Pivotal points

ÿþ//----------------------------------------------------------------------------------------------------------------------------

#property copyright "mladen"

#property link      "mladenfx@gmail.com"

//----------------------------------------------------------------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 3

#property indicator_plots   1

#property indicator_label1  "Pivotal points"

#property indicator_type1   DRAW_HISTOGRAM2

#property indicator_color1  clrRed

#property indicator_width1  2

//

//---

//

input int inpLookBackBars = 200; // Look back bars

input int inpAtrPeriod    = 1;   // ATR period



double ih[],il[],atr[];

//------------------------------------------------------------------

//

//------------------------------------------------------------------

int OnInit()

  {

   SetIndexBuffer(0,ih);

   SetIndexBuffer(1,il);

   SetIndexBuffer(2,atr,INDICATOR_CALCULATIONS);

   return(INIT_SUCCEEDED);

  }

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

//|                                                                  |

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

void OnDeinit(const int reason)

  {

  }

//

//--

//

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[])

  {

   int i=(int)MathMax(prev_calculated-1,0); for(; i<rates_total && !_StopFlag; i++)

     {

      atr[i]=0;

      for(int k=0; k<inpAtrPeriod && (i-k)>=0; k++)

         atr[i] += (i>0) ? MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]) : high[i]-low[i];

      atr[i] /= inpAtrPeriod;

      ih[i]=il[i]=EMPTY_VALUE;



      //

      //---

      //



      int _start=MathMax(i-inpLookBackBars+1,0);

      if(ArrayMaximum(atr,_start,inpLookBackBars)==i)

        {

         ih[i] = high[i];

         il[i] = low[i];

        }

     }

   return(rates_total);

  }

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