//+------------------------------------------------------------------+
//|                                      Expected Rate of Return.mq4 |
//|                      Copyright © 2010, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"

#property indicator_separate_window
#property indicator_color1 Red
//---- input parameters
extern int ExtERRPeriod=20;
extern int ExtERRMAMethod=0;
extern int ExtERRAppliedPrice=0;
extern int ExtERRShift=0;

double ExtERRBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   string sShortName;
//---- indicator buffer mapping
   SetIndexBuffer(0,ExtERRBuffer);
//---- indicator line
   SetIndexStyle(0,DRAW_LINE);
//---- line shifts when drawing
   SetIndexShift(0,ExtERRShift);   
//---- name for DataWindow and indicator subwindow label
   sShortName="ERR("+ExtERRPeriod+")";
   IndicatorShortName(sShortName);
   SetIndexLabel(0,sShortName);
//---- first values aren't drawn
   SetIndexDrawBegin(0,ExtERRPeriod);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    i,nCountedBars;
   double Vf,Vi,Err;
   
//---- insufficient data
   if(Bars<=ExtERRPeriod) return(0);
//---- bars count that does not changed after last indicator launch.
   nCountedBars=IndicatorCounted();
//----
   // ERR = (Vf - Vi) / Vi
   for (i=ExtERRPeriod; i <=Bars; i++) {
      Err = MathAbs(Close[i] - Close[i-ExtERRPeriod]) / Close[i-ExtERRPeriod];
      ExtERRBuffer[i] = Err;
   }
//----
   return(0);
  }
//+------------------------------------------------------------------+