HistoStepSto_v1

//+------------------------------------------------------------------+
//|                                              HistoStepSto_v1.mq4 |
//|                                Copyright © 2006, TrendLaboratory |
//|            http://finance.groups.yahoo.com/group/TrendLaboratory |
//|                                   E-mail: igorad2003@yahoo.co.uk |
//|            Thanks to Nikolay Kositsin for good reversal tecnique | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, TrendLaboratory"
#property link      "http://finance.groups.yahoo.com/group/TrendLaboratory"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 DeepSkyBlue
#property indicator_color2 Tomato
#property indicator_width1 3
#property indicator_width2 3
#property indicator_maximum  30
#property indicator_minimum -30

//---- input parameters
extern int     Length      = 10;    // Volty Length
extern double  Kfast       =  1;    // Sensivity Factor for Fast Line
extern double  Kslow       =  1;    // Sensivity Factor for Slow Line
extern int     MA_Mode     =  0;    // Volty MA Mode : 0-SMA, 1-LWMA 
extern int     StepSizeMIN =  0;    // Minimum Step Size  (if need)
extern int     StepSizeMAX =  0;    // Maximum Step Size  (if need)
extern double  Filter      =  0;    // Filter value in units
//---- indicator buffers   
double UpTrendBuffer[];
double DnTrendBuffer[];
double SminMin[],SmaxMin[],SminMax[],SmaxMax[],SminMid[],SmaxMid[];

int    time[2],TRENDMIN[2],TRENDMID[2],TRENDMAX[2];
bool   Expert=true;
double ATR0,ATRmax=0,ATRmin=100000;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
  int init()
  {
   string short_name;
//---- indicator line
   IndicatorBuffers(8);
   SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexBuffer(0,UpTrendBuffer);
   SetIndexBuffer(1,DnTrendBuffer);
   SetIndexBuffer(2,SminMin);
   SetIndexBuffer(3,SmaxMin);
   SetIndexBuffer(4,SminMax);
   SetIndexBuffer(5,SmaxMax);
   SetIndexBuffer(6,SminMid);
   SetIndexBuffer(7,SmaxMid);
  
//---- name for DataWindow and indicator subwindow label
   short_name="StepSto v2("+DoubleToStr(Kfast,2)+","+DoubleToStr(Kslow,2)+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0,"StepSto UpTrend");
   SetIndexLabel(1,"StepSto DownTrend");
//----
   SetIndexDrawBegin(0,Length);
   SetIndexDrawBegin(1,Length);
//----
   return(0);
  }

//+------------------------------------------------------------------+
//| HistoStepSto_v1                                                       |
//+------------------------------------------------------------------+
int start()
{
   int      shift, TrendMin,TrendMax,TrendMid,MaxBar,limit,counted_bars=IndicatorCounted();   
  
   double   linemin,linemax,linemid,bsmin,bsmax, StoFast, StoSlow;
   double   StepSizeMin, StepSizeMax,StepSizeMid;     
   
   if (Bars-1<Length+1)return(0);
   if (counted_bars<0)return(-1);
 
   if (counted_bars>0) counted_bars--;
 
   MaxBar=Bars-1-Length-1;
   limit=Bars-counted_bars-1; 

   if (limit>MaxBar)
   {
      for (shift=limit;shift>=MaxBar;shift--) 
      { 
      UpTrendBuffer[Bars-shift]=0;
      DnTrendBuffer[Bars-shift]=0;
      } 
   limit=MaxBar;
   }
         
	//----
   int Tnew=Time[limit+1];

   if (limit<MaxBar)
      if (Tnew==time[1])
      {
      TrendMin=TRENDMIN[1];
      TrendMid=TRENDMID[1];
      TrendMax=TRENDMAX[1];
      Expert=false;
      } 
      else 
      if (Tnew==time[0])
      {
      TrendMin=TRENDMIN[0];
      TrendMid=TRENDMID[0];
      TrendMax=TRENDMAX[0];
   
      TRENDMIN[1]=TRENDMIN[0];
      TRENDMID[1]=TRENDMID[0];
      TRENDMAX[1]=TRENDMAX[0];
      }  
   else
   {
   if (Tnew>time[1])Print("ERROR01");
   else Print("ERROR02");
   return(-1);  
   }
	
	
	for(shift=limit;shift>=0;shift--) 
   {	
   
	double AvgRange=0;
	double Weight = 0;
	  for (int i=Length-1;i>=0;i--)
	  { 
     if(MA_Mode==0) double alfa= 1.0; else alfa= 1.0*(Length-i)/Length; 
     AvgRange+= alfa*(High[shift+i]-Low[shift+i]);
     Weight += alfa;
     }
	  ATR0 = AvgRange/Weight;
	
	if (ATR0>ATRmax) ATRmax=ATR0;
	if (ATR0<ATRmin) ATRmin=ATR0;
	
	if (StepSizeMIN > 0) ATRmin = StepSizeMIN*Point; 
	if (StepSizeMAX > 0) ATRmax = StepSizeMAX*Point;
	 	
	StepSizeMin=(Kfast*ATRmin);
	StepSizeMax=(Kfast*ATRmax);
	StepSizeMid=(Kfast*0.5*Kslow*(ATRmax+ATRmin));

	SmaxMin[shift]=Close[shift]+2.0*StepSizeMin;
	SminMin[shift]=Close[shift]-2.0*StepSizeMin;
	
	SmaxMax[shift]=Close[shift]+2.0*StepSizeMax;
	SminMax[shift]=Close[shift]-2.0*StepSizeMax;
	 
	SmaxMid[shift]=Close[shift]+2.0*StepSizeMid;
	SminMid[shift]=Close[shift]-2.0*StepSizeMid;
	
	if(Close[shift]>SmaxMin[shift+1]) TrendMin=1; 
	if(Close[shift]<SminMin[shift+1]) TrendMin=-1;
	 
	if(Close[shift]>SmaxMax[shift+1]) TrendMax=1; 
	if(Close[shift]<SminMax[shift+1]) TrendMax=-1;
	  
	if(Close[shift]>SmaxMid[shift+1]) TrendMid=1; 
	if(Close[shift]<SminMid[shift+1]) TrendMid=-1;
	
	
	  if(TrendMin>0)
	  {
	  if(SminMin[shift]<SminMin[shift+1]) SminMin[shift]=SminMin[shift+1];
	  linemin=SminMin[shift]+StepSizeMin;
	  }
	  if(TrendMin<0) 
	  {
	  if(SmaxMin[shift]>SmaxMin[shift+1]) SmaxMin[shift]=SmaxMin[shift+1];
	  linemin=SmaxMin[shift]-StepSizeMin;
	  }	
	  if(TrendMax>0)
	  {
	  if(SminMax[shift]<SminMax[shift+1]) SminMax[shift]=SminMax[shift+1];
	  linemax=SminMax[shift]+StepSizeMax;
	  }
	
	  if(TrendMax<0)
	  {
	  if(SmaxMax[shift]>SmaxMax[shift+1]) SmaxMax[shift]=SmaxMax[shift+1];
	  linemax=SmaxMax[shift]-StepSizeMax;
	  }
	
	  if(TrendMid>0)
	  {
	  if(SminMid[shift]<SminMid[shift+1]) SminMid[shift]=SminMid[shift+1];
	  linemid=SminMid[shift]+StepSizeMid;
	  }
	  
	  if(TrendMid<0)
	  {
	  if(SmaxMid[shift]>SmaxMid[shift+1]) SmaxMid[shift]=SmaxMid[shift+1];
	  linemid=SmaxMid[shift]-StepSizeMid;
	  }
		  
	bsmin=linemax-StepSizeMax;
	bsmax=linemax+StepSizeMax;
	  
	if (bsmax-bsmin>0) StoFast=100*(linemin-bsmin)/(bsmax-bsmin);
	if (bsmax-bsmin>0) StoSlow=100*(linemid-bsmin)/(bsmax-bsmin);
	
	if (StoFast-StoSlow > Filter)
	{
	UpTrendBuffer[shift] = StoFast-StoSlow;
	DnTrendBuffer[shift] = 0; 
	}
	else 
	if (StoFast-StoSlow > 0 && StoFast-StoSlow <= Filter)
	{
	UpTrendBuffer[shift] = 0;
	DnTrendBuffer[shift] = 0; 
	}
	
	if (StoSlow-StoFast > Filter)
	{
	DnTrendBuffer[shift] = StoFast-StoSlow;
	UpTrendBuffer[shift] = 0;
	} 
	else
	if (StoSlow-StoFast>0 && StoSlow-StoFast <= Filter)
	{
	DnTrendBuffer[shift] = 0;
	UpTrendBuffer[shift] = 0;
	}   
	  
	  if ((shift==2)||((shift==1)&&(Expert==true)))
      {
      time [shift-1]=Time [shift];
     
      TRENDMIN[shift-1]=TrendMin;
      TRENDMID[shift-1]=TrendMid;
      TRENDMAX[shift-1]=TrendMax;
      }
   }
	return(0);	
}