//+------------------------------------------------------------------+
//|                                                    TD_REI_v1.mq4 |
//|                                  Copyright © 2016, Forex-TSD.com |
//|                         Written by IgorAD,igorad2003@yahoo.co.uk |   
//|            http://finance.groups.yahoo.com/group/TrendLaboratory |                                      
//+------------------------------------------------------------------+
#property copyright "Copyright © 2016, Forex-TSD.com "
#property link      "http://www.forex-tsd.com/"

#property indicator_separate_window
#property indicator_buffers   2
#property indicator_color1    LightBlue
#property indicator_width1    2 
#property indicator_color2    Tomato
#property indicator_width2    1
#property indicator_style2    3 
#property indicator_level1    60
#property indicator_level2    -60
#property indicator_level3    0
//---- input parameters
extern int       BarsBack   =  2;
extern int       Length     =  8; // Period of evaluation
extern int       Smooth     =  1; // Period of smoothing
extern int       Signal     =  5; // Period of Signal Line
extern int       MA_Mode    =  0; // Mode of Moving Average
  
//---- buffers
double REI[];
double SigREI[];
double RE[];
double REABS[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   IndicatorBuffers(4);
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,REI);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,SigREI);
   SetIndexBuffer(2,RE);
   SetIndexBuffer(3,REABS);
//---- name for DataWindow and indicator subwindow label
   string short_name="TD_REI("+BarsBack+","+Length+","+Smooth+","+Signal+",,"+MA_Mode+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0,"REI");
   SetIndexLabel(1,"Signal");

//----
   SetIndexDrawBegin(0,Length+Smooth+Signal);
   SetIndexDrawBegin(1,Length+Smooth+Signal);
  
   return(0);
  }

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int      shift, limit, counted_bars=IndicatorCounted();
   
//---- 
   if ( counted_bars < 0 ) return(-1);
   if ( counted_bars ==0 ) limit=Bars-Length+Smooth+Signal-1;
   if ( counted_bars < 1 ) 
   
   for(int i=1;i<Length+Smooth+Signal;i++) 
   {
   RE[Bars-i]=0;    
   REABS[Bars-i]=0;  
   REI[Bars-i]=0;    
   }
     
   if(counted_bars>0) limit=Bars-counted_bars;
   limit--;
   
   for( shift=limit; shift>=0; shift--)
   {
   double High1 = iMA(NULL,0,Smooth,0,MA_Mode,PRICE_HIGH,shift);
   double High2 = iMA(NULL,0,Smooth,0,MA_Mode,PRICE_HIGH,shift+BarsBack); 
   double Low1  = iMA(NULL,0,Smooth,0,MA_Mode,PRICE_LOW,shift);
   double Low2  = iMA(NULL,0,Smooth,0,MA_Mode,PRICE_LOW,shift+BarsBack); 
         
   RE[shift] = (High1-High2)+(Low1-Low2);
   REABS[shift] = MathAbs(High1-High2)+MathAbs(Low1-Low2);
   }
      
   for( shift=limit; shift>=0; shift--)
   {
   double AvgRE   =iMAOnArray(RE,0,Length,0,MA_Mode,shift);     
   double AvgREABS=iMAOnArray(REABS,0,Length,0,MA_Mode,shift);
   if(AvgREABS > 0) REI[shift] = 100*AvgRE/AvgREABS;  
   }
      
   for( shift=limit; shift>=0; shift--)
   SigREI[shift] = iMAOnArray(REI,0,Signal,0,MA_Mode,shift); 
//----
   return(0);
  }
//+------------------------------------------------------------------+