#define _DEBUG_ 1


#define _LONG	-1
#define _SHORT  1
#define _WRONG 0

#define version 0.1
#define HIT 0

#define M1 (1/BarPeriod)
#define M5 (5/BarPeriod)
#define M60 (60/BarPeriod)


#ifdef _DEBUG_
string FileName="History\\vortex.csv";
#endif

//---------------- Vortex indicator -----------------------------

vars PlusVI;
vars MinusVI;

int vortex(int Period){
	checkLookBack(Period+1);

	
	
		int i,j;
		vars PlusVM,MinusVM,SumTR;
	
	
		PlusVM 	= series(abs(priceHigh()-priceLow(1)));
		MinusVM 	= series(abs(priceLow()-priceHigh(1)));		
		SumTR 	= series(ATR(1));
	
	#ifdef _DEBUG_
		file_append(FileName,strf("\n%s;",strdate("%Y-%m-%d %H:%M:%S")));
		file_append(FileName,strf("%f;",PlusVM[0]));
		file_append(FileName,strf("%f;",MinusVM[0]));
		file_append(FileName,strf("%f;",SumTR[0]));
	#endif
	
	   PlusVI 	= series( 0);
	   MinusVI 	= series( 0);
		
		if (Bar < Period)	return _WRONG;
	
		//---------
		var SumPlus =0,SumMinus =0, SumT1 =0;
		for(i  = 0; i <= Period - 1; i++){
	       SumPlus 	+= PlusVM[i];
	       SumMinus 	+= MinusVM[i];
	       SumT1 		+= SumTR[i]; //Sum VI_Length values of the True Range by using a 1-period ATR
	    }
	
	   PlusVI[0] 	= ( SumPlus / SumT1);
	   MinusVI[0] 	= ( SumMinus / SumT1);
		rRealUpperBand = PlusVI[0];
		rRealLowerBand = MinusVI[0];
		
	#ifdef _DEBUG_
	
		file_append(FileName,strf("%f;",SumPlus));
		file_append(FileName,strf("%f;",SumMinus));
		file_append(FileName,strf("%f;",SumT1));
	
		file_append(FileName,strf("%f;",PlusVI[0]));
		file_append(FileName,strf("%f;",MinusVI[0]));
	#endif

	if (Bar < Period*5)	return _WRONG;
		
		if(crossOver(PlusVI,MinusVI)) return _SHORT;
		if(crossUnder(PlusVI,MinusVI)) return _LONG;	
	return _WRONG;
		
}


function run()
{

	set(PLOTNOW);
	StartDate=2016;
	EndDate=2016;
	
	NumYears = 1;
	MaxBars = 300;
	PlotScale = 8;
	PlotWidth = 1600;
	PlotHeight1 = 600;
	PlotHeight2 = 120;
	BarPeriod = 60;
	
 	if (is(INITRUN)){
		#ifdef _DEBUG_
	   	file_delete(FileName);
		#endif
  	}
 	
 	 
	vars aVortex = series(vortex(12));
	
	plot("PlusVI",PlusVI,NEW,RED);
	plot("MinusVI",MinusVI,0,BLUE);
	plot("Cross",aVortex,NEW,GREEN);
		 		
 
  
}