function popt( pname, defaultval, minv, maxv, step )
{
return Optimize( pname,
Param( pname, defaultval, minv, maxv, step ),
minv, maxv, step );
}

_SECTION_BEGIN("CCI variable");
//in-sample 2 Jahre
//3 Monate

#include<Paramoptimize.afl>

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  );

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

return CCIx;

}
Const=popt("Konstante",20,30,45,1);
mult=popt("Mult.",4,0.5,5,0.5);

n = const + mult * sin( Cum(1) ); // variable period

Plot(VarCCI(Avg, n),"VarCCI",colorGreen,styleLine);
//Plot(1,"",IIf(varcci(Avg,n)>0,colorPaleGreen,colorRose),styleArea|styleOwnScale,0,1,-0.5,100);
//sig=Plot(2,"",IIf(Varcci(Avg,n)>0,colorGreen,colorRed),styleArea|styleOwnScale);



//Plot(CCI(n),"CCI",colorRed,styleLine);

SetTradeDelays(1,1,1,1);
Buy=Cover=Cross(VarCCI(Avg,n),0);
Sell=Short=Cross(0,VarCCI(Avg,n));
Buy1=Ref(VarCCI(Avg,n)>0,-1);
Sell1=Ref(VarCCI(Avg,n)<0,-1);
Buy1=ExRem(Buy1,Sell1);
Sell1=ExRem(Sell1,Buy1);
StaticVarSet("varccibuysignals", Buy1);
StaticVarSet("varccisellsignals", Sell1);
StaticVarSet("varcci", varcci(Avg,n));



//OptimizerSetEngine("cmae");
_SECTION_END();

varccibuysig = StaticVarGet("varccibuysignals");
varccisellsig = StaticVarGet("varccisellsignals");
varcci = StaticVarGet("varcci");
PlotShapes(varcciBuysig*shapeUpTriangle,colorGreen,0,L,-25);
PlotShapes(varcciSellsig*shapeDownTriangle,colorRed,0,H,-25);
Varccicolor=IIf(Varcci>0,colorGreen,colorRed);
Plot(2,"",Varccicolor,styleArea|styleOwnScale,0,100,0);