#property copyright "2009-2017, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "Commodity Channel Index"
#include <MovingAverages.mqh>
//---
#property indicator_separate_window
#property indicator_buffers 6 //@@@@@ It was 4.
#property indicator_plots 2 //@@@@@ It was 1.
#property indicator_type1 DRAW_FILLING //@@@@@ correct code
#property indicator_color1 clrBlue //@@@@@ correct code
#property indicator_type2 DRAW_LINE //@@@@@ correct code
#property indicator_color2 clrLightSeaGreen //@@@@@ correct code
#property indicator_level1 -100.0
#property indicator_level2 100.0
#property indicator_applied_price PRICE_TYPICAL
#property link "http://www.mql5.com"
#property description "Commodity Channel Index"
#include <MovingAverages.mqh>
//---
#property indicator_separate_window
#property indicator_buffers 6 //@@@@@ It was 4.
#property indicator_plots 2 //@@@@@ It was 1.
#property indicator_type1 DRAW_FILLING //@@@@@ correct code
#property indicator_color1 clrBlue //@@@@@ correct code
#property indicator_type2 DRAW_LINE //@@@@@ correct code
#property indicator_color2 clrLightSeaGreen //@@@@@ correct code
#property indicator_level1 -100.0
#property indicator_level2 100.0
#property indicator_applied_price PRICE_TYPICAL
//--- input parametrs
input int InpCCIPeriod=14; // Period
//--- global variable
int ExtCCIPeriod;
input int InpCCIPeriod=14; // Period
//--- global variable
int ExtCCIPeriod;
input double NoTradeZoneDown = -100.0; //@@@@@ correct code
input double NoTradeZoneUp = 100.0; //@@@@@ correct code
//---- indicator buffer
double ExtSPBuffer[];
double ExtDBuffer[];
double ExtMBuffer[];
double ExtCCIBuffer[];
double ExtTZDownBuffer[]; //@@@@@ correct code
double ExtTZUpBuffer[]; //@@@@@ correct code
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- check for input value of period
if(InpCCIPeriod<=0)
{
ExtCCIPeriod=14;
printf("Incorrect value for input variable InpCCIPeriod=%d. Indicator will use value=%d for calculations.",InpCCIPeriod,ExtCCIPeriod);
}
else ExtCCIPeriod=InpCCIPeriod;
//--- define buffers
SetIndexBuffer(0,ExtTZUpBuffer,INDICATOR_DATA); //@@@@@ correct code
SetIndexBuffer(1,ExtTZDownBuffer,INDICATOR_CALCULATIONS); //@@@@@ correct code
SetIndexBuffer(2,ExtCCIBuffer,INDICATOR_DATA); //@@@@@ correct code
SetIndexBuffer(3,ExtDBuffer,INDICATOR_CALCULATIONS); //@@@@@ correct code
SetIndexBuffer(4,ExtMBuffer,INDICATOR_CALCULATIONS); //@@@@@ correct code
SetIndexBuffer(5,ExtSPBuffer,INDICATOR_CALCULATIONS); //@@@@@ correct code
//--- indicator name
IndicatorSetString(INDICATOR_SHORTNAME,"CCI("+string(ExtCCIPeriod)+")");
//--- indexes draw begin settings
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtCCIPeriod-1);
//--- number of digits of indicator value
IndicatorSetInteger(INDICATOR_DIGITS,2);
//---- OnInit done
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const int begin,
const double &price[])
{
//--- variables
int i,j;
double dTmp,dMul=0.015/ExtCCIPeriod;
//--- start calculation
int StartCalcPosition=(ExtCCIPeriod-1)+begin;
//--- check for bars count
if(rates_total<StartCalcPosition)
return(0);
//--- correct draw begin
if(begin>0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition+(ExtCCIPeriod-1));
//--- calculate position
int pos=prev_calculated-1;
if(pos<StartCalcPosition)
pos=StartCalcPosition;
//--- main cycle
for(i=pos;i<rates_total && !IsStopped();i++)
{
//--- SMA on price buffer
ExtSPBuffer[i]=SimpleMA(i,ExtCCIPeriod,price);
//--- calculate D
dTmp=0.0;
for(j=0;j<ExtCCIPeriod;j++) dTmp+=MathAbs(price[i-j]-ExtSPBuffer[i]);
ExtDBuffer[i]=dTmp*dMul;
//--- calculate M
ExtMBuffer[i]=price[i]-ExtSPBuffer[i];
//--- calculate CCI
if(ExtDBuffer[i]!=0.0) ExtCCIBuffer[i]=ExtMBuffer[i]/ExtDBuffer[i];
else ExtCCIBuffer[i]=0.0;
ExtTZDownBuffer[i] = NoTradeZoneDown; //@@@@@ correct code
ExtTZUpBuffer [i] = NoTradeZoneUp; //@@@@@ correct code
//---
}
//---- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
input double NoTradeZoneUp = 100.0; //@@@@@ correct code
//---- indicator buffer
double ExtSPBuffer[];
double ExtDBuffer[];
double ExtMBuffer[];
double ExtCCIBuffer[];
double ExtTZDownBuffer[]; //@@@@@ correct code
double ExtTZUpBuffer[]; //@@@@@ correct code
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- check for input value of period
if(InpCCIPeriod<=0)
{
ExtCCIPeriod=14;
printf("Incorrect value for input variable InpCCIPeriod=%d. Indicator will use value=%d for calculations.",InpCCIPeriod,ExtCCIPeriod);
}
else ExtCCIPeriod=InpCCIPeriod;
//--- define buffers
SetIndexBuffer(0,ExtTZUpBuffer,INDICATOR_DATA); //@@@@@ correct code
SetIndexBuffer(1,ExtTZDownBuffer,INDICATOR_CALCULATIONS); //@@@@@ correct code
SetIndexBuffer(2,ExtCCIBuffer,INDICATOR_DATA); //@@@@@ correct code
SetIndexBuffer(3,ExtDBuffer,INDICATOR_CALCULATIONS); //@@@@@ correct code
SetIndexBuffer(4,ExtMBuffer,INDICATOR_CALCULATIONS); //@@@@@ correct code
SetIndexBuffer(5,ExtSPBuffer,INDICATOR_CALCULATIONS); //@@@@@ correct code
//--- indicator name
IndicatorSetString(INDICATOR_SHORTNAME,"CCI("+string(ExtCCIPeriod)+")");
//--- indexes draw begin settings
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtCCIPeriod-1);
//--- number of digits of indicator value
IndicatorSetInteger(INDICATOR_DIGITS,2);
//---- OnInit done
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const int begin,
const double &price[])
{
//--- variables
int i,j;
double dTmp,dMul=0.015/ExtCCIPeriod;
//--- start calculation
int StartCalcPosition=(ExtCCIPeriod-1)+begin;
//--- check for bars count
if(rates_total<StartCalcPosition)
return(0);
//--- correct draw begin
if(begin>0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition+(ExtCCIPeriod-1));
//--- calculate position
int pos=prev_calculated-1;
if(pos<StartCalcPosition)
pos=StartCalcPosition;
//--- main cycle
for(i=pos;i<rates_total && !IsStopped();i++)
{
//--- SMA on price buffer
ExtSPBuffer[i]=SimpleMA(i,ExtCCIPeriod,price);
//--- calculate D
dTmp=0.0;
for(j=0;j<ExtCCIPeriod;j++) dTmp+=MathAbs(price[i-j]-ExtSPBuffer[i]);
ExtDBuffer[i]=dTmp*dMul;
//--- calculate M
ExtMBuffer[i]=price[i]-ExtSPBuffer[i];
//--- calculate CCI
if(ExtDBuffer[i]!=0.0) ExtCCIBuffer[i]=ExtMBuffer[i]/ExtDBuffer[i];
else ExtCCIBuffer[i]=0.0;
ExtTZDownBuffer[i] = NoTradeZoneDown; //@@@@@ correct code
ExtTZUpBuffer [i] = NoTradeZoneUp; //@@@@@ correct code
//---
}
//---- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
