CCISqueeze

//+------------------------------------------------------------------+
//|                                                   CCISqueeze.mq4 |
//|                                                                  |
//|                                           Original BBSqueeze.mq4 |
//|                Copyright © 2005, Nick Bilak, beluck[AT]gmail.com |
//|                                    http://metatrader.50webs.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, ch33z3"
#property link      "http://4xjournal.blogspot.com/"

#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 DeepSkyBlue
#property indicator_color2 Blue
#property indicator_color3 Red
#property indicator_color4 Green
//---- input parameters
extern int CCIPeriod=14;
extern int ApplyTo=5;
extern int BBPeriod=20;
extern double BBDeviation=2.0;
extern int KCPeriod=02;
extern double KCFactor=1.5;
extern bool AlertBox=false;
extern bool AudioAlert=false;
//---- buffers
double CCIBuffer[];
double CCIBuffer2[];
double RelBuffer[];
double DevBuffer[];
double MovBuffer[];
double upK[];
double loK[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string short_name;
//---- 3 additional buffers are used for counting.
   IndicatorBuffers(7);
   SetIndexBuffer(4, RelBuffer);
   SetIndexBuffer(5, DevBuffer);
   SetIndexBuffer(6, MovBuffer);
//---- indicator lines
   SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexBuffer(0,CCIBuffer);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,CCIBuffer2);
//---- name for DataWindow and indicator subwindow label
   short_name="CCI("+CCIPeriod+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0,short_name);
//----
   SetIndexDrawBegin(0,CCIPeriod);
   SetIndexDrawBegin(1,CCIPeriod);
//----
   SetIndexStyle(2,DRAW_ARROW,0,2);
   SetIndexBuffer(2,upK);
   SetIndexEmptyValue(2,EMPTY_VALUE);
   SetIndexArrow(2,159);
   
   SetIndexStyle(3,DRAW_ARROW,0,2);
   SetIndexBuffer(3,loK);
   SetIndexEmptyValue(3,EMPTY_VALUE);
   SetIndexArrow(3,159);
   
   return(0);
  }
//+------------------------------------------------------------------+
//| Commodity Channel Index                                          |
//+------------------------------------------------------------------+
int start()
  {
   int    i,k,counted_bars=IndicatorCounted();
   double price,sum,mul;
   if(Bars<=CCIPeriod) return(0);
//---- initial zero
   if(counted_bars<1)
     {
      for(i=1;i<=CCIPeriod;i++) CCIBuffer[Bars-i]=0.0;
      for(i=1;i<=CCIPeriod;i++) CCIBuffer2[Bars-i]=0.0;
      for(i=1;i<=CCIPeriod;i++) DevBuffer[Bars-i]=0.0;
      for(i=1;i<=CCIPeriod;i++) MovBuffer[Bars-i]=0.0;
     }
//---- last counted bar will be recounted
   int limit=Bars-counted_bars;
   if(counted_bars>0) limit++;
//---- moving average
   for(i=0; i<limit; i++)
      MovBuffer[i]=iMA(NULL,0,CCIPeriod,0,MODE_SMA,ApplyTo,i);
//---- standard deviations
   i=Bars-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=(High[k]+Low[k]+Close[k])/3;
         sum+=MathAbs(price-MovBuffer[i]);
         k--;
       }
      DevBuffer[i]=sum*mul;
      i--;
     }
   i=Bars-CCIPeriod+1;
   if(counted_bars>CCIPeriod-1) i=Bars-counted_bars-1;
   while(i>=0)
     {
      price=(High[i]+Low[i]+Close[i])/3;
      RelBuffer[i]=price-MovBuffer[i];
      i--;
     }
//---- cci counting
   i=Bars-CCIPeriod+1;
   if(counted_bars>CCIPeriod-1) i=Bars-counted_bars-1;
   while(i>=0)
     {
      if(DevBuffer[i]==0.0) {
      CCIBuffer[i]=0.0;
      CCIBuffer2[i]=0.0; }
      else {
      CCIBuffer[i]=RelBuffer[i]/DevBuffer[i];
      CCIBuffer2[i]=RelBuffer[i]/DevBuffer[i]; }
      i--;
     }
//---- squeeze
   double diff, std, bbs;
   for(i=0; i<=limit; i++) {
   diff = iATR(NULL,0,KCPeriod,i)*KCFactor;
   std = iStdDev(NULL,0,BBPeriod,MODE_SMA,0,PRICE_CLOSE,i);
	bbs = BBDeviation * std / diff;
		
   if(bbs<1) {
      upK[i]=0;
      loK[i]=EMPTY_VALUE; }
            
   else {
      loK[i]=0;
      upK[i]=EMPTY_VALUE;
      
      if (AlertBox == true && i == 0) Alert("Alert for ", Symbol(), " on ", Period(), " chart!");
      if (AudioAlert == true && i == 0) PlaySound("alert.wav"); } }
   return(0);
  }
//+------------------------------------------------------------------+