JMA_CCI_v2

//+------------------------------------------------------------------+
//|                                                      JMA_CCI.mq4 |
//|                      Copyright © 2004, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, scorpion."
#property link      "http://www.fxfisherman.com/"
//----
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 clrLightSeaGreen
//---- input parameters
extern int CCIPeriod=14;
extern int JMAPhrase=0;
//---- buffers
double CCIBuffer[];
double RelBuffer[];
double DevBuffer[];
double MovBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string short_name;
//---- 3 additional buffers are used for counting.
   IndicatorBuffers(4);
   SetIndexBuffer(1,RelBuffer);
   SetIndexBuffer(2,DevBuffer);
   SetIndexBuffer(3,MovBuffer);
//---- indicator lines
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,CCIBuffer);
//---- name for DataWindow and indicator subwindow label
   short_name="JMA CCI("+CCIPeriod+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0,short_name);
//----
   SetIndexDrawBegin(0,CCIPeriod);
//----
   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++) 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]=iCustom(NULL,0,"JMA",CCIPeriod,0,i);
//MovBuffer[i]=iMA(NULL,0,CCIPeriod,0,MODE_SMA,PRICE_TYPICAL,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-2;
      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;
      else CCIBuffer[i]=RelBuffer[i]/DevBuffer[i];
      i--;
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+