FILTER_ADX_mAMn

//+------------------------------------------------------------------+
//|                                    FILTER_ADX_(AM).mq4           |
//+------------------------------------------------------------------+
#property copyright "Andrey Matvievskiy"
#property link      ""

#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 1
#property indicator_buffers 4
//---- input parameters
extern int       TF=0;
extern int       ADXPeriod=14;
extern int       PRICE=0;

//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double ExtMapBuffer3[];
double ExtMapBuffer4[];

double ADX1,pDI1,mDI1;
double ADX2,pDI2,mDI2;

string TimeFrameStr;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_HISTOGRAM,STYLE_SOLID,2,Red);
   SetIndexBuffer(0,ExtMapBuffer1);
   SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,2,Green);
   SetIndexBuffer(1,ExtMapBuffer2);
   SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_SOLID,1,Red);
   SetIndexBuffer(2,ExtMapBuffer3);
   SetIndexStyle(3,DRAW_HISTOGRAM,STYLE_SOLID,1,Green);
   SetIndexBuffer(3,ExtMapBuffer4);

   switch(TF)
     {
      case 1 : TimeFrameStr="Period_M1"; break;
      case 5 : TimeFrameStr="Period_M5"; break;
      case 15 : TimeFrameStr="Period_M15"; break;
      case 30 : TimeFrameStr="Period_M30"; break;
      case 60 : TimeFrameStr="Period_H1"; break;
      case 240 : TimeFrameStr="Period_H4"; break;
      case 1440 : TimeFrameStr="Period_D1"; break;
      case 10080 : TimeFrameStr="Period_W1"; break;
      case 43200 : TimeFrameStr="Period_MN1"; break;
      default : TimeFrameStr="Current Timeframe"; TF=0;
     }
   IndicatorShortName("FILTER ADX(AM) ("+TimeFrameStr+")");

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int i;
   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--;   

   for(i=limit; i>=0; i--)
     {
      ExtMapBuffer1[i]=0;
      ExtMapBuffer2[i]=0;
      ExtMapBuffer3[i]=0;
      ExtMapBuffer4[i]=0;

      ADX1=iADX (NULL,TF,ADXPeriod,PRICE,0,i);
      pDI1=iADX (NULL,TF,ADXPeriod,PRICE,1,i);
      mDI1=iADX (NULL,TF,ADXPeriod,PRICE,2,i);

      ADX2=iADX (NULL,TF,ADXPeriod,PRICE,0,i+1);
      pDI2=iADX (NULL,TF,ADXPeriod,PRICE,1,i+1);
      mDI2=iADX (NULL,TF,ADXPeriod,PRICE,2,i+1);

      if(pDI1<mDI1 && ADX1>ADX2)
        {
         ExtMapBuffer1[i]=1;
        }
      if(pDI1>mDI1 && ADX1>ADX2)
        {
         ExtMapBuffer2[i]=1;
        }
      if(pDI1<mDI1 && ADX1<ADX2)
        {
         ExtMapBuffer3[i]=1;
        }
      if(pDI1>mDI1 && ADX1<ADX2)
        {
         ExtMapBuffer4[i]=1;
        }
     }

//----
   return(0);
  }
//+------------------------------------------------------------------+