//+------------------------------------------------------------------+ //| CCI_Oscillator.mq5 | //| Copyright 2025, xxxxxxxx | //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property link "" #property version "1.00" #property description "CCI Oscillator (Histogram of CCI vs Signal Line)" //--- Indicator Window and Plot Properties --- #property indicator_separate_window #property indicator_buffers 1 // Only the final Histogram buffer is needed #property indicator_plots 1 #property indicator_type1 DRAW_HISTOGRAM #property indicator_color1 clrSilver #property indicator_width1 1 #property indicator_label1 "CCI Oscillator" #property indicator_level1 0.0 #property indicator_levelstyle STYLE_DOT //--- 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 BufferOscillator[]; //--- 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, BufferOscillator, INDICATOR_DATA); ArraySetAsSeries(BufferOscillator, false); int draw_begin = g_ExtCCIPeriod * 2 + g_ExtMAPeriod - 3; PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin); IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("CCI Osc(%d, %d)", g_ExtCCIPeriod, g_ExtMAPeriod)); IndicatorSetInteger(INDICATOR_DIGITS, 2); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| CCI Oscillator 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[]) { int start_pos = g_ExtCCIPeriod * 2 + g_ExtMAPeriod - 3; if(rates_total <= start_pos) return(0); //--- Internal Buffers for calculation --- double buffer_cci[], buffer_signal[]; ArrayResize(buffer_cci, rates_total); ArrayResize(buffer_signal, rates_total); //--- STEP 1: Calculate CCI internally --- { 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; } 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; } } for(int i = g_ExtCCIPeriod * 2 - 2; i < rates_total; i++) { if(buffer_mad[i] > 0) buffer_cci[i] = (price_source[i] - buffer_sma[i]) / (CCI_CONSTANT * buffer_mad[i]); } } //--- STEP 2: Calculate the Signal Line (MA of CCI) --- 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) buffer_signal[i]=lwma_sum/weight_sum; } break; default: // MODE_SMA { double sum=0; for(int j=0; j