The CCI indicator using a digital filtering.
The indicator uses SmoothAlgorithms.mqh library classes (copy it to <terminal_data_folder>\MQL5\Include). The use of the classes was thoroughly described in the article "Averaging Price Series for Intermediate Calculations Without Using Additional Buffers".
Originally this indicator has been written in MQL4 and was first published in the Code Base on 04.10.2007.
Figure 1. Digital_CCI_Woodies
Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/14490
Trading system using the iCCI_NR indicator.iCCI_NRCandle
The iCCI_NR indicator implemented as a sequence of candlesticks.