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i-SpectrAnalysis_CCI - indicator for MetaTrader 5

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votes: 20
2015.01.22 13:30
2016.11.22 07:32
dt_fft.mqh (28.84 KB)view

Real author:


The indicator exemplifies smoothing of price time series of the CCI indicator by means of filtration of harmonics of a greater order.

This approach can be applied for smoothening any indicators' values. The main advantage of the method is a real absence of a delay.

Indicator input parameters:

//| Input parameters of the indicator            |
input int   CCIPeriod=14;
input uint N = 7;      // Series length
input uint SS = 20;    // Smoothing coefficient
input int Shift=0;     // Horizontal shift of the indicator in bars


  • N specifies series length (power of two);
  • SS - A smoothening coefficient in the resulting spectrum zeroes out frequency ratios exceeding set value. SS cannot exceed 2^N. CCI series fully repeats itself if SS = 2^N. library is required for the indicator operation.

Fig.1. i-SpectrAnalysis_CCI Indicator

Fig.1. i-SpectrAnalysis_CCI Indicator

Translated from Russian by MetaQuotes Software Corp.
Original code:

CronexCCI CronexCCI

The MACD Indicator, where the price series is replaced by the series of values of the CCI technical indicator. It is drawn in the form of a colored cloud.


The CronexCCI indicator with the timeframe selection option available in input parameters.

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