Cci (alternative)

ÿþ//+------------------------------------------------------------------

#property copyright   "mladen"

#property link        "mladenfx@gmail.com"

#property link        "https://www.mql5.com"

#property description "CCI (alternative)"

//+------------------------------------------------------------------

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   1

#property indicator_label1  "CCI alternative"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrDarkGray,clrSkyBlue,clrDodgerBlue

#property indicator_width1  2

//--- input parameters

input int inpPeriod=14; // CCI period

//--- buffers and global variables declarations

double val[],valc[],prices[];

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

//--- indicator buffers mapping

   SetIndexBuffer(0,val,INDICATOR_DATA);

   SetIndexBuffer(1,valc,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,prices,INDICATOR_CALCULATIONS);

//---

   IndicatorSetString(INDICATOR_SHORTNAME,"CCI (alternative)("+(string)inpPeriod+")");

   return (INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Custom indicator de-initialization function                      |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

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[])

  {

   if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);



   int i=(int)MathMax(prev_calculated-1,1); for(; i<rates_total && !_StopFlag; i++)

     {

      int _start=MathMax(i-inpPeriod+1,0);

      prices[i]=(high[ArrayMaximum(high,_start,inpPeriod)]+low[ArrayMinimum(low,_start,inpPeriod)]+close[i])/3;

      double avg = 0; for(int k=0; k<inpPeriod && (i-k)>=0; k++) avg +=         prices[i-k];      avg /= inpPeriod;

      double dev = 0; for(int k=0; k<inpPeriod && (i-k)>=0; k++) dev += MathAbs(prices[i-k]-avg); dev /= inpPeriod;



      val[i] = (dev!=0) ? (prices[i]-avg)/(0.015*dev) : 0;

      valc[i]=(i>0) ?(val[i]>val[i-1]) ? 1 :(val[i]<val[i-1]) ? 2 : valc[i-1]: 0;

     }

   return (i);

  }

//+------------------------------------------------------------------+