MQL5

マルチタイムフレームCCI for MT5

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定番になってきたMTFシリーズ、今回はCCIです。
これまでと同様にコードの説明はRSIのほうを参照してください。

ソースコード

#property copyright   "© shanch, 2020"
#property link        "shanch2@gmail.com"
#property description "MTFCCI"

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots   1

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrLightSeaGreen

#property indicator_width1  1

#property indicator_style1  STYLE_SOLID

input ENUM_TIMEFRAMES  TimeFrame = PERIOD_H1;

int hCCI;
double BufCCI[];
double BufTemp[];

int OnInit()
{
   SetIndexBuffer(0, BufCCI, INDICATOR_DATA);
   
   ArraySetAsSeries(BufCCI, true);

   ArraySetAsSeries(BufTemp, true);
   
   IndicatorSetInteger(INDICATOR_LEVELS,3);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,0,100);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,1,-100);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,2,200);
   IndicatorSetDouble(INDICATOR_LEVELVALUE,3,-200);
   IndicatorSetDouble(INDICATOR_MINIMUM,-300);
   IndicatorSetDouble(INDICATOR_MAXIMUM,300);

   hCCI = iCCI(NULL, TimeFrame, 14, PRICE_TYPICAL);

   return(INIT_SUCCEEDED);
}

void OnDeinit(const int reason) { IndicatorRelease(hCCI);}

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[])
  {
   ArraySetAsSeries(time,true);
   
   int limit = rates_total - prev_calculated;
   if(limit == 0) limit= 1;
   
   int shift = 0;

   for(int i=0; i<limit; i++)
   {
      shift=iBarShift(_Symbol,TimeFrame,time[i]);
      
      if(CopyBuffer(hCCI, 0, shift, 1, BufTemp) <= 0)
      {
         Print("Getting CCI failed! Error",GetLastError());
         return(0);
      }
      else
      {
          BufCCI[i]=BufTemp[0];
      }
   }

   for(int i=1; i<rates_total; i++)
   {
      if(iBarShift(NULL, TimeFrame, time[i]) > 0)
      {
         break;
      }
      BufCCI[i]=BufCCI[0];
   }
   return(rates_total);
  }
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