Repulse_2.mq4

//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
#property copyright ""
#property link      ""

#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1  LightGreen
#property indicator_color2  Thistle
#property indicator_color3  DimGray
#property indicator_width1  2
#property indicator_width2  2
#property indicator_width3  2
#property indicator_level1  0.0
#property indicator_levelcolor DimGray

//
//
//
//
//

extern int RepulseLength  = 5;

//
//
//
//
//

double repulse[];
double repulsh[];
double repulsl[];
double buffa[];
double buffb[];

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int init()
{
   IndicatorBuffers(5);
   SetIndexBuffer(0, repulsh); SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexBuffer(1, repulsl); SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexBuffer(2, repulse); 
   SetIndexBuffer(3, buffa); 
   SetIndexBuffer(4, buffb); 
   return(0);
}
int deinit(){ return(0); }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
{
   int counted_bars=IndicatorCounted();
   int i,limit;

   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
         limit = MathMin(Bars-counted_bars,Bars-1);
         
   //
   //
   //
   //
   //

   double alpha = 2.0/(1.0+5.0*RepulseLength);
   for(i=limit; i>=0; i--)
   {
      double pricea = 100*(3.0*Close[i]-2.0*Low[iLowest(NULL,0,MODE_LOW,RepulseLength,i)]-Open[i+RepulseLength])/Close[i];
      double priceb = 100*(Open[i+RepulseLength]+2.0*High[iHighest(NULL,0,MODE_HIGH,RepulseLength,i)]-3.0*Close[i])/Close[i];
      if (i==Bars-1)
      {
         buffa[i] = pricea;
         buffb[i] = priceb;
         continue;
      }
      buffa[i] = buffa[i+1]+alpha*(pricea-buffa[i+1]);
      buffb[i] = buffb[i+1]+alpha*(priceb-buffb[i+1]);

         repulse[i] = buffa[i]-buffb[i];
         repulsh[i] = EMPTY_VALUE;
         repulsl[i] = EMPTY_VALUE;
         if (repulse[i]>0) repulsh[i] = repulse[i];
         if (repulse[i]<0) repulsl[i] = repulse[i];
   }
   return(0);
}