CCI Buy Sell Zones by Popov
51494 downloads / 5103 views / Created: 07.12.2015 Average Rating: 5
Indicator Description
"CCI Buy Sell Zones" indicator determines a buy zone on oversold market and a sell zone on an overbought market.
Comments
//==============================================================
// Forex Strategy Builder
// Copyright © 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.Indicators.Store;
using ForexStrategyBuilder.Infrastructure.Entities;
using ForexStrategyBuilder.Infrastructure.Enums;
using ForexStrategyBuilder.Infrastructure.Interfaces;
namespace ForexStrategyBuilder.Indicators.Custom
{
public class CCIBuySellZones : Indicator
{
public CCIBuySellZones()
{
IndicatorName = "CCI Buy Sell Zones";
PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter;
SeparatedChart = true;
IndicatorAuthor = "Miroslav Popov";
IndicatorVersion = "1.0";
IndicatorDescription = "Determines buy and sell zones.";
}
public override void Initialize(SlotTypes slotType)
{
SlotType = slotType;
// The ComboBox parameters
IndParam.ListParam[0].Caption = "Logic";
IndParam.ListParam[0].ItemList = new[]
{
SlotType == SlotTypes.OpenFilter
? "Buy zone is formed"
: "Sell zone is formed"
};
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[2].Caption = "MA method";
IndParam.ListParam[2].ItemList = Enum.GetNames(typeof (MAMethod));
IndParam.ListParam[2].Index = (int) MAMethod.Exponential;
IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index];
IndParam.ListParam[2].Enabled = true;
IndParam.ListParam[2].ToolTip = "The Moving Average method used for smoothing the signal line.";
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.";
IndParam.NumParam[1].Caption = "MA period";
IndParam.NumParam[1].Value = 9;
IndParam.NumParam[1].Min = 1;
IndParam.NumParam[1].Max = 200;
IndParam.NumParam[1].Enabled = true;
IndParam.NumParam[1].ToolTip = "The period of signal line.";
IndParam.NumParam[2].Caption = "Level";
IndParam.NumParam[2].Value = 100;
IndParam.NumParam[2].Min = 1;
IndParam.NumParam[2].Max = 1000;
IndParam.NumParam[2].Enabled = true;
IndParam.NumParam[2].ToolTip = "MA signal level";
// 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.";
}
public override void Calculate(IDataSet dataSet)
{
DataSet = dataSet;
// Reading the parameters
var maMethod = (MAMethod) IndParam.ListParam[2].Index;
var periodCci = (int) IndParam.NumParam[0].Value;
var periodMa = (int) IndParam.NumParam[1].Value;
var level = (int) IndParam.NumParam[2].Value;
int previous = IndParam.CheckParam[0].Checked ? 1 : 0;
SpecialValues = new double[] {-level, level};
// Calculation
int firstBar = periodCci + periodMa + 2;
var cciIndicator = new CommodityChannelIndex();
cciIndicator.Initialize(SlotType);
cciIndicator.IndParam.ListParam[1].Index = IndParam.ListParam[1].Index;
cciIndicator.IndParam.ListParam[2].Index = IndParam.ListParam[3].Index;
cciIndicator.IndParam.NumParam[0].Value = IndParam.NumParam[0].Value;
cciIndicator.IndParam.CheckParam[0].Checked = IndParam.CheckParam[0].Checked;
cciIndicator.Calculate(DataSet);
double[] cci = cciIndicator.Component[0].Value;
double[] maCci = MovingAverage(periodMa, 0, maMethod, cci);
double[] buyZone = new double[Bars];
double[] sellZone = new double[Bars];
for (int bar = firstBar; bar < Bars; bar++)
{
if (buyZone[bar - 1] > Epsilon && maCci[bar] < -level)
{
// Continue Buy zone
buyZone[bar] = 1;
continue;
}
if (sellZone[bar - 1] > Epsilon && maCci[bar] > level)
{
// Continue Sell zone
sellZone[bar] = 1;
continue;
}
if (cci[bar] > maCci[bar] + Epsilon && cci[bar - 1] <= maCci[bar - 1] &&
maCci[bar] < -level)
{
// Start Buy zone
buyZone[bar] = 1;
continue;
}
if (cci[bar] < maCci[bar] - Epsilon && cci[bar - 1] >= maCci[bar - 1] &&
maCci[bar] > level)
{
// Start Sell zone
sellZone[bar] = 1;
}
}
// Shift signal if it is necessary
if (previous > 0)
{
for (int bar = Bars - 1; bar >= firstBar; bar--)
{
buyZone[bar] = buyZone[bar - 1];
sellZone[bar] = sellZone[bar - 1];
}
}
// Saving the components
Component = new IndicatorComp[4];
Component[0] = new IndicatorComp
{
CompName = "CCI",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.RoyalBlue,
FirstBar = firstBar,
Value = cci
};
Component[1] = new IndicatorComp
{
CompName = "MA CCI",
DataType = IndComponentType.IndicatorValue,
ChartType = IndChartType.Line,
ChartColor = Color.Red,
FirstBar = firstBar,
Value = maCci
};
Component[2] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar
};
Component[3] = new IndicatorComp
{
ChartType = IndChartType.NoChart,
FirstBar = firstBar
};
// Sets the Component's type
if (SlotType == SlotTypes.OpenFilter)
{
Component[2].DataType = IndComponentType.AllowOpenLong;
Component[2].CompName = "Is long entry allowed";
Component[2].Value = buyZone;
Component[3].DataType = IndComponentType.AllowOpenShort;
Component[3].CompName = "Is short entry allowed";
Component[3].Value = sellZone;
}
else if (SlotType == SlotTypes.CloseFilter)
{
Component[2].DataType = IndComponentType.ForceCloseLong;
Component[2].CompName = "Close out long position";
Component[2].Value = sellZone;
Component[3].DataType = IndComponentType.ForceCloseShort;
Component[3].CompName = "Close out short position";
Component[3].Value = buyZone;
}
}
public override void SetDescription()
{
EntryFilterLongDescription = ToString() + " forms a buy zone";
EntryFilterShortDescription = ToString() + " forms a sell zone";
ExitFilterLongDescription = ToString() + " forms a sell zone";
ExitFilterShortDescription = ToString() + " forms a buy zone";
}
}
}
//+--------------------------------------------------------------------+ //| Copyright: (C) 2015 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) 2015 Forex Software Ltd." #property link "http://forexsb.com" #property version "1.00" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> #include <Forexsb.com/Indicators/CommodityChannelIndex.mqh> //## Requires CommodityChannelIndex.mqh class CCIBuySellZones : public Indicator { public: CCIBuySellZones(SlotTypes slotType) { SlotType = slotType; IndicatorName = "CCI Buy Sell Zones"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = true; IsDiscreteValues = false; IsDefaultGroupAll = false; } virtual void Calculate(DataSet &dataSet); }; void CCIBuySellZones::Calculate(DataSet &dataSet) { Data = GetPointer(dataSet); // Reading the parameters MAMethod maMethod=(MAMethod) ListParam[2].Index; int periodCci = (int) NumParam[0].Value; int periodMa = (int) NumParam[1].Value; int level = (int) NumParam[2].Value; int previous = CheckParam[0].Checked ? 1 : 0; // Calculation int firstBar = periodCci + periodMa + 2; CommodityChannelIndex *cciIndicator = new CommodityChannelIndex(SlotType); cciIndicator.ListParam[1].Index = ListParam[1].Index; cciIndicator.ListParam[2].Index = ListParam[3].Index; cciIndicator.NumParam[0].Value = NumParam[0].Value; cciIndicator.NumParam[1].Value = 100; cciIndicator.NumParam[2].Value = 0.015; cciIndicator.CheckParam[0].Checked = CheckParam[0].Checked; cciIndicator.Calculate(dataSet); double cci[]; ArrayResize(cci, Data.Bars); ArrayCopy(cci, cciIndicator.Component[0].Value); delete cciIndicator; double maCci[]; MovingAverage(periodMa,0,maMethod,cci,maCci); double buyZone[]; ArrayResize(buyZone, Data.Bars); ArrayInitialize(buyZone, 0); double sellZone[]; ArrayResize(sellZone, Data.Bars); ArrayInitialize(sellZone, 0); for (int bar = firstBar; bar < Data.Bars; bar++) { if (buyZone[bar - 1] > Sigma() && maCci[bar] < -level) { // Continue Buy zone buyZone[bar] = 1; continue; } if (sellZone[bar - 1] > Sigma() && maCci[bar] > level) { // Continue Sell zone sellZone[bar] = 1; continue; } if (cci[bar] > maCci[bar] + Sigma() && cci[bar - 1] <= maCci[bar - 1] && maCci[bar] < -level) { // Start Buy zone buyZone[bar] = 1; continue; } if (cci[bar] < maCci[bar] - Sigma() && cci[bar - 1] >= maCci[bar - 1] && maCci[bar] > level) { // Start Sell zone sellZone[bar] = 1; } } // Shift signal if it is necessary if (previous > 0) { for (int bar = Data.Bars - 1; bar >= firstBar; bar--) { buyZone[bar] = buyZone[bar - 1]; sellZone[bar] = sellZone[bar - 1]; } } // Saving the components ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "CCI"; Component[0].DataType = IndComponentType_IndicatorValue; Component[0].FirstBar = firstBar; ArrayCopy(Component[0].Value, cci); ArrayResize(Component[1].Value,Data.Bars); Component[1].CompName = "MA CCI"; Component[1].DataType = IndComponentType_IndicatorValue; Component[1].FirstBar = firstBar; ArrayCopy(Component[1].Value, maCci); ArrayResize(Component[2].Value, Data.Bars); Component[2].FirstBar = firstBar; ArrayResize(Component[3].Value, Data.Bars); Component[3].FirstBar = firstBar; // Sets the Component's type if (SlotType == SlotTypes_OpenFilter) { Component[2].DataType = IndComponentType_AllowOpenLong; Component[2].CompName = "Is long entry allowed"; ArrayCopy(Component[2].Value, buyZone); Component[3].DataType = IndComponentType_AllowOpenShort; Component[3].CompName = "Is short entry allowed"; ArrayCopy(Component[3].Value, sellZone); } else if (SlotType == SlotTypes_CloseFilter) { Component[2].DataType = IndComponentType_ForceCloseLong; Component[2].CompName = "Close out long position"; ArrayCopy(Component[2].Value, sellZone); Component[3].DataType = IndComponentType_ForceCloseShort; Component[3].CompName = "Close out short position"; ArrayCopy(Component[3].Value, buyZone); } }
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Copyright © 2006 - 2024, Forex Software Ltd.;