94 lines
3.5 KiB
MQL5
94 lines
3.5 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| CCI.mq5 |
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//| Copyright 2000-2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2000-2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property description "Commodity Channel Index"
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#include <MovingAverages.mqh>
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//---
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#property indicator_separate_window
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#property indicator_buffers 4
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLightSeaGreen
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#property indicator_level1 -100.0
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#property indicator_level2 100.0
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#property indicator_applied_price PRICE_TYPICAL
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//--- input parametrs
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input int InpCCIPeriod=14; // Period
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//--- indicator buffers
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double ExtSPBuffer[];
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double ExtDBuffer[];
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double ExtMBuffer[];
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double ExtCCIBuffer[];
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int ExtCCIPeriod;
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double ExtMultiplyer;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- check for input value of period
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if(InpCCIPeriod<=0)
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{
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ExtCCIPeriod=14;
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PrintFormat("Incorrect value for input variable InpCCIPeriod=%d. Indicator will use value=%d for calculations.",InpCCIPeriod,ExtCCIPeriod);
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}
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else
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ExtCCIPeriod=InpCCIPeriod;
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ExtMultiplyer=0.015/ExtCCIPeriod;
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//--- define buffers
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SetIndexBuffer(0,ExtCCIBuffer);
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SetIndexBuffer(1,ExtDBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,ExtMBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,ExtSPBuffer,INDICATOR_CALCULATIONS);
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//--- indicator name
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string short_name=StringFormat("CCI(%d)",ExtCCIPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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//--- indexes draw begin settings
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtCCIPeriod-1);
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//--- number of digits of indicator value
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IndicatorSetInteger(INDICATOR_DIGITS,2);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const int begin,
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const double &price[])
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{
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int start=(ExtCCIPeriod-1)+begin;
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if(rates_total<start)
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return(0);
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//--- correct draw begin
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if(begin>0)
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,start+(ExtCCIPeriod-1));
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//--- calculate position
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int pos=prev_calculated-1;
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if(pos<start)
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pos=start;
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//--- main cycle
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for(int i=pos; i<rates_total && !IsStopped(); i++)
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{
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ExtSPBuffer[i]=SimpleMA(i,ExtCCIPeriod,price);
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//--- calculate D
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double tmp_d=0.0;
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for(int j=0; j<ExtCCIPeriod; j++)
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tmp_d+=MathAbs(price[i-j]-ExtSPBuffer[i]);
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ExtDBuffer[i]=tmp_d*ExtMultiplyer;
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//--- calculate M
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ExtMBuffer[i]=price[i]-ExtSPBuffer[i];
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//--- calculate CCI
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if(ExtDBuffer[i]!=0.0)
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ExtCCIBuffer[i]=ExtMBuffer[i]/ExtDBuffer[i];
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else
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ExtCCIBuffer[i]=0.0;
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}
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//--- OnCalculate done. Return new prev_calculated.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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