TrendValue

//+------------------------------------------------------------------+
//|                                   Copyright © 2010, Ivan Kornilov|
//|                                                    TrendValue.mq4|
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010, Ivan Kornilov. All rights reserved."
#property link "excelf@gmail.com"

#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color2 Magenta
#property indicator_color1 Lime

extern int period=13;
extern double shiftPercent=0;
extern int atrPeriod=15;
extern double atrSensitivity=1.5;

double upValue[];
double downValue[];

double highMovingAverages[];
double lowMovingAverages[];
double buffer[];
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int init() 
  {
   IndicatorBuffers(5);
   SetIndexStyle(0,DRAW_LINE,EMPTY,2);
   SetIndexBuffer(0,upValue);
   SetIndexLabel(0,"Up Value");

   SetIndexStyle(1,DRAW_LINE,EMPTY,2);
   SetIndexBuffer(1,downValue);
   SetIndexLabel(1,"Down Value");

   IndicatorDigits(Digits+1);
   SetIndexBuffer(2,buffer);
   SetIndexStyle(2,DRAW_NONE);

   SetIndexBuffer(3,highMovingAverages);
   SetIndexStyle(3,DRAW_NONE);
   SetIndexBuffer(4,lowMovingAverages);
   SetIndexStyle(4,DRAW_NONE);
   IndicatorShortName("Trand Value ("+period+","+shiftPercent+")");
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start() 
  {
   if(Bars<=period) 
     {
      return(0);
     }

   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   int limit=Bars-counted_bars;
   if(counted_bars==0) limit-=2;

   for(int i=limit-1; i>=0; i--) 
     {
      double atr=iATR(NULL,0,atrPeriod,i)*atrSensitivity;
      highMovingAverages[i]= iMA(NULL,0,period,0,MODE_LWMA,PRICE_HIGH,i) *(1+shiftPercent/100)+atr * atrSensitivity;
      lowMovingAverages[i] = iMA(NULL,0,period,0,MODE_LWMA,PRICE_LOW,i) *(1-shiftPercent/100)-atr * atrSensitivity;

      buffer[i]=buffer[i+1];
      if(Close[i]>highMovingAverages[i+1]) 
        {
         buffer[i]=1;
        }
      if(Close[i]<lowMovingAverages[i+1]) 
        {
         buffer[i]=-1;
        }
      if(buffer[i]>0.0) 
        {
         if(lowMovingAverages[i]<lowMovingAverages[i+1]) 
           {
            lowMovingAverages[i]=lowMovingAverages[i+1];
           }

/*
         if (highMovingAverages[i] < highMovingAverages[i + 1]) {
            highMovingAverages[i] = highMovingAverages[i + 1];
         }
         */
         upValue[i]=lowMovingAverages[i];
         downValue[i]=EMPTY_VALUE;

           } else {
         if(highMovingAverages[i]>highMovingAverages[i+1]) 
           {
            highMovingAverages[i]=highMovingAverages[i+1];
           }

/*  
         if (lowMovingAverages[i] > lowMovingAverages[i + 1]) {
            lowMovingAverages[i] = lowMovingAverages[i + 1];
         }*/

         downValue[i]=highMovingAverages[i];
         upValue[i]=EMPTY_VALUE;
        }
     }
  }
//+------------------------------------------------------------------+