StochCross_CCI_v2

//+----------------------------------------------------------------------------------+
//|                                   Stochastic CCI filtered crossed over indicator |
//+----------------------------------------------------------------------------------+
//|                                         Stochastic CCI filtered crossed over.mq4 |
//|                                                     Copyright © 2008, Melvin Tan |
//|                                                                                  |
//+----------------------------------------------------------------------------------+

#property copyright "Melvin Tan"
#property link      "none at the moment"

#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Red

extern string note1 = "Stochastic settings";
extern int    KPeriod1     =  5;
extern int    DPeriod1     =  3;
extern int    Slowing1     =  3;
extern string note2 = "0=sma, 1=ema, 2=smma, 3=lwma";
extern int    MAMethod1    =   1;
extern string note3 = "0=high/low, 1=close/close";
extern int    PriceField1  =   0;
extern int    TrendCCI_Period = 50;
extern int    EntryCCI_Period = 14;
extern bool   AlertOn = false;
int       bolPrd=20;
double    bolDev=2.0;
int       keltPrd=20;
double    keltFactor=1.5;
double CrossUp[];
double CrossDown[];

string AlertPrefix;
string GetTimeFrameStr() {
   switch(Period())
   {
      case 1 : string TimeFrameStr="M1"; break;
      case 5 : TimeFrameStr="M5"; break;
      case 15 : TimeFrameStr="M15"; break;
      case 30 : TimeFrameStr="M30"; break;
      case 60 : TimeFrameStr="H1"; break;
      case 240 : TimeFrameStr="H4"; break;
      case 1440 : TimeFrameStr="D1"; break;
      case 10080 : TimeFrameStr="W1"; break;
      case 43200 : TimeFrameStr="MN1"; break;
      default : TimeFrameStr=Period();
   } 
   return (TimeFrameStr);
   }

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
      SetIndexStyle(0,DRAW_ARROW);
      SetIndexArrow(0, 233);
      SetIndexStyle(1,DRAW_ARROW);
      SetIndexArrow(1, 234);
      SetIndexBuffer(0, CrossUp);
      SetIndexBuffer(1, CrossDown);

      SetIndexEmptyValue(0,EMPTY_VALUE);
      SetIndexEmptyValue(1,EMPTY_VALUE);
   
   
   AlertPrefix=Symbol()+" ("+GetTimeFrameStr()+"):  ";
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//---- 

//----
   return(0);
  }
//+------------------------------------------------------------------+
bool NewBar()
{
   static datetime lastbar;
   datetime curbar = Time[0];
   if(lastbar!=curbar)
   {
      lastbar=curbar;
      return (true);
   }
   else
   {
      return(false);
   }
}   
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start() {
   int limit, i, counter;
   double stochastic1now, stochastic2now, stochastic1previous, stochastic2previous, stochastic1after, stochastic2after;
   double Range, AvgRange;
   double TrendCCI, EntryCCInow, EntryCCIprevious;
   double diff, std, bbs;   
        
   int counted_bars=IndicatorCounted();
//---- check for possible errors
   if(counted_bars<0) return(-1);
//---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;

   limit=Bars-counted_bars;
   
   for(i = 0; i <= limit; i++) {
   
      counter=i;
      Range=0;
      AvgRange=0;
      for (counter=i ;counter<=i+9;counter++)
      {
         AvgRange=AvgRange+MathAbs(High[counter]-Low[counter]);
      }
      Range=AvgRange/10;      

      diff = iATR(NULL,0,keltPrd,i)*keltFactor;
      std = iStdDev(NULL,0,bolPrd,MODE_SMA,0,PRICE_CLOSE,i);
      bbs = bolDev * std / diff;  //Bollinger Squeeze
      
      stochastic1now = iStochastic(NULL,0,KPeriod1,DPeriod1,Slowing1,MAMethod1,PriceField1,0,i);
      stochastic1previous = iStochastic(NULL,0,KPeriod1,DPeriod1,Slowing1,MAMethod1,PriceField1,0,i+1);
      stochastic2now = iStochastic(NULL,0,KPeriod1,DPeriod1,Slowing1,MAMethod1,PriceField1,1,i);
      stochastic2previous = iStochastic(NULL,0,KPeriod1,DPeriod1,Slowing1,MAMethod1,PriceField1,1,i+1);
      TrendCCI = iCCI(NULL, 0, TrendCCI_Period, PRICE_TYPICAL, i);
      EntryCCInow = iCCI(NULL, 0, EntryCCI_Period, PRICE_TYPICAL, i);
      EntryCCIprevious = iCCI(NULL, 0, EntryCCI_Period, PRICE_TYPICAL, i+1);
                  
      if ((stochastic1now > stochastic2now) && (stochastic1previous < stochastic2previous) && (TrendCCI > 0) && (EntryCCInow > EntryCCIprevious) && (bbs > 1))
      {
                   CrossUp[i] = Low[i] - Range*1.5;
                   if (AlertOn && NewBar()) {
                      Alert(AlertPrefix+"Stoch ("+KPeriod1+","+DPeriod1+","+Slowing1+") %K crosses UP %D\nBUY signal @ Ask = ",Ask,"; Bid = ",Bid,"\nDate & Time = ",TimeToStr(CurTime(),TIME_DATE)," ",TimeHour(CurTime()),":",TimeMinute(CurTime()));
                   }   
      }
      else if ((stochastic1now < stochastic2now) && (stochastic1previous > stochastic2previous) && (TrendCCI < 0) && (EntryCCInow < EntryCCIprevious) && (bbs > 1))
      {
                 CrossDown[i] = High[i] + Range*1.5;
                   if (AlertOn && NewBar()){
                      Alert(AlertPrefix+"Stoch ("+KPeriod1+","+DPeriod1+","+Slowing1+") %K crosses DOWN %D\nSELL signal @ Ask = ",Ask,"; Bid = ",Bid,"\nDate & Time = ",TimeToStr(CurTime(),TIME_DATE)," ",TimeHour(CurTime()),":",TimeMinute(CurTime()));
                   }
      }
      else 
      {
      CrossUp[i] = EMPTY_VALUE;
      CrossDown[i] = EMPTY_VALUE;
      }

   }
   return(0);
}