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https://github.com/alexcercos/AlgoMasterNNFX-V1.git
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104 lines
3.7 KiB
MQL4
104 lines
3.7 KiB
MQL4
//+------------------------------------------------------------------+
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//| ATR.mq4 |
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//| Copyright 2005-2014, MetaQuotes Software Corp. |
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//| http://www.mql4.com |
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//+------------------------------------------------------------------+
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#property copyright "2005-2014, MetaQuotes Software Corp."
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#property link "http://www.mql4.com"
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#property description "Average True Range"
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#property strict
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//--- indicator settings
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#property indicator_chart_window
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#property indicator_buffers 1
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#property indicator_color1 clrNONE
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//--- input parameter
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input int InpAtrPeriod=14; // ATR Period
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//--- buffers
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double ExtATRBuffer[];
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double ExtTRBuffer[];
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit(void)
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{
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string short_name;
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//--- 1 additional buffer used for counting.
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IndicatorBuffers(2);
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IndicatorDigits(Digits);
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//--- indicator line
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SetIndexStyle(0,DRAW_LINE);
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SetIndexBuffer(0,ExtATRBuffer);
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SetIndexBuffer(1,ExtTRBuffer);
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//--- name for DataWindow and indicator subwindow label
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short_name="ATR("+IntegerToString(InpAtrPeriod)+")";
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IndicatorShortName(short_name);
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SetIndexLabel(0,short_name);
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//--- check for input parameter
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if(InpAtrPeriod<=0)
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{
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Print("Wrong input parameter ATR Period=",InpAtrPeriod);
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return(INIT_FAILED);
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}
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//---
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SetIndexDrawBegin(0,InpAtrPeriod);
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//---
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Average True Range |
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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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int i,limit;
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//--- check for bars count and input parameter
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if(rates_total<=InpAtrPeriod || InpAtrPeriod<=0)
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return(0);
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//--- counting from 0 to rates_total
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ArraySetAsSeries(ExtATRBuffer,false);
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ArraySetAsSeries(ExtTRBuffer,false);
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ArraySetAsSeries(open,false);
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ArraySetAsSeries(high,false);
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ArraySetAsSeries(low,false);
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ArraySetAsSeries(close,false);
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//--- preliminary calculations
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if(prev_calculated==0)
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{
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ExtTRBuffer[0]=0.0;
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ExtATRBuffer[0]=0.0;
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//--- filling out the array of True Range values for each period
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for(i=1; i<rates_total; i++)
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ExtTRBuffer[i]=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);
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//--- first AtrPeriod values of the indicator are not calculated
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double firstValue=0.0;
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for(i=1; i<=InpAtrPeriod; i++)
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{
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ExtATRBuffer[i]=0.0;
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firstValue+=ExtTRBuffer[i];
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}
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//--- calculating the first value of the indicator
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firstValue/=InpAtrPeriod;
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ExtATRBuffer[InpAtrPeriod]=firstValue;
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limit=InpAtrPeriod+1;
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}
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else
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limit=prev_calculated-1;
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//--- the main loop of calculations
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for(i=limit; i<rates_total; i++)
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{
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ExtTRBuffer[i]=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);
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ExtATRBuffer[i]=ExtATRBuffer[i-1]+(ExtTRBuffer[i]-ExtTRBuffer[i-InpAtrPeriod])/InpAtrPeriod;
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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