-- Available @ https://fxcodebase.com/code/viewtopic.php?f=17&t=74446

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--|                                                        https://AppliedMachineLearning.systems  | 
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function Init()
    indicator:name("PineScript CCI");
    indicator:description("CCI");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);
    indicator:setTag("group", "Classic Oscillators");

    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("N", "Period", "", 14, 2, 1000);
    indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("clrCCI", "Color", "", core.rgb(0, 255, 255));
    indicator.parameters:addInteger("widthCCI", "Width", "", 1, 1, 5);
    indicator.parameters:addInteger("styleCCI", "Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("styleCCI", core.FLAG_LEVEL_STYLE);
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block
local n;

local first;
local source = nil;
local tp = nil;

-- Streams block
local CCI = nil;

-- Routine
function Prepare()
    n = instance.parameters.N;
    source = instance.source;
    first = source:first();

    local name = profile:id() .. "(" .. source:name() .. ", " .. n .. ")";
    instance:name(name);
    first = source:first() + n - 1;
    CCI = instance:addStream("CCI", core.Line, name, "CCI", instance.parameters.clrCCI, first);
    CCI:setWidth(instance.parameters.widthCCI);
    CCI:setStyle(instance.parameters.styleCCI);
    CCI:setPrecision(2);
end

function Update(period)
    if period >= first then
        local from = period - n + 1;
        local to = period;
        local mean = mathex.avg(source, from, to);
        local meandev = mathex.meandev(source, from, to);
        		
        if (meandev == 0) then
            CCI[period] = 0;
        else
            CCI[period] = (source[period] - mean) / (meandev * 0.015);
        end
    end
end
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--|                                                               Paypal: https://goo.gl/9Rj74e    |
--|                                                             Patreon :  https://goo.gl/GdXWeN   |  
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