279 lines
9.9 KiB
MQL5
279 lines
9.9 KiB
MQL5
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//+------------------------------------------------------------------+
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//| ATR Channels.mq5 |
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//| Copyright 2025, matfx. |
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//| https://theregulartrader.blogspot.com/ |
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//| Converted the ATR Channel from ATR Channel indicator mql4|
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//| Original version from Luis Guilherme Damiani|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, matfx."
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#property link "https://theregulartrader.blogspot.com"
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#property version "1.00"
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#property description "ATR Channels"
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#property indicator_chart_window
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#property indicator_buffers 7
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#property indicator_plots 7
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrBlueViolet
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrRoyalBlue
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrDeepSkyBlue
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrAqua
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrDeepSkyBlue
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#property indicator_type6 DRAW_LINE
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#property indicator_color6 clrRoyalBlue
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#property indicator_type7 DRAW_LINE
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#property indicator_color7 clrBlueViolet
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//--- labels
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#property indicator_label1 "Upper Band3"
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#property indicator_label2 "Upper Band2"
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#property indicator_label3 "Upper Band1"
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#property indicator_label4 "Middle Band"
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#property indicator_label5 "Lower Band1"
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#property indicator_label6 "Lower Band2"
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#property indicator_label7 "Lower Band3"
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//--- input parameters
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input int InpSMAPeriod =49; // Period of SMA
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input int InpATRPeriod =18; // Period of ATR
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input double InpATRFactor1 =1.6; // ATR multiplier1
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input double InpATRFactor2 = 3.2; // ATR multiplier2
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input double InpATRFactor3 = 4.8; // ATR multiplier3
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//--- global variables for parameters
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int ExtSMAPeriod;
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int ExtATRPeriod;
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double ExtATRFactor1;
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double ExtATRFactor2;
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double ExtATRFactor3;
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//--- indicator buffers
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double ExtUpp3Buffer[];
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double ExtUpp2Buffer[];
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double ExtUpp1Buffer[];
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double ExtSMABuffer[];
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double ExtDwn1Buffer[];
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double ExtDwn2Buffer[];
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double ExtDwn3Buffer[];
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//--- indicator handles
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int ExtSMAHandle;
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int ExtATRHandle;
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//--- unique prefix to identify indicator objects
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string ExtPrefixUniq;
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int ExtPeriod;
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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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//--- check for input values
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if(InpSMAPeriod<10)
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{
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ExtSMAPeriod=20;
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PrintFormat("Incorrect value for input variable InpEMAPeriod=%d. Indicator will use value=%d for calculations.",
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InpSMAPeriod, ExtSMAPeriod);
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}
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else
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ExtSMAPeriod=InpSMAPeriod;
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if(InpATRPeriod<3)
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{
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ExtATRPeriod=18;
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PrintFormat("Incorrect value for input variable InpATRPeriod=%d. Indicator will use value=%d for calculations.",
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InpATRPeriod, ExtATRPeriod);
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}
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else
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ExtATRPeriod=InpATRPeriod;
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if(InpATRFactor1<1.0)
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{
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ExtATRFactor1=1.6;
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PrintFormat("Incorrect value for input variable InpBandsDeviations=%f. Indicator will use value=%f for calculations.",
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InpATRFactor1, ExtATRFactor1);
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}
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else
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ExtATRFactor1=InpATRFactor1;
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if(InpATRFactor2<1.0)
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{
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ExtATRFactor2=3.2;
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PrintFormat("Incorrect value for input variable InpBandsDeviations=%f. Indicator will use value=%f for calculations.",
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InpATRFactor2, ExtATRFactor2);
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}
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else
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ExtATRFactor2=InpATRFactor2;
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if(InpATRFactor3<1.0)
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{
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ExtATRFactor3=4.8;
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PrintFormat("Incorrect value for input variable InpBandsDeviations=%f. Indicator will use value=%f for calculations.",
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InpATRFactor3, ExtATRFactor3);
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}
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else
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ExtATRFactor3=InpATRFactor3;
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//--- define buffers
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SetIndexBuffer(0, ExtUpp3Buffer);
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SetIndexBuffer(1, ExtUpp2Buffer);
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SetIndexBuffer(2, ExtUpp1Buffer);
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SetIndexBuffer(3, ExtSMABuffer);
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SetIndexBuffer(4, ExtDwn1Buffer);
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SetIndexBuffer(5, ExtDwn2Buffer);
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SetIndexBuffer(6, ExtDwn3Buffer);
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//--- indexes draw begin settings
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpSMAPeriod+1);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, InpSMAPeriod+1);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, InpSMAPeriod+1);
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PlotIndexSetInteger(3, PLOT_DRAW_BEGIN, InpSMAPeriod+1);
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PlotIndexSetInteger(4, PLOT_DRAW_BEGIN, InpSMAPeriod+1);
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PlotIndexSetInteger(5, PLOT_DRAW_BEGIN, InpSMAPeriod+1);
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PlotIndexSetInteger(6, PLOT_DRAW_BEGIN, InpSMAPeriod+1);
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//--- set a 1-bar offset for each line
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PlotIndexSetInteger(0, PLOT_SHIFT, 1);
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PlotIndexSetInteger(1, PLOT_SHIFT, 1);
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PlotIndexSetInteger(2, PLOT_SHIFT, 1);
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PlotIndexSetInteger(3, PLOT_SHIFT, 1);
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PlotIndexSetInteger(4, PLOT_SHIFT, 1);
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PlotIndexSetInteger(5, PLOT_SHIFT, 1);
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PlotIndexSetInteger(6, PLOT_SHIFT, 1);
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//--- set drawing line empty value
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetDouble(3, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetDouble(4, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetDouble(5, PLOT_EMPTY_VALUE, 0.0);
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PlotIndexSetDouble(6, PLOT_EMPTY_VALUE, 0.0);
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//--- indicator name
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IndicatorSetString(INDICATOR_SHORTNAME, "ATR Channels");
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//--- number of digits of indicator value
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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//--- create indicators
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ExtSMAHandle=iMA(NULL, 0, InpSMAPeriod, 0, MODE_LWMA, PRICE_CLOSE);
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ExtATRHandle=iATR(NULL, 0, InpATRPeriod);
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ExtPeriod=PeriodSeconds(_Period);
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//--- prepare prefix for objects
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string number=StringFormat("%I64d", GetTickCount64());
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ExtPrefixUniq=StringSubstr(number, StringLen(number)-4);
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ExtPrefixUniq=ExtPrefixUniq+"_KLT";
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Print("Indicator \"ATR Channels\" started, prefix=", ExtPrefixUniq);
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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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//--- if this is the first calculation of the indicator
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if(prev_calculated==0)
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{
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//--- populate the beginning values, for which the indicator cannot be calculated, with empty values
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ArrayFill(ExtUpp1Buffer, 0, rates_total, 0);
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ArrayFill(ExtUpp2Buffer, 0, rates_total, 0);
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ArrayFill(ExtUpp3Buffer, 0, rates_total, 0);
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ArrayFill(ExtSMABuffer, 0, rates_total, 0);
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ArrayFill(ExtDwn1Buffer, 0, rates_total, 0);
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ArrayFill(ExtDwn2Buffer, 0, rates_total, 0);
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ArrayFill(ExtDwn3Buffer, 0, rates_total, 0);
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//--- get EMA values into the indicator buffer
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if(CopyBuffer(ExtSMAHandle, 0, 0, rates_total, ExtSMABuffer)<0)
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return(0);
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//--- get ATR indicator values into a dynamic array
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double atr[];
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if(CopyBuffer(ExtATRHandle, 0, 0, rates_total, atr)<0)
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return(0);
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//--- shift from the beginning by the required number of bars
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int start=MathMax(InpSMAPeriod, InpATRPeriod)+1;
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//--- fill in the values of the upper and lower channel borders
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for(int i=start; i<rates_total; i++)
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{
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ExtUpp3Buffer[i]=ExtSMABuffer[i]+InpATRFactor3*atr[i];
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ExtUpp2Buffer[i]=ExtSMABuffer[i]+InpATRFactor2*atr[i];
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ExtUpp1Buffer[i]=ExtSMABuffer[i]+InpATRFactor1*atr[i];
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ExtDwn1Buffer[i]=ExtSMABuffer[i]-InpATRFactor1*atr[i];
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ExtDwn2Buffer[i]=ExtSMABuffer[i]-InpATRFactor2*atr[i];
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ExtDwn3Buffer[i]=ExtSMABuffer[i]-InpATRFactor3*atr[i];
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}
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//--- succesfully calculated
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return(rates_total);
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}
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//--- if the indicator has previously been calculated, calculate values for the last 2 bars
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int start=prev_calculated-2;
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for(int i=start; i<rates_total; i++)
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{
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//--- for element-by-element copying from the indicator, use the reverse index
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int reverse_index=rates_total-i;
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//--- get indicator values
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double sma[];
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if(CopyBuffer(ExtSMAHandle, 0, reverse_index, 1, sma)<0)
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return(prev_calculated);
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double atr[];
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if(CopyBuffer(ExtATRHandle, 0, reverse_index, 1, atr)<0)
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return(prev_calculated);
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//--- write values into buffers
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ExtSMABuffer[i]=sma[0];
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ExtUpp1Buffer[i]=sma[0]+InpATRFactor1*atr[0];
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ExtUpp2Buffer[i]=sma[0]+InpATRFactor2*atr[0];
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ExtUpp3Buffer[i]=sma[0]+InpATRFactor3*atr[0];
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ExtDwn1Buffer[i]=sma[0]-InpATRFactor1*atr[0];
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ExtDwn2Buffer[i]=sma[0]-InpATRFactor2*atr[0];
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ExtDwn3Buffer[i]=sma[0]-InpATRFactor3*atr[0];
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}
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//--- draw labels on levels
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//--- successfully calculated
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//--- delete all our graphical objects after use
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Print("Indicator \"ATR Channels\" stopped, delete all objects with prefix=", ExtPrefixUniq);
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ObjectsDeleteAll(0, ExtPrefixUniq, 0, OBJ_ARROW_RIGHT_PRICE);
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ChartRedraw(0);
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}
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//+------------------------------------------------------------------+
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//| Show prices' levels |
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//+------------------------------------------------------------------+
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