//+------------------------------------------------------------------+
//|                                                     twoWaves.mq5 |
//|                                  Copyright 2018, Benjamin Pillet |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018, Benjamin Pillet"
#property link      ""
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_plots   4
//--- plot wave1high
#property indicator_label1  "wave1high"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrTomato
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
//--- plot wave1low
#property indicator_label2  "wave1low"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrTomato
#property indicator_style2  STYLE_SOLID
#property indicator_width2  1
//--- plot wave2high
#property indicator_label3  "wave2high"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrGold
#property indicator_style3  STYLE_SOLID
#property indicator_width3  1
//--- plot wave2low
#property indicator_label4  "wave2low"
#property indicator_type4   DRAW_LINE
#property indicator_color4  clrGold
#property indicator_style4  STYLE_SOLID
#property indicator_width4  1
//--- indicator buffers
double         wave1highBuffer[];
double         wave1lowBuffer[];
double         wave2highBuffer[];
double         wave2lowBuffer[];

//--- input parameters
input ENUM_TIMEFRAMES TF = PERIOD_CURRENT;

//--- global variables
int pos;
double w1High;
double w1Low;
double p_w2High;//potential wave two high
double w2High;
double p_w2Low;//potential wave two low
double w2Low;


//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,wave1highBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,wave1lowBuffer,INDICATOR_DATA);
   SetIndexBuffer(2,wave2highBuffer,INDICATOR_DATA);
   SetIndexBuffer(3,wave2lowBuffer,INDICATOR_DATA);
   
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---
   pos = prev_calculated -1;
   if(pos < 3){
      pos = 3;
   }
   for(int i=pos; i<rates_total; i++){
      //wave one high
      if(close[i-2] > open[i-2] && close[i-1] < open[i-1]){
         p_w2Low = low[i-1]; //reset potential wave two low
         if(high[i-2] > high[i-1]) w1High = high[i-2];
         else w1High = high[i-1];
      }
      //wave one low
      if(close[i-2] < open[i-2] && close[i-1] > open[i-1]){
         p_w2High = high[i-1]; //reset potential wave two low
         if(low[i-2] < low[i-1]) w1Low = low[i-2];
         else w1Low = low[i-1];
      }
      //wave two high
      if(high[i-1] > p_w2High) p_w2High = high[i-1];
      if(close[i-1] < w1Low && close[i-2] > w1Low){
         w2High = p_w2High;
      }
      //wave two low
      if(low[i-1] < p_w2Low) p_w2Low = low[i-1];
      if(close[i-1] > w1High && close[i-2] < w1High){
         w2Low = p_w2Low;
      }
      //pass the values to the indicator buffers
      wave1highBuffer[i] = w1High;
      wave1lowBuffer[i] = w1Low;
      wave2highBuffer[i] = w2High;
      wave2lowBuffer[i] = w2Low;
                       
   }
   
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+