forked from LengKundee/NUNA
95 lines
3.4 KiB
MQL5
95 lines
3.4 KiB
MQL5
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//| AverageDayRange.mq5 |
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//| Copyright 2024, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2023, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property description "Average Day Range is an indicator that measures the volatility of an asset."
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#property description "It shows the average movement of the price between the high and the low over the last several days."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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//--- plot ADR
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#property indicator_label1 "ADR"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- includes
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#include <MovingAverages.mqh>
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//--- input parameters
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input uint InpLength = 14; // Length
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//--- indicator buffers
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double ExtBufferADR[];
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double ExtBufferTMP[];
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//--- global variables
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int period_sma;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtBufferADR,INDICATOR_DATA);
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SetIndexBuffer(1,ExtBufferTMP,INDICATOR_CALCULATIONS);
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//--- setting buffer arrays as timeseries
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ArraySetAsSeries(ExtBufferADR,true);
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ArraySetAsSeries(ExtBufferTMP,true);
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//--- setting the period for calculating the moving average and a short name for the indicator
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period_sma=int(InpLength<2 ? 14 : InpLength);
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IndicatorSetString(INDICATOR_SHORTNAME,StringFormat("ADR(%lu)",period_sma));
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//--- success
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//--- checking for the minimum number of bars for calculation
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if(rates_total<period_sma)
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return 0;
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//--- setting predefined indicator arrays as timeseries
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ArraySetAsSeries(high,true);
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ArraySetAsSeries(low,true);
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//--- checking and calculating the number of bars to be calculated
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int limit=rates_total-prev_calculated;
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if(limit>1)
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{
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limit=rates_total-1;
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ArrayInitialize(ExtBufferADR,EMPTY_VALUE);
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ArrayInitialize(ExtBufferTMP,0);
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}
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//--- calculation of price data
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for(int i=limit;i>=0;i--)
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ExtBufferTMP[i]=high[i]-low[i];
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//--- calculation of a simple MA and return of the indicator calculation result for next call
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return(SimpleMAOnBuffer(rates_total,prev_calculated,0,period_sma,ExtBufferTMP,ExtBufferADR));
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}
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//+------------------------------------------------------------------+
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