-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=65090 --+------------------------------------------------------------------+ --| Copyright © 2017, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Paypal: https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --+------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --+------------------------------------------------------------------+ -- The indicator corresponds to the Commodity Channel Index indicator in MetaTrader. -- The formula is described in the Kaufman "Trading Systems and Methods" chapter 8 "Sycle Analisis" (page 209-210) -- Indicator profile initialization routine function Init() indicator:name("Commodity Channel Index"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("N","Period","", 6, 2, 1000); indicator.parameters:addInteger("Maximum","Minimum/Maximum change","", 20, 0, 1000); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("clrCCI", "Line Color","", core.rgb(0, 255, 255)); indicator.parameters:addInteger("widthCCI","Line Width","", 1, 1, 5); indicator.parameters:addInteger("styleCCI", "Line Style","", core.LINE_SOLID); indicator.parameters:setFlag("styleCCI", core.FLAG_LEVEL_STYLE); indicator.parameters:addGroup("Levels"); -- Overbought/oversold level indicator.parameters:addInteger("overbought","Overbought Level","", 140, -1000, 1000); indicator.parameters:addInteger("oversold", "Oversold Level","", -140, -1000, 1000); indicator.parameters:addInteger("level_overboughtsold_width", "Line Width","", 1, 1, 5); indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID); indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(255, 128, 255)); indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE); -- indicator.parameters:addGroup("Alert Parameters"); -- indicator.parameters:addString("Live", "Execution", "", "Live"); -- indicator.parameters:addStringAlternative("Live", "End of Turn", "", "End of Turn"); -- indicator.parameters:addStringAlternative("Live", "Live", "", "Live"); indicator.parameters:addBoolean("Show", "Show Dialog box Alert", "", true); indicator.parameters:addBoolean("OnlyOnce", "Alert Once", "Subsequent Alert will be ignored.", false); indicator.parameters:addBoolean("ShowAlert", "Show Alert", "", true); indicator.parameters:addGroup("Alert Style"); indicator.parameters:addColor("UpTrendColor", "Up Trend Color", "", core.rgb(255, 0, 0)); indicator.parameters:addColor("DownTrendColor", "Down Trend Color", "", core.rgb(0, 255, 0)); indicator.parameters:addInteger("Size", "Label Size", "", 10, 1 , 100); indicator.parameters:addGroup("Alerts Sound"); indicator.parameters:addBoolean("PlaySound", "Play Sound", "", false); indicator.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", false); indicator.parameters:addGroup("Alerts Email"); indicator.parameters:addBoolean("SendEmail", "Send Email", "", false); indicator.parameters:addString("Email", "Email", "", ""); indicator.parameters:setFlag("Email", core.FLAG_EMAIL); Parameters (1, "OB Cross"); Parameters (2, "OS Cross"); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- Parameters block local n,Maximum; local first; local source = nil; local tp = nil; local OB,OS; -- Streams block local CCI = nil; function Parameters ( id, Label ) indicator.parameters:addGroup(Label .. " Alert"); indicator.parameters:addBoolean("ON"..id , "Show " .. Label .." Alert" , "", true); indicator.parameters:addFile("Up"..id, Label .. " Cross Over Sound", "", ""); indicator.parameters:setFlag("Up"..id, core.FLAG_SOUND); indicator.parameters:addFile("Down"..id, Label .. " Cross Under Sound", "", ""); indicator.parameters:setFlag("Down"..id, core.FLAG_SOUND); indicator.parameters:addString("Label"..id, "Label", "", Label); end local Number = 1; local Up={}; local Down={}; local Label={}; local ON={}; local Size; local Email; local SendEmail; local RecurrentSound ,SoundFile ; local Show; local Alert; local PlaySound; --local Live; local FIRST=true; local OnlyOnce; local U={}; local D={}; local UpTrendColor, DownTrendColor; local OnlyOnceFlag; local ShowAlert; local Shift=0; local Alert={}; local AlertLevel={}; -- Routine function Prepare() OnlyOnceFlag=true; FIRST=true; OnlyOnce = instance.parameters.OnlyOnce; ShowAlert = instance.parameters.ShowAlert; Show = instance.parameters.Show; --Live = instance.parameters.Live; UpTrendColor = instance.parameters.UpTrendColor; DownTrendColor = instance.parameters.DownTrendColor; Size=instance.parameters.Size; assert(instance.parameters.oversold < instance.parameters.overbought, "Overbought should be bigger then Oversold"); n = instance.parameters.N; Maximum = instance.parameters.Maximum; OB= instance.parameters.overbought; OS= instance.parameters.oversold; source = instance.source.typical; first = source:first(); local name = profile:id() .. "(" .. source:name() .. ", " .. n .. ", " .. Maximum .. ")"; instance:name(name); first = source:first() + n - 1; CCI = instance:addStream("CCI", core.Line, name, "CCI", instance.parameters.clrCCI, first); CCI:setWidth(instance.parameters.widthCCI); CCI:setStyle(instance.parameters.styleCCI); CCI:setPrecision(2); CCI:addLevel(OS, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); CCI:addLevel(0); CCI:addLevel(OB, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); for i= 1, Number , 1 do Alert[i]=instance:addInternalStream(0, 0); AlertLevel[i]=instance:addInternalStream(0, 0); end Initialization(); instance:ownerDrawn(true); end local init = false; function Draw(stage, context) if stage~= 2 then return; end if not init then context:createFont (1, "Wingdings", context:pointsToPixels (Size), context:pointsToPixels (Size), 0); init = true; end for period= math.max(context:firstBar (),source:first()), math.min( context:lastBar (), source:size()-1), 1 do x, x1, x2= context:positionOfBar (period); for Level = 1 , Number , 1 do if Alert[Level]:hasData(period) then if Alert[Level][period]== 1 then visible, y = context:pointOfPrice (AlertLevel[Level][period]); width, height = context:measureText (1, "\226", 0); context:drawText (1, "\226", UpTrendColor, -1, x-width/2 , y-height , x+width/2 , y, 0 ); elseif Alert[Level][period]== -1 then visible, y = context:pointOfPrice (AlertLevel[Level][period]); width, height = context:measureText (1, "\225", 0); context:drawText (1, "\225", DownTrendColor, -1, x-width/2 , y , x+width/2 ,y+height, 0 ); end end end end end function Initialization () SendEmail = instance.parameters.SendEmail; local i; for i = 1, Number , 1 do Label[i]=instance.parameters:getString("Label" .. i); ON[i]=instance.parameters:getBoolean("ON" .. i); end if SendEmail then Email = instance.parameters.Email; else Email = nil; end assert(not (SendEmail and (Email == "" or Email == nil )), "E-mail address must be specified"); PlaySound = instance.parameters.PlaySound; if PlaySound then for i = 1, Number , 1 do Up[i]=instance.parameters:getString("Up" .. i); Down[i]=instance.parameters:getString("Down" .. i); end else for i = 1, Number , 1 do Up[i]=nil; Down[i]=nil; end end for i = 1, Number , 1 do assert( not(PlaySound and (Up[i] == "" or Up[i] == nil ) ), "Sound file must be chosen"); assert (not (PlaySoundand and (Down[i] == "" or Down[i] == nil)), "Sound file must be chosen"); end RecurrentSound = instance.parameters.RecurrentSound; for i = 1, Number , 1 do U[i] = nil; D[i] = nil; end end -- Indicator calculation routine function Update(period) if period X1 AND (P-C) OB and math.abs(CCI[period]-CCI[period-1])<= Maximum then Alert[id][period]= 1; AlertLevel[id][period]= OB; D[id] = nil; if U[id]~=source:serial(period) and period == source:size()-1-Shift and not FIRST and (not OnlyOnce or (OnlyOnce and OnlyOnceFlag~= false)) then U[id]=source:serial(period); SoundAlert(Down[id]); EmailAlert( Label[id] , " Overbought ", period); Pop(Label[id], " Overbought ", period ); SendAlert( Label[id]," Overbought ", period); OnlyOnceFlag=false; end elseif CCI[period] < OS and math.abs(CCI[period]-CCI[period-1])<= Maximum then Alert[id][period]= -1; AlertLevel[id][period]= OS; U[id] = nil; if D[id]~=source:serial(period) and period == source:size()-1-Shift and not FIRST and (not OnlyOnce or (OnlyOnce and OnlyOnceFlag~= false)) then D[id]=source:serial(period); SoundAlert(Down[id]); EmailAlert( Label[id] , " Oversold ", period); Pop(Label[id], " Oversold ", period ); SendAlert( Label[id]," Oversold ", period); OnlyOnceFlag=false; end end end if FIRST then FIRST=false; end end function AsyncOperationFinished (cookie, success, message) end function SoundAlert(Sound) if not PlaySound then return; end terminal:alertSound(Sound, RecurrentSound); end function EmailAlert( label , Subject, period) if not SendEmail then return end local date = source:date(period); local DATA = core.dateToTable (date); local delim = "\013\010"; local Note= profile:id().. delim.. " Label : " ..label .. delim .. " Alert : " .. Subject ; local Symbol= "Instrument : " .. source:instrument() ; local Time = " Date : " .. DATA.month.." / ".. DATA.day .." Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local TF= "Time Frame : " .. source:barSize(); local text = Note .. delim .. Symbol .. delim .. TF .. delim .. Time; terminal:alertEmail(Email, profile:id(), text); end function Pop(label , Subject, period) if not Show then return; end local date = source:date(period); local DATA = core.dateToTable (date); local delim = "\013\010"; local Note= profile:id().. delim.. " Label : " ..label .. delim .. " Alert : " .. Subject ; local Symbol= "Instrument : " .. source:instrument() ; local Time = " Date : " .. DATA.month.." / ".. DATA.day .." Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local TF= "Time Frame : " .. source:barSize(); local text = Note .. delim .. Symbol .. delim .. TF .. delim .. Time; core.host:execute ("prompt", 1, label , text ); end function SendAlert(label ,Subject, period) if not ShowAlert then return; end local date = source:date(period); local DATA = core.dateToTable (date); local delim = "\013\010"; local Note= profile:id().. delim.. " Label : " ..label .. delim .. " Alert : " .. Subject ; local Symbol= "Instrument : " .. source:instrument() ; local Time = " Date : " .. DATA.month.." / ".. DATA.day .." Time: ".. DATA.hour .." / ".. DATA.min .." / ".. DATA.sec; local TF= "Time Frame : " .. source:barSize(); local text = Note .. delim .. Symbol .. delim .. TF .. delim .. Time; terminal:alertMessage(source:instrument(), source[NOW], text, source:date(NOW)); end