//+------------------------------------------------------------------+ //| CCI.mq4 | //| Copyright 2004, MetaQuotes Software Corp. | //| http://www.metaquotes.net/ | //+------------------------------------------------------------------+ #property copyright "Copyright 2004, MetaQuotes Software Corp." #property link "http://www.metaquotes.net/" #property indicator_separate_window #property indicator_buffers 1 #property indicator_color1 LightSeaGreen //---- input parameters extern int CCIPeriod=14; //---- buffers double CCIBuffer[]; double RelBuffer[]; double DevBuffer[]; double MovBuffer[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int init() { string short_name; //---- 3 additional buffers are used for counting. IndicatorBuffers(4); SetIndexBuffer(1, RelBuffer); SetIndexBuffer(2, DevBuffer); SetIndexBuffer(3, MovBuffer); //---- indicator lines SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(0,CCIBuffer); //---- name for DataWindow and indicator subwindow label short_name="CCI("+CCIPeriod+")"; IndicatorShortName(short_name); SetIndexLabel(0,short_name); //---- SetIndexDrawBegin(0,CCIPeriod); //---- return(0); } //+------------------------------------------------------------------+ //| Commodity Channel Index | //+------------------------------------------------------------------+ int start() { int i,k,counted_bars=IndicatorCounted(); double price,sum,mul; if(Bars<=CCIPeriod) return(0); //---- initial zero if(counted_bars<1) { for(i=1;i<=CCIPeriod;i++) CCIBuffer[Bars-i]=0.0; for(i=1;i<=CCIPeriod;i++) DevBuffer[Bars-i]=0.0; for(i=1;i<=CCIPeriod;i++) MovBuffer[Bars-i]=0.0; } //---- last counted bar will be recounted int limit=Bars-counted_bars; if(counted_bars>0) limit++; //---- moving average for(i=0; iCCIPeriod-1) i=Bars-counted_bars-1; mul=0.015/CCIPeriod; while(i>=0) { sum=0.0; k=i+CCIPeriod-1; while(k>=i) { price=(High[k]+Low[k]+Close[k])/3; sum+=MathAbs(price-MovBuffer[i]); k--; } DevBuffer[i]=sum*mul; i--; } i=Bars-CCIPeriod+1; if(counted_bars>CCIPeriod-1) i=Bars-counted_bars-1; while(i>=0) { price=(High[i]+Low[i]+Close[i])/3; RelBuffer[i]=price-MovBuffer[i]; i--; } //---- cci counting i=Bars-CCIPeriod+1; if(counted_bars>CCIPeriod-1) i=Bars-counted_bars-1; while(i>=0) { if(DevBuffer[i]==0.0) CCIBuffer[i]=0.0; else CCIBuffer[i]=RelBuffer[i]/DevBuffer[i]; i--; } //---- return(0); } //+------------------------------------------------------------------+