SafeZone

#property  indicator_chart_window
#property  indicator_buffers 2
#property  indicator_color1  Red
#property  indicator_color2  Red
extern int LookbackPeriod = 12;
extern double Multiplicator =2;
double     buffer1[];
double     buffer2[];

int init()
{
   SetIndexBuffer(0, buffer1);
   SetIndexBuffer(1, buffer2);
   SetIndexStyle(0, DRAW_LINE, STYLE_DOT, 1, Red);
   SetIndexStyle(1, DRAW_LINE, STYLE_DOT, 1, Red);
   return(0);
}

int start()
{
  int limit;
  int counted_bars = IndicatorCounted();
  if (counted_bars < 0) return(-1);
  if (counted_bars > 0) counted_bars--;
  limit = Bars - counted_bars - 1;  
  for(int i = limit; i >= 0; i--)
  {
    double h = 0;
    int hc = 0;
    double l = 0;
    int lc = 0;
    for (int j = 1; j <= LookbackPeriod; j++)
    {
      double dh = High[i + j] - High[i + j + 1];
      if (dh > 0)
      {
        h += dh;
        hc++;
      }
      double dl = Low[i + j + 1] - Low[i + j];
      if (dl > 0)
      {
        l += dl;
        lc++;
      }
    }
    if (hc > 0) h = h / hc;
    if (lc > 0) l = l / lc;
    h = High[i + 1] + h * Multiplicator;
    l = Low[i + 1] - l * Multiplicator;
    if (buffer1[i + 1] > High[i + 1])
    {
      buffer1[i] = MathMin(h, buffer1[i + 1]);
    }
    else
    {
      buffer1[i] = h;
    }
    if (buffer2[i + 1] < Low[i + 1])
    {
      buffer2[i] = MathMax(l, buffer2[i + 1]);
    }
    else
    {
      buffer2[i] = l;
    }
  }
  return(0);
}