//+------------------------------------------------------------------+ //| SwamiCCI_v1.mq4 | //| Copyright © 2013, TrendLaboratory | //| http://finance.groups.yahoo.com/group/TrendLaboratory | //| E-mail: igorad2003@yahoo.co.uk | //+------------------------------------------------------------------+ #property copyright "Copyright © 2013, TrendLaboratory" #property link "http://finance.groups.yahoo.com/group/TrendLaboratory" #property indicator_separate_window #property indicator_buffers 4 #property indicator_color1 DarkOrchid #property indicator_color2 Chocolate #property indicator_color3 CLR_NONE #property indicator_color4 CLR_NONE #property indicator_width1 2 #property indicator_width2 2 //---- extern int VisualMode = 0; //0-original,1-trend extern int Price = 5; //Applied Price(0-Close;1-Open;2-High;3-Low;4-Median;5-Typical;6-Weighted) extern int StartLength = 12; //CCI Start Period extern int EndLength = 48; //CCI End Period extern int SampleLength = 12; //Sample CCI Period(0-off) extern double CCIrange = 100; //CCI range(ex.100 or 200) extern int Smooth = 5; //Smoothing Period extern color UpTrendColor = Lime; //UpTrend Color extern color DnTrendColor = Red; //DownTrend Color extern color FlatColor = Yellow; //Flat Color (if NONE-2 Color Mix) extern string UniqueName = "CCI"; // extern int ScaleMode = 1; //0-J.Ehlers,1-0...100 extern int SwamiBars = 100; //---- double CCI[]; double sumCCI[]; double upValue[]; double loValue[]; //---- int draw_begin, win, upLineR, upLineG, upLineB, dnLineR, dnLineG, dnLineB, flLineR, flLineG, flLineB; string short_name; double swamiCCI[], ema[][2], price[]; int prevtime[], swamisize, trend[][2], prevtrendtime; double fuzzWidth, maxValue, minValue; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { //---- colorToRGB(UpTrendColor,upLineR,upLineG,upLineB); colorToRGB(DnTrendColor,dnLineR,dnLineG,dnLineB); colorToRGB(FlatColor ,flLineR,flLineG,flLineB); //---- short_name = "SwamiCCI_v1("+VisualMode+","+StartLength+","+EndLength+")"; IndicatorShortName(short_name); SetIndexLabel(0,"SwamiCCI"); SetIndexLabel(1,"SummaryCCI"); //---- SetIndexBuffer(0, CCI); SetIndexStyle(0,DRAW_LINE); SetIndexDrawBegin(0,EndLength); SetIndexBuffer(1, sumCCI); SetIndexStyle(1,DRAW_LINE); SetIndexDrawBegin(1,EndLength); SetIndexBuffer(2,loValue); SetIndexStyle(2,DRAW_LINE); SetIndexDrawBegin(2,EndLength); SetIndexBuffer(3,upValue); SetIndexStyle(3,DRAW_LINE); SetIndexDrawBegin(3,EndLength); //---- swamisize = EndLength-StartLength+1; ArrayResize( ema, swamisize); ArrayResize(prevtime, swamisize); ArrayResize(swamiCCI, swamisize); ArrayResize( trend , swamisize); ArrayResize( price,EndLength+1); if(SampleLength > 0) { if(SampleLength < StartLength) SampleLength = StartLength; if(SampleLength > EndLength) SampleLength = EndLength; } if(ScaleMode == 0) {fuzzWidth = 1; maxValue = EndLength; minValue = StartLength;} else {fuzzWidth = 100.0/(EndLength-StartLength); maxValue = 100; minValue = 0;} return(0); } //---- void deinit() { ObjectsDeleteAll(win,OBJ_RECTANGLE); return(0); } //+------------------------------------------------------------------+ //| SwamiCCI_v1 | //+------------------------------------------------------------------+ int start() { int i,shift, limit, Color1, Color2, Color3, counted_bars=IndicatorCounted(); win = WindowFind(short_name); //---- if (counted_bars > 0) limit=Bars-counted_bars-1; if (counted_bars < 0) return(0); if (counted_bars < 1) { limit = Bars-1; for(i=limit;i>=0;i--) CCI[i] = EMPTY_VALUE; ObjectsDeleteAll(win,OBJ_RECTANGLE); } for(shift=limit; shift>=0; shift--) { if(prevtrendtime != Time[shift]) { for(i=0;i 0.5) trend[i][0] = 1; if(cci < 0.5) trend[i][0] = 0; swamiCCI[i] = trend[i][0]; swamisum += trend[i][0]; } } if(ScaleMode == 0) { if(SampleLength > 0) CCI[shift] = StartLength + (swamisize - 1)*swamiCCI[SampleLength-StartLength]; sumCCI[shift] = StartLength + (swamisize - 1)*swamisum/swamisize; } else { if(SampleLength > 0) CCI[shift] = 100*swamiCCI[SampleLength-StartLength]; sumCCI[shift] = 100*swamisum/swamisize; } if((SwamiBars > 0 && shift < SwamiBars)||(SwamiBars == 0 && shift < Bars-1)) for(i=0;i= 0.5) { Color1 = upLineR + 2*(1 - swamiCCI[i])*(flLineR - upLineR); Color2 = upLineG + 2*(1 - swamiCCI[i])*(flLineG - upLineG); Color3 = upLineB + 2*(1 - swamiCCI[i])*(flLineB - upLineB); } else if(swamiCCI[i] < 0.5) { Color1 = dnLineR + 2*swamiCCI[i]*(flLineR - dnLineR); Color2 = dnLineG + 2*swamiCCI[i]*(flLineG - dnLineG); Color3 = dnLineB + 2*swamiCCI[i]*(flLineB - dnLineB); } } if(ScaleMode == 0) double value = i+StartLength; else value = i*fuzzWidth; string text = UniqueName+"("+(i+StartLength)+") "+win+" "+TimeToStr(Time[shift]); Plot(value, text, rgbToColor(Color1, Color2, Color3),fuzzWidth,shift); } } WindowRedraw(); return(0); } //---- double _CCI(int index,double price[],int shift) { double mean = 0; for(int j=0;j 0) double cci = (price[0] - mean)/(0.015*avgDev); else cci = 0; cci = EMA(index,(cci + CCIrange)/(2*CCIrange),Smooth,shift); if(cci > 1) cci = 1; if(cci < 0) cci = 0; return(cci); } //----- double EMA(int index,double price,int per,int bar) { double alpha = 2.0/(per + 1); if(prevtime[index] != Time[bar]) { ema[index][1] = ema[index][0]; prevtime[index] = Time[bar]; } if(bar >= Bars - 2) ema[index][0] = price; else ema[index][0] = ema[index][1] + alpha*(price - ema[index][1]); return(ema[index][0]); } int rgbToColor(int R, int G, int B) { return (256*(256*B + G) + R); } void colorToRGB(color clr,int& R, int& G, int& B) { R = clr&0x000000FF; G = (clr>>8)&0x000000FF; B = (clr>>16)&0x000000FF; } void Plot(double value,string name,color clr,double width,int bar) { ObjectDelete(name); ObjectCreate(name,OBJ_RECTANGLE,win,Time[bar+1],value-0.5*width,Time[bar],value+0.5*width); ObjectSet(name,OBJPROP_COLOR,clr); }