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Digital_CCI_Woodies2.mq4

Time: 2014-11-08 | Download file:Digital_CCI_Woodies2.mq4

//+------------------------------------------------------------------+
//|                                         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=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=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);
  }
//+------------------------------------------------------------------+

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