//+------------------------------------------------------------------+
//|                                                          ADX.mq4 |
//|                      Copyright © 2004, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2004, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"

#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 DarkKhaki
#property indicator_color2 Yellow
#property indicator_color3 DarkKhaki
#property indicator_color4 Black
#property indicator_color5 Black
//---- input parameters
extern int ADXPeriod=7;
extern bool  Enable_Alert_1=false;
extern double Upper_Alert_Level= 50.3;
extern double Lower_Alert_Level= 50.3;
//---- buffers
double ADXBuffer1[];
double ADXBuffer2[];
double ADXBuffer3[];
double PlusDiBuffer[];
double MinusDiBuffer[];
double PlusSdiBuffer[];
double MinusSdiBuffer[];
double TempBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- 3 additional buffers are used for counting.
   IndicatorBuffers(8);
//---- indicator buffers   
   SetIndexBuffer(0,ADXBuffer3);
   SetIndexBuffer(1,ADXBuffer2);
   SetIndexBuffer(2,ADXBuffer1);
   SetIndexBuffer(3,PlusDiBuffer);
   SetIndexBuffer(4,MinusDiBuffer);
   SetIndexBuffer(5,PlusSdiBuffer);
   SetIndexBuffer(6,MinusSdiBuffer);
   SetIndexBuffer(7,TempBuffer);
//---- Line Styles
   SetIndexStyle(0, DRAW_LINE, STYLE_SOLID);
   SetIndexStyle(1, DRAW_LINE, STYLE_SOLID);
   SetIndexStyle(2, DRAW_LINE, STYLE_SOLID);
   SetIndexStyle(3, DRAW_NONE, STYLE_SOLID);
   SetIndexStyle(4, DRAW_NONE, STYLE_SOLID);
//---- name for DataWindow and indicator subwindow label
   IndicatorShortName("");
   SetIndexLabel(0,NULL);
   SetIndexLabel(1,NULL);
   SetIndexLabel(2,NULL);
   SetIndexLabel(3,NULL);
   SetIndexLabel(4,NULL);
//----
   SetIndexDrawBegin(0,ADXPeriod);
   SetIndexDrawBegin(1,ADXPeriod);
   SetIndexDrawBegin(2,ADXPeriod);
   SetIndexDrawBegin(3,ADXPeriod);
   SetIndexDrawBegin(4,ADXPeriod);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Average Directional Movement Index                               |
//+------------------------------------------------------------------+
int start()
  {
   double pdm,mdm,tr;
   double price_high,price_low;
   double ADX_Cur, ADX_Pre;
   int    starti,i,counted_bars=IndicatorCounted();
//----
   i=Bars-2;
   PlusSdiBuffer[i+1]=0;
   MinusSdiBuffer[i+1]=0;
   if(counted_bars>=i) i=Bars-counted_bars-1;
   starti=i;
//----
   while(i>=0)
     {
      price_low=Low[i];
      price_high=High[i];
      //----
      pdm=price_high-High[i+1];
      mdm=Low[i+1]-price_low;
      if(pdm<0) pdm=0;  // +DM
      if(mdm<0) mdm=0;  // -DM
      if(pdm==mdm) { pdm=0; mdm=0; }
      else if(pdm<mdm) pdm=0;
           else if(mdm<pdm) mdm=0;
      //---- вычисляем истинный интервал
      double num1=MathAbs(price_high-price_low);
      double num2=MathAbs(price_high-Close[i+1]);
      double num3=MathAbs(price_low-Close[i+1]);
      tr=MathMax(num1,num2);
      tr=MathMax(tr,num3);
      //---- counting plus/minus direction
      if(tr==0) { PlusSdiBuffer[i]=0; MinusSdiBuffer[i]=0; }
      else      { PlusSdiBuffer[i]=100.0*pdm/tr; MinusSdiBuffer[i]=100.0*mdm/tr; }
      //----
      i--;
     }
//---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;
   int limit=Bars-counted_bars;
//---- apply EMA to +DI
   for(i=0; i<=limit; i++)
      PlusDiBuffer[i]=iMAOnArray(PlusSdiBuffer,Bars,ADXPeriod,0,MODE_EMA,i);
//---- apply EMA to -DI
   for(i=0; i<=limit; i++)
      MinusDiBuffer[i]=iMAOnArray(MinusSdiBuffer,Bars,ADXPeriod,0,MODE_EMA,i);
//---- Directional Movement (DX)
   i=Bars-2;
   TempBuffer[i+1]=0;
   i=starti;
   while(i>=0)
     {
      double div=MathAbs(PlusDiBuffer[i]+MinusDiBuffer[i]);
      if(div==0.00) TempBuffer[i]=0;
      else TempBuffer[i]=100*(MathAbs(PlusDiBuffer[i]-MinusDiBuffer[i])/div);
      i--;
     }
//---- ADX is exponential moving average on DX


for(i=0; i<limit; i++)
      {
      ADX_Cur=iADX(NULL, 0, ADXPeriod, PRICE_CLOSE, MODE_MAIN, i);
      ADX_Pre=iADX(NULL, 0, ADXPeriod, PRICE_CLOSE, MODE_MAIN, i+1);
      
       ADXBuffer3[i] = ADX_Cur;  // DarkGray
       ADXBuffer2[i] = ADX_Cur; // DarkGray
       ADXBuffer1[i] = ADX_Cur; // Aqua
    
      //----
      if(ADX_Pre > ADX_Cur)
        {
      
         ADXBuffer2[i]=EMPTY_VALUE;
         
         }
       
      else if (ADX_Pre < ADX_Cur)
        {
         ADXBuffer1[i]=EMPTY_VALUE;
        
        }
        
        else 
        {
        ADXBuffer1[i]=EMPTY_VALUE;
        ADXBuffer2[i]=EMPTY_VALUE;
     }
     
     }
     //---- ADX Alerts
      
      
      ADXBuffer2[i]=iMAOnArray(TempBuffer,Bars,ADXPeriod,0,MODE_EMA,i);
      
      if ( ADXBuffer2[i]>=Upper_Alert_Level)if(Enable_Alert_1== true) 
     Alert(Symbol()," ADX ABOVE");
      
      
if ( PlusDiBuffer[i]<=Lower_Alert_Level)if(Enable_Alert_1== true) 
    Alert(Symbol(),"   ADX BELOW");
//----
   return(0);
  }
//+------------------------------------------------------------------+