Help to understand CCFp calculations in code

[Archie]

Hi,

I am trying to understand the logic behind the original CCFp indicator. I have gone through the code and then manually tried to calculate the CCFp values, but I think that I cannot reproduce how the CCFp makes its calculations of the MA.

I manually calculated the MA's and the CCFp, but it differs from what the CCFp indicator states.

As far as I understand, the CCFp, for the USD, is the sum of the following:
EURUSD_Slow / EURUSD_Fast - 1
GBPUSD_Slow / GBPUSD_Fast - 1
AUDUSD_Slow / AUDUSD_Fast - 1
NZDUSD_Slow / NZDUSD_Fast - 1
USDCHF_Fast / USDCHF_Slow - 1
USDCAD_Fast / USDCAD_Slow - 1
USDJPY_Fast / USDJPY_Slow - 1

When calculating this manually for the weekly TF, I do not get the exact results. Perhaps there is something else done in the code, other than just adding the above values? Are the calculations affected by the TF? Is the calculation for weekly done by values on the minute chart? What is done in the end of the code, by the k factor?

Any help in understanding this would be greatly appreciated.

Kind regards,

Archie

[Sergey Golubev]

I am not a coder so I can not explained in the code but you can take a look at the following:

CodeBase

• Cluster expert advisor - expert for MetaTrader 4
• cluser indicator CC and CCFp updated - indicator for MetaTrader 4 
• CCFp (Complex Common Frames percent) - indicator for MetaTrader 5
• CCFp EA - expert for MetaTrader 5

The articles

• Practical Application of Cluster Indicators in FOREX 
• Theoretical Basis of Building Cluster Indicators for FOREX

[Archie]

Hi,

thanks for your reply, but I have read the mentioned articles, but I think that I still don't get all the calculations (or logic) in the code.

[Mladen Rakic]

Archie:

Hi,

thanks for your reply, but I have read the mentioned articles, but I think that I still don't get all the calculations (or logic) in the code.

More or less, a sum slow moving averages divided by a sum of fast moving averages (or vice versa) - depends on the time frame used what and how many moving averages will be used for sums

[Sergey Golubev]

CCFp (Complex Common Frames percent) - indicator for MetaTrader 5 

Cluster indicator based on the article Practical Application of Cluster Indicators in FOREX