//+------------------------------------------------------------------
#property copyright   "© mladen, 2019"
#property link        "mladenfx@gmail.com"
#property description "Simple Moving Average"
//+------------------------------------------------------------------
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_plots   2

#property indicator_label1  "TrailingSL-upper"
#property indicator_type1   DRAW_COLOR_LINE
#property indicator_color1  clrOlive
#property indicator_style1  STYLE_SOLID
#property indicator_width1  2

//EMA
#property indicator_label2  "TrailingSL-lower"
#property indicator_type2   DRAW_COLOR_LINE
#property indicator_color2  clrOlive
#property indicator_style2  STYLE_SOLID
#property indicator_width2  2


//trigger buy
#property indicator_label7  "ColorArrow"
#property indicator_type7   DRAW_COLOR_ARROW
#property indicator_color7  clrGreen
#property indicator_style7  STYLE_SOLID
#property indicator_width7  10

//
//
//

input int                InpAtrPeriod   =  14;         // Period
input double             InpAtrMultiplier   =  1.5;

double upper[],lower[];

int ExtPeriodATR;

//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//

int OnInit()
{
   if(InpAtrPeriod<=0)
     {
      ExtPeriodATR=14;
      printf("Incorrect input parameter InpAtrPeriod = %d. Indicator will use value %d for calculations.",InpAtrPeriod,ExtPeriodATR);
     }
   else ExtPeriodATR=InpAtrPeriod;
   
   SetIndexBuffer(0,upper,INDICATOR_DATA);
   SetIndexBuffer(2,lower,INDICATOR_DATA);
   
   IndicatorSetString(INDICATOR_SHORTNAME,"TrailingSL ("+(string)InpAtrMultiplier+"*ATR)");
   return (INIT_SUCCEEDED);
}
void OnDeinit(const int reason)
{
}

//------------------------------------------------------------------
//
//------------------------------------------------------------------
//
//
//

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 i=prev_calculated-1; if (i<0) i=0;
   int limit=0; 
   
   //--- indicator buffers
   static double ExtATRBuffer[];
   static double ExtTRBuffer[];
   static double ExtTrailingSLUpperBuffer[];
   
   
   
   if(prev_calculated==0)
     {
      ArrayResize(ExtATRBuffer,rates_total);
      ArrayResize(ExtTRBuffer,rates_total);
      ArrayResize(ExtTrailingSLUpperBuffer,rates_total);
      
      ExtTRBuffer[0]=0.0;
      ExtATRBuffer[0]=0.0;
      //--- filling out the array of True Range values for each period
      for(i=1;i<rates_total && !IsStopped();i++)
         ExtTRBuffer[i]=MathMax(High[i],Close[i-1])-MathMin(Low[i],Close[i-1]);
      //--- first AtrPeriod values of the indicator are not calculated
      double firstValue=0.0;
      for(i=1;i<=ExtPeriodATR;i++)
        {
         ExtATRBuffer[i]=0.0;
         firstValue+=ExtTRBuffer[i];
        }
      
      //--- calculating the first value of the indicator
      firstValue/=ExtPeriodATR;
      ExtATRBuffer[ExtPeriodATR]=firstValue;
      ExtTrailingSLUpperBuffer[ExtPeriodATR] = Close[ExtPeriodATR] + ExtATRBuffer[ExtPeriodATR]*1.5;
      
      limit=ExtPeriodATR+1;
     }
   else limit=prev_calculated-1;
   
   for (; i<rates_total && !_StopFlag; i++)
   {
      //val[i]  = _sma.calculate(getPrice(inpPrice,open,high,low,close,i),i,rates_total);
      //valc[i] = (i>0) ? (val[i]>val[i-1]) ? 0 : (val[i]<val[i-1]) ? 1 : valc[i-1] : 0;
      
      
      ExtTRBuffer[i]=MathMax(High[i],Close[i-1])-MathMin(Low[i],Close[i-1]);
      ExtATRBuffer[i]=ExtATRBuffer[i-1]+(ExtTRBuffer[i]-ExtTRBuffer[i-ExtPeriodATR])/ExtPeriodATR;
      
      if(Close[i]>Open[i]){
         upper[i] = Close[i] + ExtATRBuffer[i]*InpAtrMultiplier;
         lower[i] = Open[i] - ExtATRBuffer[i]*InpAtrMultiplier;
      }else{
         upper[i] = Open[i] + ExtATRBuffer[i]*InpAtrMultiplier;
         lower[i] = Close[i] - ExtATRBuffer[i]*InpAtrMultiplier;
      }
   }
   
   
   
   return (i);
}