RuleOf9 Kantor Basket

//+------------------------------------------------------------------+
//|                                        RuleOf9 Kantor Basket.mq4 |
//+------------------------------------------------------------------+
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Yellow
#property indicator_color2 DodgerBlue
#property indicator_width2 2
#property indicator_color3 LimeGreen
#property indicator_color4 OrangeRed
//#property indicator_color5 Red
#property indicator_level1 0
#property indicator_level2 8
#property indicator_level3 -8

extern string TimeFrame_value = "TimeFrame(0,M5,M15,M30,H1,D1)";
extern string TimeFrame = "0";
extern int SumPeriod = 30;
extern string Sum_Mode = "0=Close-Open, 1=+1/-1";
extern int SumMode = 1;
extern string Day_Calculation_Type = "0=Brian,1=Logical Trader,2=Amibroker";
extern int Calculation_Type = 1;
extern int Smooth = 1;
//extern int MAPer = 8;

double P, PRU, PRD, R, D;

double LastValue[];
double HSum[];
double LSum[];
double SumValue[];

double dBuf3[];
int LastBar = -1;

double HCount[];
double LCount[];

double HigherTimeFrameValue[];
int timeFrame = 0;

int init() {

   IndicatorBuffers(4);

   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,LastValue);
   SetIndexLabel(0,"Price_C_O");
   SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexBuffer(1,SumValue);
   SetIndexLabel(1,"C_O_Sum(" + SumPeriod + ")");
   SetIndexStyle(2,DRAW_LINE, STYLE_SOLID);
   SetIndexBuffer(2,HSum);
   SetIndexLabel(2,"Highest Sum");
   SetIndexStyle(3,DRAW_LINE, STYLE_SOLID);
   SetIndexBuffer(3,LSum);
   SetIndexLabel(3,"Lowest Sum");

   SetIndexStyle(4,DRAW_LINE, STYLE_SOLID);
   SetIndexBuffer(4,LSum);
   SetIndexLabel(4,"Lowest Sum");
/*   SetIndexStyle(5,DRAW_LINE);
   SetIndexBuffer(5,dBuf3);
   SetIndexLabel(5,"MA");*/
  
   IndicatorShortName("Rule of 9 Kantor Basket (" + Calculation_Type + "," + Smooth + ")");

   for(int idx=0; idx < SumPeriod; idx++) {

      SumValue[idx] = 0.0;
      HCount[idx] = 0.0;
      LCount[idx] = 0.0;
      HSum[idx] = 0.0;
      LSum[idx] = 0.0;
      LastValue[idx] = 0.0;

   }

   if (TimeFrame == "M5") {

      timeFrame = PERIOD_M5;

   } else if (TimeFrame == "M15") {

      timeFrame = PERIOD_M15;

   } else if (TimeFrame == "M30") {

      timeFrame = PERIOD_M30;

   } else if (TimeFrame == "H1") {

      timeFrame = PERIOD_H1;

   } else if (TimeFrame == "H4") {

      timeFrame = PERIOD_H4;

   } else if (TimeFrame == "D1") {

      timeFrame = PERIOD_D1;

   } else {

      timeFrame = 0;

   }

   LastBar = iTime(NULL, 0, 0);

   return(0);

}

int deinit() {

   return(0);

}

int start() {

   int i, l, EqAve, counted_bars = IndicatorCounted();
   int bar, limit;
   
   i = Bars - counted_bars - 1;
   double sum = 0;

   if (i < SumPeriod) {
   
      i = SumPeriod;
   
   }
   
   while (i >= 0) {

      if (iTime(NULL, timeFrame, i) != LastBar) {

         LastBar = iTime(NULL, timeFrame, i);
         sum = 0;

         if (Calculation_Type == 0 || (Calculation_Type != 1 && Calculation_Type != 2)) {
         
            D = (iOpen("AUDUSD", timeFrame, i) - iClose("AUDUSD", timeFrame, i+1))/MarketInfo("AUDUSD",MODE_POINT) +
                (iOpen("EURUSD", timeFrame, i) - iClose("EURUSD", timeFrame, i+1))/MarketInfo("EURUSD",MODE_POINT) +
                (iOpen("GBPUSD", timeFrame, i) - iClose("GBPUSD", timeFrame, i+1))/MarketInfo("GBPUSD",MODE_POINT) +
                (iOpen("NZDUSD", timeFrame, i) - iClose("NZDUSD", timeFrame, i+1))/MarketInfo("NZDUSD",MODE_POINT) +
                (iOpen("AUDJPY", timeFrame, i) - iClose("AUDJPY", timeFrame, i+1))/MarketInfo("AUDUSD",MODE_POINT) +
                (iOpen("EURJPY", timeFrame, i) - iClose("EURJPY", timeFrame, i+1))/MarketInfo("EURUSD",MODE_POINT) +
                (iOpen("GBPJPY", timeFrame, i) - iClose("GBPJPY", timeFrame, i+1))/MarketInfo("GBPUSD",MODE_POINT) +
                (iOpen("NZDJPY", timeFrame, i) - iClose("NZDJPY", timeFrame, i+1))/MarketInfo("NZDUSD",MODE_POINT);
            D = D/2;
            
         } else if (Calculation_Type == 1) {
         
            D = (iClose("AUDUSD", timeFrame, i+1) - iOpen("AUDUSD", timeFrame, i+1))/MarketInfo("AUDUSD",MODE_POINT) +
                (iClose("EURUSD", timeFrame, i+1) - iOpen("EURUSD", timeFrame, i+1))/MarketInfo("EURUSD",MODE_POINT) +
                (iClose("GBPUSD", timeFrame, i+1) - iOpen("GBPUSD", timeFrame, i+1))/MarketInfo("GBPUSD",MODE_POINT) +
                (iClose("NZDUSD", timeFrame, i+1) - iOpen("NZDUSD", timeFrame, i+1))/MarketInfo("NZDUSD",MODE_POINT) +
                (iClose("AUDJPY", timeFrame, i+1) - iOpen("AUDJPY", timeFrame, i+1))/MarketInfo("AUDJPY",MODE_POINT) +
                (iClose("EURJPY", timeFrame, i+1) - iOpen("EURJPY", timeFrame, i+1))/MarketInfo("EURJPY",MODE_POINT) +
                (iClose("GBPJPY", timeFrame, i+1) - iOpen("GBPJPY", timeFrame, i+1))/MarketInfo("GBPJPY",MODE_POINT) +
                (iClose("NZDJPY", timeFrame, i+1) - iOpen("NZDJPY", timeFrame, i+1))/MarketInfo("NZDJPY",MODE_POINT);
            D = D/2;
            
         } else if (Calculation_Type == 2) {
         
            D = (iClose("AUDUSD", timeFrame, i) - iOpen("AUDUSD", timeFrame, i+1))/MarketInfo("AUDUSD",MODE_POINT) +
                (iClose("EURUSD", timeFrame, i) - iOpen("EURUSD", timeFrame, i+1))/MarketInfo("EURUSD",MODE_POINT) +
                (iClose("GBPUSD", timeFrame, i) - iOpen("GBPUSD", timeFrame, i+1))/MarketInfo("GBPUSD",MODE_POINT) +
                (iClose("NZDUSD", timeFrame, i) - iOpen("NZDUSD", timeFrame, i+1))/MarketInfo("NZDUSD",MODE_POINT) +
                (iClose("AUDJPY", timeFrame, i) - iOpen("AUDJPY", timeFrame, i+1))/MarketInfo("AUDJPY",MODE_POINT) +
                (iClose("EURJPY", timeFrame, i) - iOpen("EURJPY", timeFrame, i+1))/MarketInfo("EURJPY",MODE_POINT) +
                (iClose("GBPJPY", timeFrame, i) - iOpen("GBPJPY", timeFrame, i+1))/MarketInfo("GBPJPY",MODE_POINT) +
                (iClose("NZDJPY", timeFrame, i) - iOpen("NZDJPY", timeFrame, i+1))/MarketInfo("NZDJPY",MODE_POINT);
            D = D/2;
            
         } /*else if (Calculation_Type == 3) {
            D = ((iClose("AUDUSD", timeFrame, i+1) - iOpen("AUDUSD", timeFrame, i+1))/MarketInfo("AUDUSD",MODE_POINT) +
                (iClose("EURUSD", timeFrame, i+1) - iOpen("EURUSD", timeFrame, i+1))/MarketInfo("EURUSD",MODE_POINT) +
                (iClose("GBPUSD", timeFrame, i+1) - iOpen("GBPUSD", timeFrame, i+1))/MarketInfo("GBPUSD",MODE_POINT) +
                (iClose("NZDUSD", timeFrame, i+1) - iOpen("NZDUSD", timeFrame, i+1))/MarketInfo("NZDUSD",MODE_POINT) +
                (iClose("AUDJPY", timeFrame, i+1) - iOpen("AUDJPY", timeFrame, i+1))/MarketInfo("AUDJPY",MODE_POINT) +
                (iClose("EURJPY", timeFrame, i+1) - iOpen("EURJPY", timeFrame, i+1))/MarketInfo("EURJPY",MODE_POINT) +
                (iClose("GBPJPY", timeFrame, i+1) - iOpen("GBPJPY", timeFrame, i+1))/MarketInfo("GBPJPY",MODE_POINT) +
                (iClose("NZDJPY", timeFrame, i+1) - iOpen("NZDJPY", timeFrame, i+1))/MarketInfo("NZDJPY",MODE_POINT)) +
                ((iClose("AUDUSD", timeFrame, i) - iOpen("AUDUSD", timeFrame, i+1))/MarketInfo("AUDUSD",MODE_POINT) +
                (iClose("EURUSD", timeFrame, i) - iOpen("EURUSD", timeFrame, i+1))/MarketInfo("EURUSD",MODE_POINT) +
                (iClose("GBPUSD", timeFrame, i) - iOpen("GBPUSD", timeFrame, i+1))/MarketInfo("GBPUSD",MODE_POINT) +
                (iClose("NZDUSD", timeFrame, i) - iOpen("NZDUSD", timeFrame, i+1))/MarketInfo("NZDUSD",MODE_POINT) +
                (iClose("AUDJPY", timeFrame, i) - iOpen("AUDJPY", timeFrame, i+1))/MarketInfo("AUDJPY",MODE_POINT) +
                (iClose("EURJPY", timeFrame, i) - iOpen("EURJPY", timeFrame, i+1))/MarketInfo("EURJPY",MODE_POINT) +
                (iClose("GBPJPY", timeFrame, i) - iOpen("GBPJPY", timeFrame, i+1))/MarketInfo("GBPJPY",MODE_POINT) +
                (iClose("NZDJPY", timeFrame, i) - iOpen("NZDJPY", timeFrame, i+1))/MarketInfo("NZDJPY",MODE_POINT));
             D = D/2;
         } */
         
/*         // Experiment of the logical trader book ACD signal
         P = (iHigh(NULL, PERIOD_D1, i+1) + iLow(NULL, PERIOD_D1, i+1) + iClose(NULL, PERIOD_D1, i+1)) / 3;
         R = (iHigh(NULL, PERIOD_D1, i+1) + iLow(NULL, PERIOD_D1, i+1)) / 2;
         PRU = P+(MathAbs(P-R));
         PRD = P-(MathAbs(P-R));

         if (iOpen(NULL, PERIOD_D1, i+1) <= PRU && iClose(NULL, PERIOD_D1, i+1) > PRU) {
      
            LastValueUp[i] = 2;
      
         } else if (iOpen(NULL, PERIOD_D1, i+1) >= PRD && iClose(NULL, PERIOD_D1, i+1) < PRD) {
      
            LastValueUp[i] = -2;
      
         } else {
      
            LastValueUp[i] = 0;
      
         }
*/

         if (SumMode == 0) {

            LastValue[i] = D;

         } else {

            if (D > 0) {

               LastValue[i] = 1;

            } else {

               LastValue[i] = -1;

            }
               
         
         }
         
         int period = 0;
         
         if (SumPeriod > ArraySize(LastValue)) {

            period = ArraySize(LastValue);

         } else {

            period = SumPeriod;

         }

         for(int idx=0; idx<period; idx++) {
      
            sum += LastValue[i+idx];

         }

         SumValue[i] = sum;
         if (Smooth == 1)
         {
            SumValue[i] = (SumValue[i]*4+SumValue[i+1]*2+SumValue[i+2]*2+SumValue[i+3])/9;
         }
                 
         HSum[i] = SumValue[ArrayMaximum(SumValue, SumPeriod*8, 0)];
         LSum[i] = SumValue[ArrayMinimum(SumValue, SumPeriod*8, 0)];

         if (SumValue[i] >= 8) {
         
            HCount[i] = HCount[i+1] + 1;
             
         } else {
         
            HCount[i] = 0.0;

         }
         if (SumValue[i] <= -8) {

            LCount[i] = LCount[i+1] + 1;

         } else {

            LCount[i] = 0.0;

         }
         
         if (LCount[i] <= -9 || HCount[i] >= 9) {
         
            Alert("Potential trend change on ", TimeToStr(Time[i], TIME_DATE));
         
         }
         
      }

      i--;

   }

   return(0);

}
//+------------------------------------------------------------------+