-- Id: 493 -- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=849 --+------------------------------------------------------------------+ --| Copyright © 2018, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------+ --| Support our efforts by donating | --| Patreon : https://goo.gl/GdXWeN | --| Paypal : https://goo.gl/9Rj74e | --| BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF | --| BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg | --| Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D | --| LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD | --+------------------------------------------------------------------+ -- original indicator for MT4 -- //+------------------------------------------------------------------+ -- //| DoubleCCI-With_EMA.mq4 | -- //| Copyright � 2005, Jason Robinson (jnrtrading). | -- //| http://www.jnrtrading.co.uk | -- //+------------------------------------------------------------------+ -- Indicator profile initialization routine -- Defines indicator profile properties and indicator parameters function Init() indicator:name("Double CCI with EMA"); indicator:description(""); indicator:requiredSource(core.Bar); indicator:type(core.Oscillator); indicator.parameters:addGroup("Calculation"); indicator.parameters:addInteger("TrendCCI_N", "Number of periods for Trend CCI", "", 89); indicator.parameters:addInteger("EntryCCI_N", "Number of periods for entry CCI", "", 21); indicator.parameters:addBoolean("ShowSMA", "Show smoothed line", "", true); indicator.parameters:addInteger("SMA_N", "SMA periods", "", 30); indicator.parameters:addString("SMAOn", "Apply SMA on", "", "EntryCCI"); indicator.parameters:addStringAlternative("SMAOn", "EntryCCI", "", "EntryCCI"); indicator.parameters:addStringAlternative("SMAOn", "TrendCCI", "", "TrendCCI"); indicator.parameters:addGroup("Style"); indicator.parameters:addColor("TrendCCI_color", "Color of TrendCCI", "", core.rgb(255, 255, 0)); indicator.parameters:addInteger("width1", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style1", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style1", core.FLAG_LINE_STYLE); indicator.parameters:addColor("EntryCCI_color", "Color of EntryCCI", "", core.rgb(128, 128, 0)); indicator.parameters:addInteger("width2", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style2", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style2", core.FLAG_LINE_STYLE); indicator.parameters:addColor("SMA_color", "Color of SMA", "", core.rgb(255, 128, 0)); indicator.parameters:addInteger("width3", "Line width", "", 1, 1, 5); indicator.parameters:addInteger("style3", "Line style", "", core.LINE_SOLID); indicator.parameters:setFlag("style3", core.FLAG_LINE_STYLE); indicator.parameters:addColor("UpUp_color", "Color of up > 100", "", core.rgb(0, 255, 0)); indicator.parameters:addColor("UpDn_color", "Color of up < 100", "", core.rgb(0, 127, 0)); indicator.parameters:addColor("DnDn_color", "Color of down < -100", "", core.rgb(255, 0, 0)); indicator.parameters:addColor("DnUp_color", "Color of down > -100", "", core.rgb(127, 0, 0)); indicator.parameters:addGroup("OB/OS Levels"); indicator.parameters:addDouble("overbought", "Overbought Level","", 100); indicator.parameters:addDouble("oversold","Oversold Level","", -100); indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128)); indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5); indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID); indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE); end -- Indicator instance initialization routine -- Processes indicator parameters and creates output streams -- TODO: Refine the first period calculation for each of the output streams. -- TODO: Calculate all constants, create instances all subsequent indicators and load all required libraries -- Parameters block local TrendCCI_N; local EntryCCI_N; local ShowSMA; local SMA_N; local SMAOn; local first; local source = nil; -- Streams block local TrendCCI = nil; local EntryCCI = nil; local SMA = nil; local UpUp = nil; local UpDn = nil; local DnDn = nil; local DnUp = nil; local TCCI = nil; local TCCI_first = nil; local ECCI = nil; local ECCI_first = nil; local MA = nil; local MA_first = nil; -- Routine function Prepare(nameOnly) TrendCCI_N = instance.parameters.TrendCCI_N; EntryCCI_N = instance.parameters.EntryCCI_N; ShowSMA = instance.parameters.ShowSMA; SMA_N = instance.parameters.SMA_N; SMAOn = instance.parameters.SMAOn; source = instance.source; local name = profile:id() .. "(" .. source:name() .. ", " .. TrendCCI_N .. ", " .. EntryCCI_N .. ")"; instance:name(name); if nameOnly then return; end TCCI = core.indicators:create("CCI", source, TrendCCI_N); TCCI_first = TCCI.DATA:first(); ECCI = core.indicators:create("CCI", source, EntryCCI_N); ECCI_first = TCCI.DATA:first(); if ShowSMA then if SMAOn == "EntryCCI" then MA = core.indicators:create("MVA", ECCI.DATA, SMA_N); else MA = core.indicators:create("MVA", TCCI.DATA, SMA_N); end MA_first = MA.DATA:first(); end UpUp = instance:addStream("UpUp", core.Bar, name .. ".UpUp", "UpUp", instance.parameters.UpUp_color, TCCI_first); UpDn = instance:addStream("UpDn", core.Bar, name .. ".UpDn", "UpDn", instance.parameters.UpDn_color, TCCI_first); DnDn = instance:addStream("DnDn", core.Bar, name .. ".DnDn", "DnDn", instance.parameters.DnDn_color, TCCI_first); DnUp = instance:addStream("DnUp", core.Bar, name .. ".DnUp", "DnUp", instance.parameters.DnUp_color, TCCI_first); TrendCCI = instance:addStream("TrendCCI", core.Line, name .. ".TrendCCI", "TrendCCI", instance.parameters.TrendCCI_color, TCCI_first); TrendCCI:addLevel(instance.parameters.oversold, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); TrendCCI:addLevel(instance.parameters.overbought, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); TrendCCI:addLevel(0, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); TrendCCI:setWidth(instance.parameters.width1); TrendCCI:setStyle(instance.parameters.style1); EntryCCI = instance:addStream("EntryCCI", core.Line, name .. ".EntryCCI", "EntryCCI", instance.parameters.EntryCCI_color, ECCI_first); EntryCCI:setWidth(instance.parameters.width2); EntryCCI:setStyle(instance.parameters.style2); if MA ~= nil then SMA = instance:addStream("SMA", core.Line, name .. ".SMA", "SMA", instance.parameters.SMA_color, MA_first); SMA:setWidth(instance.parameters.width3); SMA:setStyle(instance.parameters.style3); end SMA:setPrecision(math.max(2, instance.source:getPrecision())); EntryCCI:setPrecision(math.max(2, instance.source:getPrecision())); TrendCCI:setPrecision(math.max(2, instance.source:getPrecision())); UpDn:setPrecision(math.max(2, instance.source:getPrecision())); UpUp:setPrecision(math.max(2, instance.source:getPrecision())); DnDn:setPrecision(math.max(2, instance.source:getPrecision())); DnUp:setPrecision(math.max(2, instance.source:getPrecision())); end -- Indicator calculation routine function Update(period, mode) TCCI:update(mode); ECCI:update(mode); if MA ~= nil then MA:update(mode); end if period >= TCCI_first then local v = TCCI.DATA[period]; TrendCCI[period] = v; if v > 100 then UpUp[period] = v; elseif v > 0 then UpDn[period] = v; elseif v < - 100 then DnDn[period] = v; elseif v < 0 then DnUp[period] = v; end end if period >= ECCI_first then EntryCCI[period] = ECCI.DATA[period]; end if period >= MA_first and MA ~= nil then SMA[period] = MA.DATA[period]; end end