//------------------------------------------------------------------ #property copyright "mladen" #property link "www.forex-station.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 3 #property indicator_color1 clrLimeGreen #property indicator_color2 clrOrange #property indicator_color3 clrOrange #property indicator_width1 3 #property indicator_width2 3 #property indicator_width3 3 #property strict // // // // // enum enPrices { pr_close, // Close pr_open, // Open pr_high, // High pr_low, // Low pr_median, // Median pr_typical, // Typical pr_weighted, // Weighted pr_average, // Average (high+low+open+close)/4 pr_medianb, // Average median body (open+close)/2 pr_tbiased, // Trend biased price pr_haclose, // Heiken ashi close pr_haopen , // Heiken ashi open pr_hahigh, // Heiken ashi high pr_halow, // Heiken ashi low pr_hamedian, // Heiken ashi median pr_hatypical, // Heiken ashi typical pr_haweighted, // Heiken ashi weighted pr_haaverage, // Heiken ashi average pr_hamedianb, // Heiken ashi median body pr_hatbiased // Heiken ashi trend biased price }; enum enDoWhat { do_cci, // Make cci using nma as price filter do_nma // Make nma smoothed cci }; extern int pperiod = 14; // Calculating period extern enPrices pprice = pr_close; // Price extern int filter = 40; // Nma period extern int filterTema = 10; // Nma tema period extern enDoWhat doWhat = do_cci; // Make what? extern int linesWidth = 3; // Lines width extern double LevelUp = 50; // overbought level extern double LevelDown = -50; // oversold level extern bool alertsOn = true; // Turn alerts on extern bool alertsOnZoneEnter = true; // Alerts on entering ob/os zone extern bool alertsOnZoneExit = true; // Alerts on leaving ob/os zone extern bool alertsOnCurrent = false; // Alerts on current (still opened) bar extern bool alertsMessage = true; // Alerts should display alert message extern bool alertsNotification = false; // Alerts should send alert notification extern bool alertsSound = false; // Alerts should play alert sound extern bool alertsEmail = false; // Alerts should send alert email? extern string soundFile = "alert2.wav"; // what sound file to use extern bool arrowsVisible = true; // Show arrows true or false extern string arrowsIdentifier = "ccinma Arrows1"; // arrows ID extern double arrowsDisplaceUp = 0.5; // Up arrow placement adjustment extern double arrowsDisplaceDn = 0.5; // Dn arrow placement adjustment extern bool arrowsOnZoneEnter = false; // Arrows on entering ob os zone extern color arrowsUpZoneEnterColor = clrDeepSkyBlue; // Arrows on entering upper ob zone color extern color arrowsDnZoneEnterColor = clrRed; // Arrows on entering lower os zone color extern int arrowsUpZoneEnterCode = 233; // Arrows on entering upper ob zone code extern int arrowsDnZoneEnterCode = 234; // Arrows on entering lower os zone code extern int arrowsUpZoneEnterSize = 1; // Arrows on entering upper ob zone size extern int arrowsDnZoneEnterSize = 1; // Arrows on entering lower os zone code extern bool arrowsOnZoneExit = true; // Arrows on exiting ob os zone extern color arrowsUpZoneExitColor = clrLimeGreen; // Arrows on exiting upper ob zone color extern color arrowsDnZoneExitColor = clrRed; // Arrows on exiting lower os zone color extern int arrowsUpZoneExitCode = 119; // Arrows on exiting upper ob zone code extern int arrowsDnZoneExitCode = 119; // Arrows on exiting lower os zone code extern int arrowsUpZoneExitSize = 2; // Arrows on exiting upper ob zone size extern int arrowsDnZoneExitSize = 2; // Arrows on exiting lower os zone code double buffer[]; double bufferda[]; double bufferdb[]; double trend[]; double work[]; double pricef[]; double cross[]; //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // int init() { IndicatorBuffers(7); SetIndexBuffer(0,buffer, INDICATOR_DATA); SetIndexStyle(0,EMPTY,EMPTY,linesWidth); SetIndexBuffer(1,bufferda,INDICATOR_DATA); SetIndexStyle(1,EMPTY,EMPTY,linesWidth); SetIndexBuffer(2,bufferdb,INDICATOR_DATA); SetIndexStyle(2,EMPTY,EMPTY,linesWidth); SetIndexBuffer(3,trend ,INDICATOR_CALCULATIONS); SetIndexBuffer(4,work ,INDICATOR_CALCULATIONS); SetIndexBuffer(5,pricef ,INDICATOR_CALCULATIONS); SetIndexBuffer(6,cross ,INDICATOR_CALCULATIONS); SetLevelValue(0,LevelUp); SetLevelValue(1,LevelDown); IndicatorShortName("cci nma ("+(string)pperiod+","+(string)filter+")"); return(0); } int deinit() { string lookFor = arrowsIdentifier+":"; int lookForLength = StringLen(lookFor); for (int i=ObjectsTotal()-1; i>=0; i--) { string objectName = ObjectName(i); if (StringSubstr(objectName,0,lookForLength) == lookFor) ObjectDelete(objectName); } return(0); } // // // // // int start() { int counted_bars=IndicatorCounted(); if(counted_bars<0) return(-1); if(counted_bars>0) counted_bars--; int limit=MathMin(Bars-counted_bars,Bars-2); // // // // // if (trend[limit]==-1) CleanPoint(limit,bufferda,bufferdb); for(int i=limit; i>=0; i--) { if (doWhat==do_cci) pricef[i] = iNma(getPrice(pprice,Open,Close,High,Low,i),filter,filterTema,i); else pricef[i] = getPrice(pprice,Open,Close,High,Low,i); double avg = 0; for(int k=0; kbuffer[i+1]) trend[i] = 1; if (buffer[i]LevelUp) cross[i] = 1; if (buffer[i]LevelDown) cross[i] = 0; if (trend[i] == -1) PlotPoint(i,bufferda,bufferdb,buffer); // // // // // if (arrowsVisible) { if (cross[i] != cross[i+1]) { string lookFor = arrowsIdentifier+":"+(string)Time[i]; ObjectDelete(lookFor); if (arrowsOnZoneEnter && cross[i] ==-1) drawArrow(i,arrowsUpZoneEnterColor,arrowsUpZoneEnterCode,arrowsUpZoneEnterSize,false); if (arrowsOnZoneEnter && cross[i] == 1) drawArrow(i,arrowsDnZoneEnterColor,arrowsDnZoneEnterCode,arrowsDnZoneEnterSize,true); if (arrowsOnZoneExit && cross[i+1] == 1) drawArrow(i,arrowsDnZoneExitColor,arrowsDnZoneExitCode,arrowsDnZoneExitSize,true); if (arrowsOnZoneExit && cross[i+1] ==-1) drawArrow(i,arrowsUpZoneExitColor,arrowsUpZoneExitCode,arrowsUpZoneExitSize,false); } } } // // // // // if (alertsOn) { int whichBar = 1; if (alertsOnCurrent) whichBar = 0; if (cross[whichBar] != cross[whichBar+1]) { if (alertsOnZoneEnter && cross[whichBar] == 1) doAlert(whichBar,DoubleToStr(LevelUp,2) +" level broken up"); if (alertsOnZoneEnter && cross[whichBar] == -1) doAlert(whichBar,DoubleToStr(LevelDown,2)+" level broken down"); if (alertsOnZoneExit && cross[whichBar+1] == -1) doAlert(whichBar,DoubleToStr(LevelDown,2)+" level broken up"); if (alertsOnZoneExit && cross[whichBar+1] == 1) doAlert(whichBar,DoubleToStr(LevelUp,2) +" level broken down"); } } return(0); } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // #define _nmaInstances 1 #define _nmaPrice 3 #define _nmaMom 4 #define _nmaValue 5 double workNma[][_nmaInstances*6]; double iNma(double price, int period, int temaperiod, int i, int instanceNo=0) { if (period<=1) return(price); if (ArrayRange(workNma,0)!=Bars) ArrayResize(workNma,Bars); i = Bars-i-1; instanceNo*=6; // // // // // double alpha = 2.0 /(1.0 + temaperiod); if (i < 1) { workNma[i][instanceNo+_nmaPrice] = price; workNma[i][instanceNo+_nmaValue] = price; workNma[i][instanceNo+_nmaMom] = 0; workNma[i][instanceNo+0] = price; workNma[i][instanceNo+1] = price; workNma[i][instanceNo+2] = price; } else { workNma[i][instanceNo+0] = workNma[i-1][instanceNo+0]+alpha*(price -workNma[i-1][instanceNo+0]); workNma[i][instanceNo+1] = workNma[i-1][instanceNo+1]+alpha*(workNma[i][instanceNo+0]-workNma[i-1][instanceNo+1]); workNma[i][instanceNo+2] = workNma[i-1][instanceNo+2]+alpha*(workNma[i][instanceNo+1]-workNma[i-1][instanceNo+2]); workNma[i][instanceNo+_nmaPrice] = 3*workNma[i][instanceNo+0] - 3*workNma[i][instanceNo+1] + workNma[i][instanceNo+2]; workNma[i][instanceNo+_nmaMom] = workNma[i][instanceNo+_nmaPrice]-workNma[i-1][instanceNo+_nmaPrice]; // // // // // double momRatio = 0.00; double sumMomen = 0.00; double ratio = 0.00; for (int k = 0; k=0; k++) { sumMomen += MathAbs(workNma[i-k][instanceNo+_nmaMom]); momRatio += workNma[i-k][instanceNo+_nmaMom]*(MathSqrt(k+1)-MathSqrt(k)); } if (sumMomen != 0) ratio = MathAbs(momRatio)/sumMomen; workNma[i][instanceNo+_nmaValue] = workNma[i-1][instanceNo+_nmaValue]+ratio*(price-workNma[i-1][instanceNo+_nmaValue]); } return(workNma[i][instanceNo+_nmaValue]); } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void CleanPoint(int i,double& first[],double& second[]) { if ((second[i] != EMPTY_VALUE) && (second[i+1] != EMPTY_VALUE)) second[i+1] = EMPTY_VALUE; else if ((first[i] != EMPTY_VALUE) && (first[i+1] != EMPTY_VALUE) && (first[i+2] == EMPTY_VALUE)) first[i+1] = EMPTY_VALUE; } // // // // // void PlotPoint(int i,double& first[],double& second[],double& from[]) { if (i>=Bars-2) return; if (first[i+1] == EMPTY_VALUE) { if (first[i+2] == EMPTY_VALUE) { first[i] = from[i]; first[i+1] = from[i+1]; second[i] = EMPTY_VALUE; } else { second[i] = from[i]; second[i+1] = from[i+1]; first[i] = EMPTY_VALUE; } } else { first[i] = from[i]; second[i] = EMPTY_VALUE; } } //------------------------------------------------------------------ // //------------------------------------------------------------------ // // // // // // double workHa[][4]; double getPrice(int tprice, const double& open[], const double& close[], const double& high[], const double& low[], int i, int instanceNo=0) { if (tprice>=pr_haclose) { if (ArrayRange(workHa,0)!= Bars) ArrayResize(workHa,Bars); int r = Bars-i-1; // // // // // double haOpen; if (r>0) haOpen = (workHa[r-1][instanceNo+2] + workHa[r-1][instanceNo+3])/2.0; else haOpen = (open[i]+close[i])/2; double haClose = (open[i] + high[i] + low[i] + close[i]) / 4.0; double haHigh = MathMax(high[i], MathMax(haOpen,haClose)); double haLow = MathMin(low[i] , MathMin(haOpen,haClose)); if(haOpen haOpen) return((haHigh+haClose)/2.0); else return((haLow+haClose)/2.0); } } // // // // // switch (tprice) { case pr_close: return(close[i]); case pr_open: return(open[i]); case pr_high: return(high[i]); case pr_low: return(low[i]); case pr_median: return((high[i]+low[i])/2.0); case pr_medianb: return((open[i]+close[i])/2.0); case pr_typical: return((high[i]+low[i]+close[i])/3.0); case pr_weighted: return((high[i]+low[i]+close[i]+close[i])/4.0); case pr_average: return((high[i]+low[i]+close[i]+open[i])/4.0); case pr_tbiased: if (close[i]>open[i]) return((high[i]+close[i])/2.0); else return((low[i]+close[i])/2.0); } return(0); } // // // // // void doAlert(int forBar, string tdoWhat) { static string previousAlert="nothing"; static datetime previousTime; string message; if (previousAlert != tdoWhat || previousTime != Time[forBar]) { previousAlert = tdoWhat; previousTime = Time[forBar]; // // // // // message = StringConcatenate(Symbol()," at ",TimeToStr(TimeLocal(),TIME_SECONDS)," cci + nma ",tdoWhat); if (alertsMessage) Alert(message); if (alertsNotification) SendNotification(message); if (alertsEmail) SendMail(StringConcatenate(Symbol()," cci + nma "),message); if (alertsSound) PlaySound(soundFile); } } //------------------------------------------------------------------- // //------------------------------------------------------------------- // // // // // void drawArrow(int i,color theColor,int theCode,int theSize, bool up) { string name = arrowsIdentifier+":"+(string)Time[i]; double gap = iATR(NULL,0,20,i); // // // // // datetime time = Time[i]; ObjectCreate(name,OBJ_ARROW,0,time,0); ObjectSet(name,OBJPROP_ARROWCODE,theCode); ObjectSet(name,OBJPROP_COLOR,theColor); ObjectSet(name,OBJPROP_WIDTH,theSize); if (up) ObjectSet(name,OBJPROP_PRICE1,High[i] + arrowsDisplaceUp * gap); else ObjectSet(name,OBJPROP_PRICE1,Low[i] - arrowsDisplaceDn * gap); }