CACD

//+------------------------------------------------------------------+
//|                                                         CACD.mq4 |
//|                                                    Fedor Igumnov |
//|                                           igumnovfedor@yandex.ru |
//+------------------------------------------------------------------+
#property copyright "Fedor Igumnov"
#property link      "igumnovfedor@yandex.ru"

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 DodgerBlue
#property indicator_level1 0
//#property indicator_minimum -0.1
//#property indicator_maximum 0.1
extern int CacdPeriod=30;
//--- buffers
double Cacd[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string short_name;

//---- indicators
   IndicatorBuffers(1);
   SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexBuffer(0,Cacd);
   short_name="CACD("+CacdPeriod+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0,short_name);
//----
   SetIndexDrawBegin(0,CacdPeriod);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int i,k;
   double a,b,c,d=0;
//---
   if(Bars<CacdPeriod) return(0);
   
   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   k=Bars-counted_bars;
   if(counted_bars==0) k-=1+CacdPeriod;

   if (k<CacdPeriod) return;
   while(k>=0)
     {
      for(i=CacdPeriod;i>0;i--)
        {
         if(Close[k+i]<Open[k+i]) 
           {
            a++;
            c+=MathAbs(Close[k+i]-Open[k+i]);
           }
         if(Close[k+i]>Open[k+i])
           {
            b++;
            d+=MathAbs(Close[k+i]-Open[k+i]);
           }
        }
      if (b!=0 && d!=0) Cacd[k]=(a/b)-(c/d);
      else Cacd[k]=0; 
      k--;
      //  a=0;
      // b=0;
      // c=0;
      // d=0;
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+