NHNL

ÿþ//+------------------------------------------------------------------+

//|                                                         NHNL.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

//+------------------------------------------------------------------+

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   3

//--- plot High

#property indicator_label1  "High Index"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot Low

#property indicator_label2  "Low Index"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- plot High+Low

#property indicator_label3  "Index HL"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrBlue

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

//--- input parameters

input uint     InpPeriod=20;

//--- indicator buffers

double         BufferHigh[];

double         BufferLow[];

double         BufferHL[];

//--- global variables

int            period;

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

//--- setting global variables

   period=int(InpPeriod<1 ? 1 : InpPeriod);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferHigh,INDICATOR_DATA);

   SetIndexBuffer(1,BufferLow,INDICATOR_DATA);

   SetIndexBuffer(2,BufferHL,INDICATOR_DATA);

//--- settings indicators parameters

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetString(INDICATOR_SHORTNAME,"New High, New Low Index("+(string)period+")");

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferHigh,true);

   ArraySetAsSeries(BufferLow,true);

   ArraySetAsSeries(BufferHL,true);

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| 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[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;8G5AB2> 10@>2 4;O @0AGQB0

   if(rates_total<period) return 0;

//--- #AB0=>2:0 8=45:A0F88 <0AA82>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-period-2;

      ArrayInitialize(BufferHigh,EMPTY_VALUE);

      ArrayInitialize(BufferLow,EMPTY_VALUE);

      ArrayInitialize(BufferHL,EMPTY_VALUE);

     }

//---  0AGQB 8=48:0B>@0

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      int count_h=0;

      int count_l=0;

      for(int n=0; n<period; n++)

        {

         if(high[i+n]>high[i+n+1]) count_h++;

         if(low[i+n]<low[i+n+1]) count_l--;

        }

      BufferHigh[i]=count_h;

      BufferLow[i]=count_l;

      BufferHL[i]=count_h+count_l;

     }



//--- return value of prev_calculated for next call

   return(rates_total);

  }

//+------------------------------------------------------------------+