//===================================================================== // CCI T3 indicator. //===================================================================== #property copyright "Alextp., 2012 ã." #property link "atopunov@mail.ru" #property version "1.1" #property description "CCI T3 Indicator" //--------------------------------------------------------------------- #property indicator_separate_window #property indicator_buffers 5 #property indicator_plots 2 //--------------------------------------------------------------------- #property indicator_label1 "CCI T3" #property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_color1 clrNONE, clrLime, clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 2 //--------------------------------------------------------------------- #property indicator_label2 "MA" #property indicator_type2 DRAW_COLOR_LINE #property indicator_color2 clrNONE, clrBlack #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //===================================================================== // External parameters: //===================================================================== input int CCI_Period = 14; input ENUM_APPLIED_PRICE CCI_Price_Type = PRICE_TYPICAL; input int T3_Period = 5; input double Koeff_B = 0.618; //--------------------------------------------------------------------- //--------------------------------------------------------------------- double CCIBuff[ ]; double MCCIBuff[ ]; double MCCIColorBuff[ ]; double MABuff[ ]; double MAColorBuff[ ]; //--------------------------------------------------------------------- //--------------------------------------------------------------------- int cci_handler; //--------------------------------------------------------------------- int cci_bars_calculated = 0; // number of values in the CCI indicator //--------------------------------------------------------------------- double e1 = 0.0; double e2 = 0.0; double e3 = 0.0; double e4 = 0.0; double e5 = 0.0; double e6 = 0.0; double b2, b3; double c1, c2, c3, c4; double w1, w2; int n; //--------------------------------------------------------------------- //--------------------------------------------------------------------- // Handle of the initialization event: //--------------------------------------------------------------------- int OnInit( ) { Comment( "" ); SetIndexBuffer( 0, MCCIBuff, INDICATOR_DATA ); SetIndexBuffer( 1, MCCIColorBuff, INDICATOR_COLOR_INDEX ); SetIndexBuffer( 2, MABuff, INDICATOR_DATA ); SetIndexBuffer( 3, MAColorBuff, INDICATOR_COLOR_INDEX ); SetIndexBuffer( 4, CCIBuff, INDICATOR_CALCULATIONS ); PlotIndexSetDouble( 0, PLOT_EMPTY_VALUE, 0.0 ); PlotIndexSetDouble( 2, PLOT_EMPTY_VALUE, 0.0 ); IndicatorSetInteger( INDICATOR_DIGITS, Digits( )); IndicatorSetString( INDICATOR_SHORTNAME, "CCI T3( CCI_Period = " + string( CCI_Period ) + ", T3_Period = " + string( T3_Period ) + " )" ); cci_handler = iCCI( Symbol( ), Period( ), CCI_Period, CCI_Price_Type ); if( cci_handler == INVALID_HANDLE ) { Print( "Failed to create the CCI indicator" ); return( -1 ); } b2 = Koeff_B * Koeff_B; b3 = b2 * Koeff_B; c1 = -b3; c2 = ( 3.0 * ( b2 + b3 )); c3 = -3.0 * ( 2.0 * b2 + Koeff_B + b3 ); c4 = ( 1.0 + 3.0 * Koeff_B + b3 + 3.0 * b2 ); n = T3_Period; if( n < 1 ) { n = 1; } else { n = ( n + 1 ) / 2; } w1 = 2.0 / ( n + 1.0 ); w2 = 1.0 - w1; ChartRedraw( ); return( 0 ); } //--------------------------------------------------------------------- // Indicator calculation event handler: //--------------------------------------------------------------------- int start; int values_to_copy; //--------------------------------------------------------------------- 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[ ] ) { static datetime last_bar_datetime_chart = 0; static bool error = true; if( prev_calculated == 0) { error = true; } if( error ) { start = 0; error = false; } else { start = prev_calculated - 1; } if( CopyBuffer( cci_handler, 0, 0, rates_total - start, CCIBuff ) == -1 ) { error = true; return( rates_total ); } if( prev_calculated == 0 || CheakNewBar( Symbol( ), Period( ), last_bar_datetime_chart ) == 1 ) { for( int i = start; i < rates_total - 1; i++ ) { e1 = w1 * CCIBuff[ i ] + w2 * e1; e2 = w1 * e1 + w2 * e2; e3 = w1 * e2 + w2 * e3; e4 = w1 * e3 + w2 * e4; e5 = w1 * e4 + w2 * e5; e6 = w1 * e5 + w2 * e6; MCCIBuff[ i ] = c1 * e6 + c2 * e5 + c3 * e4 + c4 * e3; MABuff[ i ] = MCCIBuff[ i ]; MAColorBuff[ i ] = 1; if( MCCIBuff[ i ] > 0.0 ) { MCCIColorBuff[ i ] = 1; } else if( MCCIBuff[ i ] < 0.0 ) { MCCIColorBuff[ i ] = 2; } else { MCCIColorBuff[ i ] = 0; } } MCCIBuff[ rates_total - 1 ] = 0.0; MCCIColorBuff[ rates_total - 1 ] = 0; MABuff[ rates_total - 1 ] = MCCIBuff[ rates_total - 1 ]; MAColorBuff[ rates_total - 1 ] = 0; } return( rates_total ); } //--------------------------------------------------------------------- // Indicator deinitialization event handler: //--------------------------------------------------------------------- void OnDeinit( const int _reason ) { if( cci_handler != INVALID_HANDLE ) { IndicatorRelease( cci_handler ); } ChartRedraw( ); } //--------------------------------------------------------------------- // Returns a sign of appearance of a new bar: //--------------------------------------------------------------------- int CheakNewBar( string _symbol, ENUM_TIMEFRAMES _period, datetime& _last_dt ) { datetime curr_time = ( datetime )SeriesInfoInteger( _symbol, _period, SERIES_LASTBAR_DATE ); if( curr_time > _last_dt ) { _last_dt = curr_time; return( 1 ); } return( 0 ); } //---------------------------------------------------------------------