BreakthroughCandle

//+------------------------------------------------------------------+
//|                                            BreakthroughCandle.mq5 |
//|                   Copyright 2009-2017, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009-2017, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"

#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots   1
//---- plot ColorCandles
#property indicator_type1   DRAW_COLOR_CANDLES
#property indicator_label1  "UP,Down"
#property indicator_color1   clrLime,clrRed
//--- indicator buffers
double ExtOpenBuffer[];
double ExtHighBuffer[];
double ExtLowBuffer[];
double ExtCloseBuffer[];
double ExtColorsBuffer[];
double CurrentColorIndex;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);
   SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);
   SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);
   SetIndexBuffer(4,ExtColorsBuffer,INDICATOR_COLOR_INDEX);
//--- set number of colors in color buffer
   PlotIndexSetInteger(0,PLOT_COLOR_INDEXES,6);
//--- set accuracy
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
  }
//+------------------------------------------------------------------+
//| 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[])
  {

   int         i;

   if(prev_calculated<1) i=0;
   else          i=prev_calculated-1;

   while(i<rates_total && !IsStopped())
     {
      ExtOpenBuffer[i]=open[i];
      ExtHighBuffer[i]=high[i];
      ExtLowBuffer[i]=low[i];
      ExtCloseBuffer[i]=close[i];
      //--- set color for every candle
      if(i==0)
        {
         ExtColorsBuffer[i]= 0;
         CurrentColorIndex = 0;
        }
      else if(close[i]>high[i-1])
        {
         ExtColorsBuffer[i]= 0;
         CurrentColorIndex = 0;
        }
      else if(close[i]<low[i-1])
        {
         ExtColorsBuffer[i]= 1;
         CurrentColorIndex = 1;
        }
      else
        {
         ExtColorsBuffer[i]=CurrentColorIndex;
        }

      //---
      i++;
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+