[MT4指标]在主图均线上添加cci指标
这个指标的实现方法很新颖 以主图为0轴来画cci指标
主图指
mt4指标类型:震荡指标
是否能用在mt4手机版上:否
是否含有未来函数:无
//+------------------------------------------------------------------+
//| CCI.mq4 |
//| Copyright ? 2004, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright ? 2004, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net/"
//----
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Yellow
#property indicator_color2 Aqua
//---- input parameters
//---- indicator parameters
extern string m = "--Moving Average Types--";
extern string m0 = " 0 = SMA";
extern string m1 = " 1 = EMA";
extern string m2 = " 2 = SMMA";
extern string m3 = " 3 = LWMA";
extern string m4 = " 4 = LSMA";
extern int MA_Type=0;
extern string p = "--Applied Price Types--";
extern string p0 = " 0 = close";
extern string p1 = " 1 = open";
extern string p2 = " 2 = high";
extern string p3 = " 3 = low";
extern string p4 = " 4 = median(high+low)/2";
extern string p5 = " 5 = typical(high+low+close)/3";
extern string p6 = " 6 = weighted(high+low+close+close)/4";
extern int MA_AppliedPrice = 0;
extern string c = "--CCI Inputs--";
extern int CCIPeriod = 14;
extern int SmoothingMA_Type = 2;
extern int SmoothingMA_Period = 3;
//---- buffers
double CCIBuffer;
double CCIBufferSmoothed;
double RelBuffer;
double DevBuffer;
double MovBuffer;
int MA_Mode;
string strMAType;
int SmoothingMode;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- 3 additional buffers are used for counting.
IndicatorBuffers(5);
SetIndexBuffer(1, RelBuffer);
SetIndexBuffer(2, DevBuffer);
SetIndexBuffer(3, MovBuffer);
//---- indicator lines
SetIndexStyle(0, DRAW_LINE);
SetIndexBuffer(0, CCIBuffer);
SetIndexStyle(1, DRAW_LINE);
SetIndexBuffer(1, CCIBufferSmoothed);
//----
if(CCIPeriod <= 0)
CCIPeriod = 14;
SmoothingMode = SmoothingMA_Type;
if (SmoothingMA_Type > 3) SmoothingMode = 2;
//----
SetIndexDrawBegin(0, CCIPeriod);
//---- name for DataWindow and indicator subwindow label
switch (MA_Type)
{
case 1: strMAType="EMA"; MA_Mode=MODE_EMA; break;
case 2: strMAType="SMMA"; MA_Mode=MODE_SMMA; break;
case 3: strMAType="LWMA"; MA_Mode=MODE_LWMA; break;
case 4: strMAType="LSMA"; break;
default: strMAType="SMA"; MA_Mode=MODE_SMA; break;
}
short_name = "CCI-" +strMAType+ " (" +CCIPeriod + ") ";
IndicatorShortName(short_name);
SetIndexLabel(0, short_name);
//----
return(0);
}
//+------------------------------------------------------------------------+
//| LSMA - Least Squares Moving Average function calculation |
//| LSMA_In_Color Indicator plots the end of the linear regression line |
//+------------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| LSMA with PriceMode |
//| PrMode 0=close, 1=open, 2=high, 3=low, 4=median(high+low)/2, |
//| 5=typical(high+low+close)/3, 6=weighted(high+low+close+close)/4 |
//+------------------------------------------------------------------+
double LSMA(int TimeFrame, int Rperiod, int prMode, int shift)
{
int i, myShift;
double sum, pr;
int length;
double lengthvar;
double tmp;
double wt;
length = Rperiod;
sum = 0;
for(i = length; i >= 1 ; i--)
{
lengthvar = length + 1;
lengthvar /= 3;
tmp = 0;
myShift = length - i + shift;
switch (prMode)
{
case 0: pr = iClose(NULL,TimeFrame,myShift);break;
case 1: pr = iOpen(NULL,TimeFrame,myShift);break;
case 2: pr = iHigh(NULL,TimeFrame,myShift);break;
case 3: pr = iLow(NULL,TimeFrame,myShift);break;
case 4: pr = (iHigh(NULL,TimeFrame,myShift) + iLow(NULL,TimeFrame,myShift))/2;break;
case 5: pr = (iHigh(NULL,TimeFrame,myShift) + iLow(NULL,TimeFrame,myShift) + iClose(NULL,TimeFrame,myShift))/3;break;
case 6: pr = (iHigh(NULL,TimeFrame,myShift) + iLow(NULL,TimeFrame,myShift) + iClose(NULL,TimeFrame,myShift) + iClose(NULL,TimeFrame,myShift))/4;break;
}
tmp = ( i - lengthvar)*pr;
sum+=tmp;
}
wt = sum*6/(length*(length+1));
wt = MathFloor(wt/Point)*Point;
return(wt);
}
//+------------------------------------------------------------------+
//| Commodity Channel Index |
//+------------------------------------------------------------------+
int start()
{
int i, k, counted_bars = IndicatorCounted();
double price, sum, mul;
if(CCIPeriod <= 1)
return(0);
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++)
{
if (MA_Type == 4)
MovBuffer=LSMA(0, CCIPeriod, MA_AppliedPrice,i);
else
MovBuffer=iMA(NULL,0,CCIPeriod,0,MA_Mode,MA_AppliedPrice,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);
k--;
}
DevBuffer = sum*mul;
i--;
}
i = Bars - CCIPeriod + 1;
if(counted_bars > CCIPeriod - 1)
i = Bars - counted_bars - 1;
while(i >= 0)
{
price = (High + Low + Close) / 3;
RelBuffer = price - MovBuffer;
i--;
}
//---- cci counting
i = Bars - CCIPeriod + 1;
if(counted_bars > CCIPeriod - 1)
i = Bars - counted_bars - 1;
while(i >= 0)
{
if(DevBuffer == 0.0)
CCIBuffer = 0.0;
else
CCIBuffer = RelBuffer / DevBuffer;
i--;
}
//---- cci smoothing
i = Bars - CCIPeriod + 1;
if(counted_bars > CCIPeriod - 1)
i = Bars - counted_bars - 1;
while(i >= 0)
{
CCIBufferSmoothed = iMAOnArray(CCIBuffer, 0, SmoothingMA_Period, 0, SmoothingMode, i);
i--;
}
//----
return(0);
}
//+------------------------------------------------------------------+
CCI_onMA.jpg
