#12 / Индикатор: SuperTrend

    [HandlerCategory("vvTSLtools")]
    public class TrendMagic : IBar2DoubleHandler, IContextUses
    {
        [HandlerParameter(true, "50", Min = "5", Max = "100", Step = "1")]
        public int PeriodCCI { get; set; }

        [HandlerParameter(true, "5", Min = "1", Max = "30", Step = "1")]
        public int PeriodATR { get; set; }

        public IList<double> Execute(ISecurity source)
        {

            var h = source.HighPrices;
            var l = source.LowPrices;
            var c = source.ClosePrices;
            double CurrTMVal;

            var atr = Series.AverageTrueRange (source.Bars, PeriodATR);
            var cci = Series.CCI(source.Bars, PeriodCCI);
            IList<double> tm = new List<double>(c.Count);

            for (int i = 0; i < c.Count; i++)
            {
                if (i == 0)
                {
                    tm.Add((h[i] - l[i])/2);
                    continue;
                };

                if (cci[i] > 0)
                {
                    // тренд растущий
                    CurrTMVal = l[i] - atr[i];
                    CurrTMVal = CurrTMVal < tm[i - 1] ? tm[i - 1] : CurrTMVal;
                }
                else
                {
                    // тренд снижающийся
                    CurrTMVal = h[i] + atr[i];
                    CurrTMVal = CurrTMVal > tm[i - 1] ? tm[i - 1] : CurrTMVal;
                }
                tm.Add(CurrTMVal);
            }

            return tm;
        }
        public IContext Context { get; set; }
    }

#property copyright "(С) 2014, Satori, 1.0"
#property link      "http://fx-vladmih.ru"
#property version   "1.0"
#property description "Однотаймовый супертренд. Используется в мультитаймовом. Поэтому не удалять!"

#property indicator_chart_window
#property indicator_buffers 2

#property indicator_type1 DRAW_LINE
#property indicator_type2 DRAW_LINE

#property indicator_color1 Lime
#property indicator_color2 Red

#property indicator_width1 2
#property indicator_width2 2

#property indicator_style1 STYLE_SOLID
#property indicator_style2 STYLE_SOLID

extern   int   ATR_Period  =  5;

double TrendUp[];
double TrendDown[];
int st = 0;

//+------------------------------------------------------------------+
//| Custom indicator initialization function|
//+------------------------------------------------------------------+
int init()
 {
//---- indicators

  SetIndexBuffer(0, TrendUp);
  SetIndexBuffer(1, TrendDown);

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

  return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function|
//+------------------------------------------------------------------+
int start()
 {

  int limit, i;
  double cciTrendNow, cciTrendPrevious;

  int counted_bars = IndicatorCounted();
//---- check for possible errors
  if(counted_bars < 0) return(-1);
//---- last counted bar will be recounted
  if(counted_bars > 0) counted_bars--;

  limit=Bars-counted_bars;

  for(i = limit; i >= 0; i--) {
     cciTrendNow = iCCI(NULL, 0, 50, PRICE_TYPICAL, i);
     cciTrendPrevious = iCCI(NULL, 0, 50, PRICE_TYPICAL, i+1);

     if (cciTrendNow >= st && cciTrendPrevious < st) {
        TrendUp[i+1] = TrendDown[i+1];
     }

     if (cciTrendNow <= st && cciTrendPrevious > st) {
        TrendDown[i+1] = TrendUp[i+1];
     }

     if (cciTrendNow >= st) {
        TrendUp[i] = Low[i] - iATR(NULL, 0, ATR_Period, i);
        if (TrendUp[i] < TrendUp[i+1]) {
           TrendUp[i] = TrendUp[i+1];
        }
     }
     else if (cciTrendNow <= st) {
        TrendDown[i] = High[i] + iATR(NULL, 0, ATR_Period, i);
        if (TrendDown[i] > TrendDown[i+1]) {
           TrendDown[i] = TrendDown[i+1];
        }
     }
  }

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