_SAR_Slave

#property indicator_chart_window // â îêíå èíñòðóìåíòà
#property indicator_buffers 2
#property indicator_color1 Blue

// âõîäíûå ïàðàìåòðû Parabolic SAR
extern double StepFrom=0.005; // íà÷àëüíîå çíà÷åíèå è øàã ôàêòîðà óñêîðåíèÿ îò
extern double StepTo=0.02; // äî
extern double Maximum=0.2; // êîíå÷íîå çíà÷åíèå ôàêòîðà óñêîðåíèÿ
// Âîõîäíûå ïàðàìåòðû MasterSlave
extern int Source=1; // 0 - îáúåì; 1 - ATR; 2 - ñò.äåâèàöèÿ öåíû; 
extern int SourcePeriod=33; // ïåðèîä âõîäíîãî èíäèêàòîðà
extern int Window=88; // äëèíà âûáîðêè íîðìèðîâàíèÿ
extern double Sensitivity=0; // ÷óâñòâèòåëüíîñòü
extern int Signal=33; // ñãëàæèâàíèå íîðìèðîâàííîãî èíäèêàòîðà (ñèãíàëüíàÿ)
//--
int History=0;

// èíäèêàòîðíûå áóôåðû
double   SarBuffer[], // ïàðàáîëèê
         Step[]; // øàã ôàêòîðà óñêîðåíèÿ
// îáùèå ïåðåìåííûå äëÿ ïàðàáîëèêà
int    save_lastreverse;
bool   save_dirlong;
double save_start;
double save_last_high;
double save_last_low;
double save_ep;
double save_sar;
int    bartime;
//
bool First=1;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexBuffer(0,SarBuffer);
   SetIndexStyle(0,DRAW_ARROW);
   SetIndexArrow(0,159);
   SetIndexLabel(0,"SAR");

   SetIndexBuffer(1,Step);
   SetIndexStyle(1,DRAW_NONE,2);

   SetIndexEmptyValue(0,0.0);
   SetIndexEmptyValue(1,0.0);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start() {
   int ic=IndicatorCounted();
   if(!First && Bars-ic>2) ic=reinit(); // åñëè åñòü ïðîïóùåííûå áàðû íå íà ïîäêëþ÷åíèè (â ðàáîòå)
   First=0; //  ñáðîñ ôëàãà ïåðâîãî çàïóñêà
// Ìàñòåð
   int limit=Bars-ic-1;
   for(int i=limit; i>0; i--) {
      // óïðàâëÿþùèé ñèãíàë
      double ms=iCustom(NULL,0,"_MasterSlave",Source,SourcePeriod,Window,Sensitivity,Signal, 0,i);
      Step[i-1]=StepFrom+ms*(StepTo-StepFrom);
     }
//===========ïàðàáîëèê========================
   static bool first = true;
   bool   dirlong;
   double start, last_high, last_low;
   double ep, sar, price_low, price_high, price;
   int    counted_bars = IndicatorCounted();
//----
   if(Bars < 3) 
       return(0);
//---- initial settings
   i = Bars - 2;
//----
   if(counted_bars == 0 || first)
     {
       first = false;
       dirlong = true;
       start = Step[i];
       last_high = -10000000.0;
       last_low = 10000000.0;
       //----
       while(i > 0)
         {
           save_lastreverse = i;
           price_low = Low[i];
           //----
           if(last_low > price_low)
               last_low = price_low;
           price_high = High[i];
           //----
           if(last_high < price_high)
               last_high = price_high;
           //----
           if(price_high > High[i+1] && price_low > Low[i+1]) 
               break;
           //----
           if(price_high < High[i+1] && price_low < Low[i+1])
             { 
               dirlong = false; 
               break; 
             }
           i--;
         }
       //---- initial zero
       int k = i;
       Print("  k=", k, "  Bars=", Bars);      
       //----
       while(k < Bars)
         {
           SarBuffer[k] = 0.0;
           k++;
         }
       //---- check further
       if(dirlong)
         { 
           SarBuffer[i] = Low[i+1];
           ep = High[i];
         }
       else        
         { 
           SarBuffer[i] = High[i+1]; 
           ep = Low[i]; 
         }
       i--;
     }
   else
     {
       i =         save_lastreverse;
       start =     save_start;
       dirlong =   save_dirlong;
       last_high = save_last_high;
       last_low =  save_last_low;
       ep =        save_ep;
       sar =       save_sar;
       // Fix1 start
       // If new bar increment index   
       if(Time[0] != bartime)       
         {
           bartime = Time[0];
           i++;
         }
       //Fix1 end         
     }
//----
   while(i >= 0)
     {
       price_low = Low[i];
       price_high = High[i];
       //--- check for reverse from long to short
       if(dirlong && price_low < SarBuffer[i+1])
         {
           SaveLastReverse(i, true, start, price_low, last_high, ep, sar);
           start = Step[i]; 
           dirlong = false;
           ep = price_low;  
           last_low = price_low;
           SarBuffer[i] = last_high;
           i--;
           continue;
         }
       //--- check for reverse from short to long  
       if(!dirlong && price_high > SarBuffer[i+1])
         {
           SaveLastReverse(i, false, start, last_low, price_high, ep, sar);
           start = Step[i]; 
           dirlong = true;
           ep = price_high; 
           last_high = price_high;
           SarBuffer[i] = last_low;
           i--;
           continue;
         }
       //sar(i) = sar(i+1)+start*(ep-sar(i+1))
       price = SarBuffer[i+1];
       sar = price + start*(ep - price);
       //----
       if(dirlong)
         {
           if(ep < price_high && (start + Step[i]) <= Maximum) 
               start += Step[i];
           //----
           if(price_high < High[i+1] && i == Bars - 2)  
               sar = SarBuffer[i+1];
           price = Low[i+1];
           //----
           if(sar > price)
               sar = price;
           price = Low[i+2];
           //----
           if(sar > price)
               sar = price;
           //----
           if(sar > price_low)
             {
               SaveLastReverse(i, true, start, price_low, last_high, ep, sar);
               start = Step[i]; 
               dirlong = false; 
               ep = price_low;
               last_low = price_low;
               SarBuffer[i] = last_high;
               i--;
               continue;
             }
           //----
           if(ep < price_high)
             {
               last_high = price_high;
               ep = price_high;
             }
         }     //dir-long
       else
         {
           if(ep > price_low && (start + Step[i]) <= Maximum) 
               start += Step[i];
           //----
           if(price_low < Low[i+1] && i == Bars - 2)  
               sar = SarBuffer[i+1];
           price = High[i+1];
           //----
           if(sar < price)
               sar = price;
           price = High[i+2];
           //----
           if(sar < price)
               sar = price;
           //----
           if(sar < price_high)
             {
               SaveLastReverse(i, false, start, last_low, price_high, ep,sar);
               start = Step[i]; 
               dirlong = true; 
               ep = price_high;
               last_high = price_high;
               SarBuffer[i] = last_low;
               i--;
               continue;
             }
           //----
           if(ep > price_low)
             {
               last_low = price_low; 
               ep = price_low; 
             }
         }     //dir-short
       SarBuffer[i] = sar;
       i--;
     }        //while   
//   sar=SarBuffer[0];
//   price=iSAR(NULL,0,Step,Maximum,0);
//   if(sar!=price) Print("custom=",sar,"   SAR=",price,"   counted=",counted_bars);
//   if(sar==price) Print("custom=",sar,"   SAR=",price,"   counted=",counted_bars);
//----
//----
   return(0);
  }
//=====================================================================================
void SaveLastReverse(int last, int dir, double start, double low, double high, 
                     double ep, double sar)
  {
   save_lastreverse = last;
   save_dirlong = dir;
   save_start = start;
   save_last_low = low;
   save_last_high = high;
   save_ep = ep;
   save_sar = sar;
  }

int reinit() { // äîïîëíèòåëüíàÿ èíèöèàëèçàöèÿ
   ArrayInitialize(SarBuffer,0.0); 
   ArrayInitialize(Step,0.0); 
   return(0);
  }