//+------------------------------------------------------------------+
//| Digital_CCI_Woodies.mq4 |
//| Ramdass programmed |
//| Digital filter from Kenny-Goodman |
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Red
//---- input parameters
extern int CCIPeriod=14;
extern int CCIPeriod2=6;
extern int CountBars=500;
//---- buffers
double CCIBuffer[];
double RelBuffer[];
double DevBuffer[];
double MovBuffer[];
double CCIBuffer2[];
double RelBuffer2[];
double DevBuffer2[];
double MovBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- 3 additional buffers are used for counting.
IndicatorBuffers(8);
SetIndexBuffer(2, RelBuffer);
SetIndexBuffer(3, DevBuffer);
SetIndexBuffer(4, MovBuffer);
SetIndexBuffer(5, RelBuffer2);
SetIndexBuffer(6, DevBuffer2);
SetIndexBuffer(7, MovBuffer2);
//---- indicator lines
SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,2,Blue);
SetIndexBuffer(0,CCIBuffer);
SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,2,Red);
SetIndexBuffer(1,CCIBuffer2);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Commodity Channel Index |
//+------------------------------------------------------------------+
int start()
{
SetIndexDrawBegin(0,Bars-CountBars+CCIPeriod);
SetIndexDrawBegin(1,Bars-CountBars+CCIPeriod2);
int i,k,x,s,counted_bars=IndicatorCounted();
double price,sum,mul;
if(CountBars<=CCIPeriod) return(0);
//---- initial zero
if(counted_bars<1)
{
for(i=1;i<=CCIPeriod;i++) CCIBuffer[CountBars-i]=0.0;
for(i=1;i<=CCIPeriod;i++) DevBuffer[CountBars-i]=0.0;
for(i=1;i<=CCIPeriod;i++) MovBuffer[CountBars-i]=0.0;
for(i=1;i<=CCIPeriod2;i++) CCIBuffer2[CountBars-i]=0.0;
for(i=1;i<=CCIPeriod2;i++) DevBuffer2[CountBars-i]=0.0;
for(i=1;i<=CCIPeriod2;i++) MovBuffer2[CountBars-i]=0.0;
}
//---- last counted bar will be recounted
int limit=CountBars;
if(counted_bars>0) limit++;
//---- moving average
sum=0;
int pos=CountBars;
//---- initial accumulation
if(pos<CCIPeriod) pos=CCIPeriod;
for(i=1;i<CCIPeriod;i++,pos--)
sum+=0.225654509516691*Close[pos+0]
+0.219241264585139*Close[pos+1]
+0.200688479689899*Close[pos+2]
+0.171992513765923*Close[pos+3]
+0.136270408129286*Close[pos+4]
+0.0971644469103302*Close[pos+5]
+0.0585064796603445*Close[pos+6]
+0.0237448140297671*Close[pos+7]
-0.00442869436477854*Close[pos+8]
-0.0243636783229045*Close[pos+9]
-0.0355617365834807*Close[pos+10]
-0.0386306817434228*Close[pos+11]
-0.0350564564449243*Close[pos+12]
-0.0268963490805002*Close[pos+13]
-0.0164157887033052*Close[pos+14]
-0.00573862260748731*Close[pos+15]
+0.00342620684434*Close[pos+16]
+0.00996574022237624*Close[pos+17]
+0.0134223280887248*Close[pos+18]
+0.0139394004237978*Close[pos+19]
+0.0121149938483286*Close[pos+20]
+0.00883315067608292*Close[pos+21]
+0.0050235681107559*Close[pos+22]
+0.00151954406404245*Close[pos+23]
-0.00108567173532015*Close[pos+24]
-0.0133301689797048*Close[pos+25];
//---- main calculation loop
while(pos>=0)
{
sum+=0.225654509516691*Close[pos+0]
+0.219241264585139*Close[pos+1]
+0.200688479689899*Close[pos+2]
+0.171992513765923*Close[pos+3]
+0.136270408129286*Close[pos+4]
+0.0971644469103302*Close[pos+5]
+0.0585064796603445*Close[pos+6]
+0.0237448140297671*Close[pos+7]
-0.00442869436477854*Close[pos+8]
-0.0243636783229045*Close[pos+9]
-0.0355617365834807*Close[pos+10]
-0.0386306817434228*Close[pos+11]
-0.0350564564449243*Close[pos+12]
-0.0268963490805002*Close[pos+13]
-0.0164157887033052*Close[pos+14]
-0.00573862260748731*Close[pos+15]
+0.00342620684434*Close[pos+16]
+0.00996574022237624*Close[pos+17]
+0.0134223280887248*Close[pos+18]
+0.0139394004237978*Close[pos+19]
+0.0121149938483286*Close[pos+20]
+0.00883315067608292*Close[pos+21]
+0.0050235681107559*Close[pos+22]
+0.00151954406404245*Close[pos+23]
-0.00108567173532015*Close[pos+24]
-0.0133301689797048*Close[pos+25];
MovBuffer[pos]=sum/CCIPeriod;
sum-=0.225654509516691*Close[pos+CCIPeriod-1+0]
+0.219241264585139*Close[pos+CCIPeriod-1+1]
+0.200688479689899*Close[pos+CCIPeriod-1+2]
+0.171992513765923*Close[pos+CCIPeriod-1+3]
+0.136270408129286*Close[pos+CCIPeriod-1+4]
+0.0971644469103302*Close[pos+CCIPeriod-1+5]
+0.0585064796603445*Close[pos+CCIPeriod-1+6]
+0.0237448140297671*Close[pos+CCIPeriod-1+7]
-0.00442869436477854*Close[pos+CCIPeriod-1+8]
-0.0243636783229045*Close[pos+CCIPeriod-1+9]
-0.0355617365834807*Close[pos+CCIPeriod-1+10]
-0.0386306817434228*Close[pos+CCIPeriod-1+11]
-0.0350564564449243*Close[pos+CCIPeriod-1+12]
-0.0268963490805002*Close[pos+CCIPeriod-1+13]
-0.0164157887033052*Close[pos+CCIPeriod-1+14]
-0.00573862260748731*Close[pos+CCIPeriod-1+15]
+0.00342620684434*Close[pos+CCIPeriod-1+16]
+0.00996574022237624*Close[pos+CCIPeriod-1+17]
+0.0134223280887248*Close[pos+CCIPeriod-1+18]
+0.0139394004237978*Close[pos+CCIPeriod-1+19]
+0.0121149938483286*Close[pos+CCIPeriod-1+20]
+0.00883315067608292*Close[pos+CCIPeriod-1+21]
+0.0050235681107559*Close[pos+CCIPeriod-1+22]
+0.00151954406404245*Close[pos+CCIPeriod-1+23]
-0.00108567173532015*Close[pos+CCIPeriod-1+24]
-0.0133301689797048*Close[pos+CCIPeriod-1+25];
pos--;
}
//---- moving average2
sum=0;
pos=CountBars;
//---- initial accumulation
if(pos<CCIPeriod2) pos=CCIPeriod2;
for(i=1;i<CCIPeriod2;i++,pos--)
sum+=0.225654509516691*Close[pos+0]
+0.219241264585139*Close[pos+1]
+0.200688479689899*Close[pos+2]
+0.171992513765923*Close[pos+3]
+0.136270408129286*Close[pos+4]
+0.0971644469103302*Close[pos+5]
+0.0585064796603445*Close[pos+6]
+0.0237448140297671*Close[pos+7]
-0.00442869436477854*Close[pos+8]
-0.0243636783229045*Close[pos+9]
-0.0355617365834807*Close[pos+10]
-0.0386306817434228*Close[pos+11]
-0.0350564564449243*Close[pos+12]
-0.0268963490805002*Close[pos+13]
-0.0164157887033052*Close[pos+14]
-0.00573862260748731*Close[pos+15]
+0.00342620684434*Close[pos+16]
+0.00996574022237624*Close[pos+17]
+0.0134223280887248*Close[pos+18]
+0.0139394004237978*Close[pos+19]
+0.0121149938483286*Close[pos+20]
+0.00883315067608292*Close[pos+21]
+0.0050235681107559*Close[pos+22]
+0.00151954406404245*Close[pos+23]
-0.00108567173532015*Close[pos+24]
-0.0133301689797048*Close[pos+25];
//---- main calculation loop
while(pos>=0)
{
sum+=0.225654509516691*Close[pos+0]
+0.219241264585139*Close[pos+1]
+0.200688479689899*Close[pos+2]
+0.171992513765923*Close[pos+3]
+0.136270408129286*Close[pos+4]
+0.0971644469103302*Close[pos+5]
+0.0585064796603445*Close[pos+6]
+0.0237448140297671*Close[pos+7]
-0.00442869436477854*Close[pos+8]
-0.0243636783229045*Close[pos+9]
-0.0355617365834807*Close[pos+10]
-0.0386306817434228*Close[pos+11]
-0.0350564564449243*Close[pos+12]
-0.0268963490805002*Close[pos+13]
-0.0164157887033052*Close[pos+14]
-0.00573862260748731*Close[pos+15]
+0.00342620684434*Close[pos+16]
+0.00996574022237624*Close[pos+17]
+0.0134223280887248*Close[pos+18]
+0.0139394004237978*Close[pos+19]
+0.0121149938483286*Close[pos+20]
+0.00883315067608292*Close[pos+21]
+0.0050235681107559*Close[pos+22]
+0.00151954406404245*Close[pos+23]
-0.00108567173532015*Close[pos+24]
-0.0133301689797048*Close[pos+25];
MovBuffer2[pos]=sum/CCIPeriod2;
sum-=0.225654509516691*Close[pos+CCIPeriod2-1+0]
+0.219241264585139*Close[pos+CCIPeriod2-1+1]
+0.200688479689899*Close[pos+CCIPeriod2-1+2]
+0.171992513765923*Close[pos+CCIPeriod2-1+3]
+0.136270408129286*Close[pos+CCIPeriod2-1+4]
+0.0971644469103302*Close[pos+CCIPeriod2-1+5]
+0.0585064796603445*Close[pos+CCIPeriod2-1+6]
+0.0237448140297671*Close[pos+CCIPeriod2-1+7]
-0.00442869436477854*Close[pos+CCIPeriod2-1+8]
-0.0243636783229045*Close[pos+CCIPeriod2-1+9]
-0.0355617365834807*Close[pos+CCIPeriod2-1+10]
-0.0386306817434228*Close[pos+CCIPeriod2-1+11]
-0.0350564564449243*Close[pos+CCIPeriod2-1+12]
-0.0268963490805002*Close[pos+CCIPeriod2-1+13]
-0.0164157887033052*Close[pos+CCIPeriod2-1+14]
-0.00573862260748731*Close[pos+CCIPeriod2-1+15]
+0.00342620684434*Close[pos+CCIPeriod2-1+16]
+0.00996574022237624*Close[pos+CCIPeriod2-1+17]
+0.0134223280887248*Close[pos+CCIPeriod2-1+18]
+0.0139394004237978*Close[pos+CCIPeriod2-1+19]
+0.0121149938483286*Close[pos+CCIPeriod2-1+20]
+0.00883315067608292*Close[pos+CCIPeriod2-1+21]
+0.0050235681107559*Close[pos+CCIPeriod2-1+22]
+0.00151954406404245*Close[pos+CCIPeriod2-1+23]
-0.00108567173532015*Close[pos+CCIPeriod2-1+24]
-0.0133301689797048*Close[pos+CCIPeriod2-1+25];
pos--;
}
//---- standard deviations
i=CountBars-CCIPeriod+1;
// if(counted_bars>CCIPeriod-1) i=Bars-counted_bars-1;
mul=0.015/CCIPeriod;
while(i>=0)
{
sum=0.0;
k=i+CCIPeriod-1;
while(k>=i)
{
price=0.225654509516691*Close[k+0]
+0.219241264585139*Close[k+1]
+0.200688479689899*Close[k+2]
+0.171992513765923*Close[k+3]
+0.136270408129286*Close[k+4]
+0.0971644469103302*Close[k+5]
+0.0585064796603445*Close[k+6]
+0.0237448140297671*Close[k+7]
-0.00442869436477854*Close[k+8]
-0.0243636783229045*Close[k+9]
-0.0355617365834807*Close[k+10]
-0.0386306817434228*Close[k+11]
-0.0350564564449243*Close[k+12]
-0.0268963490805002*Close[k+13]
-0.0164157887033052*Close[k+14]
-0.00573862260748731*Close[k+15]
+0.00342620684434*Close[k+16]
+0.00996574022237624*Close[k+17]
+0.0134223280887248*Close[k+18]
+0.0139394004237978*Close[k+19]
+0.0121149938483286*Close[k+20]
+0.00883315067608292*Close[k+21]
+0.0050235681107559*Close[k+22]
+0.00151954406404245*Close[k+23]
-0.00108567173532015*Close[k+24]
-0.0133301689797048*Close[k+25];
sum+=MathAbs(price-MovBuffer[i]);
k--;
}
DevBuffer[i]=sum*mul;
i--;
}
i=CountBars-CCIPeriod+1;
// if(counted_bars>CCIPeriod-1) i=Bars-counted_bars-1;
while(i>=0)
{
price=0.225654509516691*Close[i+0]
+0.219241264585139*Close[i+1]
+0.200688479689899*Close[i+2]
+0.171992513765923*Close[i+3]
+0.136270408129286*Close[i+4]
+0.0971644469103302*Close[i+5]
+0.0585064796603445*Close[i+6]
+0.0237448140297671*Close[i+7]
-0.00442869436477854*Close[i+8]
-0.0243636783229045*Close[i+9]
-0.0355617365834807*Close[i+10]
-0.0386306817434228*Close[i+11]
-0.0350564564449243*Close[i+12]
-0.0268963490805002*Close[i+13]
-0.0164157887033052*Close[i+14]
-0.00573862260748731*Close[i+15]
+0.00342620684434*Close[i+16]
+0.00996574022237624*Close[i+17]
+0.0134223280887248*Close[i+18]
+0.0139394004237978*Close[i+19]
+0.0121149938483286*Close[i+20]
+0.00883315067608292*Close[i+21]
+0.0050235681107559*Close[i+22]
+0.00151954406404245*Close[i+23]
-0.00108567173532015*Close[i+24]
-0.0133301689797048*Close[i+25];
RelBuffer[i]=price-MovBuffer[i];
i--;
}
//---- standard deviations2
i=CountBars-CCIPeriod2+1;
// if(counted_bars>CCIPeriod2-1) i=Bars-counted_bars-1;
mul=0.015/CCIPeriod2;
while(i>=0)
{
sum=0.0;
k=i+CCIPeriod2-1;
while(k>=i)
{
price=0.225654509516691*Close[k+0]
+0.219241264585139*Close[k+1]
+0.200688479689899*Close[k+2]
+0.171992513765923*Close[k+3]
+0.136270408129286*Close[k+4]
+0.0971644469103302*Close[k+5]
+0.0585064796603445*Close[k+6]
+0.0237448140297671*Close[k+7]
-0.00442869436477854*Close[k+8]
-0.0243636783229045*Close[k+9]
-0.0355617365834807*Close[k+10]
-0.0386306817434228*Close[k+11]
-0.0350564564449243*Close[k+12]
-0.0268963490805002*Close[k+13]
-0.0164157887033052*Close[k+14]
-0.00573862260748731*Close[k+15]
+0.00342620684434*Close[k+16]
+0.00996574022237624*Close[k+17]
+0.0134223280887248*Close[k+18]
+0.0139394004237978*Close[k+19]
+0.0121149938483286*Close[k+20]
+0.00883315067608292*Close[k+21]
+0.0050235681107559*Close[k+22]
+0.00151954406404245*Close[k+23]
-0.00108567173532015*Close[k+24]
-0.0133301689797048*Close[k+25];
sum+=MathAbs(price-MovBuffer2[i]);
k--;
}
DevBuffer2[i]=sum*mul;
i--;
}
i=CountBars-CCIPeriod2+1;
// if(counted_bars>CCIPeriod2-1) i=Bars-counted_bars-1;
while(i>=0)
{
price=0.225654509516691*Close[i+0]
+0.219241264585139*Close[i+1]
+0.200688479689899*Close[i+2]
+0.171992513765923*Close[i+3]
+0.136270408129286*Close[i+4]
+0.0971644469103302*Close[i+5]
+0.0585064796603445*Close[i+6]
+0.0237448140297671*Close[i+7]
-0.00442869436477854*Close[i+8]
-0.0243636783229045*Close[i+9]
-0.0355617365834807*Close[i+10]
-0.0386306817434228*Close[i+11]
-0.0350564564449243*Close[i+12]
-0.0268963490805002*Close[i+13]
-0.0164157887033052*Close[i+14]
-0.00573862260748731*Close[i+15]
+0.00342620684434*Close[i+16]
+0.00996574022237624*Close[i+17]
+0.0134223280887248*Close[i+18]
+0.0139394004237978*Close[i+19]
+0.0121149938483286*Close[i+20]
+0.00883315067608292*Close[i+21]
+0.0050235681107559*Close[i+22]
+0.00151954406404245*Close[i+23]
-0.00108567173532015*Close[i+24]
-0.0133301689797048*Close[i+25];
RelBuffer2[i]=price-MovBuffer2[i];
i--;
}
//---- cci counting
i=CountBars-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--;
}
//---- cci counting2
i=CountBars-CCIPeriod2+1;
// if(counted_bars>CCIPeriod2-1) i=CountBars-counted_bars-1;
while(i>=0)
{
if(DevBuffer2[i]==0.0) CCIBuffer2[i]=0.0;
else CCIBuffer2[i]=RelBuffer2[i]/DevBuffer2[i];
i--;
}
//----
return(0);
}
//+------------------------------------------------------------------+