//+------------------------------------------------------------------+ //| CCI.mq5 | //| Copyright 2025, xxxxxxxx | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "2.00" // Added selectable MA signal line #property description "Commodity Channel Index with a signal line." //--- Indicator Window and Plot Properties --- #property indicator_separate_window #property indicator_buffers 2 // CCI and Signal Line #property indicator_plots 2 #property indicator_level1 -100.0 #property indicator_level2 100.0 #property indicator_level3 0.0 #property indicator_levelstyle STYLE_DOT //--- Plot 1: CCI line #property indicator_label1 "CCI" #property indicator_type1 DRAW_LINE #property indicator_color1 clrLightSeaGreen #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- Plot 2: Signal line #property indicator_label2 "Signal" #property indicator_type2 DRAW_LINE #property indicator_color2 clrOrangeRed #property indicator_style2 STYLE_DOT #property indicator_width2 1 //--- Input Parameters --- input int InpCCIPeriod = 20; input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_TYPICAL; input group "Signal Line Settings" input int InpMAPeriod = 14; input ENUM_MA_METHOD InpMAMethod = MODE_SMA; //--- Indicator Buffers --- double BufferCCI[]; double BufferSignal[]; //--- Global Variables --- int g_ExtCCIPeriod, g_ExtMAPeriod; const double CCI_CONSTANT = 0.015; //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ int OnInit() { g_ExtCCIPeriod = (InpCCIPeriod < 1) ? 1 : InpCCIPeriod; g_ExtMAPeriod = (InpMAPeriod < 1) ? 1 : InpMAPeriod; SetIndexBuffer(0, BufferCCI, INDICATOR_DATA); SetIndexBuffer(1, BufferSignal, INDICATOR_DATA); ArraySetAsSeries(BufferCCI, false); ArraySetAsSeries(BufferSignal, false); PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtCCIPeriod - 1); PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtCCIPeriod + g_ExtMAPeriod - 2); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CCI(%d, %d)", g_ExtCCIPeriod, g_ExtMAPeriod)); IndicatorSetInteger(INDICATOR_DIGITS, 2); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Commodity Channel Index calculation 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[]) { // --- FIX: Correct the overall start position check --- int start_pos = g_ExtCCIPeriod * 2 + g_ExtMAPeriod - 3; if(rates_total <= start_pos) return(0); //--- STEP 1: Prepare the source price array double price_source[]; ArrayResize(price_source, rates_total); for(int i=0; i= g_ExtCCIPeriod) { sma_sum -= price_source[i - g_ExtCCIPeriod]; } if(i >= g_ExtCCIPeriod - 1) { buffer_sma[i] = sma_sum / g_ExtCCIPeriod; } } //--- STEP 3: Calculate the Mean Absolute Deviation (MAD) double buffer_mad[]; ArrayResize(buffer_mad, rates_total); double deviation_sum = 0; double abs_dev[]; ArrayResize(abs_dev, rates_total); for(int i = g_ExtCCIPeriod - 1; i < rates_total; i++) { abs_dev[i] = MathAbs(price_source[i] - buffer_sma[i]); } for(int i = g_ExtCCIPeriod - 1; i < rates_total; i++) { deviation_sum += abs_dev[i]; if(i >= g_ExtCCIPeriod * 2 - 2) { if(i >= g_ExtCCIPeriod * 2 - 1) { deviation_sum -= abs_dev[i - g_ExtCCIPeriod]; } buffer_mad[i] = deviation_sum / g_ExtCCIPeriod; } } //--- STEP 4: Calculate the final CCI value for(int i = g_ExtCCIPeriod * 2 - 2; i < rates_total; i++) { double mad_value = buffer_mad[i]; if(mad_value > 0) { BufferCCI[i] = (price_source[i] - buffer_sma[i]) / (CCI_CONSTANT * mad_value); } } //--- STEP 5: Calculate the Signal Line (MA of CCI) // --- FIX: Correct the starting position for the MA calculation --- int ma_start_pos = g_ExtCCIPeriod * 2 + g_ExtMAPeriod - 3; for(int i = ma_start_pos; i < rates_total; i++) { switch(InpMAMethod) { case MODE_EMA: case MODE_SMMA: if(i == ma_start_pos) { double sum=0; for(int j=0; j0) BufferSignal[i]=lwma_sum/weight_sum; } break; default: // MODE_SMA { double sum=0; for(int j=0; j