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Re: Fx Sniper's Ergodic CCI Trigger

mrtools, Thu Jan 10, 2019 10:08 am

Neerav wrote: Thu Jan 10, 2019 7:12 am Thanks for the welcome and sorry, I did not know about the external links not allowed.
I need somebody to tell me what basically such indicator "is" in order to re-create it in my platform.

Below are the codes of Fx Sniper's Ergodic CCI Trigger for MT4 and Amibroker.

=====================================================================
code for MT4:

Code: Select all

//+------------------------------------------------------------------+
//|                                       Louw Coetzer aka FX Sniper |
//|                      Copyright © 2004, MetaQuotes Software Corp. |
//|                                     
//+------------------------------------------------------------------+
#property  copyright "Copyright © 2004, Fx Sniper."
#property  link      
//---- indicator settings
#property  indicator_separate_window
#property  indicator_buffers 2
#property  indicator_color1  Blue
#property  indicator_color2  Red

// Ergo Variables
extern int pq =2;
extern int pr = 10;
extern int ps = 5;
extern int trigger =3;

//---- indicator buffers
string signal;
double mtm[];
double absmtm[];
double ErgoCCI[];
double MainCCI[];
double var1[];
double var2[];
double var2a[];
double var2b[];
//double valor1[];
//double valor2[];
//double extvar[];
//double cciSignal[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- 2 additional buffers are used for counting.
   IndicatorBuffers(8);
   
//---- drawing settings
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2,Blue);
   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,1,Red);
   SetIndexBuffer(0,ErgoCCI);
   SetIndexLabel(0,"Egodic CCI");
   SetIndexBuffer(1,MainCCI);
   SetIndexLabel(1,"Trigger Line");
   SetIndexBuffer(2,mtm);
   SetIndexBuffer(3,var1);
   SetIndexBuffer(4,var2);
   SetIndexBuffer(5,absmtm);
   SetIndexBuffer(6,var2a);
   SetIndexBuffer(7,var2b);
      
//---- name for DataWindow and indicator subwindow label
//---- initialization done
   return(0);
  }
//+------------------------------------------------------------------+
//| Calculations                                    |
//+------------------------------------------------------------------+
int start()
  {
   int limit;
   int i;
   int counted_bars=IndicatorCounted();
//---- check for possible errors
   if(counted_bars<0) return(-1);
//---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
 //---- main loop
   //---- done

   for(i=0; i <= Bars; i++) 
   {
   mtm[i]= Close[i]- Close[i +1];
   }
   for(i=0; i <= Bars-1; i++) 
   { 
    absmtm[i] =  MathAbs(mtm[i]);
   }
   for(i=0; i <= Bars-1; i++) 
   {   
    var1[i]= iMAOnArray(mtm,0,pq,0,MODE_EMA,i);
   }
   for(i=0; i <= Bars-1; i++) 
   {
   var2[i]= iMAOnArray(var1,Bars,pr,0,MODE_EMA,i);
   }
   for(i=0; i <= Bars-1; i++) 
   {
   var2a[i]= iMAOnArray(absmtm,0,pq,0,MODE_EMA,i);
   }
   for(i=0; i <= Bars-1; i++) 
   {
   var2b[i]= iMAOnArray(var2a,0,pr,0,MODE_EMA,i);
   }
    for(i=0; i <= Bars-1; i++) 
   {   
   ErgoCCI[i] = (500 * iMAOnArray(var2,0,ps,0,MODE_EMA,i))/(iMAOnArray(var2b,0,ps,0,MODE_EMA,i)); //var2a[i]/var2b[i];
   
   }
   for(i=0; i<=Bars; i++)
   {
     MainCCI[i]=iMAOnArray(ErgoCCI,0,trigger,0,MODE_EMA,i);
   }
   
   for(i=0; i<=Bars; i++)
   {
      if(MainCCI[i] > ErgoCCI[i])
      {signal = "SHORT";}
      if (MainCCI[i] < ErgoCCI[i])
      {signal = "LONG";}
      if (MainCCI[i] == ErgoCCI[i])
      {signal = "NEUTRAL";}
 IndicatorShortName("FX Sniper's Ergodic CCI & Trigger: "+signal);
 return(0); }
  }

=====================================================================

Code for AMIBROKER:

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    /// <summary>
    /// ErgoCCI
    /// </summary>
    [Description("ErgoCCI")]
    public class ErgoCCI : Indicator
    {
        #region Variables
			private int pq =2;
			private int pr = 10;
			private int ps = 5;
			private int trigger =3;
                        private DataSeries mtm;
			private DataSeries var1;
			private DataSeries var2;
			private DataSeries mtmAbs;
			private DataSeries var2a;
			private DataSeries var2b;
        #endregion

        /// <summary>
        /// This method is used to configure the indicator and is called once before any bar data is loaded.
        /// </summary>
        protected override void Initialize()
        {
            Add(new Plot(Color.FromKnownColor(KnownColor.Blue), PlotStyle.Line, "MainCCI"));
            Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "ErgCCI"));
            CalculateOnBarClose	= true;
            Overlay				= false;
            PriceTypeSupported	= false;

			mtm = new DataSeries(this);
			var1 = new DataSeries(this);
			var2 = new DataSeries(this);
			mtmAbs = new DataSeries(this);
			var2a = new DataSeries(this);
			var2b = new DataSeries(this);
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if(CurrentBar<1) return;
			
			mtm.Set (Close[0]-Close[1]);
			var1.Set(EMA(mtm, pq)[0]);
			var2.Set(EMA(var1, pr)[0]);
			
			mtmAbs.Set(Math.Abs(Close[0]-Close[1]));
			var2a.Set(EMA(mtmAbs,pq)[0]);
			var2b.Set(EMA(var2a,pr)[0]);
			
            ErgCCI.Set(500* (EMA(var2,ps)[0])/(EMA(var2b,ps)[0]));
			
			MainCCI.Set(EMA(ErgCCI,trigger)[0]);
        }

        #region Properties
        [Browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries MainCCI
        {
            get { return Values[0]; }
        }

        [Browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
        [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        public DataSeries ErgCCI
        {
            get { return Values[1]; }
        }

        [Description("EMA period")]
		[XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        [Category("Parameters")]
        public int PQ
        {
            get { return pq; }
            set { pq = Math.Max(1, value); }
        }
		[Description("EMA period")]
		[XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        [Category("Parameters")]
        public int PR
        {
            get { return pr; }
            set { pr = Math.Max(1, value); }
        }
		[Description("EMA period")]
		[XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        [Category("Parameters")]
        public int PS
        {
            get { return ps; }
            set { ps = Math.Max(1, value); }
        }
		[Description("EMA period")]
		[XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
        [Category("Parameters")]
        public int Trigger
        {
            get { return trigger; }
            set { trigger = Math.Max(1, value); }
        }
        #endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    public partial class Indicator : IndicatorBase
    {
        private ErgoCCI[] cacheErgoCCI = null;

        private static ErgoCCI checkErgoCCI = new ErgoCCI();

        /// <summary>
        /// ErgoCCI
        /// </summary>
        /// <returns></returns>
        public ErgoCCI ErgoCCI(int pQ, int pR, int pS, int trigger)
        {
            return ErgoCCI(Input, pQ, pR, pS, trigger);
        }

        /// <summary>
        /// ErgoCCI
        /// </summary>
        /// <returns></returns>
        public ErgoCCI ErgoCCI(Data.IDataSeries input, int pQ, int pR, int pS, int trigger)
        {
            checkErgoCCI.PQ = pQ;
            pQ = checkErgoCCI.PQ;
            checkErgoCCI.PR = pR;
            pR = checkErgoCCI.PR;
            checkErgoCCI.PS = pS;
            pS = checkErgoCCI.PS;
            checkErgoCCI.Trigger = trigger;
            trigger = checkErgoCCI.Trigger;

            if (cacheErgoCCI != null)
                for (int idx = 0; idx < cacheErgoCCI.Length; idx++)
                    if (cacheErgoCCI[idx].PQ == pQ && cacheErgoCCI[idx].PR == pR && cacheErgoCCI[idx].PS == pS && cacheErgoCCI[idx].Trigger == trigger && cacheErgoCCI[idx].EqualsInput(input))
                        return cacheErgoCCI[idx];

            ErgoCCI indicator = new ErgoCCI();
            indicator.BarsRequired = BarsRequired;
            indicator.CalculateOnBarClose = CalculateOnBarClose;
            indicator.Input = input;
            indicator.PQ = pQ;
            indicator.PR = pR;
            indicator.PS = pS;
            indicator.Trigger = trigger;
            indicator.SetUp();

            ErgoCCI[] tmp = new ErgoCCI[cacheErgoCCI == null ? 1 : cacheErgoCCI.Length + 1];
            if (cacheErgoCCI != null)
                cacheErgoCCI.CopyTo(tmp, 0);
            tmp[tmp.Length - 1] = indicator;
            cacheErgoCCI = tmp;
            Indicators.Add(indicator);

            return indicator;
        }

    }
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
    public partial class Column : ColumnBase
    {
        /// <summary>
        /// ErgoCCI
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.ErgoCCI ErgoCCI(int pQ, int pR, int pS, int trigger)
        {
            return _indicator.ErgoCCI(Input, pQ, pR, pS, trigger);
        }

        /// <summary>
        /// ErgoCCI
        /// </summary>
        /// <returns></returns>
        public Indicator.ErgoCCI ErgoCCI(Data.IDataSeries input, int pQ, int pR, int pS, int trigger)
        {
            return _indicator.ErgoCCI(input, pQ, pR, pS, trigger);
        }

    }
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    public partial class Strategy : StrategyBase
    {
        /// <summary>
        /// ErgoCCI
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.ErgoCCI ErgoCCI(int pQ, int pR, int pS, int trigger)
        {
            return _indicator.ErgoCCI(Input, pQ, pR, pS, trigger);
        }

        /// <summary>
        /// ErgoCCI
        /// </summary>
        /// <returns></returns>
        public Indicator.ErgoCCI ErgoCCI(Data.IDataSeries input, int pQ, int pR, int pS, int trigger)
        {
            if (InInitialize && input == null)
                throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

            return _indicator.ErgoCCI(input, pQ, pR, pS, trigger);
        }

    }
}
#endregion
Have this simplified version.
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