ADX_v2

//+------------------------------------------------------------------+
//|                                                          ADX.mq4 |
//|                      Copyright © 2004, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"
//äîáàâèë ñòðåëêè Martingeil 2011ãîä. ôåâðàëü.

#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 Blue
#property indicator_color2 YellowGreen
#property indicator_color3 Wheat
#property indicator_color4 Blue 
#property indicator_color5 Red 
#property indicator_width1 2
#property indicator_width2 0
#property indicator_width3 0
#property indicator_width4 0
#property indicator_width5 0
#property indicator_level1 20
//---- input parameters
extern int ADXPeriod=14;
//---- buffers
double ADXBuffer[];
double PlusDiBuffer[];
double MinusDiBuffer[];
double PlusSdiBuffer[];
double MinusSdiBuffer[];
double TempBuffer[];
double BufferUp[1000],BufferDn[1000];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- 3 additional buffers are used for counting.
   IndicatorBuffers(8);
//---- indicator buffers
   SetIndexBuffer(0,ADXBuffer);
   SetIndexBuffer(1,PlusDiBuffer);
   SetIndexBuffer(2,MinusDiBuffer);
   SetIndexBuffer(3,BufferUp);//ñòðåëêà ñèíÿÿ âåðõ
   SetIndexBuffer(4,BufferDn);//ñòðåëêà êðàñíàÿ âíèç 
   SetIndexBuffer(5,PlusSdiBuffer);
   SetIndexBuffer(6,MinusSdiBuffer);
   SetIndexBuffer(7,TempBuffer);  
//---- name for DataWindow and indicator subwindow label
   SetIndexStyle(3,DRAW_ARROW);
   SetIndexArrow(3,233);
   SetIndexStyle(4,DRAW_ARROW);
   SetIndexArrow(4,234);        

   IndicatorShortName("ADX("+ADXPeriod+")");
   SetIndexLabel(0,"ADX");
   SetIndexLabel(1,"+DI");
   SetIndexLabel(2,"-DI");
//----
   SetIndexDrawBegin(0,ADXPeriod);
   SetIndexDrawBegin(1,ADXPeriod);
   SetIndexDrawBegin(2,ADXPeriod);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Average Directional Movement Index                               |
//+------------------------------------------------------------------+
int start()
  {
   double y0[],y1[],y2[];
   int    down,up;
   double pdm,mdm,tr;
   double price_high,price_low;
   int    i;
//----
   int xsize=ArraySize(BufferUp);
   ArrayResize(y0,xsize);
   ArrayResize(y1,xsize);
   ArrayResize(y2,xsize);

   int counted_bars = IndicatorCounted();
   if(counted_bars < 0)  return(-1);
   if(counted_bars > 0)   counted_bars--;
   int limit = Bars - counted_bars;
   if(counted_bars==0) limit-=1+2;

   i=limit;
//----
   while(i>=0)
     {
      price_low=Low[i];
      price_high=High[i];
      //----
      pdm=price_high-High[i+1];
      mdm=Low[i+1]-price_low;
      if(pdm<0) pdm=0;  // +DM
      if(mdm<0) mdm=0;  // -DM
      if(pdm==mdm) { pdm=0; mdm=0; }
      else if(pdm<mdm) pdm=0;
           else if(mdm<pdm) mdm=0;
      //---- âû÷èñëÿåì èñòèííûé èíòåðâàë
      double num1=MathAbs(price_high-price_low);
      double num2=MathAbs(price_high-Close[i+1]);
      double num3=MathAbs(price_low-Close[i+1]);
      tr=MathMax(num1,num2);
      tr=MathMax(tr,num3);
      //---- counting plus/minus direction
      if(tr==0) { PlusSdiBuffer[i]=0; MinusSdiBuffer[i]=0; }
      else      { PlusSdiBuffer[i]=100.0*pdm/tr; MinusSdiBuffer[i]=100.0*mdm/tr; }
      //----
      i--;
     }

//---- apply EMA to +DI
   for(i=0; i<=limit; i++)
      PlusDiBuffer[i]=iMAOnArray(PlusSdiBuffer,Bars,ADXPeriod,0,MODE_EMA,i);
//---- apply EMA to -DI
   for(i=0; i<=limit; i++)
      MinusDiBuffer[i]=iMAOnArray(MinusSdiBuffer,Bars,ADXPeriod,0,MODE_EMA,i);
//---- Directional Movement (DX)
   i=limit;
   while(i>=0)
     {
      double div=MathAbs(PlusDiBuffer[i]+MinusDiBuffer[i]);
      if(div==0.00) TempBuffer[i]=0;
      else TempBuffer[i]=100*(MathAbs(PlusDiBuffer[i]-MinusDiBuffer[i])/div);
      i--;
     }
//---- ADX is exponential moving average on DX
   for(i=0; i<limit; i++)
      ADXBuffer[i]=iMAOnArray(TempBuffer,Bars,ADXPeriod,0,MODE_EMA,i);
//----
   for(i=limit; i>=0; i--)
   {    y0[i]  =ADXBuffer[i];
        y1[i+1]=ADXBuffer[i+1];
        y2[i+2]=ADXBuffer[i+2];
    
        if(y0[i]-y1[i+1]<0 && y1[i+1]-y2[i+2]>0){down=1;} else {down=0;}
        if(y0[i]-y1[i+1]>0 && y1[i+1]-y2[i+2]<0){up=1;}   else {up=0;}
    
        if(down==1){BufferDn[i+1]=y0[i+1]+10;}//ñòðåëêà âíèç
        if(up  ==1){BufferUp[i+1]=y0[i+1]-10;}//ñòðåëêà âåðõ
  }
//----
   return(0);
  }
//+------------------------------------------------------------------+