AntRobot/indicators/ICrossAverage.mq5

//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|                                                 ICrossAverage.mq5 |
//|                        Copyright 2021, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"

#property indicator_chart_window
#property indicator_applied_price   PRICE_CLOSE
#property indicator_buffers   4
#property indicator_plots   4
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrBlue
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrAqua
#property indicator_type4   DRAW_LINE
#property indicator_color4  clrRed

#include <MovingAverages.mqh>

input int   FEMA = 16;
input int   MEMA = 26;
input int   SEMA = 34;
input int   N_CANDLES = 3;

double   bufferFEMA[];
double   bufferMEMA[];
double   bufferSEMA[];
double   trendBuffer[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit() {
   SetIndexBuffer(0,trendBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,bufferFEMA,INDICATOR_CALCULATIONS);
   SetIndexBuffer(2,bufferMEMA,INDICATOR_CALCULATIONS);
   SetIndexBuffer(3,bufferSEMA,INDICATOR_CALCULATIONS);
   return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int ratesTotal, const int prevCalculated, const int begin, const double &price[]) {

   int start,i;
   ArraySetAsSeries(price, true);
   
   if(ratesTotal<SEMA) {
      return(0);
   }

   if(prevCalculated==0) {
      start=SEMA;
   } else {
      start=prevCalculated-1;
   }
   ExponentialMAOnBuffer(ratesTotal,prevCalculated,begin,FEMA,price,bufferFEMA);
   ExponentialMAOnBuffer(ratesTotal,prevCalculated,begin,MEMA,price,bufferMEMA);
   ExponentialMAOnBuffer(ratesTotal,prevCalculated,begin,SEMA,price,bufferSEMA);

   for(i=start; i<ratesTotal; i++) {
      trendBuffer[i]=0;
      int trend=trendDetector(i);
      if(isLastNCandlesTrendUp(price)) {
         trendBuffer[i]=1;
      } else if(isLastNCandlesDonw(price)) {
         trendBuffer[i]=-1;
      }
   }
   return(ratesTotal);
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool isLastNCandlesTrendUp(const double& price[]) {
   int priceSize = ArraySize(price);
   
   for(int i=0; i<=N_CANDLES; i++) {
      if(price[i+1]>=price[i+2]) {
         continue;
      } else return false;
   }
   return true;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool isLastNCandlesDonw(const double& price[]) {

   int priceSize = ArraySize(price);
 
   for(int i=0; i<=N_CANDLES; i++) {
      if(price[i+1]<=price[i+2]) {
         continue;
      } else return false;
   }
   return true;
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int trendDetector(int position) {
   int trendDirection=0;
   if(bufferFEMA[position] > bufferMEMA[position] && bufferMEMA[position] > bufferSEMA[position]) {
      trendDirection=1;
   } else if(bufferFEMA[position] < bufferMEMA[position] && bufferFEMA[position] > bufferSEMA[position]) {
      trendDirection=-1;
   }
   return(trendDirection);
}

//int trendDetector(int position) {
//   int trendDirection=0;
//   if(bufferFEMA[position] > bufferMEMA[position] && bufferMEMA[position] > bufferSEMA[position]) {
//      trendDirection=1;
//   } else if(bufferFEMA[position] < bufferMEMA[position] && bufferFEMA[position] > bufferSEMA[position]) {
//      trendDirection=2;
//   } else if(bufferFEMA[position] < bufferMEMA[position] && bufferMEMA[position] < bufferSEMA[position]) {
//      trendDirection=-1;
//   } else if(bufferFEMA[position] > bufferMEMA[position] && bufferMEMA[position] < bufferSEMA[position]) {
//     trendDirection=-2;
//   }
//   return(trendDirection);
// }