//+------------------------------------------------------------------+
//| CCM2.mq4
//| Ramdass - Conversion only
//+------------------------------------------------------------------+
#property copyright "Author := Keny"
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 SteelBlue
#property indicator_color2 Green
#property indicator_color3 Red
//---- input parameters
extern int n=10;
extern int len=9;
extern double StdUp=0.5;
extern double StdDown=-0.5;
extern int CountBars=200;
//---- buffers
double SigL[];
double Up[];
double Dw[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- indicator line
IndicatorBuffers(3);
SetIndexBuffer(0,SigL);
SetIndexBuffer(1,Up);
SetIndexBuffer(2,Dw);
SetIndexStyle(0,DRAW_LINE,0,1);
SetIndexStyle(1,DRAW_HISTOGRAM,0,2);
SetIndexStyle(2,DRAW_HISTOGRAM,0,2);
//----
return(0);
}
//+------------------------------------------------------------------+
//| CCM + Digi |
//+------------------------------------------------------------------+
int start()
{
if (CountBars>=Bars) CountBars=Bars;
SetIndexDrawBegin(0,Bars-CountBars+39);
SetIndexDrawBegin(1,Bars-CountBars+39);
SetIndexDrawBegin(2,Bars-CountBars+39);
int shift,i,i2,cnt,len1,k;
int counted_bars=IndicatorCounted();
double value1,value3,M1,M2,M3,Hi1,Lo1,price,code;
double b1,b2,u1,u2,l1,l2,V0,V1,V2,V3;
double xOC,xHMOC,xMOCL,EMA0,EMAcode,cci;
double code1[61],OC[61],HMOC[61],MOCL[61],MAxOC[61],MAxHMOC[61],MAxMOCL[61];
//----
if(Bars<=60) return(0);
len1=len;
if (len1>60) len1=60;
//---- initial zero
if(counted_bars<60)
{
for(i=1;i<=0;i++) SigL[CountBars-i]=0.0;
for(i=1;i<=0;i++) Up[CountBars-i]=0.0;
for(i=1;i<=0;i++) Dw[CountBars-i]=0.0;
}
//----
shift=CountBars-1;
while(shift>=0)
{
for (i=len1-1; i>=1; i--)
{ //������������ ������� - ��� �����������
OC[i]=OC[i-1];
HMOC[i]=HMOC[i-1];
MOCL[i]=MOCL[i-1];
MAxOC[i]=MAxOC[i-1];
MAxHMOC[i]=MAxHMOC[i-1];
MAxMOCL[i]=MAxMOCL[i-1];
}
for (i=38; i>=1; i--)
{
code1[i]=code1[i-1];
}
EMA0=EMAcode;
OC[0]=MathAbs(Open[shift]-Close[shift]);
HMOC[0]=High[0]-MathMax(Open[shift],Close[shift]);
MOCL[0]=MathMin(Open[shift],Close[shift])-Low[shift];
MAxOC[0]=(MAxOC[1]-OC[len1-1])+OC[0];
MAxHMOC[0]=MAxHMOC[1]-HMOC[len-1]+HMOC[0];
MAxMOCL[0]=MAxMOCL[1]-MOCL[len1-1]+MOCL[0];
xOC=MAxOC[0]/len1;
xHMOC=MAxHMOC[0]/len1;
xMOCL=MAxMOCL[0]/len1;
V1=0;
V2=0;
V3=0;
for (i=0; i<=len1-1; i++)
{
V0=OC[i]-xOC;
V0=V0*V0;
V1=V1+V0;
V0=HMOC[i]-xHMOC;
V0=V0*V0;
V2=V2+V0;
V0=MOCL[i]-xMOCL;
V0=V0*V0;
V3=V3+V0;
}
V1=V1/len1;
V1=MathSqrt(V1);
V2=V2/len1;
V2=MathSqrt(V2);
V3=V3/len1;
V3=MathSqrt(V3);
b1=xOC+StdDown*V1; //b1,b2-BB ��� ���
b2=xOC+StdUp*V1;
u1=xHMOC+StdDown*V2;//u1,u2-BB ��� ������� ����
u2=xHMOC+StdUp*V2;
l1=xMOCL+StdDown*V3;//l1,l2-BB ��� ������ ����
l2=xMOCL+StdUp*V3;
code1[0]=0.0;
for (i=0; i<=n-1; i++) //�������� �����
{
Hi1=High[shift]; Lo1=Low[shift];
for (k=shift; k<=shift+n-1; k++)
{
price=High[k];
if(Hi1<=price) Hi1=price;
price=Low[k];
if(Lo1>price) Lo1=price;
}
code=0;
if (Open[shift+i]<Close[shift]) code=64;
if (Close[shift]==Open[shift+i])
{
if ( Hi1-MathMax(Close[shift],Open[shift+i])>=MathMin(Close[shift],Open[shift+i])-Lo1 ) code=64;
}
if (code>=64)
{
//if (Open[shift+i]==Close[shift]) code=code;
if ( (MathAbs(Open[shift+i]-Close[shift+i])<b1) && (MathAbs(Open[shift+i]-Close[shift])>0) ) code=code+16;
if ( (MathAbs(Open[shift+i]-Close[shift])>=b1) && ((MathAbs(Open[shift+i]-Close[shift])<b2)) ) code=code+32;
if (MathAbs(Open[shift+i]-Close[shift])>=b2) code=code+48;
}
if (code<64)
{
if (Open[shift+i]==Close[shift]) code=code+48;
if ( (MathAbs(Open[shift+i]-Close[shift])<b1) && (MathAbs(Open[shift+i]-Close[shift])>0) ) code=code+32;
if ( (MathAbs(Open[shift+i]-Close[shift])>=b1) && ((MathAbs(Open[shift+i]-Close[shift+i])<b2)) ) code=code+16;
//if (MathAbs(Open[shift+i]-Close[shift])>=b2) code=code;
}
if ( ((Hi1-MathMax(Open[shift+i],Close[shift]))<u1) && ((Hi1-MathMax(Open[shift+i],Close[shift]))>0) ) code=code+4;
if ( ((Hi1-MathMax(Open[shift+i],Close[shift]))>=u1) && ((Hi1-MathMax(Open[shift+i],Close[shift]))<u2) ) code=code+8;
if ( ((Hi1-MathMax(Open[shift+i],Close[shift]))>=u2) ) code=code+12;
M3 = MathMin(Open[shift+i],Close[shift])-Lo1;
if (M3==0) code=code+3;
if (M3<l1 && M3>0) code=code+2;
if (M3>=l1 && M3<l2) code=code+2;
code1[0]=code1[0]+code-63;
}
code1[0]=code1[0]/n;
code1[0]=code1[1]+2*(code1[0]-code1[1])/(n+1);
cnt=cnt+1;
if (cnt>38) //���������� � ������� FATL �� Finvare
{
SigL[shift] =
0.4360409450*code1[0]
+0.3658689069*code1[1]
+0.2460452079*code1[2]
+0.1104506886*code1[3]
-0.0054034585*code1[4]
-0.0760367731*code1[5]
-0.0933058722*code1[6]
-0.0670110374*code1[7]
-0.0190795053*code1[8]
+0.0259609206*code1[9]
+0.0502044896*code1[10]
+0.0477818607*code1[11]
+0.0249252327*code1[12]
-0.0047706151*code1[13]
-0.0272432537*code1[14]
-0.0338917071*code1[15]
-0.0244141482*code1[16]
-0.0055774838*code1[17]
+0.0128149838*code1[18]
+0.0226522218*code1[19]
+0.0208778257*code1[20]
+0.0100299086*code1[21]
-0.0036771622*code1[22]
-0.0136744850*code1[23]
-0.0160483392*code1[24]
-0.0108597376*code1[25]
-0.0016060704*code1[26]
+0.0069480557*code1[27]
+0.0110573605*code1[28]
+0.0095711419*code1[29]
+0.0040444064*code1[30]
-0.0023824623*code1[31]
-0.0067093714*code1[32]
-0.0072003400*code1[33]
-0.0047717710*code1[34]
+0.0005541115*code1[35]
+0.0007860160*code1[36]
+0.0130129076*code1[37]
+0.0040364019*code1[38];
}
Up[shift]=0.0; Dw[shift]=0.0;
if (code1[0]>=code1[1]) {Up[shift]=code1[0];} else {Dw[shift]=code1[0];}
shift--;
}
return(0);
}
//+------------------------------------------------------------------+