ADX_SimpleMA

//+------------------------------------------------------------------+
//|                                                          ADX.mq5 |
//|              Copyright 2009-2017, MetaQuotes Software Corp., SEM |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright   "2009-2017, MetaQuotes Software Corp., SEM"
#property link        "http://www.mql5.com"
#property description "Average Directional Movement Index"
#include <MovingAverages.mqh>

#property indicator_separate_window
#property indicator_buffers 11
#property indicator_plots   4



#property indicator_label1  "D"
#property indicator_type1   DRAW_COLOR_HISTOGRAM2
#property indicator_color1  clrLime,clrRed,clrYellow
#property indicator_style1  STYLE_SOLID
#property indicator_width1 5


#property indicator_label2  "D+"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrLime
#property indicator_style2  STYLE_SOLID
#property indicator_width2  3

#property indicator_label3  "D-"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrRed
#property indicator_style3  STYLE_SOLID
#property indicator_width3 3

#property indicator_label4  "ADX"
#property indicator_type4   DRAW_LINE
#property indicator_color4  clrMediumBlue
#property indicator_style4  STYLE_SOLID
#property indicator_width4  3




//#property indicator_type3   DRAW_ARROW
//#property indicator_color3  clrRed
//#property indicator_style3  STYLE_SOLID
//#property indicator_width3  1


#property indicator_level1 15
#property indicator_level2 20
#property indicator_level3 25
#property indicator_level4 50
//#property indicator_label3  "-DI"
//--- input parameters
input int InpPeriodADX=16; // Period
input int simple=5;        //
//---- buffers


double    ExtPDIBuffer[];
double    ExtNDIBuffer[];
double    colorbufer[];

double    ExtPDIBufferLine[];
double    ExtNDIBufferLine[];

double    ExtADXBuffer[];


double    ExtPDBuffer[];
double    ExtNDBuffer[];
double    ExtTmpBuffer[];

double    ExtP2[];
double    ExtN2[];
//--- global variables
int       ExtADXPeriod;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- check for input parameters
   if(InpPeriodADX>=100 || InpPeriodADX<=0)
     {
      ExtADXPeriod=14;
      printf("Incorrect value for input variable Period_ADX=%d. Indicator will use value=%d for calculations.",InpPeriodADX,ExtADXPeriod);
     }
   else
      ExtADXPeriod=InpPeriodADX;
//---- indicator buffers


   SetIndexBuffer(0,ExtPDIBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,ExtNDIBuffer,INDICATOR_DATA);
   SetIndexBuffer(2,colorbufer,INDICATOR_COLOR_INDEX);
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0.0);

   SetIndexBuffer(3,ExtPDIBufferLine,INDICATOR_DATA);
   SetIndexBuffer(4,ExtNDIBufferLine,INDICATOR_DATA);
   SetIndexBuffer(5,ExtADXBuffer,INDICATOR_DATA);

   SetIndexBuffer(6,ExtPDBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(7,ExtNDBuffer,INDICATOR_CALCULATIONS);
   SetIndexBuffer(8,ExtTmpBuffer,INDICATOR_CALCULATIONS);

   SetIndexBuffer(9,ExtP2,INDICATOR_CALCULATIONS);
   SetIndexBuffer(10,ExtN2,INDICATOR_CALCULATIONS);
//--- indicator digits
   IndicatorSetInteger(INDICATOR_DIGITS,2);
//--- set draw begin
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtADXPeriod<<1);
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtADXPeriod);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtADXPeriod);
//--- indicator short name
   string short_name="ADX Simple("+string(ExtADXPeriod)+","+string(simple)+")";
//string short_name="_";
   IndicatorSetString(INDICATOR_SHORTNAME,short_name);
//--- change 1-st index label
   PlotIndexSetString(0,PLOT_LABEL,short_name);

   PlotIndexSetInteger(0,PLOT_SHOW_DATA,false);
//---- end of initialization function
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//--- checking for bars count
   if(rates_total<ExtADXPeriod)
      return(0);
//--- detect start position
   int start;
   if(prev_calculated>1)
      start=prev_calculated-1;
   else
     {
      start=1;
      ExtPDIBuffer[0]=0.0;
      ExtNDIBuffer[0]=0.0;
      ExtADXBuffer[0]=0.0;
     }
//--- main cycle
   for(int i=start; i<rates_total && !IsStopped(); i++)
     {
      //--- get some data
      double Hi    =high[i];
      double prevHi=high[i-1];
      double Lo    =low[i];
      double prevLo=low[i-1];
      double prevCl=close[i-1];
      //--- fill main positive and main negative buffers
      double dTmpP=Hi-prevHi;
      double dTmpN=prevLo-Lo;
      if(dTmpP<0.0)
         dTmpP=0.0;
      if(dTmpN<0.0)
         dTmpN=0.0;
      if(dTmpP>dTmpN)
         dTmpN=0.0;
      else
        {
         if(dTmpP<dTmpN)
            dTmpP=0.0;
         else
           {
            dTmpP=0.0;
            dTmpN=0.0;
           }
        }
      //--- define TR
      double tr=MathMax(MathMax(MathAbs(Hi-Lo),MathAbs(Hi-prevCl)),MathAbs(Lo-prevCl));
      //---
      if(tr!=0.0)
        {
         ExtPDBuffer[i]=100.0*dTmpP/tr;
         ExtNDBuffer[i]=100.0*dTmpN/tr;
        }
      else
        {
         ExtPDBuffer[i]=0.0;
         ExtNDBuffer[i]=0.0;
        }

      ExtP2[i]=ExponentialMA(i,ExtADXPeriod,ExtP2[i-1],ExtPDBuffer);
      ExtN2[i]=ExponentialMA(i,ExtADXPeriod,ExtN2[i-1],ExtNDBuffer);
      //--- fill smoothed positive and negative buffers
      ExtPDIBuffer[i]=SimpleMA(i,simple,ExtP2);
      ExtNDIBuffer[i]=SimpleMA(i,simple,ExtN2);


      ExtPDIBufferLine[i]=ExtPDIBuffer[i];
      ExtNDIBufferLine[i]=ExtNDIBuffer[i];
      //--- fill ADXTmp buffer
      double dTmp=ExtPDIBuffer[i]+ExtNDIBuffer[i];
      if(dTmp!=0.0)
         dTmp=100.0*MathAbs((ExtPDIBuffer[i]-ExtNDIBuffer[i])/dTmp);
      else
         dTmp=0.0;
      ExtTmpBuffer[i]=dTmp;
      //--- fill smoothed ADX buffer
      ExtADXBuffer[i]=ExponentialMA(i,ExtADXPeriod,ExtADXBuffer[i-1],ExtTmpBuffer);
     };
   for(int i=start; i<rates_total-1 && !IsStopped(); i++)
     {

      if((ExtPDIBuffer[i]<ExtPDIBuffer[i+1] && ExtNDIBuffer[i]<ExtPDIBuffer[i]) || (ExtPDIBuffer[i]<ExtPDIBuffer[i+1] && ExtNDIBuffer[i]>ExtNDIBuffer[i+1]))
        {colorbufer[i]=0.0;}

      else
         if((ExtNDIBuffer[i]<ExtNDIBuffer[i+1] && ExtNDIBuffer[i]>ExtPDIBuffer[i]) ||(ExtNDIBuffer[i]<ExtNDIBuffer[i+1] &&  ExtPDIBuffer[i]>ExtPDIBuffer[i+1]))
           { colorbufer[i]=1.0; }
         else
           { colorbufer[i]=2.0; };

     };

//---- OnCalculate done. Return new prev_calculated.
   return(rates_total);
  }
//+------------------------------------------------------------------+