//+------------------------------------------------------------------+ //| CCI_Calculator.mqh | //| Calculation engine for CCI Pro (CCI, Signal Line, BBands). | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| | //| CLASS 1: CCCI_Calculator (Base Class) | //| | //+==================================================================+ class CCCI_Calculator { protected: int m_cci_period, m_ma_period, m_bands_period; ENUM_MA_METHOD m_ma_method; double m_bands_dev; double m_price[]; virtual bool PreparePriceSeries(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type); public: CCCI_Calculator(void) {}; virtual ~CCCI_Calculator(void) {}; bool Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m, int bands_p, double bands_dev); void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &cci_out[], double &signal_out[], double &upper_out[], double &lower_out[]); }; //+------------------------------------------------------------------+ //| CCCI_Calculator: Initialization | //+------------------------------------------------------------------+ bool CCCI_Calculator::Init(int cci_p, int ma_p, ENUM_MA_METHOD ma_m, int bands_p, double bands_dev) { m_cci_period = (cci_p < 1) ? 1 : cci_p; m_ma_period = (ma_p < 1) ? 1 : ma_p; m_ma_method = ma_m; m_bands_period = (bands_p < 1) ? 1 : bands_p; m_bands_dev = (bands_dev <= 0) ? 2.0 : bands_dev; return true; } //+------------------------------------------------------------------+ //| CCCI_Calculator: Main Calculation Method (Shared Logic) | //+------------------------------------------------------------------+ void CCCI_Calculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &cci_out[], double &signal_out[], double &upper_out[], double &lower_out[]) { if(rates_total <= m_cci_period + m_bands_period) return; if(!PreparePriceSeries(rates_total, open, high, low, close, price_type)) return; double buffer_sma[], buffer_mad[]; ArrayResize(buffer_sma, rates_total); ArrayResize(buffer_mad, rates_total); const double CCI_CONSTANT = 0.015; //--- Calculate CCI --- double sma_sum = 0; for(int i = 0; i < rates_total; i++) { sma_sum += m_price[i]; if(i >= m_cci_period) sma_sum -= m_price[i - m_cci_period]; if(i >= m_cci_period - 1) buffer_sma[i] = sma_sum / m_cci_period; } for(int i = m_cci_period - 1; i < rates_total; i++) { double deviation_sum = 0; for(int j = 0; j < m_cci_period; j++) deviation_sum += MathAbs(m_price[i - j] - buffer_sma[i]); buffer_mad[i] = deviation_sum / m_cci_period; } for(int i = m_cci_period - 1; i < rates_total; i++) { if(buffer_mad[i] > 0) cci_out[i] = (m_price[i] - buffer_sma[i]) / (CCI_CONSTANT * buffer_mad[i]); } //--- Calculate Signal Line (MA of CCI) --- int ma_start_pos = m_cci_period + m_ma_period - 2; for(int i = ma_start_pos; i < rates_total; i++) { switch(m_ma_method) { case MODE_EMA: case MODE_SMMA: if(i == ma_start_pos) { double sum=0; for(int j=0; j0) signal_out[i]=sum/w_sum;} break; default: {double sum=0; for(int j=0; j