//------------------------------------------------------------------ #property copyright "mladen" #property link "www,forex-station.com" //------------------------------------------------------------------ #property indicator_separate_window #property indicator_buffers 8 #property indicator_color1 clrLimeGreen #property indicator_color2 clrDimGray #property indicator_color3 clrPaleVioletRed #property indicator_style1 STYLE_DOT #property indicator_style2 STYLE_DOT #property indicator_style3 STYLE_DOT #property strict // // // enum enTimeFrames { tf_cu = 0, // Current time frame tf_m1 = PERIOD_M1, // 1 minute tf_m5 = PERIOD_M5, // 5 minutes tf_m15 = PERIOD_M15, // 15 minutes tf_m30 = PERIOD_M30, // 30 minutes tf_h1 = PERIOD_H1, // 1 hour tf_h4 = PERIOD_H4, // 4 hours tf_d1 = PERIOD_D1, // Daily tf_w1 = PERIOD_W1, // Weekly tf_mn1 = PERIOD_MN1, // Monthly tf_n1 = -1, // First higher time frame tf_n2 = -2, // Second higher time frame tf_n3 = -3 // Third higher time frame }; input enTimeFrames inpTimeFrame = tf_cu; // Time frame to use input int CCIPeriod = 14; input ENUM_APPLIED_PRICE CCIPrice = PRICE_TYPICAL; input int AvgPeriod = 5; input double levelOs = 10; input double levelOb = 90; input int MinMaxPeriod = 50; input string __arr__01 = ""; //.Arrow settings input bool ShowArrows = false; input string arrowsIdentifier = "cci Arrows1"; input double arrowsUpperGap = 0.5; input double arrowsLowerGap = 0.5; input color arrowsUpColor = clrLimeGreen; input color arrowsDnColor = clrRed; input int arrowsUpCode = 241; input int arrowsDnCode = 242; input string __dis__01 = ""; //. Display settings input int inpLinesWidth = 3; // Cci lines width input color inpColorUp = clrLimeGreen; // Up color for lines input color inpColorDn = clrRed; // Down color for lines input color inpColorNu = clrDarkGray; // Neutral color for lines input color inpClrFillNtz = clrGainsboro; // Color for no trade zone fill input bool Interpolate = true; double levu[],levm[],levd[],val[],trend[],valUa[],valUb[],valDa[],valDb[],count[]; struct sGlobalStruct { string indiFileName; int indiTimeFrame; }; sGlobalStruct glo; #define _mtfCall(_buff,_ind) iCustom(_Symbol,glo.indiTimeFrame,glo.indiFileName,tf_cu,CCIPeriod,CCIPrice,AvgPeriod,levelOs,levelOb,MinMaxPeriod,"",ShowArrows,arrowsIdentifier,arrowsUpperGap,arrowsLowerGap,arrowsUpColor,arrowsDnColor,arrowsUpCode,arrowsDnCode,"",inpLinesWidth,inpColorUp,inpColorDn,inpColorNu,_buff,_ind) //------------------------------------------------------------------ // //------------------------------------------------------------------ int OnInit() { IndicatorBuffers(10); SetIndexBuffer(0, levu, INDICATOR_DATA); SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(1, levm, INDICATOR_DATA); SetIndexStyle(1,DRAW_LINE); SetIndexBuffer(2, levd, INDICATOR_DATA); SetIndexStyle(2,DRAW_LINE); SetIndexBuffer(3, val, INDICATOR_DATA); SetIndexStyle(3,DRAW_LINE,EMPTY,inpLinesWidth,inpColorNu); SetIndexBuffer(4, valUa,INDICATOR_DATA); SetIndexStyle(4,DRAW_LINE,EMPTY,inpLinesWidth,inpColorUp); SetIndexBuffer(5, valUb,INDICATOR_DATA); SetIndexStyle(5,DRAW_LINE,EMPTY,inpLinesWidth,inpColorUp); SetIndexBuffer(6, valDa,INDICATOR_DATA); SetIndexStyle(6,DRAW_LINE,EMPTY,inpLinesWidth,inpColorDn); SetIndexBuffer(7, valDb,INDICATOR_DATA); SetIndexStyle(7,DRAW_LINE,EMPTY,inpLinesWidth,inpColorDn); SetIndexBuffer(8, trend,INDICATOR_CALCULATIONS); SetIndexBuffer(9, count,INDICATOR_CALCULATIONS); iSmoother.init(AvgPeriod); glo.indiFileName = WindowExpertName(); glo.indiTimeFrame = (enTimeFrames)timeFrameValue(inpTimeFrame); IndicatorSetString(INDICATOR_SHORTNAME,timeFrameToString(glo.indiTimeFrame)+" Smoother Cci ("+(string)CCIPeriod+")"); return(INIT_SUCCEEDED); } void OnDeinit(const int reason) { ObjectsDeleteAll(0,arrowsIdentifier+":"); return; } // // // int OnCalculate (const int rates_total, const int prev_calculated, const datetime& time[], const double& open[], const double& high[], const double& low[], const double& close[], const long& tick_volume[], const long& volume[], const int& spread[] ) { int i,r,limit=fmin(rates_total-prev_calculated+1,rates_total-1); count[0] = limit; if (glo.indiTimeFrame!=_Period) { limit = (int)fmax(limit,fmin(rates_total-1,_mtfCall(9,0)*glo.indiTimeFrame/_Period)); if (trend[limit]== 1) iCleanPoint(limit,rates_total,valUa,valUb); if (trend[limit]==-1) iCleanPoint(limit,rates_total,valDa,valDb); for(i=limit; i>=0 && !_StopFlag; i--) { int y = iBarShift(_Symbol,glo.indiTimeFrame,time[i]); levu[i] = _mtfCall(0,y); levm[i] = _mtfCall(1,y); levd[i] = _mtfCall(2,y); val[i] = _mtfCall(3,y); trend[i] = _mtfCall(8,y); // // // if (!Interpolate || (i>0 && y==iBarShift(_Symbol,glo.indiTimeFrame,time[i-1]))) continue; #define _interpolate(buff) buff[i+k] = buff[i]+(buff[i+n]-buff[i])*k/n int n,k; datetime btime = iTime(_Symbol,glo.indiTimeFrame,y); for(n = 1; (i+n)= btime; n++) continue; for(k = 1; k=0 && !_StopFlag; i--) { if(trend[i]==-1) iPlotPoint(i,rates_total,valDa,valDb,val); else valDa[i] = valDb[i] = EMPTY_VALUE; if(trend[i]== 1) iPlotPoint(i,rates_total,valUa,valUb,val); else valUa[i] = valUb[i] = EMPTY_VALUE; } return(rates_total); } // // // struct sWorkStruct { double prc; }; static sWorkStruct wrk[]; static int wrkSize = -1; if (wrkSize=0; i--,r++) { wrk[r].prc = iSmoother.OnCalculate(iMA(_Symbol,_Period,1,0,MODE_SMA,CCIPrice,i),r,rates_total); val[i] = iCci(wrk[r].prc,CCIPeriod,i,rates_total); double hi = val[ArrayMaximum(val,MinMaxPeriod,i)]; double lo = val[ArrayMinimum(val,MinMaxPeriod,i)]; double rn = hi-lo; levu[i] = lo+rn*levelOb/100.0; levd[i] = lo+rn*levelOs/100.0; levm[i] = (levu[i]+levd[i])/2.0; trend[i] = (r>0) ? (val[i]>levu[i]) ? 1 : (val[i]levd[i]) ? 0 : trend[i+1] : 0; if(trend[i]==-1) iPlotPoint(i,rates_total,valDa,valDb,val); else valDa[i] = valDb[i] = EMPTY_VALUE; if(trend[i]== 1) iPlotPoint(i,rates_total,valUa,valUb,val); else valUa[i] = valUb[i] = EMPTY_VALUE; // // // if (ShowArrows) { string lookFor = arrowsIdentifier+":"+(string)time[i]; if (ObjectFind(0,lookFor)==0) ObjectDelete(0,lookFor); if (r>0 && trend[i]!= trend[i+1]) { if (trend[i+1] == 1 && trend[i] != 1) drawArrow(i,arrowsDnColor,arrowsDnCode,true); if (trend[i+1] == -1 && trend[i] !=-1) drawArrow(i,arrowsUpColor,arrowsUpCode,false); } } } return(rates_total); } // // // void drawArrow(int i,color theColor,int theCode,bool up) { string name = arrowsIdentifier+":"+(string)Time[i]; double gap = 3.0*iATR(NULL,0,20,i)/4.0; // // // ObjectCreate(name,OBJ_ARROW,0,Time[i],0); ObjectSet(name,OBJPROP_ARROWCODE,theCode); ObjectSet(name,OBJPROP_COLOR,theColor); if (up) ObjectSet(name,OBJPROP_PRICE1,High[i]+ arrowsUpperGap * gap); else ObjectSet(name,OBJPROP_PRICE1,Low[i] - arrowsUpperGap * gap); } // // // void iCleanPoint(int i,int bars,double& first[],double& second[]) { if (i>=bars-3) return; 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 iPlotPoint(int i,int bars,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; } } //------------------------------------------------------------------ // Mladen cci function //------------------------------------------------------------------ #define _cciInstances 1 double workCci[][_cciInstances]; #define _price 0 double iCci(double price, int period, int r, int bars, int instanceNo=0) { if (ArrayRange(workCci,0)!= bars) ArrayResize(workCci,bars); r = bars-r-1; // // // workCci[r][instanceNo+_price]=price; double avg = 0; for(int k=0; k=0; k++) avg += workCci[r-k][instanceNo]; avg /= period; double dev = 0; for(int k=0; k=0; k++) dev += fabs(workCci[r-k][instanceNo]-avg); dev /= period; double tcci = (dev!=0) ? (price-avg)/(0.015*dev) : 0; return(tcci); } //------------------------------------------------------------------ // Custom functions //------------------------------------------------------------------ class CSmoother { private : double m_period; double m_alpha; double m_beta; int m_arraySize; struct CSmootherStruct { double l0; double l1; double l2; double l3; double l4; }; CSmootherStruct m_array[]; public : CSmoother() : m_arraySize(-1), m_alpha(1), m_beta(1) {} ~CSmoother() {} // // // bool init(double period) { m_period = (period>1) ? period : 1; m_beta = 0.45 * (m_period-1.0)/(0.45 * (m_period-1)+2.0); m_alpha = m_beta*m_beta*m_beta; return(true); } double OnCalculate(double value, int i, int bars) { if (m_arraySize0) { m_array[i].l0 = (1.0-m_alpha)*value + m_alpha*m_array[i-1].l0; m_array[i].l1 = (value-m_array[i].l0)*(1-m_beta) + m_beta*m_array[i-1].l1; m_array[i].l2 = m_array[i].l0 + m_array[i].l1; m_array[i].l3 = (m_array[i].l2 - m_array[i-1].l4)*(1.0-m_alpha)*(1.0-m_alpha) + m_alpha*m_alpha*m_array[i-1].l3; m_array[i].l4 = m_array[i-1].l4 + m_array[i].l3; } else { m_array[i].l0 = m_array[i].l1 = m_array[i].l4 = value; m_array[i].l2 = m_array[i].l3 = 0; } return(m_array[i].l4); } }; CSmoother iSmoother; //------------------------------------------------------------------- // //------------------------------------------------------------------- string sTfTable[] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; int iTfTable[] = {1,5,15,30,60,240,1440,10080,43200}; string timeFrameToString(int tf) { for (int i=ArraySize(iTfTable)-1; i>=0; i--) if (tf==iTfTable[i]) return(sTfTable[i]); return(""); } int timeFrameValue(int _tf) { int add = (_tf>=0) ? 0 : fabs(_tf); if (add != 0) _tf = _Period; int size = ArraySize(iTfTable); int i =0; for (;i