| //+------------------------------------------------------------------+
|
| //| ATR.mq5 |
|
| //| Copyright 2000-2025, MetaQuotes Ltd. |
|
| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
|
| #property copyright "Copyright 2000-2025, MetaQuotes Ltd."
|
| #property link "https://www.mql5.com"
|
| #property description "Average True Range"
|
| //--- indicator settings
|
| #property indicator_separate_window
|
| #property indicator_buffers 2
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| #property indicator_plots 1
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| #property indicator_type1 DRAW_LINE
|
| #property indicator_color1 clrDodgerBlue
|
| #property indicator_label1 "ATR"
|
| //--- input parameters
|
| input int InpAtrPeriod=14; // ATR period
|
| //--- indicator buffers
|
| double ExtATRBuffer[];
|
| double ExtTRBuffer[];
|
|
|
| int ExtPeriodATR;
|
| //+------------------------------------------------------------------+
|
| //| Custom indicator initialization function |
|
| //+------------------------------------------------------------------+
|
| void OnInit()
|
| {
|
| //--- check for input value
|
| if(InpAtrPeriod<=0)
|
| {
|
| ExtPeriodATR=14;
|
| PrintFormat("Incorrect input parameter InpAtrPeriod = %d. Indicator will use value %d for calculations.",InpAtrPeriod,ExtPeriodATR);
|
| }
|
| else
|
| ExtPeriodATR=InpAtrPeriod;
|
| //--- indicator buffers mapping
|
| SetIndexBuffer(0,ExtATRBuffer,INDICATOR_DATA);
|
| SetIndexBuffer(1,ExtTRBuffer,INDICATOR_CALCULATIONS);
|
| //---
|
| IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
|
| //--- sets first bar from what index will be drawn
|
| PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpAtrPeriod);
|
| //--- name for DataWindow and indicator subwindow label
|
| string short_name=StringFormat("ATR(%d)",ExtPeriodATR);
|
| IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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| PlotIndexSetString(0,PLOT_LABEL,short_name);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Average True Range |
|
| //+------------------------------------------------------------------+
|
| 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[],
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| const long &tick_volume[],
|
| const long &volume[],
|
| const int &spread[])
|
| {
|
| if(rates_total<=ExtPeriodATR)
|
| return(0);
|
|
|
| int i,start;
|
| //--- preliminary calculations
|
| if(prev_calculated==0)
|
| {
|
| ExtTRBuffer[0]=0.0;
|
| ExtATRBuffer[0]=0.0;
|
| //--- filling out the array of True Range values for each period
|
| for(i=1; i<rates_total && !IsStopped(); i++)
|
| ExtTRBuffer[i]=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);
|
| //--- first AtrPeriod values of the indicator are not calculated
|
| double firstValue=0.0;
|
| for(i=1; i<=ExtPeriodATR; i++)
|
| {
|
| ExtATRBuffer[i]=0.0;
|
| firstValue+=ExtTRBuffer[i];
|
| }
|
| //--- calculating the first value of the indicator
|
| firstValue/=ExtPeriodATR;
|
| ExtATRBuffer[ExtPeriodATR]=firstValue;
|
| start=ExtPeriodATR+1;
|
| }
|
| else
|
| start=prev_calculated-1;
|
| //--- the main loop of calculations
|
| for(i=start; i<rates_total && !IsStopped(); i++)
|
| {
|
| ExtTRBuffer[i]=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);
|
| ExtATRBuffer[i]=ExtATRBuffer[i-1]+(ExtTRBuffer[i]-ExtTRBuffer[i-ExtPeriodATR])/ExtPeriodATR;
|
| }
|
| //--- return value of prev_calculated for next call
|
| return(rates_total);
|
| }
|
| //+------------------------------------------------------------------+
|
