Refs #15. Looks like Heiken_Ashi_Smoothed indicator works correctly.

Price/Multi/OHLC/Heiken_Ashi_Smoothed.mq4

@@ -6,16 +6,20 @@
 #property copyright "Copyright © 2006, Forex-TSD.com "
 #property link "http://www.forex-tsd.com/"
 
-#property indicator_chart_window
+#property indicator_separate_window
 #property indicator_buffers 4
 #property indicator_type1 DRAW_HISTOGRAM
 #property indicator_color1 LightSalmon
+#property indicator_width1 1
 #property indicator_type2 DRAW_HISTOGRAM
 #property indicator_color2 Lime
+#property indicator_width2 1
 #property indicator_type3 DRAW_HISTOGRAM
 #property indicator_color3 LightSalmon
+#property indicator_width3 5
 #property indicator_type4 DRAW_HISTOGRAM
 #property indicator_color4 Lime
+#property indicator_width4 5
 
 //---- parameters
 extern int MaMetod = 2;
@@ -77,24 +81,35 @@ int deinit() {
 int start() {
   double maOpen, maClose, maLow, maHigh;
   double haOpen, haHigh, haLow, haClose;
+
   if (Bars <= 10)
     return (0);
+
   ExtCountedBars = IndicatorCounted();
+
   //---- check for possible errors
   if (ExtCountedBars < 0)
     return (-1);
+
   //---- last counted bar will be recounted
   if (ExtCountedBars > 0)
     ExtCountedBars--;
+
   int pos = Bars - ExtCountedBars - 1;
   int pos2 = pos;
+
   while (pos >= 0) {
     maOpen = iMA(NULL, 0, MaPeriod, 0, MaMetod, PRICE_OPEN, pos);
     maClose = iMA(NULL, 0, MaPeriod, 0, MaMetod, PRICE_CLOSE, pos);
     maLow = iMA(NULL, 0, MaPeriod, 0, MaMetod, PRICE_LOW, pos);
     maHigh = iMA(NULL, 0, MaPeriod, 0, MaMetod, PRICE_HIGH, pos);
 
-    haOpen = (ExtMapBuffer5[pos + 1] + ExtMapBuffer6[pos + 1]) / 2;
+    if ((pos + 1) >= Bars) {
+      haOpen = maOpen;
+    } else {
+      haOpen = (ExtMapBuffer5[pos + 1] + ExtMapBuffer6[pos + 1]) / 2;
+    }
+
     haClose = (maOpen + maHigh + maLow + maClose) / 4;
     haHigh = MathMax(maHigh, MathMax(haOpen, haClose));
     haLow = MathMin(maLow, MathMin(haOpen, haClose));
@@ -113,17 +128,18 @@ int start() {
   }
 
   int i;
-  for (i = 0; i < pos2; i++)
-    ExtMapBuffer1[i] = iMAOnArray(ExtMapBuffer7, 0, MaPeriod2, 0, MaMetod2, i);
-  for (i = 0; i < pos2; i++)
-    ExtMapBuffer2[i] = iMAOnArray(ExtMapBuffer8, 0, MaPeriod2, 0, MaMetod2, i);
-  for (i = 0; i < pos2; i++)
-    ExtMapBuffer3[i] = iMAOnArray(ExtMapBuffer5, 0, MaPeriod2, 0, MaMetod2, i);
-  for (i = 0; i < pos2; i++)
-    ExtMapBuffer4[i] = iMAOnArray(ExtMapBuffer6, 0, MaPeriod2, 0, MaMetod2, i);
-
-  Alert(ExtMapBuffer1[i], ", ", ExtMapBuffer2[i], ", ", ExtMapBuffer3[i], ", ",
-        ExtMapBuffer4[i]);
+  for (i = 0; i <= pos2; i++)
+    ExtMapBuffer1[i] =
+        iMAOnArray(ExtMapBuffer7, Bars, MaPeriod2, 0, MaMetod2, i);
+  for (i = 0; i <= pos2; i++)
+    ExtMapBuffer2[i] =
+        iMAOnArray(ExtMapBuffer8, Bars, MaPeriod2, 0, MaMetod2, i);
+  for (i = 0; i <= pos2; i++)
+    ExtMapBuffer3[i] =
+        iMAOnArray(ExtMapBuffer5, Bars, MaPeriod2, 0, MaMetod2, i);
+  for (i = 0; i <= pos2; i++)
+    ExtMapBuffer4[i] =
+        iMAOnArray(ExtMapBuffer6, Bars, MaPeriod2, 0, MaMetod2, i);
 
   //----
   return (0);

Price/Multi/OHLC/Heiken_Ashi_Smoothed.mq5

@@ -6,16 +6,16 @@
 #define ERR_USER_INVALID_HANDLE 1
 #define ERR_USER_INVALID_BUFF_NUM 2
 #define ERR_USER_ITEM_NOT_FOUND 3
-#define ERR_USER_ARRAY_IS_EMPTY 1000
 
 // Defines indicator properties.
 #property indicator_chart_window
-#property indicator_buffers 4
-#property indicator_plots 4
-#property indicator_color1 LightSalmon
-#property indicator_color2 Lime
-#property indicator_color3 LightSalmon
-#property indicator_color4 Lime
+#property indicator_buffers 9
+#property indicator_plots 1
+#property indicator_type1 DRAW_COLOR_CANDLES
+#property indicator_style1 STYLE_SOLID
+#property indicator_color1 clrNONE, clrLime, clrLightSalmon
+#property indicator_width1 1
+#property indicator_label1 "HA Open;HA High;HA Low;HA Close"
 
 // Includes EA31337 framework.
 // clang-format off
@@ -28,23 +28,45 @@
 
 // Defines macros.
 #define extern input
-//#define Bars fmin(10000, (ChartStatic::iBars(_Symbol, _Period)))
-#define Bars ChartStatic::iBars(_Symbol, _Period)
+#define Bars fmin(1000, (ChartStatic::iBars(_Symbol, _Period)))
 #define Bid (SymbolInfoStatic::GetBid(_Symbol))
 #define TimeDayOfWeek (DateTime::DateOfWeek())
 
 // Includes the main file.
 #include "Heiken_Ashi_Smoothed.mq4"
 
+double ExtMapBufferCandleColor[];
+
 // Custom indicator initialization function.
-void OnInit() { init(); }
+void OnInit() {
+  init();
+
+  IndicatorBuffers(9);
+
+  // Note switched buffers! We've mapped them from OHLC values into problem
+  // index buffers.
+  SetIndexBuffer(0, ExtMapBuffer3, INDICATOR_DATA);
+  SetIndexBuffer(1, ExtMapBuffer1, INDICATOR_DATA);
+  SetIndexBuffer(2, ExtMapBuffer2, INDICATOR_DATA);
+  SetIndexBuffer(3, ExtMapBuffer4, INDICATOR_DATA);
+  SetIndexBuffer(4, ExtMapBufferCandleColor, INDICATOR_COLOR_INDEX);
+
+  SetIndexBuffer(5, ExtMapBuffer5, INDICATOR_CALCULATIONS);
+  SetIndexBuffer(6, ExtMapBuffer6, INDICATOR_CALCULATIONS);
+  SetIndexBuffer(7, ExtMapBuffer7, INDICATOR_CALCULATIONS);
+  SetIndexBuffer(8, ExtMapBuffer8, INDICATOR_CALCULATIONS);
+
+  SetIndexStyle(0, DRAW_COLOR_CANDLES, STYLE_SOLID, 1, clrLime);
+
+  MathSrand(GetTickCount());
+}
 
 // Custom indicator iteration function.
 int OnCalculate(const int rates_total, const int prev_calculated,
                 const int begin, const double &price[]) {
   IndicatorCounted(fmin(prev_calculated, Bars));
   ResetLastError();
-
+  
   ArraySetAsSeries(ExtMapBuffer1, true);
   ArraySetAsSeries(ExtMapBuffer2, true);
   ArraySetAsSeries(ExtMapBuffer3, true);
@@ -56,6 +78,14 @@ int OnCalculate(const int rates_total, const int prev_calculated,
 
   int _res = start() >= 0 ? rates_total : 0;
 
+  if (prev_calculated <= 0) {
+    // Initializing haOpen and haClose with open/close prices.
+    for (int i = 0; i < rates_total; ++i) {
+      ExtMapBuffer5[i] = ::iOpen(NULL, PERIOD_CURRENT, i);
+      ExtMapBuffer6[i] = ::iClose(NULL, PERIOD_CURRENT, i);
+    }
+  }
+
   ArraySetAsSeries(ExtMapBuffer1, false);
   ArraySetAsSeries(ExtMapBuffer2, false);
   ArraySetAsSeries(ExtMapBuffer3, false);
@@ -65,5 +95,18 @@ int OnCalculate(const int rates_total, const int prev_calculated,
   ArraySetAsSeries(ExtMapBuffer7, false);
   ArraySetAsSeries(ExtMapBuffer8, false);
 
+  for (int i = prev_calculated; i < rates_total; ++i) {
+    // Filling candle color index.
+    ExtMapBufferCandleColor[i] = ExtMapBuffer1[i] > ExtMapBuffer4[i] ? 2 : 1;
+  }
+
+  for (int i = MathMax(0, prev_calculated - 1); i < rates_total; ++i) {
+    // Inserting H/L values into proper slots.
+    double _high = MathMax(ExtMapBuffer1[i], ExtMapBuffer2[i]);
+    double _low = MathMin(ExtMapBuffer1[i], ExtMapBuffer2[i]);
+    ExtMapBuffer1[i] = _high;
+    ExtMapBuffer2[i] = _low;
+  }
+
   return _res;
 }