMPTY_VALUE;
      if(s ==  TrendPeriod) TrendBufferUp[i] = CCILine[i];
      if(s == -TrendPeriod) TrendBufferDn[i] = CCILine[i];

      CCIHisto[i]  = CCILine[i];
      CCIColors[i] = 0;
      if(TrendBufferUp[i]!=EMPTY_VALUE) CCIColors[i] = 1;
      if(TrendBufferDn[i]!=EMPTY_VALUE) CCIColors[i] = 2;
      if(MathAbs(s)==(TrendPeriod-1)) CCIColors[i]=3;

      //
      //
      //
      //
      //

      double lsma=3.0*LsmaMABuffer1[i]-2.0*LsmaMABuffer2[i];
      LSMALine[i]   = LSMAPosition;
      LSMAColors[i] = LSMAColors[i+1];
      if(close[i] > lsma) LSMAColors[i] = 0;
      if(close[i] < lsma) LSMAColors[i] = 1;
      EMALine[i]   = EMAPosition;
      EMAColors[i] = EMAColors[i+1];
      if(close[i] > EmaMABuffer[i]) EMAColors[i] = 0;
      if(close[i] < EmaMABuffer[i]) EMAColors[i] = 1;
     }
   return(rates_total);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool checkCalculated(int bufferHandle,int total,string checkDescription)
  {
   int calculated=BarsCalculated(bufferHandle);
   if(calculated<total)
     {
      Print("Not all data of "+checkDescription+" calculated (",(string)(total-calculated)," un-calculated bars )");
      return(false);
     }
   return(true);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool doCopy(const int bufferHandle,double &buffer[],const int buffNum,const int copyCount,string copyDescription)
  {
   if(CopyBuffer(bufferHandle,buffNum,0,copyCount,buffer)<=0)
     {
      Print("Getting "+copyDescription+" failed! Error",GetLastError());
      return(false);
     }
   return(true);
  }
//+------------------------------------------------------------------+