Dual CCI Indicator

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futuresdaytrader
36
futuresdaytrader  

I am trying to create a CCI indicator that allows you to plot two periods in the same indicator space, such as the 14 period and the 50 period. 

I am getting these errors when I try to compile:
1)  "OnCalculate function declared with wrong type or parameters" warning 

2)  "OnCalculate function not found in custom indicator" error.


 This is the code that I have so far.  Can anyone tell me what I need to change?  I am sure some of you can figure this out in 10 seconds or less.  LOL



Any help is appreciated!



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Vladimir Karputov
Moderator
207216
Vladimir Karputov  
futuresdaytrader:

I am trying to create a CCI indicator that allows you to plot two periods in the same indicator space, such as the 14 period and the 50 period. 

I am getting these errors when I try to compile:
1)  "OnCalculate function declared with wrong type or parameters" warning 

2)  "OnCalculate function not found in custom indicator" error.

 This is the code that I have so far.  Can anyone tell me what I need to change?  I am sure some of you can figure this out in 10 seconds or less.  LOL

Any help is appreciated!

Use button 'Code' 

futuresdaytrader
36
futuresdaytrader  
//+------------------------------------------------------------------+
//|                                              CCI_Two_Periods.mq5 |
//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright   "2009-2017, MetaQuotes Software Corp."
#property link        "http://www.mql5.com"
#property description "Commodity Channel Index 14/50"
#include <MovingAverages.mqh>
//---
#property indicator_separate_window
#property indicator_buffers       8
#property indicator_plots         2
#property indicator_type1         DRAW_LINE
#property indicator_color1        LightSeaGreen
#property indicator_level1       -100.0
#property indicator_level2        100.0
#property indicator_level3       -200.0
#property indicator_level4        200.0
#property indicator_applied_price PRICE_TYPICAL
//--- input parameters
input int  InpCCIPeriod=14;  // Period
input int  InpCCIPeriod2=50; // Period2
//--- global variable
int        ExtCCIPeriod;
int        ExtCCIPeriod2;
//---- indicator buffer Period 1
double     ExtSPBuffer[];
double     ExtDBuffer[];
double     ExtMBuffer[];
double     ExtCCIBuffer[];
//---- indicator buffer Period 2
double     ExtSPBuffer2[];
double     ExtDBuffer2[];
double     ExtMBuffer2[];
double     ExtCCIBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- check for input value of period
   if(InpCCIPeriod<=0)
     {
      ExtCCIPeriod=14;
      printf("Incorrect value for input variable InpCCIPeriod=%d. Indicator will use value=%d for calculations.",InpCCIPeriod,ExtCCIPeriod);
     }
   else ExtCCIPeriod=InpCCIPeriod;
   
    if(InpCCIPeriod2<=0)
     {
      ExtCCIPeriod2=50;
      printf("Incorrect value for input variable InpCCIPeriod2=%d. Indicator will use value=%d for calculations.",InpCCIPeriod2,ExtCCIPeriod2);
     }
   else ExtCCIPeriod2=InpCCIPeriod2;
   
//--- define buffers
   SetIndexBuffer(0,ExtCCIBuffer);
   SetIndexBuffer(1,ExtDBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(2,ExtMBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,ExtSPBuffer,INDICATOR_CALCULATIONS);
   
   SetIndexBuffer(0,ExtCCIBuffer2);
   SetIndexBuffer(1,ExtDBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(2,ExtMBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,ExtSPBuffer2,INDICATOR_CALCULATIONS);
//--- indicator name
   IndicatorSetString(INDICATOR_SHORTNAME,"CCI("+string(ExtCCIPeriod)+")");
   IndicatorSetString(INDICATOR_SHORTNAME,"CCI2("+string(ExtCCIPeriod2)+")");
//--- indexes draw begin settings
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtCCIPeriod-1);
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtCCIPeriod2-1);
//--- number of digits of indicator value
   IndicatorSetInteger(INDICATOR_DIGITS,2);
//---- OnInit done
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int rates_total2,
                const int prev_calculated,
                const int prev_calculated2,
                const int begin,
                const int begin2,
                const double &price[])
  {
//--- variables
   int    i,j,k,m;
   double dTmp,dMul=0.015/ExtCCIPeriod;
   double dTmp2,dMul2=0.015/ExtCCIPeriod2;
//--- start calculation
   int StartCalcPosition=(ExtCCIPeriod-1)+begin;
   int StartCalcPosition2=(ExtCCIPeriod2-1)+begin2;
//--- check for bars count
   if(rates_total<StartCalcPosition)
      return(0);
   if(rates_total2<StartCalcPosition2)
      return(0);
//--- correct draw begin
   if(begin>0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition+(ExtCCIPeriod-1));
   if(begin2>0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition2+(ExtCCIPeriod2-1));
//--- calculate position
   int pos=prev_calculated-1;
   if(pos<StartCalcPosition)
      pos=StartCalcPosition;
      
   int pos2=prev_calculated2-1;
   if(pos2<StartCalcPosition2)
      pos2=StartCalcPosition2;
      
//--- main cycle
   //--- loop for first period
   for(i=pos;i<rates_total && !IsStopped();i++)
     {
      //--- SMA on price buffer
      ExtSPBuffer[i]=SimpleMA(i,ExtCCIPeriod,price);
      //--- calculate D
      dTmp=0.0;
      for(j=0;j<ExtCCIPeriod;j++) dTmp+=MathAbs(price[i-j]-ExtSPBuffer[i]);
      ExtDBuffer[i]=dTmp*dMul;
      //--- calculate M
      ExtMBuffer[i]=price[i]-ExtSPBuffer[i];
      //--- calculate CCI
      if(ExtDBuffer[i]!=0.0) ExtCCIBuffer[i]=ExtMBuffer[i]/ExtDBuffer[i];
      else                   ExtCCIBuffer[i]=0.0;
     }
     return(rates_total);
     
   //--- loop for second period    
   for(k=pos2;k<rates_total2 && !IsStopped();k++)
     {
      //--- SMA on price buffer
      ExtSPBuffer2[k]=SimpleMA(k,ExtCCIPeriod2,price);
      //--- calculate DTmp2
      dTmp2=0.0;
      for(m=0;m<ExtCCIPeriod2;m++) dTmp+=MathAbs(price[k-m]-ExtSPBuffer2[k]);
      ExtDBuffer2[k]=dTmp2*dMul2;
      //--- calculate M
      ExtMBuffer2[k]=price[k]-ExtSPBuffer2[k];
      //--- calculate CCI2
      if(ExtDBuffer2[k]!=0.0) ExtCCIBuffer2[k]=ExtMBuffer2[k]/ExtDBuffer2[k];
      else                    ExtCCIBuffer2[k]=0.0;
     }
//---- OnCalculate done. Return new prev_calculated.
     return(rates_total2);
  }
//+------------------------------------------------------------------+
Vladimir Karputov
Moderator
207216
Vladimir Karputov  

You have ten buffers:

#property indicator_buffers       10

Assign indicator buffers incorrectly.

   SetIndexBuffer(0,ExtCCIPeriod,INDICATOR_DATA);
   SetIndexBuffer(1,ExtCCIPeriod2,INDICATOR_DATA);
//--- indicator buffer Period 1
   SetIndexBuffer(2,ExtSPBuffer,INDICATOR_CALCULATIONS)
   SetIndexBuffer(3,ExtDBuffer,INDICATOR_CALCULATIONS)
   SetIndexBuffer(4,ExtMBuffer,INDICATOR_CALCULATIONS)
   SetIndexBuffer(5,ExtCCIBuffer,INDICATOR_CALCULATIONS)
//--- indicator buffer Period 2
   SetIndexBuffer(6,ExtSPBuffer2,INDICATOR_CALCULATIONS)
   SetIndexBuffer(7,ExtDBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(8,ExtMBuffer2,INDICATOR_CALCULATIONS)
   SetIndexBuffer(9,ExtCCIBuffer2,INDICATOR_CALCULATIONS)
futuresdaytrader
36
futuresdaytrader  
Vladimir Karputov:

You have ten buffers:

Assign indicator buffers incorrectly.

Whoops!  Thank you for pointing that out, Vladimir.  That means that the original CCI indicator did not have this property set correctly.  ;-(  I am still learning how to code, so any pointers like this are appreciated.

I have updated my code locally, but I am still getting the same error and warning.

futuresdaytrader
36
futuresdaytrader  

I have updated my code as I compare the Stochastic indicator code (that also has two plots) to this code.  Comments are added to help identify my changes from the code above.


//+------------------------------------------------------------------+
//|                                              CCI_Two_Periods.mq5 |
//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright   "2009-2017, MetaQuotes Software Corp."
#property link        "http://www.mql5.com"
#property description "Commodity Channel Index 14/50"
#include <MovingAverages.mqh>
//---
#property indicator_separate_window
// Changed buffers from 8 to 10
#property indicator_buffers       10
#property indicator_plots         2
#property indicator_type1         DRAW_LINE
// Added indicator_type2
#property indicator_type2         DRAW_LINE
#property indicator_color1        White
// Added indicator_color2
#property indicator_color2        Blue
#property indicator_level1       -100.0
#property indicator_level2        100.0
#property indicator_level3       -200.0
#property indicator_level4        200.0
#property indicator_applied_price PRICE_TYPICAL
//--- input parameters
input int  InpCCIPeriod=14;  // Period
input int  InpCCIPeriod2=50; // Period2
//--- global variable
int        ExtCCIPeriod;
int        ExtCCIPeriod2;
//---- indicator buffer Period 1
double     ExtSPBuffer[];
double     ExtDBuffer[];
double     ExtMBuffer[];
double     ExtCCIBuffer[];
//---- indicator buffer Period 2
double     ExtSPBuffer2[];
double     ExtDBuffer2[];
double     ExtMBuffer2[];
double     ExtCCIBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- check for input value of period
   if(InpCCIPeriod<=0)
     {
      ExtCCIPeriod=14;
      printf("Incorrect value for input variable InpCCIPeriod=%d. Indicator will use value=%d for calculations.",InpCCIPeriod,ExtCCIPeriod);
     }
   else ExtCCIPeriod=InpCCIPeriod;
   
    if(InpCCIPeriod2<=0)
     {
      ExtCCIPeriod2=50;
      printf("Incorrect value for input variable InpCCIPeriod2=%d. Indicator will use value=%d for calculations.",InpCCIPeriod2,ExtCCIPeriod2);
     }
   else ExtCCIPeriod2=InpCCIPeriod2;
   
//--- define buffers
   SetIndexBuffer(0,ExtCCIBuffer);
   SetIndexBuffer(1,ExtDBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(2,ExtMBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,ExtSPBuffer,INDICATOR_CALCULATIONS);
   
   SetIndexBuffer(0,ExtCCIBuffer2);
   SetIndexBuffer(1,ExtDBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(2,ExtMBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,ExtSPBuffer2,INDICATOR_CALCULATIONS);
//--- indicator name
   IndicatorSetString(INDICATOR_SHORTNAME,"CCI("+string(ExtCCIPeriod)+")");
   IndicatorSetString(INDICATOR_SHORTNAME,"CCI2("+string(ExtCCIPeriod2)+")");
//--- indexes draw begin settings
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtCCIPeriod-1);
  // Changed statement below from 0 to 1 to match Stochastic code for multiple plots
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtCCIPeriod2-1);
//--- number of digits of indicator value
   IndicatorSetInteger(INDICATOR_DIGITS,2);
//---- OnInit done
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int rates_total2,
                const int prev_calculated,
                const int prev_calculated2,
                const int begin,
                const int begin2,
                const double &price[])
  {
//--- variables
   int    i,j,k,m;
   double dTmp,dMul=0.015/ExtCCIPeriod;
   double dTmp2,dMul2=0.015/ExtCCIPeriod2;
//--- start calculation
   int StartCalcPosition=(ExtCCIPeriod-1)+begin;
   int StartCalcPosition2=(ExtCCIPeriod2-1)+begin2;
//--- check for bars count
   if(rates_total<StartCalcPosition)
      return(0);
   if(rates_total2<StartCalcPosition2)
      return(0);
//--- correct draw begin
   if(begin>0)  PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition +(ExtCCIPeriod-1));
   if(begin2>0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition2+(ExtCCIPeriod2-1));
//--- calculate position
   int pos=prev_calculated-1;
   if(pos<StartCalcPosition)
      pos=StartCalcPosition;
      
   int pos2=prev_calculated2-1;
   if(pos2<StartCalcPosition2)
      pos2=StartCalcPosition2;
      
//--- main cycle
   //--- loop for first period
   for(i=pos;i<rates_total && !IsStopped();i++)
     {
      //--- SMA on price buffer
      ExtSPBuffer[i]=SimpleMA(i,ExtCCIPeriod,price);
      //--- calculate D
      dTmp=0.0;
      for(j=0;j<ExtCCIPeriod;j++) dTmp+=MathAbs(price[i-j]-ExtSPBuffer[i]);
      ExtDBuffer[i]=dTmp*dMul;
      //--- calculate M
      ExtMBuffer[i]=price[i]-ExtSPBuffer[i];
      //--- calculate CCI
      if(ExtDBuffer[i]!=0.0) ExtCCIBuffer[i]=ExtMBuffer[i]/ExtDBuffer[i];
      else                   ExtCCIBuffer[i]=0.0;
     }
 // Commented out return statement here
 //    return(rates_total);
     
   //--- loop for second period    
//   for(k=pos2;k<rates_total && !IsStopped();k++)
     for(k=pos2;k<rates_total2 && !IsStopped();k++)
     {
      //--- SMA on price buffer
      ExtSPBuffer2[k]=SimpleMA(k,ExtCCIPeriod2,price);
      //--- calculate DTmp2
      dTmp2=0.0;
      for(m=0;m<ExtCCIPeriod2;m++) dTmp+=MathAbs(price[k-m]-ExtSPBuffer2[k]);
      ExtDBuffer2[k]=dTmp2*dMul2;
      //--- calculate M
      ExtMBuffer2[k]=price[k]-ExtSPBuffer2[k];
      //--- calculate CCI2
      if(ExtDBuffer2[k]!=0.0) ExtCCIBuffer2[k]=ExtMBuffer2[k]/ExtDBuffer2[k];
      else                    ExtCCIBuffer2[k]=0.0;
     }
//---- OnCalculate done. Return new prev_calculated.
     return(rates_total);
     
  }
//+------------------------------------------------------------------+
futuresdaytrader
36
futuresdaytrader  

I was able to get rid of the errors by reviewing the documentation for the OnCalculate function.  The two plots do not plot correctly, though. 

I get only one plot (bottom indicator in white should match the CCI 14 plot in gold) and that does not look correct when compared to standalone CCI plots for the 14 period and the 50 period.

This is the most recent version of the code.  Any suggestions are appreciated!

//+------------------------------------------------------------------+
//|                                              CCI_Two_Periods.mq5 |
//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright   "2009-2017, MetaQuotes Software Corp."
#property link        "http://www.mql5.com"
#property description "Commodity Channel Index 14/50"
#include <MovingAverages.mqh>
//---
#property indicator_separate_window
// Changed buffers from 8 to 10
#property indicator_buffers       10
#property indicator_plots         2
#property indicator_type1         DRAW_LINE
// Added indicator_type2
#property indicator_type2         DRAW_LINE
#property indicator_color1        White
// Added indicator_color2
#property indicator_color2        Blue
#property indicator_level1       -100.0
#property indicator_level2        100.0
#property indicator_level3       -200.0
#property indicator_level4        200.0
#property indicator_applied_price PRICE_TYPICAL
//--- input parameters
input int  InpCCIPeriod=14;  // Period
input int  InpCCIPeriod2=50; // Period2
//--- global variable
int        ExtCCIPeriod;
int        ExtCCIPeriod2;
//---- indicator buffer Period 1
double     ExtSPBuffer[];
double     ExtDBuffer[];
double     ExtMBuffer[];
double     ExtCCIBuffer[];
//---- indicator buffer Period 2
double     ExtSPBuffer2[];
double     ExtDBuffer2[];
double     ExtMBuffer2[];
double     ExtCCIBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- check for input value of period
   if(InpCCIPeriod<=0)
     {
      ExtCCIPeriod=14;
      printf("Incorrect value for input variable InpCCIPeriod=%d. Indicator will use value=%d for calculations.",InpCCIPeriod,ExtCCIPeriod);
     }
   else ExtCCIPeriod=InpCCIPeriod;
   
    if(InpCCIPeriod2<=0)
     {
      ExtCCIPeriod2=50;
      printf("Incorrect value for input variable InpCCIPeriod2=%d. Indicator will use value=%d for calculations.",InpCCIPeriod2,ExtCCIPeriod2);
     }
   else ExtCCIPeriod2=InpCCIPeriod2;
   
//--- define buffers
   SetIndexBuffer(0,ExtCCIBuffer);
   SetIndexBuffer(1,ExtDBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(2,ExtMBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,ExtSPBuffer,INDICATOR_CALCULATIONS);
   
   SetIndexBuffer(0,ExtCCIBuffer2);
   SetIndexBuffer(1,ExtDBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(2,ExtMBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,ExtSPBuffer2,INDICATOR_CALCULATIONS);
//--- indicator name
   IndicatorSetString(INDICATOR_SHORTNAME,"CCI("+string(ExtCCIPeriod)+")");
   IndicatorSetString(INDICATOR_SHORTNAME,"CCI2("+string(ExtCCIPeriod2)+")");
//--- indexes draw begin settings
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtCCIPeriod-1);
  // Changed statement below from 0 to 1 to match Stochastic code for multiple plots
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtCCIPeriod2-1);
//--- number of digits of indicator value
   IndicatorSetInteger(INDICATOR_DIGITS,2);
//---- OnInit done
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
              //  const int rates_total2,
                const int prev_calculated,
              //  const int prev_calculated2,
                const int begin,
              //  const int begin2,
                const double &price[])
  {
//--- variables
   int    i,j,k,m;
   double dTmp,dMul=0.015/ExtCCIPeriod;
   double dTmp2,dMul2=0.015/ExtCCIPeriod2;
//--- start calculation
   int StartCalcPosition=(ExtCCIPeriod-1)+begin;
   //int StartCalcPosition2=(ExtCCIPeriod2-1)+begin2;
   int StartCalcPosition2=(ExtCCIPeriod2-1)+begin;
//--- check for bars count
   if(rates_total<StartCalcPosition)
      return(0);
//   if(rates_total2<StartCalcPosition2)
//      return(0);
//--- correct draw begin
   if(begin>0)  PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition +(ExtCCIPeriod-1));
// if(begin2>0) PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition2+(ExtCCIPeriod2-1)); 
   if(begin>0) PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,StartCalcPosition2+(ExtCCIPeriod2-1));
//--- calculate position
   int pos=prev_calculated-1;
   if(pos<StartCalcPosition)
      pos=StartCalcPosition;
      
//   int pos2=prev_calculated2-1;
   int pos2=prev_calculated-1;
   if(pos2<StartCalcPosition2)
      pos2=StartCalcPosition2;
      
//--- main cycle
   //--- loop for first period
   for(i=pos;i<rates_total && !IsStopped();i++)
     {
      //--- SMA on price buffer
      ExtSPBuffer[i]=SimpleMA(i,ExtCCIPeriod,price);
      //--- calculate D
      dTmp=0.0;
      for(j=0;j<ExtCCIPeriod;j++) dTmp+=MathAbs(price[i-j]-ExtSPBuffer[i]);
      ExtDBuffer[i]=dTmp*dMul;
      //--- calculate M
      ExtMBuffer[i]=price[i]-ExtSPBuffer[i];
      //--- calculate CCI
      if(ExtDBuffer[i]!=0.0) ExtCCIBuffer[i]=ExtMBuffer[i]/ExtDBuffer[i];
      else                   ExtCCIBuffer[i]=0.0;
     }
 // Commented out return statement here
 //    return(rates_total);
     
   //--- loop for second period    
     for(k=pos2;k<rates_total && !IsStopped();k++)
//     for(k=pos2;k<rates_total2 && !IsStopped();k++)
     {
      //--- SMA on price buffer
      ExtSPBuffer2[k]=SimpleMA(k,ExtCCIPeriod2,price);
      //--- calculate DTmp2
      dTmp2=0.0;
      for(m=0;m<ExtCCIPeriod2;m++) dTmp+=MathAbs(price[k-m]-ExtSPBuffer2[k]);
      ExtDBuffer2[k]=dTmp2*dMul2;
      //--- calculate M
      ExtMBuffer2[k]=price[k]-ExtSPBuffer2[k];
      //--- calculate CCI2
      if(ExtDBuffer2[k]!=0.0) ExtCCIBuffer2[k]=ExtMBuffer2[k]/ExtDBuffer2[k];
      else                    ExtCCIBuffer2[k]=0.0;
     }
//---- OnCalculate done. Return new prev_calculated.
     return(rates_total);
     
  }
//+------------------------------------------------------------------+
Vladimir Karputov
Moderator
207216
Vladimir Karputov  

Forum on trading, automated trading systems and testing trading strategies

Dual CCI Indicator

Vladimir Karputov, 2020.07.27 21:23

***

Assign indicator buffers incorrectly.

   SetIndexBuffer(0,ExtCCIPeriod,INDICATOR_DATA);
   SetIndexBuffer(1,ExtCCIPeriod2,INDICATOR_DATA);
//--- indicator buffer Period 1
   SetIndexBuffer(2,ExtSPBuffer,INDICATOR_CALCULATIONS)
   SetIndexBuffer(3,ExtDBuffer,INDICATOR_CALCULATIONS)
   SetIndexBuffer(4,ExtMBuffer,INDICATOR_CALCULATIONS)
   SetIndexBuffer(5,ExtCCIBuffer,INDICATOR_CALCULATIONS)
//--- indicator buffer Period 2
   SetIndexBuffer(6,ExtSPBuffer2,INDICATOR_CALCULATIONS)
   SetIndexBuffer(7,ExtDBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(8,ExtMBuffer2,INDICATOR_CALCULATIONS)
   SetIndexBuffer(9,ExtCCIBuffer2,INDICATOR_CALCULATIONS)

futuresdaytrader
36
futuresdaytrader  

I have updated the code with the correct buffer assignment as Vladimir suggested.  I am getting the CCI 14 period plot correctly now.  The CCI 50 plot does not display, though. I have attached a snapshot of the actual indicator and what mine is plotting now.

Any suggestions?


//+------------------------------------------------------------------+
//|                                            CCI_Two_Periodsv2.mq5 |
//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright   "2009-2017, MetaQuotes Software Corp."
#property link        "http://www.mql5.com"
#property description "Commodity Channel Index 14/50"
#include <MovingAverages.mqh>
//---
#property indicator_separate_window
// Changed buffers from 10 to 8 to get rid of error
#property indicator_buffers       8
#property indicator_plots         2
#property indicator_type1         DRAW_LINE
// Added indicator_type2
#property indicator_type2         DRAW_LINE
#property indicator_color1        White
// Added indicator_color2
#property indicator_color2        Blue
#property indicator_level1       -100.0
#property indicator_level2        100.0
#property indicator_level3       -200.0
#property indicator_level4        200.0
#property indicator_applied_price PRICE_TYPICAL
//--- input parameters
input int  InpCCIPeriod=14;  // Period
input int  InpCCIPeriod2=50; // Period2
//--- global variable
int        ExtCCIPeriod;
int        ExtCCIPeriod2;
//---- indicator buffer Period 1
double     ExtSPBuffer[];
double     ExtDBuffer[];
double     ExtMBuffer[];
double     ExtCCIBuffer[];
//---- indicator buffer Period 2
double     ExtSPBuffer2[];
double     ExtDBuffer2[];
double     ExtMBuffer2[];
double     ExtCCIBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- check for input value of period
   if(InpCCIPeriod<=0)
     {
      ExtCCIPeriod=14;
      printf("Incorrect value for input variable InpCCIPeriod=%d. Indicator will use value=%d for calculations.",InpCCIPeriod,ExtCCIPeriod);
     }
   else ExtCCIPeriod=InpCCIPeriod;
   
    if(InpCCIPeriod2<=0)
     {
      ExtCCIPeriod2=50;
      printf("Incorrect value for input variable InpCCIPeriod2=%d. Indicator will use value=%d for calculations.",InpCCIPeriod2,ExtCCIPeriod2);
     }
   else ExtCCIPeriod2=InpCCIPeriod2;
   
//--- define buffers
   SetIndexBuffer(0,ExtCCIBuffer);
   SetIndexBuffer(1,ExtDBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(2,ExtMBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,ExtSPBuffer,INDICATOR_CALCULATIONS);
   
   SetIndexBuffer(4,ExtCCIBuffer2);
   SetIndexBuffer(5,ExtDBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(6,ExtMBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(7,ExtSPBuffer2,INDICATOR_CALCULATIONS);

//--- indicator name
   IndicatorSetString(INDICATOR_SHORTNAME,"CCI("+string(ExtCCIPeriod)+","+string(ExtCCIPeriod2)+")");
   
//--- indexes draw begin settings
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtCCIPeriod-1);
  // Changed statement below from 0 to 1 to match Stochastic code for multiple plots
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtCCIPeriod2-1);
//--- number of digits of indicator value
   IndicatorSetInteger(INDICATOR_DIGITS,2);
//---- OnInit done
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
              //  const int rates_total2,
                const int prev_calculated,
              //  const int prev_calculated2,
                const int begin,
              //  const int begin2,
                const double &price[])
  {
//--- variables
   int    i,j,k,m;
   double dTmp,dMul=0.015/ExtCCIPeriod;
   double dTmp2,dMul2=0.015/ExtCCIPeriod2;
//--- start calculation
   int StartCalcPosition=(ExtCCIPeriod-1)+begin;
   //int StartCalcPosition2=(ExtCCIPeriod2-1)+begin2;
   int StartCalcPosition2=(ExtCCIPeriod2-1)+begin;
//--- check for bars count
   if(rates_total<StartCalcPosition)
      return(0);

//--- correct draw begin
   if(begin>0)  PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,StartCalcPosition +(ExtCCIPeriod-1));
// Changing the first # to match the buffer #
//   if(begin>0) PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,StartCalcPosition2+(ExtCCIPeriod2-1)); 
   if(begin>0) PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,StartCalcPosition2+(ExtCCIPeriod2-1));
   
//--- calculate position
   int pos=prev_calculated-1;
   if(pos<StartCalcPosition)
      pos=StartCalcPosition;
      
//   int pos2=prev_calculated2-1;
   int pos2=prev_calculated-1;
   if(pos2<StartCalcPosition2)
      pos2=StartCalcPosition2;
      
//--- main cycle
   //--- loop for first period
   for(i=pos;i<rates_total && !IsStopped();i++)
     {
      //--- SMA on price buffer
      ExtSPBuffer[i]=SimpleMA(i,ExtCCIPeriod,price);
      //--- calculate D
      dTmp=0.0;
      for(j=0;j<ExtCCIPeriod;j++) dTmp+=MathAbs(price[i-j]-ExtSPBuffer[i]);
      ExtDBuffer[i]=dTmp*dMul;
      //--- calculate M
      ExtMBuffer[i]=price[i]-ExtSPBuffer[i];
      //--- calculate CCI
      if(ExtDBuffer[i]!=0.0) ExtCCIBuffer[i]=ExtMBuffer[i]/ExtDBuffer[i];
      else                   ExtCCIBuffer[i]=0.0;
     }
 // Commented out return statement here
 //    return(rates_total);
     
   //--- loop for second period    
     for(k=pos2;k<rates_total && !IsStopped();k++)
//     for(k=pos2;k<rates_total2 && !IsStopped();k++)
     {
      //--- SMA on price buffer
      ExtSPBuffer2[k]=SimpleMA(k,ExtCCIPeriod2,price);
      //--- calculate DTmp2
      dTmp2=0.0;
      for(m=0;m<ExtCCIPeriod2;m++) dTmp2+=MathAbs(price[k-m]-ExtSPBuffer2[k]);
      ExtDBuffer2[k]=dTmp2*dMul2;
      //--- calculate M
      ExtMBuffer2[k]=price[k]-ExtSPBuffer2[k];
      //--- calculate CCI2
      if(ExtDBuffer2[k]!=0.0) ExtCCIBuffer2[k]=ExtMBuffer2[k]/ExtDBuffer2[k];
      else                    ExtCCIBuffer2[k]=0.0;
     }
//---- OnCalculate done. Return new prev_calculated.
     return(rates_total);
     
  }
Files:
CCI_plots.png 14 kb
Vladimir Karputov
Moderator
207216
Vladimir Karputov  

You messed up the buffers

//--- global variable
int        ExtCCIPeriod;
int        ExtCCIPeriod2;
//---- indicator buffer Period 1
double     ExtSPBuffer[];
double     ExtDBuffer[];
double     ExtMBuffer[];
double     ExtCCIBuffer[];
//---- indicator buffer Period 2
double     ExtSPBuffer2[];
double     ExtDBuffer2[];
double     ExtMBuffer2[];
double     ExtCCIBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- check for input value of period
   if(InpCCIPeriod<=0)
     {
      ExtCCIPeriod=14;
      printf("Incorrect value for input variable InpCCIPeriod=%d. Indicator will use value=%d for calculations.",InpCCIPeriod,ExtCCIPeriod);
     }
   else ExtCCIPeriod=InpCCIPeriod;
   
    if(InpCCIPeriod2<=0)
     {
      ExtCCIPeriod2=50;
      printf("Incorrect value for input variable InpCCIPeriod2=%d. Indicator will use value=%d for calculations.",InpCCIPeriod2,ExtCCIPeriod2);
     }
   else ExtCCIPeriod2=InpCCIPeriod2;
   
//--- define buffers
   SetIndexBuffer(0,ExtCCIBuffer);
   SetIndexBuffer(1,ExtDBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(2,ExtMBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,ExtSPBuffer,INDICATOR_CALCULATIONS);
   
   SetIndexBuffer(4,ExtCCIBuffer2);
   SetIndexBuffer(5,ExtDBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(6,ExtMBuffer2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(7,ExtSPBuffer2,INDICATOR_CALCULATIONS);
Vladimir Karputov
Moderator
207216
Vladimir Karputov  
I created a step by step instruction: CCI Dual:
CCI Dual
CCI Dual
  • www.mql5.com
Отобразить в одном подокне два индикатора iCCI ( Commodity Channel Index, CCI) с разными периодами усреднения. На примере этого индикатора я покажу, как использовать MQL Wizard и как использовать готовые решения из справки iCCI. Итак, по шагам: Даём имя индикатору Добавляем входной параметр (потом его заменим) Жмём кнопку ' Next ' Отмечаем, что...
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