//+------------------------------------------------------------------+
//|                                            Directed Movement.mq4 |
//|                                               Yuriy Tokman (YTG) |
//|                                               http://ytg.com.ua/ |
//+------------------------------------------------------------------+
#property copyright "Yuriy Tokman (YTG)"
#property link      "http://ytg.com.ua/"
#property version   "1.00"
#property strict
#property indicator_separate_window

#property indicator_buffers  5
#property  indicator_color2  Red
#property  indicator_color3  Lime
#property  indicator_color4  Yellow
#property  indicator_color5  Aqua
#property  indicator_width2  1
#property  indicator_width3  1
#property  indicator_width4  1
#property  indicator_width5  1
#property indicator_level1 30.0
#property indicator_level2 70.0
//----
extern int PERIOD=5;
extern double up_line = 70;
extern double dn_line = 30;
//---- buffers
double BU0[];
double BU1[];
double BU2[];
double BU3[];
double BU4[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   IndicatorShortName("Directed Movement "+DoubleToStr(PERIOD,0));
   SetIndexBuffer(0, BU0);
   SetIndexStyle(0, DRAW_NONE);
      
   SetIndexBuffer(1, BU1);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexDrawBegin(1,PERIOD*4);
    
   SetIndexBuffer(2, BU2);
   SetIndexStyle(2, DRAW_LINE);
   SetIndexDrawBegin(2,PERIOD*4);    
   
   SetIndexBuffer(3, BU3);
   SetIndexStyle(3,DRAW_ARROW);
   SetIndexArrow(3,108);
   SetIndexDrawBegin(3,PERIOD*4);      
    
   SetIndexBuffer(4, BU4);
   SetIndexStyle(4, DRAW_ARROW);
   SetIndexArrow(4,108);
   SetIndexDrawBegin(4,PERIOD*4);      
//---
   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[])
  {
//---
   int limit=rates_total - prev_calculated;
   if(prev_calculated==0)limit--;
   else  limit++;  
//----
   if(prev_calculated==0)limit=Bars-PERIOD*2; 
   
   for(int i=0; i<limit && !IsStopped(); i++)            
   BU0[i] = iRSI(Symbol(),0,PERIOD,0,i);        
//----
   for(int i=0; i<limit && !IsStopped(); i++)          
   BU1[i] = iMAOnArray(BU0,0,PERIOD,0,0,i);                
//----
   for(int i=0; i<limit && !IsStopped(); i++)
   BU2[i] = iMAOnArray(BU1,0,PERIOD,0,0,i);    
//----
   for(int i=0; i<limit && !IsStopped(); i++)
    {
     if(BU1[i+2]>=BU2[i+2] && BU1[i+1]<BU2[i+1] && BU2[i+2]>=up_line)
     BU3[i+1] = BU2[i+1];
     
     if(BU1[i+2]<=BU2[i+2] && BU1[i+1]>BU2[i+1] && BU2[i+2]<=dn_line)
     BU4[i+1] = BU2[i+1];     
    }  
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+