!!ZigZagTriad

//+------------------------------------------------------------------+
//|                                        Custom Moving Average.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Blue
#property indicator_color2 Red
#property indicator_color3 Gray
//---- indicator parameters
extern int  ExtDepth=12;
extern int  ExtDeviation=5;
extern int  ExtBackstep=3;
extern bool ShowZigZag=False;
//---- indicator buffers
double ExtMapBuffer[];
double ExtMapBuffer2[];
double ExtMapBufferU[];
double ExtMapBufferD[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
   IndicatorBuffers(4);
   SetIndexBuffer(0,ExtMapBufferU); SetIndexStyle(0,DRAW_ARROW); SetIndexArrow(0,159);
   SetIndexBuffer(1,ExtMapBufferD); SetIndexStyle(1,DRAW_ARROW); SetIndexArrow(1,159);
   SetIndexBuffer(2,ExtMapBuffer);
   if(ShowZigZag)
         SetIndexStyle(2,DRAW_SECTION);
   else  SetIndexStyle(2,DRAW_NONE);
   SetIndexBuffer(3,ExtMapBuffer2);
   SetIndexEmptyValue(0,0.0);
   SetIndexEmptyValue(1,0.0);
   SetIndexEmptyValue(2,0.0);
   
   IndicatorShortName("ZigZag("+ExtDepth+","+ExtDeviation+","+ExtBackstep+")");
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   int    shift, back,lasthighpos,lastlowpos;
   double val,res;
   double curlow,curhigh,lasthigh,lastlow;

   for(shift=Bars-ExtDepth; shift>=0; shift--)
     {
      ExtMapBufferU[shift]=0;
      ExtMapBufferD[shift]=0;
      val=Low[Lowest(NULL,0,MODE_LOW,ExtDepth,shift)];
      if(val==lastlow) val=0.0;
      else 
        { 
         lastlow=val; 
         if((Low[shift]-val)>(ExtDeviation*Point)) val=0.0;
         else
           {
            for(back=1; back<=ExtBackstep; back++)
              {
               res=ExtMapBuffer[shift+back];
               if((res!=0)&&(res>val)) ExtMapBuffer[shift+back]=0.0; 
              }
           }
        } 
      ExtMapBuffer[shift]=val;
      //--- high
      val=High[Highest(NULL,0,MODE_HIGH,ExtDepth,shift)];
      if(val==lasthigh) val=0.0;
      else 
        {
         lasthigh=val;
         if((val-High[shift])>(ExtDeviation*Point)) val=0.0;
         else
           {
            for(back=1; back<=ExtBackstep; back++)
              {
               res=ExtMapBuffer2[shift+back];
               if((res!=0)&&(res<val)) ExtMapBuffer2[shift+back]=0.0; 
              } 
           }
        }
      ExtMapBuffer2[shift]=val;
     }

   // final cutting 
   lasthigh=-1; lasthighpos=-1;
   lastlow=-1;  lastlowpos=-1;

   for(shift=Bars-ExtDepth; shift>=0; shift--)
     {
      curlow=ExtMapBuffer[shift];
      curhigh=ExtMapBuffer2[shift];
      if((curlow==0)&&(curhigh==0)) continue;
      //---
      if(curhigh!=0)
        {
         if(lasthigh>0) 
           {
            if(lasthigh<curhigh) ExtMapBuffer2[lasthighpos]=0;
            else ExtMapBuffer2[shift]=0;
           }
         //---
         if(lasthigh<curhigh || lasthigh<0)
           {
            lasthigh=curhigh;
            lasthighpos=shift;
           }
         lastlow=-1;
        }
      //----
      if(curlow!=0)
        {
         if(lastlow>0)
           {
            if(lastlow>curlow) ExtMapBuffer[lastlowpos]=0;
            else ExtMapBuffer[shift]=0;
           }
         //---
         if((curlow<lastlow)||(lastlow<0))
           {
            lastlow=curlow;
            lastlowpos=shift;
           } 
         lasthigh=-1;
        }
     }
  
   double prevPeak=0;
   for(shift=Bars-1; shift>=0; shift--)
   {
      if(shift>=Bars-ExtDepth)
      {
         ExtMapBuffer[shift] =0.0;
         ExtMapBufferU[shift]=0.0;
         ExtMapBufferD[shift]=0.0;
      }            
      else
      {
         res=ExtMapBuffer2[shift];
         if(res!=0.0) ExtMapBuffer[shift] =res;
      }
      res=ExtMapBuffer[shift];
      ExtMapBufferU[shift]=ExtMapBufferU[shift+1];
      ExtMapBufferD[shift]=ExtMapBufferD[shift+1];
      if(res!=0.0) 
      {
        if(res>prevPeak && prevPeak!=0) ExtMapBufferU[shift]=res;
        if(res<prevPeak && prevPeak!=0) ExtMapBufferD[shift]=res;
        prevPeak = res;
      }                   
  }
}