KCCI - Adaptive CCI

/// KCCI - Adaptive CCI by Karthimarar
// Details at website www.tatechnics.in
_SECTION_BEGIN("Dominant Period");
   
    SetBarsRequired( 1000, 1000);
    prc = ( High + Low ) / 2;
    Cyclepart = 0.7 ;
    Smooth[0] = Detrender[0] = I1[0] = Q1[0] = jI[0] = jQ[0] = I2[0] = Q2[0] = Re[0] = Im[0] = Period[0] = SmoothPeriod[0] = 0;
    for ( i = 6; i < BarCount; i++ )
    {
    Smooth[i] = ( 4 * prc[i] + 3 * prc[i-1] + 2 * prc[i-2] + prc[i-3] ) / 10;
    AmpCorr[i] = 0.075 * Period[i-1] + 0.54;
    Detrender[i] = ( 0.0962 * Smooth[i] + 0.5769 * Smooth[i-2] - 0.5769 * Smooth[i-4] - 0.0962 * Smooth[i-6] ) * AmpCorr[i];
    Q1[i] = ( 0.0962 * Detrender[i] + 0.5769 * Detrender[i-2] - 0.5769 * Detrender[i-4] - 0.0962 * Detrender[i-6] ) * AmpCorr[i];
    I1[i] = Detrender[i-3];
    jI[i] = ( 0.0962 * I1[i] + 0.5769 * I1[i-2] - 0.5769 * I1[i-4] - 0.0962 * I1[i-6] ) * AmpCorr[i];
    jQ[i] = ( 0.0962 * Q1[i] + 0.5769 * Q1[i-2] - 0.5769 * Q1[i-4] - 0.0962 * Q1[i-6] ) * AmpCorr[i];
    I2[i] = I1[i] - jQ[i];
    Q2[i] = Q1[i] + jI[i];
    I2[i] = 0.2 * I2[i] + 0.8 * I2[i-1];
    Q2[i] = 0.2 * Q2[i] + 0.8 * Q2[i-1];
    Re[i] = I2[i] * I2[i-1] + Q2[i] * Q2[i-1];
    Im[i] = I2[i] * Q2[i-1] - Q2[i] * I2[i-1];
    Re[i] = 0.2 * Re[i] + 0.8 * Re[i-1];
    Im[i] = 0.2 * Im[i] + 0.8 * Im[i-1];
    if ( Im[i] != 0 AND Re[i] != 0 )
    Period[i] = 360 / atan( Im[i] / Re[i] );
    if ( Period[i] > 1.5 * Period[i-1] )  Period[i] = 1.5 * Period[i-1];
    if ( Period[i] < 0.67 * Period[i-1] ) Period[i] = 0.67 * Period[i-1];
    if ( Period[i] < 6 )
    Period[i] = 6;
    if ( Period[i] > 50 )
    Period[i] = 50;
    Period[i] = 0.2 * Period[i] + 0.8 * Period[i-1];
    SmoothPeriod[i] = 0.33 * Period[i] + 0.67 * SmoothPeriod[i-1];
    }
_SECTION_END();

_SECTION_BEGIN("Variable period CCI");
function MeanDev( array, mean, range )
{
  result = 0;

   for( i = LastValue( range ) ; i < BarCount; i++ )
   {
      result[ i ] = 0;
      // the mean is not 'moving' over the range (outside the loop)
      tm = mean[ i ];
      for( j = 0; j < range[ i ] AND ( i - j ) >= 0 AND ( i - j ) < BarCount; j++ )
      {
        result[ i ] = result[ i ] + abs( array[ i - j ] - tm );
      }
    
    result[ i ] = result[ i ]/range[ i ];
  }
  
  return result;
}

function VarCCI( array, period )
{

SMATP = MA(array,period );//1,2

 MD = MeanDev( array, SMATP, period  );

 KCCI = (Avg - SMATP) / (0.015 * MD);

 return KCCI;

}
sp=int(SmoothPeriod*Cyclepart);
lcol = IIf( VarCCI(Avg, Sp) > Ref( VarCCI(Avg, Sp), -1 ), IIf( VarCCI(Avg, Sp) > 0, 27, 27 ), IIf( VarCCI(Avg, Sp) > 0, 32,32 ) );// 27 43 11 32
//mcol =IIf(VarCCI(Avg, Sp)>0,colorGreen,colorRed);
Plot(VarCCI(Avg, Sp),"KCCI",lcol,2|styleThick);
Plot(VarCCI(Avg, Sp),"",lcol,1|styleThick);