//+------------------------------------------------------------------+
//|                                             Gann_Multi_Trend.mq4 |
//|                      Copyright © 2011, Mikhail Pashnin (raxxla). |
//|                                        http://www.mql4.com       |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2011, Mikhail Pashnin."
#property link      "http://www.mql4.com"

#property indicator_chart_window
#property indicator_buffers 6
#property indicator_color1 Red
#property indicator_color2 Green
#property indicator_color3 Red
#property indicator_color4 Green
#property indicator_color5 Red
#property indicator_color6 Green

extern int Bars1 = 3;
extern int Bars2 = 5;
extern int Bars3 = 8;

//---- buffers
double Buffer1Up[];
double Buffer1Dn[];
double Buffer2Up[];
double Buffer2Dn[];
double Buffer3Up[];
double Buffer3Dn[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,3);
   SetIndexBuffer(0,Buffer3Up);
   SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,3);
   SetIndexBuffer(1,Buffer3Dn);

   SetIndexStyle(2,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(2,Buffer2Up);
   SetIndexStyle(3,DRAW_LINE,STYLE_SOLID,2);
   SetIndexBuffer(3,Buffer2Dn);

   SetIndexStyle(4,DRAW_LINE,STYLE_SOLID,1);
   SetIndexBuffer(4,Buffer1Up);
   SetIndexStyle(5,DRAW_LINE,STYLE_SOLID,1);
   SetIndexBuffer(5,Buffer1Dn);

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----

//----
   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+1+MathMax(Bars3,MathMax(Bars1,Bars2));

   int pos=limit-Bars3;
   if(Bars1>0)
     {
      while(pos>=0)
        {
         SetBufferData(Buffer1Up,Buffer1Dn,Bars1,pos);
         pos--;
        }
     }

   pos=limit-Bars1;
   if(Bars2>0)
     {
      while(pos>=0)
        {
         SetBufferData(Buffer2Up,Buffer2Dn,Bars2,pos);
         pos--;
        }
     }

   pos=limit-Bars1;
   if(Bars3>0)
     {
      while(pos>=0)
        {
         SetBufferData(Buffer3Up,Buffer3Dn,Bars3,pos);
         pos--;
        }
     }

   Comment("Gunn_Multi_Trend("+Bars1+"/"+Bars2+"/"+Bars3+")");

//----
   return(0);
  }
//+------------------------------------------------------------------+

void SetBufferData(double &up[],double &dn[],int bars,int index)
  {
   int max_i = iHighest(NULL, 0, MODE_HIGH, bars, index+1);
   int min_i = iLowest(NULL, 0, MODE_LOW, bars, index+1);

   double max = High[max_i];
   double min = Low[min_i];

   if(High[index]>=max && Low[index]>min)
     {
      dn[index]=EMPTY_VALUE;
      up[index]=High[index];

      return;
     }

   if(Low[index]<=min && High[index]<max)
     {
      up[index]=EMPTY_VALUE;
      dn[index]=Low[index];

      return;
     }

   if(Low[index]<=min && High[index]>=max)
     {
      up[index]=High[index];
      dn[index]=Low[index];

      return;
     }

   up[index]=up[index+1];
   dn[index]=dn[index+1];

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