//+------------------------------------------------------------------+
//|                                                   CCIAverage.mq4 |
//|                              Copyright © 2009, Maxim Kovalevskiy |
//|                                       email: caspermax@gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Maxim Kovalevskiy"
#property link      "caspermax@gmail.com"
//----
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 LightSeaGreen
#property indicator_color2 Red
//---- input parameters
extern int CCIPeriod = 14;
extern int AveragePeriod = 14;
//---- buffers
double CCIBuffer[];
double AverageBuffer[];

double RelBuffer[];
double DevBuffer[];
double MovBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string short_name;
//---- 3 additional buffers are used for counting.
   IndicatorBuffers(5);
   SetIndexBuffer(2, RelBuffer);
   SetIndexBuffer(3, DevBuffer);
   SetIndexBuffer(4, MovBuffer);
//---- indicator lines
   SetIndexStyle(0, DRAW_LINE);
   SetIndexBuffer(0, CCIBuffer);
   SetIndexStyle(1, DRAW_LINE);
   SetIndexBuffer(1, AverageBuffer);
//----
   if(CCIPeriod <= 0) CCIPeriod = 14;
   if(AveragePeriod <= 0) AveragePeriod = 14;
//----
   SetIndexDrawBegin(0, CCIPeriod);
   SetIndexDrawBegin(0, AveragePeriod);
  
//---- name for DataWindow and indicator subwindow label
   short_name="CCI(" + CCIPeriod + ") Average("+ AveragePeriod +")";
   IndicatorShortName(short_name);
   SetIndexLabel(0, short_name);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Commodity Channel Index                                          |
//+------------------------------------------------------------------+
int start()
  {
   int    i, k, counted_bars = IndicatorCounted();
   double price, sum, mul; 
   
   if(CCIPeriod <= 1) return(0);
   if(Bars <= CCIPeriod) return(0);
   
   if(AveragePeriod <= 1) return(0);
   if(Bars <= AveragePeriod) return(0);
   
//---- initial zero
   if(counted_bars < 1)
     {
       for(i = 1; i <= CCIPeriod; i++) CCIBuffer[Bars-i] = 0.0;
       for(i = 1; i <= CCIPeriod; i++) DevBuffer[Bars-i] = 0.0;
       for(i = 1; i <= CCIPeriod; i++) MovBuffer[Bars-i] =0.0;
     }
//---- last counted bar will be recounted
  
   counted_bars = IndicatorCounted();
   if(counted_bars < 0)  return(-1);
   if(counted_bars > 0)   counted_bars--;
   int limit = Bars - counted_bars;
   if(counted_bars==0) limit-=1+MathMax(CCIPeriod,AveragePeriod);    
      
//---- moving average
   for(i = 0; i < limit; i++)
      MovBuffer[i] = iMA(NULL, 0, CCIPeriod, 0, MODE_SMA, PRICE_TYPICAL, i);

//---- standard deviations
   i=limit;  
   
   mul = 0.015 / CCIPeriod;
   while(i >= 0)
     {
       sum = 0.0;
       k = i + CCIPeriod - 1;
       while(k >= i)
        {
          price =(High[k] + Low[k] + Close[k]) / 3;
          sum += MathAbs(price - MovBuffer[i]);
          k--;
        }
       DevBuffer[i] = sum*mul;
       i--;
     }
   i=limit;
   while(i >= 0)
     {
       price = (High[i] + Low[i] + Close[i]) / 3;
       RelBuffer[i] = price - MovBuffer[i];
       i--;
     }
//---- cci counting
   i=limit;
   while(i >= 0)
     {
       if(DevBuffer[i] == 0.0) CCIBuffer[i] = 0.0;
       else CCIBuffer[i] = RelBuffer[i] / DevBuffer[i];
       i--;
     }
//----
   i=limit;
   while(i >= 0)
     {
       int averagesum = 0;
       for (k=0; k < AveragePeriod; k++)
       {
         averagesum = averagesum + CCIBuffer[i+k];
       }
       AverageBuffer[i] = averagesum / AveragePeriod;
       
       i--;
     }
//---- average counting

//----
   return(0);
  }
//+------------------------------------------------------------------+