CCI Divergence by footon
52654 downloads / 5282 views / Created: 21.10.2015
Average Rating: 0
Indicator Description
CCI Divergence
Comments
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//==============================================================
// Forex Strategy Builder
// Copyright (c) Miroslav Popov. All rights reserved.
//==============================================================
// THIS CODE IS PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND,
// EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO
// THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
// A PARTICULAR PURPOSE.
//==============================================================
using System;
using System.Drawing;
using ForexStrategyBuilder.Infrastructure.Entities;
using ForexStrategyBuilder.Infrastructure.Enums;
using ForexStrategyBuilder.Infrastructure.Interfaces;
namespace ForexStrategyBuilder.Indicators.Store
{
public class CCI_Divergence : Indicator
{
public CCI_Divergence()
{
IndicatorName = "CCI Divergence";
PossibleSlots = SlotTypes.OpenFilter; //| SlotTypes.CloseFilter;
SeparatedChart = true;
IndicatorAuthor = "Footon";
IndicatorVersion = "2.0";
IndicatorDescription = "Footon's indi corner: custom indicators for FSB and FST.";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
IndParam.IndicatorType = TypeOfIndicator.IndicatorsMA;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new string[]
{
"Long if bullish divergence"
};
IndParam.ListParam[0].Index = 0;
IndParam.ListParam[0].Text = IndParam.ListParam[0].ItemList[IndParam.ListParam[0].Index];
IndParam.ListParam[0].Enabled = true;
IndParam.ListParam[0].ToolTip = "Logic of application of the oscillator.";
IndParam.ListParam[1].Caption = "Smoothing method";
IndParam.ListParam[1].ItemList = Enum.GetNames(typeof(MAMethod));
IndParam.ListParam[1].Index = (int)MAMethod.Simple;
IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index];
IndParam.ListParam[1].Enabled = true;
IndParam.ListParam[1].ToolTip = "The Moving Average method used for smoothing the CCI value.";
IndParam.ListParam[3].Caption = "Base price";
IndParam.ListParam[3].ItemList = Enum.GetNames(typeof(BasePrice));
IndParam.ListParam[3].Index = (int)BasePrice.Typical;
IndParam.ListParam[3].Text = IndParam.ListParam[3].ItemList[IndParam.ListParam[3].Index];
IndParam.ListParam[3].Enabled = true;
IndParam.ListParam[3].ToolTip = "The base price of Commodity Channel Index.";
// The NumericUpDown parameters
IndParam.NumParam[0].Caption = "CCI period";
IndParam.NumParam[0].Value = 14;
IndParam.NumParam[0].Min = 1;
IndParam.NumParam[0].Max = 200;
IndParam.NumParam[0].Enabled = true;
IndParam.NumParam[0].ToolTip = "The period of Commodity Channel Index.";
// The CheckBox parameters
IndParam.CheckParam[0].Caption = "Use previous bar value";
IndParam.CheckParam[0].Enabled = true;
IndParam.CheckParam[0].ToolTip = "Use the indicator value from the previous bar.";
return;
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
MAMethod maMethod = (MAMethod )IndParam.ListParam[1].Index;
BasePrice basePrice = (BasePrice)IndParam.ListParam[3].Index;
int iPeriod1 = (int)IndParam.NumParam[0].Value;
int iPrvs = IndParam.CheckParam[0].Checked ? 1 : 0;
// Calculation
int iFirstBar = 51+iPeriod1;//iPeriod1 + iPeriod2 + 2;
double[] cci = new double[Bars];
double[] signal = new double[Bars];
double[] bullishDivergence = new double[Bars];
double[] bearishDivergence = new double[Bars];
double[] bearishDivergence1 = new double[Bars];
double[] xxx = new double[Bars];
bool IsIndicatorTrough = false;
int lastTrough = 0;
bool IsIndicatorPeak = false;
int lastPeak = 0;
// ---------------------------------------------------------
var CCI = new CommodityChannelIndex();
CCI.Initialize(SlotType);
CCI.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
CCI.IndParam.ListParam[2].Index = IndParam.ListParam[3].Index;
CCI.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
CCI.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
CCI.Calculate(DataSet);
cci = CCI.Component[0].Value;
signal = CCI.Component[0].Value;
// ----------------------------------------------------------
for (int iBar = iFirstBar; iBar < Bars; iBar++)
{
//+------------------------------------------------------------------+
//| CatchBullishDivergence |
//+------------------------------------------------------------------+
if(cci[iBar-2] <= cci[iBar-3] && cci[iBar-2] < cci[iBar-4] && cci[iBar-2] < cci[iBar-1]) //shiftist 2 vasakule, 1 paremale
IsIndicatorTrough = true;
else
IsIndicatorTrough = false;
if(IsIndicatorTrough == true)
{
int currentTrough = iBar-2;
for(int j = iBar - 30; j <= iBar - 5; j++)
{
//if(signal[i-2] <= signal[i-3] && signal[i-2] <= signal[i-4] && signal[i] <= signal[i-2] && signal[i] <= signal[i-1])
if(cci[j-2] <= cci[j-3] && cci[j-2] < cci[j-4] && cci[j-2] <= cci[j-1] && cci[j-2] < cci[j])
{
lastTrough = j-2;
}
}
//xxx[iBar]=Low[lastTrough-1];
if(cci[currentTrough] > cci[lastTrough] && Low[currentTrough] < Low[lastTrough])
{
bullishDivergence[iBar] = 1;
//----
/*if(drawPriceTrendLines == true)
DrawPriceTrendLine(Time[currentTrough], Time[lastTrough], Low[currentTrough], Low[lastTrough], Green, STYLE_SOLID);
//----
if(drawIndicatorTrendLines == true)
DrawIndicatorTrendLine(Time[currentTrough], Time[lastTrough], cci[currentTrough], cci[lastTrough], Green, STYLE_SOLID);
//----
if(displayAlert == true)
DisplayAlert("Classical bullish divergence on: ", currentTrough); */
}
//----
if(cci[currentTrough] < cci[lastTrough] && Low[currentTrough] > Low[lastTrough])
{
bullishDivergence[iBar] = 1;
//----
/*if(drawPriceTrendLines == true)
DrawPriceTrendLine(Time[currentTrough], Time[lastTrough], Low[currentTrough], Low[lastTrough], Green, STYLE_DOT);
//----
if(drawIndicatorTrendLines == true)
DrawIndicatorTrendLine(Time[currentTrough], Time[lastTrough], cci[currentTrough], cci[lastTrough], Green, STYLE_DOT);
//----
if(displayAlert == true)
DisplayAlert("Reverse bullish divergence on: ", currentTrough); */
}
}
//+------------------------------------------------------------------+
//| CatchBearishDivergence |
//+------------------------------------------------------------------+
if(cci[iBar-2] >= cci[iBar-3] && cci[iBar-2] > cci[iBar-4] && cci[iBar-2] > cci[iBar-1])
IsIndicatorPeak = true;
else
IsIndicatorPeak = false;
if(IsIndicatorPeak == true)
{
int currentPeak = iBar-2;
for(int j = iBar - 30; j <= iBar - 5; j++)
{
if(cci[j-2] >= cci[j-3] && cci[j-2] > cci[j-4] && cci[j-2] >= cci[j-1] && cci[j-2] > cci[j])
lastPeak =j-2;
}
//----
if(cci[currentPeak] < cci[lastPeak] && High[currentPeak] > High[lastPeak])
{
bearishDivergence[iBar] = 1;
bearishDivergence1[iBar] = -1;
/*if(drawPriceTrendLines == true)
DrawPriceTrendLine(Time[currentPeak], Time[lastPeak], High[currentPeak], High[lastPeak], Red, STYLE_SOLID);
if(drawIndicatorTrendLines == true)
DrawIndicatorTrendLine(Time[currentPeak], Time[lastPeak], cci[currentPeak], cci[lastPeak], Red, STYLE_SOLID);
if(displayAlert == true)
DisplayAlert("Classical bearish divergence on: ", currentPeak); */
}
if(cci[currentPeak] > cci[lastPeak] && High[currentPeak] < High[lastPeak])
{
bearishDivergence[iBar] = 1;
bearishDivergence1[iBar] = -1;
//----
/*if(drawPriceTrendLines == true)
DrawPriceTrendLine(Time[currentPeak], Time[lastPeak], High[currentPeak], High[lastPeak], Red, STYLE_DOT);
//----
if(drawIndicatorTrendLines == true)
DrawIndicatorTrendLine(Time[currentPeak], Time[lastPeak], cci[currentPeak], cci[lastPeak], Red, STYLE_DOT);
//----
if(displayAlert == true)
DisplayAlert("Reverse bearish divergence on: ", currentPeak); */
}
}
}
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp();
Component[0].CompName = "Histogram";
Component[0].DataType = IndComponentType.IndicatorValue;
Component[0].ChartType = IndChartType.Histogram;
Component[0].FirstBar = iFirstBar;
Component[0].Value = bullishDivergence;
Component[3] = new IndicatorComp();
Component[3].CompName = "Histogram";
Component[3].DataType = IndComponentType.IndicatorValue;
Component[3].ChartType = IndChartType.Histogram;
Component[3].FirstBar = iFirstBar;
Component[3].Value = bearishDivergence1;
Component[1] = new IndicatorComp();
Component[1].CompName = "Allow entry";
Component[1].DataType = IndComponentType.AllowOpenLong;
Component[1].ChartType = IndChartType.NoChart;
Component[1].FirstBar = iFirstBar;
Component[1].Value = bullishDivergence;
Component[2] = new IndicatorComp();
Component[2].CompName = "Allow entry";
Component[2].DataType = IndComponentType.AllowOpenShort;
Component[2].ChartType = IndChartType.NoChart;
Component[2].FirstBar = iFirstBar;
Component[2].Value = bearishDivergence;
return;
}
///
/// Sets the indicator logic description
///
public override void SetDescription()
{
EntryFilterLongDescription = "Long if bullish divergence";
EntryFilterShortDescription = "Short if bearish divergence";
ExitFilterLongDescription = "Close if bearish divergence";
ExitFilterShortDescription = "Close if bullish divergence";
return;
}
///
/// Indicator to string
///
public override string ToString()
{
string sString = IndicatorName +
(IndParam.CheckParam[0].Checked ? "* (" : " (") +
IndParam.ListParam[1].Text + ", " + // Method
IndParam.NumParam[1].ValueToString + ")"; // Period
return sString;
}
}
}
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197//+--------------------------------------------------------------------+ //| Copyright: (C) 2014 Forex Software Ltd. | //| Website: http://forexsb.com/ | //| Support: http://forexsb.com/forum/ | //| License: Proprietary under the following circumstances: | //| | //| This code is a part of Forex Strategy Builder. It is free for | //| use as an integral part of Forex Strategy Builder. | //| One can modify it in order to improve the code or to fit it for | //| personal use. This code or any part of it cannot be used in | //| other applications without a permission. | //| The contact information cannot be changed. | //| | //| NO LIABILITY FOR CONSEQUENTIAL DAMAGES | //| | //| In no event shall the author be liable for any damages whatsoever | //| (including, without limitation, incidental, direct, indirect and | //| consequential damages, damages for loss of business profits, | //| business interruption, loss of business information, or other | //| pecuniary loss) arising out of the use or inability to use this | //| product, even if advised of the possibility of such damages. | //+--------------------------------------------------------------------+ #property copyright "Copyright (C) 2014 Forex Software Ltd." #property link "http://forexsb.com" #property version "2.00" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> #include <Forexsb.com/Indicators/CommodityChannelIndex.mqh> //## Requires CommodityChannelIndex.mqh //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class CCIDivergence : public Indicator { public: CCIDivergence(SlotTypes slotType) { SlotType=slotType; IndicatorName="CCI Divergence"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = false; IsDiscreteValues = false; IsDeafultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void CCIDivergence::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); MAMethod maMethod = (MAMethod ) ListParam[1].Index; BasePrice basePrice = (BasePrice) ListParam[3].Index; int iPeriod1 = (int) NumParam[0].Value; int iPrvs = CheckParam[0].Checked ? 1 : 0; // Calculation const int firstBar=51+iPeriod1; double bullishDivergence[]; ArrayResize(bullishDivergence,Data.Bars); ArrayInitialize(bullishDivergence,0); double bearishDivergence[]; ArrayResize(bearishDivergence,Data.Bars); ArrayInitialize(bearishDivergence,0); double bearishDivergence1[]; ArrayResize(bearishDivergence1,Data.Bars); ArrayInitialize(bearishDivergence1,0); bool IsIndicatorTrough = false; int lastTrough = 0; bool IsIndicatorPeak = false; int lastPeak = 0; // ---------------------------------------------------- CommodityChannelIndex *cci=new CommodityChannelIndex(SlotType); cci.ListParam[1].Index = ListParam[1].Index; cci.ListParam[2].Index = ListParam[3].Index; cci.NumParam[0].Value=NumParam[0].Value; cci.NumParam[1].Value=100; cci.NumParam[2].Value=0.015; cci.CheckParam[0].Checked=CheckParam[0].Checked; cci.Calculate(dataSet); double adIndicator1[]; ArrayResize(adIndicator1,Data.Bars); ArrayCopy(adIndicator1,cci.Component[0].Value); delete cci; // ----------------------------------------------------- for(int iBar=firstBar; iBar<Data.Bars; iBar++) { //+------------------------------------------------------------------+ //| CatchBullishDivergence | //+------------------------------------------------------------------+ if(adIndicator1[iBar-2] <= adIndicator1[iBar-3] && adIndicator1[iBar-2] < adIndicator1[iBar-4] && adIndicator1[iBar-2] < adIndicator1[iBar-1]) //shiftist 2 vasakule, 1 paremale IsIndicatorTrough = true; else IsIndicatorTrough = false; if(IsIndicatorTrough == true) { int currentTrough = iBar-2; for(int j = iBar - 30; j <= iBar - 5; j++) { //if(signal[i-2] <= signal[i-3] && signal[i-2] <= signal[i-4] && signal[i] <= signal[i-2] && signal[i] <= signal[i-1]) if(adIndicator1[j-2] <= adIndicator1[j-3] && adIndicator1[j-2] < adIndicator1[j-4] && adIndicator1[j-2] <= adIndicator1[j-1] && adIndicator1[j-2] < adIndicator1[j]) { lastTrough = j-2; } } if(adIndicator1[currentTrough] > adIndicator1[lastTrough] && Data.Low[currentTrough] < Data.Low[lastTrough]) { bullishDivergence[iBar] = 1; } //---- if(adIndicator1[currentTrough] < adIndicator1[lastTrough] && Data.Low[currentTrough] > Data.Low[lastTrough]) { bullishDivergence[iBar] = 1; } } //+------------------------------------------------------------------+ //| CatchBearishDivergence | //+------------------------------------------------------------------+ if(adIndicator1[iBar-2] >= adIndicator1[iBar-3] && adIndicator1[iBar-2] > adIndicator1[iBar-4] && adIndicator1[iBar-2] > adIndicator1[iBar-1]) IsIndicatorPeak = true; else IsIndicatorPeak = false; if(IsIndicatorPeak == true) { int currentPeak = iBar-2; for(int j = iBar - 30; j <= iBar - 5; j++) { if(adIndicator1[j-2] >= adIndicator1[j-3] && adIndicator1[j-2] > adIndicator1[j-4] && adIndicator1[j-2] >= adIndicator1[j-1] && adIndicator1[j-2] > adIndicator1[j]) lastPeak =j-2; } //---- if(adIndicator1[currentPeak] < adIndicator1[lastPeak] && Data.High[currentPeak] > Data.High[lastPeak]) { bearishDivergence[iBar] = 1; bearishDivergence1[iBar] = -1; } if(adIndicator1[currentPeak] > adIndicator1[lastPeak] && Data.High[currentPeak] < Data.High[lastPeak]) { bearishDivergence[iBar] = 1; bearishDivergence1[iBar] = -1; //---- } } } // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Allow long entry"; Component[0].DataType = IndComponentType_AllowOpenLong; Component[0].FirstBar = firstBar; ArrayCopy(Component[0].Value,bullishDivergence); ArrayResize(Component[1].Value,Data.Bars); Component[1].CompName = "Allow short entry"; Component[1].DataType = IndComponentType_AllowOpenShort; Component[1].FirstBar = firstBar; ArrayCopy(Component[1].Value,bearishDivergence); ArrayResize(Component[2].Value,Data.Bars); Component[2].CompName = "Histogram"; Component[2].DataType = IndComponentType_IndicatorValue; Component[2].FirstBar = firstBar; ArrayCopy(Component[2].Value,bullishDivergence); ArrayResize(Component[3].Value,Data.Bars); Component[3].CompName = "Histogram"; Component[3].DataType = IndComponentType_IndicatorValue; Component[3].FirstBar = firstBar; ArrayCopy(Component[3].Value,bearishDivergence1); } //+------------------------------------------------------------------+
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Copyright © 2006 - 2025, Forex Software Ltd.;
Copyright © 2006 - 2025, Forex Software Ltd.;