//+------------------------------------------------------------------+
//|                                                  SAR of MACD.mq4 |
//|                                         Copyright © 2009, RoboFx |
//|                                            http://www.robofx.org |
//+------------------------------------------------------------------+
#property  copyright "Copyright © 2009, RoboFx"
#property  link      "http://www.robofx.org"
//---- indicator settings
#property  indicator_separate_window
#property  indicator_buffers 3
#property  indicator_color1  Silver
#property  indicator_color2  Red
#property  indicator_color3  Yellow
#property  indicator_width1  2
//---- indicator parameters
extern int FastEMA=12;
extern int SlowEMA=26;
extern int SignalSMA=9;
extern double SarStep = 0.01;
extern double SarMax = 0.1;
//---- indicator buffers
double     MacdBuffer[];
double     SignalBuffer[];
double     SarBuffer[];

int    save_lastreverse;
bool   save_dirlong;
double save_start;
double save_last_high;
double save_last_low;
double save_ep;
double save_sar;
int    bartime;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- drawing settings
   SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexStyle(2,DRAW_ARROW);
   
   SetIndexArrow(2, 159);
   SetIndexDrawBegin(1,SignalSMA);
   IndicatorDigits(Digits+1);
//---- indicator buffers mapping
   SetIndexBuffer(0,MacdBuffer);
   SetIndexBuffer(1,SignalBuffer);
   SetIndexBuffer(2,SarBuffer);
//---- name for DataWindow and indicator subwindow label
   IndicatorShortName("SAR of MACD");
   SetIndexLabel(0,"MACD");
   SetIndexLabel(1,"Signal");
   SetIndexLabel(2,"SAR of MACD");
//---- initialization done
   return(0);
  }
  
  void SaveLastReverse(int last, int dir, double start, double low, double high, 
                     double ep, double sar)
  {
   save_lastreverse = last;
   save_dirlong = dir;
   save_start = start;
   save_last_low = low;
   save_last_high = high;
   save_ep = ep;
   save_sar = sar;
  }
  
//+------------------------------------------------------------------+
//| Moving Averages Convergence/Divergence                           |
//+------------------------------------------------------------------+
int start()
  {
   int limit;
   int i, counted_bars=IndicatorCounted();
   static bool first = true;
   bool   dirlong;
   double start, last_high, last_low;
   double ep, sar, price_low, price_high, price;
   
   if(Bars < 3) return(0);
   i=Bars-2;

//---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
//---- macd counted in the 1-st buffer
   for(i=0; i<limit; i++)
      MacdBuffer[i]=iMA(NULL,0,FastEMA,0,MODE_EMA,PRICE_CLOSE,i)-iMA(NULL,0,SlowEMA,0,MODE_EMA,PRICE_CLOSE,i);
//---- signal line counted in the 2-nd buffer
   for(i=0; i<limit; i++)
      SignalBuffer[i]=iMAOnArray(MacdBuffer,Bars,SignalSMA,0,MODE_SMA,i);
//---- done
   if(counted_bars == 0 || first)
   {
       first = false;
       dirlong = true;
       start = SarStep;
       last_high = -10000000.0;
       last_low = 10000000.0;
       //----
       while(i > 0)
         {
           save_lastreverse = i;
           price_low = SignalBuffer[i];
           //----
           if(last_low > price_low)
               last_low = price_low;
           price_high = SignalBuffer[i];
           //----
           if(last_high < price_high)
               last_high = price_high;
           //----
           if(price_high > SignalBuffer[i+1] && price_low > SignalBuffer[i+1]) 
               break;
           //----
           if(price_high < SignalBuffer[i+1] && price_low < SignalBuffer[i+1])
             { 
               dirlong = false; 
               break; 
             }
           i--;
         }
       //---- initial zero
       int k = i;
       Print("  k=", k, "  Bars=", Bars);      
       //----
       while(k < Bars)
         {
           SarBuffer[k] = 0.0;
           k++;
         }
       //---- check further
       if(dirlong)
         { 
           SarBuffer[i] = SignalBuffer[i+1];
           ep = SignalBuffer[i];
         }
       else        
         { 
           SarBuffer[i] = SignalBuffer[i+1]; 
           ep = SignalBuffer[i]; 
         }
       i--;
     }
   else
     {
       i =         save_lastreverse;
       start =     save_start;
       dirlong =   save_dirlong;
       last_high = save_last_high;
       last_low =  save_last_low;
       ep =        save_ep;
       sar =       save_sar; 
       if(Time[0] != bartime)       
         {
           bartime = Time[0];
           i++;
         }        
     }
   while(i >= 0)
     {
       price_low = SignalBuffer[i];
       price_high = SignalBuffer[i];
       //--- check for reverse from long to short
       if(dirlong && price_low < SarBuffer[i+1])
         {
           SaveLastReverse(i, true, start, price_low, last_high, ep, sar);
           start = SarStep; 
           dirlong = false;
           ep = price_low;  
           last_low = price_low;
           SarBuffer[i] = last_high;
           i--;
           continue;
         }
       //--- check for reverse from short to long  
       if(!dirlong && price_high > SarBuffer[i+1])
         {
           SaveLastReverse(i, false, start, last_low, price_high, ep, sar);
           start = SarStep; 
           dirlong = true;
           ep = price_high; 
           last_high = price_high;
           SarBuffer[i] = last_low;
           i--;
           continue;
         }
       //sar(i) = sar(i+1)+start*(ep-sar(i+1))
       price = SarBuffer[i+1];
       sar = price + start*(ep - price);
       //----
       if(dirlong)
         {
           if(ep < price_high && (start + SarStep) <= SarMax) 
               start += SarStep;
           //----
           if(price_high < SignalBuffer[i+1] && i == Bars - 2)  
               sar = SarBuffer[i+1];
           price = SignalBuffer[i+1];
           //----
           if(sar > price)
               sar = price;
           price = SignalBuffer[i+2];
           //----
           if(sar > price)
               sar = price;
           //----
           if(sar > price_low)
             {
               SaveLastReverse(i, true, start, price_low, last_high, ep, sar);
               start = SarStep; 
               dirlong = false; 
               ep = price_low;
               last_low = price_low;
               SarBuffer[i] = last_high;
               i--;
               continue;
             }
           //----
           if(ep < price_high)
             {
               last_high = price_high;
               ep = price_high;
             }
         }     //dir-long
       else
         {
           if(ep > price_low && (start + SarStep) <= SarMax) 
               start += SarStep;
           //----
           if(price_low < SignalBuffer[i+1] && i == Bars - 2)  
               sar = SarBuffer[i+1];
           price = SignalBuffer[i+1];
           //----
           if(sar < price)
               sar = price;
           price = SignalBuffer[i+2];
           //----
           if(sar < price)
               sar = price;
           //----
           if(sar < price_high)
             {
               SaveLastReverse(i, false, start, last_low, price_high, ep,sar);
               start = SarStep; 
               dirlong = true; 
               ep = price_high;
               last_high = price_high;
               SarBuffer[i] = last_low;
               i--;
               continue;
             }
           //----
           if(ep > price_low)
             {
               last_low = price_low; 
               ep = price_low; 
             }
         }     //dir-short
       SarBuffer[i] = sar;
       i--;
     }
   return(0);
  }
//+------------------------------------------------------------------+