//+------------------------------------------------------------------+
//|                                            Insid_Outside_Bar.mq5 |
//|                        Copyright 2018, MetaQuotes Software Corp. |
//|                              https://www.mql5.com/ru/users/s22aa |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property indicator_chart_window

#property indicator_buffers 2  
#property indicator_plots 2   

#property indicator_type1 DRAW_ARROW  
#property indicator_type2 DRAW_ARROW  

#property indicator_color1 clrRed  
#property indicator_color2 clrBlue   

#property indicator_width1  2     
#property indicator_width2  2

//--- input parameters
input int      ArrowShift=0;  //   Отступ точек от свечи, по высоте.
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
enum Indicator
  {
   Insid=0,// Insid_Bar
   Outside=1, // Outside_Bar
   Insid3=2,  // Матрёшка
   Insid4=3,  // Матрёшка+
   Insid5=4  // Матрёшка++
  };
input Indicator Insid_Outside_Bar=Insid;

double BuffUp[];
double BuffDn[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
   SetIndexBuffer(0,BuffUp,INDICATOR_DATA);
   SetIndexBuffer(1,BuffDn,INDICATOR_DATA);

   IndicatorSetString(INDICATOR_SHORTNAME,"Insid_Bar2");
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

   PlotIndexSetInteger(0,PLOT_ARROW,159);
   PlotIndexSetInteger(1,PLOT_ARROW,159);

   PlotIndexSetInteger(0,PLOT_ARROW_SHIFT,ArrowShift);
   PlotIndexSetInteger(1,PLOT_ARROW_SHIFT,-ArrowShift);

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);

   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
   int i,ii,limit;
   if(rates_total<3)
      return(0);

   if(prev_calculated<4)
     {
      limit=3;
     }
   else limit=rates_total-3;
   for(i=limit; i<rates_total-1; ++i)
      switch(Insid_Outside_Bar)
         {
         case Insid: 
            if(high[i]<=high[i-1] && low[i]>=low[i-1])
               {
               ii=i-1; BuffUp[ii]=high[ii]; BuffDn[ii]=low[ii];
               Comment("BuffUp: ",BuffUp[i],"\n",
                       "BuffDn: ",BuffDn[i]);
               }
            break;
         case Outside:
            if(high[i]>=high[i-1] && low[i]<=low[i-1])
              {
               BuffUp[i]=high[i]; BuffDn[i]=low[i];
               Comment("BuffUp: ",BuffUp[i],"\n",
                       "BuffDn: ",BuffDn[i]);
              }
            break;
         case Insid3:
            if(high[i]<=high[i-1] && high[i-1]<=high[i-2] && low[i]>=low[i-1] && low[i-1]>=low[i-2])
              {
               ii=i-2; BuffUp[ii]=high[ii]; BuffDn[ii]=low[ii];
               Comment("BuffUp: ",BuffUp[i],"\n",
                       "BuffDn: ",BuffDn[i]);
              }
            break;
         case Insid4:
            if(high[i-1]<=high[i-2] && high[i]<=high[i-2] && low[i-1]>=low[i-2] && low[i]>=low[i-2])
              {
               ii=i-2; BuffUp[ii]=high[ii]; BuffDn[ii]=low[ii];
               Comment("BuffUp: ",BuffUp[i],"\n",
                       "BuffDn: ",BuffDn[i]);
              }
            break;
         case Insid5:
            if(high[i]<=high[i-2] && high[i]<=high[i-1] && low[i]>=low[i-2] && low[i]>=low[i-2])
              {
               ii=i-2; BuffUp[ii]=high[ii]; BuffDn[ii]=low[ii];
               Comment("BuffUp: ",BuffUp[i],"\n",
                       "BuffDn: ",BuffDn[i]);
              }
         }
   return(rates_total);
  }
//+------------------------------------------------------------------+