//+------------------------------------------------------------------+
//|                                                ZigZagFractal.mq4 |
//|                                                              Oxy |
//|                                   http://oxy.opentraders.ru/bio/ |
//+------------------------------------------------------------------+
#property copyright "Oxy"
#property link      "http://oxy.opentraders.ru/bio/"
#property version   "1.00"
#property strict
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Chocolate

extern int FractalBar = 5;  //сколько баров используется для определения фрактала

string UPPER="UPPER";
string LOWER="LOWER";
double up,dn;
double Buffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
   SetIndexBuffer(0, Buffer);
   SetIndexStyle (0, DRAW_SECTION);
   
   return(INIT_SUCCEEDED);
  }
void OnDeinit(const int reason){}
//+------------------------------------------------------------------+
//| 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 num=0;   
   if(prev_calculated>0 && prev_calculated<rates_total) {
     num = rates_total-prev_calculated;
     if(num<FractalBar+1) num=FractalBar+1;
     Zig_zag (num);
   }
   if(prev_calculated==0 && rates_total>0) {
     num = rates_total-(FractalBar+1);
     Zig_zag (num);
   }
   return(rates_total);
  }
//+------------------------------------------------------------------+
void Zig_zag (int num) {
  double fr=0;
  for(int i=num; i>=0; i--) {
    fr = Fractal(LOWER,i);
    if(fr==0) fr = Fractal(UPPER,i);
       
    if(fr!=0) Buffer[i]=fr;
    else      Buffer[i]=EMPTY_VALUE;     
  }
}
//+------------------------------------------------------------------+
double Fractal(string tip,int bar) {
  int i;
  if (bar-FractalBar<=0) return(0);
  if (tip==UPPER) {    
    for (i=bar+1; i<bar+FractalBar; i++) {
      if (High[i]>High[bar]) return(0);
    }
    for (i=bar-1; i>bar-FractalBar; i--) {
      if (High[i]>High[bar]) return(0);     
    }
    return(High[bar]);
  }
  if (tip==LOWER) {
    for (i=bar+1; i<bar+FractalBar; i++) {
      if (Low[i]<Low[bar]) return(0);
    }
    for (i=bar-1; i>bar-FractalBar; i--) {
      if (Low[i]<Low[bar]) return(0);
    }
    return(Low[bar]);
  }
  return (0);
}
//+------------------------------------------------------------------+