WPR_hist_div_signal

//+------------------------------------------------------------------+
//|                                      Williams’ Percent Range.mq4 |
//|                                       Copyright © 2009, Ulterior |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"
//----
#property indicator_separate_window
#property indicator_minimum -55
#property indicator_maximum 55
#property indicator_buffers 4
#property indicator_color1 DodgerBlue
#property indicator_color2 DodgerBlue
#property indicator_color3 DarkGreen
#property indicator_color4 FireBrick
#property indicator_width1 3
#property indicator_width2 3
#property indicator_width3 3
#property indicator_width4 3

#property indicator_level1 0
#property indicator_level2 40
#property indicator_level3 -40
#property indicator_levelcolor Black
//---- input parameters
extern int ExtWPRPeriod = 30;
//---- buffers
double ExtWPRBuffer1[];
double ExtWPRBuffer2[];
double ExtWPRLongBuffer1[];
double ExtWPRShortBuffer1[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string sShortName;
//---- indicator buffer mapping
   SetIndexBuffer(0, ExtWPRBuffer1);
   SetIndexBuffer(1, ExtWPRBuffer2);
   SetIndexBuffer(2, ExtWPRLongBuffer1);
   SetIndexBuffer(3, ExtWPRShortBuffer1);
//---- indicator line
   SetIndexStyle(0, DRAW_HISTOGRAM);
   SetIndexStyle(1, DRAW_HISTOGRAM);
   SetIndexStyle(2, DRAW_HISTOGRAM);
   SetIndexStyle(3, DRAW_HISTOGRAM);
//---- name for DataWindow and indicator subwindow label
   sShortName="%Rhist(" + ExtWPRPeriod + ")";
   IndicatorShortName(sShortName);
   SetIndexLabel(0, StringConcatenate(sShortName, "up" ));
   SetIndexLabel(1, StringConcatenate(sShortName, "down" ));
   SetIndexLabel(2, StringConcatenate(sShortName, "long" ));
   SetIndexLabel(3, StringConcatenate(sShortName, "short" ));
//---- first values aren't drawn
   SetIndexDrawBegin(0, ExtWPRPeriod);
   SetIndexDrawBegin(1, ExtWPRPeriod);
   SetIndexDrawBegin(2, ExtWPRPeriod);
   SetIndexDrawBegin(3, ExtWPRPeriod);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Williams’ Percent Range                                          |
//+------------------------------------------------------------------+
int start()
  {
   int i, nLimit, nCountedBars;  
//---- insufficient data
   if(Bars <= ExtWPRPeriod) 
       return(0);
//---- bars count that does not changed after last indicator launch.
   nCountedBars = IndicatorCounted();
//----Williams’ Percent Range calculation
   i = Bars - ExtWPRPeriod - 1;
   if(nCountedBars > ExtWPRPeriod) 
       i = Bars - nCountedBars - 1;  
       
   double upperShadow, lowerShadow, body;    
       
   while(i >= 0)
     {
       double dMaxHigh = High[Highest(NULL, 0, MODE_HIGH, ExtWPRPeriod, i)];
       double dMinLow = Low[Lowest(NULL, 0, MODE_LOW, ExtWPRPeriod, i)];      
       if(!CompareDouble((dMaxHigh - dMinLow), 0.0))
       {
           double val = 100*(dMaxHigh - Close[i]) / (dMaxHigh - dMinLow);
           
           ExtWPRLongBuffer1[i] = 0;
           
           if( val <= 50 ) { ExtWPRBuffer1[i] = -val+50; ExtWPRBuffer2[i] = 0; } else { ExtWPRBuffer1[i] = 0; ExtWPRBuffer2[i] = -val+50; }

           if(Close[i]<=Open[i] )
           {
            lowerShadow = Close[i]-Low[i]; 
            upperShadow = High[i]-Open[i]; 
            body = Open[i]-Close[i];
           }

           if(Close[i]>=Open[i] )
           {
            lowerShadow = Open[i]-Low[i]; 
            upperShadow = High[i]-Close[i]; 
            body = Close[i]-Open[i];
           }
           
           if( (ExtWPRBuffer2[i+1] < ExtWPRBuffer2[i]) && (Low[i] <= dMinLow) && ((Low[i] < Low[i+1]) || (Close[i] > Open[i])) && (lowerShadow >= 0)  )
           {
            ExtWPRLongBuffer1[i] = ExtWPRBuffer2[i];
           }
           else              
           if( (ExtWPRBuffer1[i+1] > ExtWPRBuffer1[i]) && (High[i] >= dMaxHigh) && (High[i] > High[i+1]) && (upperShadow >= 0) )
           {
            ExtWPRShortBuffer1[i] = ExtWPRBuffer1[i];
           }
           else
           {
            ExtWPRLongBuffer1[i] = 0;
            ExtWPRShortBuffer1[i] = 0;
           }
       }    
       i--;
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Ôóíêöèÿ ñðàíåíèÿ äâóõ âåùåñòâåííûõ ÷èñåë.                        |
//+------------------------------------------------------------------+
bool CompareDouble(double Number1, double Number2)
  {
    bool Compare = NormalizeDouble(Number1 - Number2, 8) == 0;
    return(Compare);
  } 
//+------------------------------------------------------------------+