MQL5/2_Indicators_EA/SuperTrend.mq5

//+------------------------------------------------------------------+
//|                                                   SuperTrend.mq5 |
//|                                            Author: Santiago Cruz |
//|                       https://www.mql5.com/en/users/algo-trader/ |
//+------------------------------------------------------------------+
#property copyright "Santiago Cruz"
#property link      "https://www.mql5.com/en/users/algo-trader/"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 7
#property indicator_plots 1

#property indicator_label1  "SuperTrend"
#property indicator_type1   DRAW_COLOR_LINE
#property indicator_color1  clrGreen, clrRed

input int    Periods=10;
input double Multiplier=3;

double SuperTrend[];
double ColorBuffer[];
double Atr[];
double Up[];
double Down[];
double Middle[];
double trend[];

int atrHandle;
int changeOfTrend;
int flag;
int flagh;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,SuperTrend,INDICATOR_DATA);
   SetIndexBuffer(1,ColorBuffer,INDICATOR_COLOR_INDEX);
   SetIndexBuffer(2,Atr,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,Up,INDICATOR_CALCULATIONS);
   SetIndexBuffer(4,Down,INDICATOR_CALCULATIONS);
   SetIndexBuffer(5,Middle,INDICATOR_CALCULATIONS);
   SetIndexBuffer(6,trend,INDICATOR_CALCULATIONS);

   atrHandle=iATR(_Symbol,_Period,Periods);
//---
   return(0);
  }
//+------------------------------------------------------------------+
//| 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[])
  {
//---
   int to_copy;
   if(prev_calculated>rates_total || prev_calculated<0) to_copy=rates_total;
   else
     {
      to_copy=rates_total-prev_calculated;
      if(prev_calculated>0) to_copy++;
     }

   if(IsStopped()) return(0); //Checking for stop flag
   if(CopyBuffer(atrHandle,0,0,to_copy,Atr)<=0)
     {
      return(0);
     }

   int first;
   if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of calculation of an indicator
     {
      first=Periods; // starting index for calculation of all bars
     }
   else
     {
      first=prev_calculated-1; // starting number for calculation of new bars
     }
   for(int i=first; i<rates_total && !IsStopped(); i++)
     {
      Middle[i]=(high[i]+low[i])/2;
      Up[i]  = Middle[i] +(Multiplier*Atr[i]);
      Down[i]= Middle[i] -(Multiplier*Atr[i]);

      if(close[i]>Up[i-1]) 
        {
         trend[i]=1;
         if(trend[i-1]==-1) changeOfTrend=1;

        }
      else if(close[i]<Down[i-1]) 
        {
         trend[i]=-1;
         if(trend[i-1]==1) changeOfTrend=1;
        }
      else if(trend[i-1]==1) 
        {
         trend[i]=1;
         changeOfTrend=0;
        }
      else if(trend[i-1]==-1) 
        {
         trend[i]=-1;
         changeOfTrend=0;
        }

      if(trend[i]<0 && trend[i-1]>0) 
        {
         flag=1;
        }
      else 
        {
         flag=0;
        }

      if(trend[i]>0 && trend[i-1]<0) 
        {
         flagh=1;
        }
      else 
        {
         flagh=0;
        }

      if(trend[i]>0 && Down[i]<Down[i-1])
         Down[i]=Down[i-1];

      if(trend[i]<0 && Up[i]>Up[i-1])
         Up[i]=Up[i-1];

      if(flag==1)
         Up[i]=Middle[i]+(Multiplier*Atr[i]);

      if(flagh==1)
         Down[i]=Middle[i]-(Multiplier*Atr[i]);

      //-- Draw the indicator
      if(trend[i]==1) 
        {
         SuperTrend[i]=Down[i];
         if(changeOfTrend==1) 
           {
            SuperTrend[i-1]=SuperTrend[i-2];
            changeOfTrend=0;
           }
         ColorBuffer[i]=0.0;
        }
      else if(trend[i]==-1) 
        {
         SuperTrend[i]=Up[i];
         if(changeOfTrend==1) 
           {
            SuperTrend[i-1]= SuperTrend[i-2];
            changeOfTrend = 0;
           }
         ColorBuffer[i]=1.0;
        }
     }

//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+