Divergence_v2

//+------------------------------------------------------------------+
//|                                                   Divergence.mq4 |
//|                                    Copyright © 2005, Pavel Kulko |
//|                                                  polk@alba.dp.ua |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Pavel Kulko"
#property link      "polk@alba.dp.ua"

#property indicator_chart_window
#property indicator_buffers 2
#property indicator_minimum -1
#property indicator_maximum 1
#property indicator_color1 Blue
#property indicator_color2 Red


   
extern int ind = 1;        //MACD=1,  RSI=2,  DMI=3,  Mom=4
extern int pds = 10;       //indicator periods
extern int f = 1;          //price field: Close=1, High/Low=2
extern double Ch = 0;      //peak/trough depth minimum (0-1)
extern int shift = 0;      //shift signals back to match divergences
extern int MaxBars=1000;
 
double DivUpBuffer[],DivDnBuffer[];  
double R1[],R2[],y[],xd[],xu[];
double fCh;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init() {
   IndicatorBuffers(7);
   SetIndexStyle(0,DRAW_HISTOGRAM,STYLE_SOLID,3);
   SetIndexBuffer(0,DivUpBuffer);
   SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,3);
   SetIndexBuffer(1,DivDnBuffer);
   SetIndexBuffer(2,R1);
   SetIndexBuffer(3,R2);
   SetIndexBuffer(4,y);
   SetIndexBuffer(5,xd);
   SetIndexBuffer(6,xu);
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start() {
   int CNmb1,CNmb2,CNmb3,CNmb4;
   double Pkx1,Pkx2,Trx1,Trx2,Pky1,Pky2,Try1,Try2;
   bool Trx,Pkx,Try,Pky;
   
   fCh = Ch/100.0;
   
   int    counted_bars=IndicatorCounted();
   int limit = Bars-counted_bars-1;
   if(limit>MaxBars) limit = MaxBars;
   for(int i=limit; i>=0; i--) {
     DivUpBuffer[i] = Low[i];
     DivDnBuffer[i] = Low[i];
     switch(ind) {
       case 1: y[i] = iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,i); break;
       case 2: y[i] = iRSI(NULL,0,pds,PRICE_CLOSE,i); break;
       case 3: y[i] = iADX(NULL,0,pds,PRICE_CLOSE,MODE_MAIN,i); break;
       default : y[i] = iMomentum(NULL,0,pds,PRICE_CLOSE,i); break;
     }  
     if(f==1) xu[i] = Close[i];
     else xu[i] = High[i];
     if(f==1) xd[i] = Close[i];
     else xd[i] = Low[i];
   }
   for(i=limit; i>=0; i--) {
     CNmb1 = 0; CNmb2 = 0; CNmb3 = 0; CNmb4 = 0;
     for(int j=i; j<MaxBars; j++) {
       Pkx = (xu[j] < xu[j-1]) && (xu[j-1] > xu[j-2]) && (xu[j-1] >= (xu[j]+xu[j-2])/2.0*(1.0+fCh));
       if(Pkx) CNmb1++;
       if(Pkx && CNmb1==1) Pkx1 = xu[j-1];
       if(Pkx && CNmb1==2) Pkx2 = xu[j-1];
     
       Trx = (xd[j] > xd[j-1]) && (xd[j-1] < xd[j-2]) && (xd[j-1] <= (xd[j]+xd[j-2])/2.0*(1.0-fCh));
       if(Trx) CNmb2++;
       if(Trx && CNmb2==1) Trx1 = xd[j-1];
       if(Trx && CNmb2==2) Trx2 = xd[j-1];
     
       Pky = (y[j] < y[j-1]) && (y[j-1] > y[j-2]) && (y[j-1] >= (y[j]+y[j-2])/2.0*(1.0+fCh));
       if(Pky) CNmb3++;
       if(Pky && CNmb3==1) Pky1 = y[j-1];
       if(Pky && CNmb3==2) Pky2 = y[j-1];
     
       Try = (y[j] > y[j-1]) && (y[j-1] < y[j-2]) && (y[j-1] <= (y[j]+y[j-2])/2.0*(1.0-fCh));
       if(Try) CNmb4++;
       if(Try && CNmb4==1) Try1 = y[j-1];
       if(Try && CNmb4==2) Try2 = y[j-1];

       if(CNmb1>=2 && CNmb2>=2 && CNmb3>=2 && CNmb4>=2) break;
     }  
     Pkx = (xu[i] < xu[i-1]) && (xu[i-1] > xu[i-2]) && (xu[i-1] >= (xu[i]+xu[i-2])/2.0*(1.0+fCh));
     Trx = (xd[i] > xd[i-1]) && (xd[i-1] < xd[i-2]) && (xd[i-1] <= (xd[i]+xd[i-2])/2.0*(1.0-fCh));
     Pky = (y[i] < y[i-1]) && (y[i-1] > y[i-2]) && (y[i-1] >= (y[i]+y[i-2])/2.0*(1.0+fCh));
     Try = (y[i] > y[i-1]) && (y[i-1] < y[i-2]) && (y[i-1] <= (y[i]+y[i-2])/2.0*(1.0-fCh));

     R1[i] = 0;
     if(Trx && Try && Trx1<Trx2 && Try1>Try2) R1[i] = 1;
     R2[i] = 0;
     if(Pkx && Pky && Pkx1>Pkx2 && Pky1<Pky2) R2[i] = 1;

     if(R1[i+shift] - R2[i+shift] > 0) {
       DivUpBuffer[i+shift] = High[i];
       DivDnBuffer[i+shift] = Low[i];
     }
     if(R1[i+shift] - R2[i+shift] < 0) {
       DivDnBuffer[i] = High[i];
       DivUpBuffer[i] = Low[i];
     }
   }
   return(0);
}
//+------------------------------------------------------------------+