//+------------------------------------------------------------------+ //| CC.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property version "1.00" #property description "John Ehlers' Cyclic Component oscillator" #property indicator_separate_window #property indicator_buffers 3 #property indicator_plots 1 //--- plot CC #property indicator_label1 "CComponent" #property indicator_type1 DRAW_LINE #property indicator_color1 clrFireBrick #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriod = 20; // Period input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price //--- indicator buffers double BufferCC[]; double BufferHP[]; double BufferMA[]; //--- global variables double alpha; int period; int handle_ma; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period=int(InpPeriod<3 ? 3 : InpPeriod); alpha=(1.0-sin(2.0*M_PI/period))/cos(2.0*M_PI/period); //--- indicator buffers mapping SetIndexBuffer(0,BufferCC,INDICATOR_DATA); SetIndexBuffer(1,BufferMA,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferHP,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"CCO("+(string)period+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferCC,true); ArraySetAsSeries(BufferHP,true); ArraySetAsSeries(BufferMA,true); //--- create MA's handle ResetLastError(); handle_ma=iMA(NULL,PERIOD_CURRENT,1,0,MODE_SMA,InpAppliedPrice); if(handle_ma==INVALID_HANDLE) { Print("The Fast iMA(1) object was not created: Error ",GetLastError()); return INIT_FAILED; } //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ 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[]) { //--- Проверка на минимальное колиество баров для расчёта if(rates_total<4) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-4; ArrayInitialize(BufferCC,EMPTY_VALUE); ArrayInitialize(BufferHP,0); ArrayInitialize(BufferMA,0); } //--- Подготовка данных int copied=0,count=(limit==0 ? 1 : rates_total); copied=CopyBuffer(handle_ma,0,0,count,BufferMA); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { BufferHP[i]=0.5*(1.0+alpha)*(BufferMA[i]-BufferMA[i+1])+alpha*BufferHP[i+1]; BufferCC[i]=(BufferHP[i]+2.*BufferHP[i+1]+2.*BufferHP[i+2]+BufferHP[i+3])/6.; } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+