//+------------------------------------------------------------------+
//|                                               MACD_Histogram.mq4 |
//|                      Copyright © 2008, MetaQuotes Software Corp. |
//|                         http://www.frankie-prasetio.blogspot.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, MetaQuotes Software Corp."
#property link      "http://www.frankie-prasetio.blogspot.com"

#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 DodgerBlue
#property indicator_color2 Red
#property indicator_color3 Silver
#property indicator_color4 Lime
#property indicator_color5 Red
#property indicator_level1 0
//----
#define arrowsDisplacement 0.0001
//---- input parameters
extern string separator1= "*** MACD Settings ***";
extern int FastMAPeriod = 12;
extern int SlowMAPeriod = 26;
extern int SignalMAPeriod= 9;
extern string separator2 = "*** Indicator Settings ***";
extern bool   drawIndicatorTrendLines=true;
extern bool   drawPriceTrendLines=true;
extern bool   displayAlert=true;
//---- buffers
double MACDLineBuffer[];
double SignalLineBuffer[];
double HistogramBuffer[];
double bullishDivergence[];
double bearishDivergence[];
//---- variables
double alpha=0;
double alpha_1=0;
//----
static datetime lastAlertTime;
static string   indicatorName;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   IndicatorDigits(Digits+1);
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,MACDLineBuffer);
   SetIndexDrawBegin(0,SlowMAPeriod);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,SignalLineBuffer);
   SetIndexDrawBegin(1,SlowMAPeriod+SignalMAPeriod);
   SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_SOLID,2);
   SetIndexBuffer(2,HistogramBuffer);
   SetIndexDrawBegin(2,SlowMAPeriod+SignalMAPeriod);
   SetIndexStyle(3,DRAW_ARROW);
   SetIndexArrow(3,233);
   SetIndexBuffer(3,bullishDivergence);
   SetIndexStyle(4,DRAW_ARROW);
   SetIndexArrow(4,234);
   SetIndexBuffer(4,bearishDivergence);
//---- name for DataWindow and indicator subwindow label
   indicatorName=("MACD("+FastMAPeriod+","+SlowMAPeriod+","+SignalMAPeriod+")");
   SetIndexLabel(2,"MACD");
   SetIndexLabel(3,"Signal");
   SetIndexLabel(4,"Histogr");
   IndicatorShortName(indicatorName);
//----
   alpha=2.0/(SignalMAPeriod+1.0);
   alpha_1=1.0-alpha;
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
   for(int i=ObjectsTotal()-1; i>=0; i--)
     {
      string label=ObjectName(i);
      if(StringSubstr(label,0,19)!="MACD_DivergenceLine")
         continue;
      ObjectDelete(label);
     }
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int counted_bars=IndicatorCounted();
   if(counted_bars<0) return(-1);
   if(counted_bars>0) counted_bars--;
   int limit=Bars-counted_bars;
   if(counted_bars==0) limit-=1+5;

   CalculateIndicator(limit);
//----
   for(int i=limit; i>=0; i--)
     {
      MACDLineBuffer[i]=iMA(NULL,0,FastMAPeriod,0,MODE_EMA,PRICE_CLOSE,i) -
                        iMA(NULL,0,SlowMAPeriod,0,MODE_EMA,PRICE_CLOSE,i);
      SignalLineBuffer[i]= alpha*MACDLineBuffer[i]+alpha_1*SignalLineBuffer[i+1];
      HistogramBuffer[i] = MACDLineBuffer[i]-SignalLineBuffer[i];
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CalculateIndicator(int countedBars)
  {
   for(int i=countedBars; i>=0; i--)
     {
      CalculateMACD(i);
      CatchBullishDivergence(i+2);
      CatchBearishDivergence(i+2);
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CalculateMACD(int i)
  {
   MACDLineBuffer[i]=iMA(NULL,0,FastMAPeriod,0,MODE_EMA,PRICE_CLOSE,i) -
                     iMA(NULL,0,SlowMAPeriod,0,MODE_EMA,PRICE_CLOSE,i);
   SignalLineBuffer[i]= alpha*MACDLineBuffer[i]+alpha_1*SignalLineBuffer[i+1];
   HistogramBuffer[i] = MACDLineBuffer[i]-SignalLineBuffer[i];
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CatchBullishDivergence(int shift)
  {
   if(IsIndicatorTrough(shift)==false)
      return;
   int currentTrough=shift;
   int lastTrough=GetIndicatorLastTrough(shift);
   if(lastTrough==-1) return;
//----   
   if(MACDLineBuffer[currentTrough]>MACDLineBuffer[lastTrough] && 
      Low[currentTrough]<Low[lastTrough])
     {
      bullishDivergence[currentTrough]=MACDLineBuffer[currentTrough]-
                                       arrowsDisplacement;
      //----
      if(drawPriceTrendLines==true)
         DrawPriceTrendLine(Time[currentTrough],Time[lastTrough],
                            Low[currentTrough],
                            Low[lastTrough],Lime,STYLE_SOLID);
      //----
      if(drawIndicatorTrendLines==true)
         DrawIndicatorTrendLine(Time[currentTrough],
                                Time[lastTrough],
                                MACDLineBuffer[currentTrough],
                                MACDLineBuffer[lastTrough],
                                Lime,STYLE_SOLID);
      //----
      if(displayAlert==true)
         DisplayAlert("Classical bullish divergence on: ",
                      currentTrough);
     }
//----   
   if(MACDLineBuffer[currentTrough]<MACDLineBuffer[lastTrough] && 
      Low[currentTrough]>Low[lastTrough])
     {
      bullishDivergence[currentTrough]=MACDLineBuffer[currentTrough]-
                                       arrowsDisplacement;
      //----
      if(drawPriceTrendLines==true)
         DrawPriceTrendLine(Time[currentTrough],Time[lastTrough],
                            Low[currentTrough],
                            Low[lastTrough],Lime,STYLE_DOT);
      //----
      if(drawIndicatorTrendLines==true)
         DrawIndicatorTrendLine(Time[currentTrough],
                                Time[lastTrough],
                                MACDLineBuffer[currentTrough],
                                MACDLineBuffer[lastTrough],
                                Lime,STYLE_DOT);
      //----
      if(displayAlert==true)
         DisplayAlert("Reverse bullish divergence on: ",
                      currentTrough);
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CatchBearishDivergence(int shift)
  {
   if(IsIndicatorPeak(shift)==false)
      return;
   int currentPeak=shift;
   int lastPeak=GetIndicatorLastPeak(shift);
   if(lastPeak==-1) return;
//----   
   if(MACDLineBuffer[currentPeak]<MACDLineBuffer[lastPeak] && 
      High[currentPeak]>High[lastPeak])
     {
      bearishDivergence[currentPeak]=MACDLineBuffer[currentPeak]+
                                     arrowsDisplacement;

      if(drawPriceTrendLines==true)
         DrawPriceTrendLine(Time[currentPeak],Time[lastPeak],
                            High[currentPeak],
                            High[lastPeak],Red,STYLE_SOLID);

      if(drawIndicatorTrendLines==true)
         DrawIndicatorTrendLine(Time[currentPeak],Time[lastPeak],
                                MACDLineBuffer[currentPeak],
                                MACDLineBuffer[lastPeak],Red,STYLE_SOLID);

      if(displayAlert==true)
         DisplayAlert("Classical bearish divergence on: ",
                      currentPeak);
     }
   if(MACDLineBuffer[currentPeak]>MACDLineBuffer[lastPeak] && 
      High[currentPeak]<High[lastPeak])
     {
      bearishDivergence[currentPeak]=MACDLineBuffer[currentPeak]+
                                     arrowsDisplacement;
      //----
      if(drawPriceTrendLines==true)
         DrawPriceTrendLine(Time[currentPeak],Time[lastPeak],
                            High[currentPeak],
                            High[lastPeak],Red,STYLE_DOT);
      //----
      if(drawIndicatorTrendLines==true)
         DrawIndicatorTrendLine(Time[currentPeak],Time[lastPeak],
                                MACDLineBuffer[currentPeak],
                                MACDLineBuffer[lastPeak],Red,STYLE_DOT);
      //----
      if(displayAlert==true)
         DisplayAlert("Reverse bearish divergence on: ",
                      currentPeak);
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool IsIndicatorPeak(int shift)
  {
   if(MACDLineBuffer[shift]>=MACDLineBuffer[shift+1] && MACDLineBuffer[shift]>MACDLineBuffer[shift+2] && 
      MACDLineBuffer[shift]>MACDLineBuffer[shift-1])
      return(true);
   else
      return(false);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool IsIndicatorTrough(int shift)
  {
   if(MACDLineBuffer[shift]<=MACDLineBuffer[shift+1] && MACDLineBuffer[shift]<MACDLineBuffer[shift+2] && 
      MACDLineBuffer[shift]<MACDLineBuffer[shift-1])
      return(true);
   else
      return(false);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int GetIndicatorLastPeak(int shift)
  {
   for(int i=shift+5; i<Bars-2; i++)
     {
      if(SignalLineBuffer[i] >= SignalLineBuffer[i+1] && SignalLineBuffer[i] >= SignalLineBuffer[i+2] &&
         SignalLineBuffer[i] >= SignalLineBuffer[i-1] && SignalLineBuffer[i] >= SignalLineBuffer[i-2])
        {
         for(int j=i; j<Bars-2; j++)
           {
            if(MACDLineBuffer[j] >= MACDLineBuffer[j+1] && MACDLineBuffer[j] > MACDLineBuffer[j+2] &&
               MACDLineBuffer[j] >= MACDLineBuffer[j-1] && MACDLineBuffer[j] > MACDLineBuffer[j-2])
               return(j);
           }
        }
     }
   return(-1);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int GetIndicatorLastTrough(int shift)
  {
   for(int i=shift+5; i<Bars-2; i++)
     {
      if(SignalLineBuffer[i] <= SignalLineBuffer[i+1] && SignalLineBuffer[i] <= SignalLineBuffer[i+2] &&
         SignalLineBuffer[i] <= SignalLineBuffer[i-1] && SignalLineBuffer[i] <= SignalLineBuffer[i-2])
        {
         for(int j=i; j<Bars-2; j++)
           {
            if(MACDLineBuffer[j] <= MACDLineBuffer[j+1] && MACDLineBuffer[j] < MACDLineBuffer[j+2] &&
               MACDLineBuffer[j] <= MACDLineBuffer[j-1] && MACDLineBuffer[j] < MACDLineBuffer[j-2])
               return(j);
           }
        }
     }
   return(-1);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void DisplayAlert(string message,int shift)
  {
   if(shift<=2 && Time[shift]!=lastAlertTime)
     {
      lastAlertTime=Time[shift];
      Alert(message,Symbol()," , ",Period()," minutes chart");
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void DrawPriceTrendLine(datetime x1,datetime x2,double y1,
                        double y2,color lineColor,double style)
  {
   string label="MACD_DivergenceLine.0# "+DoubleToStr(x1,0);
   ObjectDelete(label);
   ObjectCreate(label,OBJ_TREND,0,x1,y1,x2,y2,0,0);
   ObjectSet(label,OBJPROP_RAY,0);
   ObjectSet(label,OBJPROP_COLOR,lineColor);
   ObjectSet(label,OBJPROP_STYLE,style);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void DrawIndicatorTrendLine(datetime x1,datetime x2,double y1,
                            double y2,color lineColor,double style)
  {
   int indicatorWindow=WindowFind(indicatorName);
   if(indicatorWindow<0)
      return;
   string label="MACD_DivergenceLine.0$# "+DoubleToStr(x1,0);
   ObjectDelete(label);
   ObjectCreate(label,OBJ_TREND,indicatorWindow,x1,y1,x2,y2,
                0,0);
   ObjectSet(label,OBJPROP_RAY,0);
   ObjectSet(label,OBJPROP_COLOR,lineColor);
   ObjectSet(label,OBJPROP_STYLE,style);
  }
//+------------------------------------------------------------------+