//+------------------------------------------------------------------+
//|                                                      TickTak.mq4 |
//|                                              Copyright 2019, AM2 |
//|                                      http://www.forexsystems.biz |
//+------------------------------------------------------------------+

#property copyright "Copyright 2019, AM2"
#property link      "http://www.forexsystems.biz"
#property version   "1.00"
#property strict
#property indicator_separate_window

#property  indicator_buffers 4

//--- indicator buffers
double  up[];
double  dn[];
double  mi[];
double  ma[];

int i=0;
double last=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexStyle(0,DRAW_HISTOGRAM,0,4,Blue);
   SetIndexStyle(1,DRAW_HISTOGRAM,0,4,Red);
   SetIndexStyle(2,DRAW_LINE,0,2,Lime);
   SetIndexStyle(3,DRAW_NONE);

   SetIndexBuffer(0,up);
   SetIndexBuffer(1,dn);
   SetIndexBuffer(2,mi);
   SetIndexBuffer(3,ma);

   last=Bid;
//---
   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[])
  {
//---
   if(last!=Bid)
     {
      if(Bid-last>0)
        {
         up[i]=(Bid-last)/_Point;
         ma[i]=up[i];
         mi[i]=ma[i];
         i++;
        }

      if(Bid-last<0)
        {
         dn[i]=(Bid-last)/_Point;
         ma[i]=dn[i];
         mi[i]=ma[i];
         i++;
        }

      last=Bid;
     }

//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+

Ну это когда спред прыгает вниз на большее количество пипсов чем вверх или наоборот за бар, час, день…