MT4智能交易编程示例 CCI指标

MT4智能交易

MT4智能交易编程示例 CCI指标

1. 
   
2. #property copyright   "路路发智能交易研发中心"
   
3. #property link        "http://www.ea668.com"
   
4. #property description "Commodity Channel Index"
   
5. #property strict
   
6. 
   
7. #include <MovingAverages.mqh>
   
8. 
   
9. #property indicator_separate_window
   
10. #property indicator_buffers    1
    
11. #property indicator_color1     LightSeaGreen
    
12. #property indicator_level1    -100.0
    
13. #property indicator_level2     100.0
    
14. #property indicator_levelcolor clrSilver
    
15. #property indicator_levelstyle STYLE_DOT
    
16. //--- input parameter
    
17. input int InpCCIPeriod=14; // CCI Period
    
18. //--- buffers
    
19. double ExtCCIBuffer[];
    
20. double ExtPriceBuffer[];
    
21. double ExtMovBuffer[];
    
22. //+------------------------------------------------------------------+
    
23. //| Custom indicator initialization function                         |
    
24. //+------------------------------------------------------------------+
    
25. int OnInit(void)
    
26.   {
    
27.    string short_name;
    
28. //--- 2 additional buffers are used for counting.
    
29.    IndicatorBuffers(3);
    
30.    SetIndexBuffer(1,ExtPriceBuffer);
    
31.    SetIndexBuffer(2,ExtMovBuffer);
    
32. //--- indicator line
    
33.    SetIndexStyle(0,DRAW_LINE);
    
34.    SetIndexBuffer(0,ExtCCIBuffer);
    
35. //--- check for input parameter
    
36.    if(InpCCIPeriod<=1)
    
37.      {
    
38.       Print("Wrong input parameter CCI Period=",InpCCIPeriod);
    
39.       return(INIT_FAILED);
    
40.      }
    
41. //---
    
42.    SetIndexDrawBegin(0,InpCCIPeriod);
    
43. //--- name for DataWindow and indicator subwindow label
    
44.    short_name="CCI("+IntegerToString(InpCCIPeriod)+")";
    
45.    IndicatorShortName(short_name);
    
46.    SetIndexLabel(0,short_name);
    
47. //--- initialization done
    
48.    return(INIT_SUCCEEDED);
    
49.   }
    
50. //+------------------------------------------------------------------+
    
51. //| Commodity Channel Index                                          |
    
52. //+------------------------------------------------------------------+
    
53. int OnCalculate(const int rates_total,
    
54.                 const int prev_calculated,
    
55.                 const datetime &time[],
    
56.                 const double &open[],
    
57.                 const double &high[],
    
58.                 const double &low[],
    
59.                 const double &close[],
    
60.                 const long &tick_volume[],
    
61.                 const long &volume[],
    
62.                 const int &spread[])
    
63.   {
    
64.    int    i,k,pos;
    
65.    double dSum,dMul;
    
66. //---
    
67.    if(rates_total<=InpCCIPeriod || InpCCIPeriod<=1)
    
68.       return(0);
    
69. //--- counting from 0 to rates_total
    
70.    ArraySetAsSeries(ExtCCIBuffer,false);
    
71.    ArraySetAsSeries(ExtPriceBuffer,false);
    
72.    ArraySetAsSeries(ExtMovBuffer,false);
    
73.    ArraySetAsSeries(high,false);
    
74.    ArraySetAsSeries(low,false);
    
75.    ArraySetAsSeries(close,false);
    
76. //--- initial zero
    
77.    if(prev_calculated<1)
    
78.      {
    
79.       for(i=0; i<InpCCIPeriod; i++)
    
80.         {
    
81.          ExtCCIBuffer[i]=0.0;
    
82.          ExtPriceBuffer[i]=(high[i]+low[i]+close[i])/3;
    
83.          ExtMovBuffer[i]=0.0;
    
84.         }
    
85.      }
    
86. //--- calculate position
    
87.    pos=prev_calculated-1;
    
88.    if(pos<InpCCIPeriod)
    
89.       pos=InpCCIPeriod;
    
90. //--- typical price and its moving average
    
91.    for(i=pos; i<rates_total; i++)
    
92.      {
    
93.       ExtPriceBuffer[i]=(high[i]+low[i]+close[i])/3;
    
94.       ExtMovBuffer[i]=SimpleMA(i,InpCCIPeriod,ExtPriceBuffer);
    
95.      }
    
96. //--- standard deviations and cci counting
    
97.    dMul=0.015/InpCCIPeriod;
    
98.    pos=InpCCIPeriod-1;
    
99.    if(pos<prev_calculated-1)
    
100.       pos=prev_calculated-2;
     
101.    i=pos;
     
102.    while(i<rates_total)
     
103.      {
     
104.       dSum=0.0;
     
105.       k=i+1-InpCCIPeriod;
     
106.       while(k<=i)
     
107.         {
     
108.          dSum+=MathAbs(ExtPriceBuffer[k]-ExtMovBuffer[i]);
     
109.          k++;
     
110.         }
     
111.       dSum*=dMul;
     
112.       if(dSum==0.0)
     
113.          ExtCCIBuffer[i]=0.0;
     
114.       else
     
115.          ExtCCIBuffer[i]=(ExtPriceBuffer[i]-ExtMovBuffer[i])/dSum;
     
116.       i++;
     
117.      }
     
118. //---
     
119.    return(rates_total);
     
120.   }
     
121. //+------------------------------------------------------------------+
     

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