Rubicons_CCI_Cross

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

//|                                           Rubicons_CCI_Cross.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

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

#property version   "1.00"

#property description "Rubicons CCI Cross signal oscillator"

#property indicator_separate_window

#property indicator_buffers 4

#property indicator_plots   4

//--- plot CCI

#property indicator_label1  "CCI"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrDodgerBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot EMA

#property indicator_label2  "EMA"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrDarkOrange

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot SigUP

#property indicator_label3  "Up Signal"

#property indicator_type3   DRAW_ARROW

#property indicator_color3  clrGreen

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- plot SigDN

#property indicator_label4  "Down Signal"

#property indicator_type4   DRAW_ARROW

#property indicator_color4  clrRed

#property indicator_style4  STYLE_SOLID

#property indicator_width4  1

//--- input parameters

input uint     InpPeriodCCI   =  10;      // CCI period

input uint     InpPeriodEMA   =  3;       // EMA period

input double   InpOverbought  =  100.0;   // Overbought

input double   InpOversold    = -100.0;   // Oversold

//--- indicator buffers

double         BufferCCI[];

double         BufferEMA[];

double         BufferSigUP[];

double         BufferSigDN[];

//--- global variables

double         overbought;

double         oversold;

int            period_cci;

int            period_ema;

int            period_max;

int            handle_cci;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_cci=int(InpPeriodCCI<1 ? 1 : InpPeriodCCI);

   period_ema=int(InpPeriodEMA<1 ? 1 : InpPeriodEMA);

   period_max=fmax(period_cci,period_ema);

   overbought=(fabs(InpOverbought)<0.1 ? 0.1 : InpOverbought>100.0 ? 100.0 : fabs(InpOverbought));

   oversold=(-fabs(InpOversold)>-0.1 ? -0.1 : -fabs(InpOversold)<-100.0 ? -100.0 : -fabs(InpOversold));

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferCCI,INDICATOR_DATA);

   SetIndexBuffer(1,BufferEMA,INDICATOR_DATA);

   SetIndexBuffer(2,BufferSigUP,INDICATOR_DATA);

   SetIndexBuffer(3,BufferSigDN,INDICATOR_DATA);

//--- setting a code from the Wingdings charset as the property of PLOT_ARROW

   PlotIndexSetInteger(2,PLOT_ARROW,241);

   PlotIndexSetInteger(3,PLOT_ARROW,242);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Rubicons CCI Cross ("+(string)period_cci+","+(string)period_ema+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetInteger(INDICATOR_LEVELS,2);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,overbought);

   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,oversold);

   IndicatorSetString(INDICATOR_LEVELTEXT,0,"Overbought");

   IndicatorSetString(INDICATOR_LEVELTEXT,1,"Oversold");

//--- setting plot buffer parameters

//PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,period_max);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferCCI,true);

   ArraySetAsSeries(BufferEMA,true);

   ArraySetAsSeries(BufferSigUP,true);

   ArraySetAsSeries(BufferSigDN,true);

//--- create cci handle

   ResetLastError();

   handle_cci=iCCI(NULL,PERIOD_CURRENT,period_cci,PRICE_TYPICAL);

   if(handle_cci==INVALID_HANDLE)

     {

      Print("The iCCI(",(string)period_cci,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| 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[])

  {

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<fmax(period_max,4)) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period_max-2;

      ArrayInitialize(BufferCCI,0);

      ArrayInitialize(BufferSigUP,EMPTY_VALUE);

      ArrayInitialize(BufferSigDN,EMPTY_VALUE);

      ArrayInitialize(BufferEMA,0);

     }



//--- >43>B>2:0 40==KE

   int count=(limit>1 ? rates_total : 1);

   ResetLastError();

   int copied=CopyBuffer(handle_cci,0,0,count,BufferCCI);

   if(copied!=count) return 0;



//---  0AGQB 8=48:0B>@0

   if(ExponentialMAOnBuffer(rates_total,prev_calculated,period_cci,period_ema,BufferCCI,BufferEMA)==0)

      return 0;

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      BufferSigUP[i]=BufferSigDN[i]=EMPTY_VALUE;

      if(BufferCCI[i+1]<oversold && BufferCCI[i]>oversold && BufferEMA[i]<BufferCCI[i])

         BufferSigUP[i]=oversold-40.0;

      if(BufferCCI[i+1]>overbought && BufferCCI[i]<overbought && BufferEMA[i]>BufferCCI[i])

         BufferSigDN[i]=overbought+40.0;

     }



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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