WildersDMI_v1

//+------------------------------------------------------------------+
//|                                                WildersDMI_v1.mq4 |
//|                           Copyright © 2007, TrendLaboratory Ltd. |
//|            http://finance.groups.yahoo.com/group/TrendLaboratory |
//|                                       E-mail: igorad2004@list.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, TrendLaboratory Ltd."
#property link      "http://finance.groups.yahoo.com/group/TrendLaboratory"

#property indicator_separate_window
#property indicator_buffers   4
#property indicator_color1    LightBlue
#property indicator_width1    2 
#property indicator_color2    Lime
#property indicator_width2    1
#property indicator_style2    2
#property indicator_color3    Tomato
#property indicator_width3    1
#property indicator_style3    2
#property indicator_color4    Orange
#property indicator_width4    2 
#property indicator_level1    20
//---- input parameters
extern int       MA_Length    =  1; // Period of additional smoothing 
extern int       DMI_Length   = 14; // Period of DMI
extern int       ADX_Length   = 14; // Period of ADX
extern int       ADXR_Length  = 14; // Period of ADXR
extern int       UseADX       =  0; // Use ADX: 0-off,1-on
extern int       UseADXR      =  0; // Use ADXR: 0-off,1-on
//---- buffers
double ADX[];
double PDI[];
double MDI[];
double ADXR[];
double sPDI[];
double sMDI[];
double STR[];
double DX[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
   IndicatorBuffers(8);
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,ADX);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,PDI);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexBuffer(2,MDI);
   SetIndexStyle(3,DRAW_LINE);
   SetIndexBuffer(3,ADXR);
   SetIndexBuffer(4,sPDI);
   SetIndexBuffer(5,sMDI);
   SetIndexBuffer(6,STR);
   SetIndexBuffer(7,DX);
   //---- name for DataWindow and indicator subwindow label
   string short_name="WildersDMI("+MA_Length+","+DMI_Length+","+ADX_Length+","+ADXR_Length+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0,"ADX");
   SetIndexLabel(1,"+DI");
   SetIndexLabel(2,"-DI");
   SetIndexLabel(3,"ADXR");
//----
   SetIndexDrawBegin(0,DMI_Length+MA_Length);
   SetIndexDrawBegin(1,DMI_Length+MA_Length);
   SetIndexDrawBegin(2,DMI_Length+MA_Length);
   SetIndexDrawBegin(3,DMI_Length+MA_Length);  
   
   return(0);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int      shift, limit, counted_bars=IndicatorCounted();
   double alfa1 = 1.0/DMI_Length;
   double alfa2 = 1.0/ADX_Length;
//---- 
   if (counted_bars < 0) return(-1);
      
   if(counted_bars<1)
      for(shift=1;shift<=MA_Length+DMI_Length;shift++) 
      {PDI[Bars-shift]=0.0;MDI[Bars-shift]=0.0;ADX[Bars-shift]=0.0;
      sPDI[Bars-shift]=0.0;sMDI[Bars-shift]=0.0;DX[Bars-shift]=0.0;
      STR[Bars-shift]=0.0;ADXR[Bars-shift]=0.0;}
      
   shift=Bars-MA_Length-DMI_Length-1;
   if(counted_bars>=DMI_Length+MA_Length) shift=Bars-counted_bars-1;
   
   while(shift>=0)
   {
   double AvgHigh  = iMA(NULL,0,MA_Length,0,1,PRICE_HIGH,shift);
   double AvgHigh1 = iMA(NULL,0,MA_Length,0,1,PRICE_HIGH,shift+1);
   double AvgLow   = iMA(NULL,0,MA_Length,0,1,PRICE_LOW,shift);
   double AvgLow1  = iMA(NULL,0,MA_Length,0,1,PRICE_LOW,shift+1);
   double AvgClose1= iMA(NULL,0,MA_Length,0,1,PRICE_CLOSE,shift+1);
   
   double Bulls = 0.5*(MathAbs(AvgHigh-AvgHigh1)+(AvgHigh-AvgHigh1));
   double Bears = 0.5*(MathAbs(AvgLow1-AvgLow)+(AvgLow1-AvgLow));
   
   if (Bulls > Bears) Bears = 0;
   else 
   if (Bulls < Bears) Bulls = 0;
   else
   if (Bulls == Bears) {Bulls = 0;Bears = 0;}
  
   sPDI[shift] = sPDI[shift+1] + alfa1 * (Bulls - sPDI[shift+1]);
   sMDI[shift] = sMDI[shift+1] + alfa1 * (Bears - sMDI[shift+1]);
   
   double   TR = MathMax(AvgHigh-AvgLow,AvgHigh-AvgClose1); 
   STR[shift]  = STR[shift+1] + alfa1 * (TR - STR[shift+1]); 
    
      if(STR[shift]>0 )
      {
      PDI[shift] = 100*sPDI[shift]/STR[shift];
      MDI[shift] = 100*sMDI[shift]/STR[shift];
      }
      
      if( UseADX > 0)
      {
      if((PDI[shift] + MDI[shift])>0) 
      DX[shift] = 100*MathAbs(PDI[shift] - MDI[shift])/(PDI[shift] + MDI[shift]); 
      else DX[shift] = 0;
   
      ADX[shift] = ADX[shift+1] + alfa2 * ( DX[shift] - ADX[shift+1]); 
   
      if(UseADXR >0) ADXR[shift] = 0.5*(ADX[shift] + ADX[shift+ADXR_Length]);
      }
   shift--;
   }
   
//----
   return(0);
  }
//+------------------------------------------------------------------+