117 lines
No EOL
4.3 KiB
MQL5
117 lines
No EOL
4.3 KiB
MQL5
//+------------------------------------------------------------------+
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//| ATR.mq5 |
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//| Copyright 2009, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property description "Average True Range"
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//--- indicator settings
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#property indicator_chart_window
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#property indicator_buffers 3
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#property indicator_plots 1
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//EMA
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#property indicator_label2 "TrailingStop"
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#property indicator_type2 DRAW_COLOR_LINE
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#property indicator_color2 clrOlive
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 10
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//--- input parameters
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input int InpAtrPeriod=14; // ATR period
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//--- indicator buffers
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double ExtATRBuffer[];
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double ExtTRBuffer[];
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double ExtTrailingSLUpperBuffer[];
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//--- global variable
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int ExtPeriodATR;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- check for input value
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if(InpAtrPeriod<=0)
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{
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ExtPeriodATR=14;
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printf("Incorrect input parameter InpAtrPeriod = %d. Indicator will use value %d for calculations.",InpAtrPeriod,ExtPeriodATR);
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}
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else ExtPeriodATR=InpAtrPeriod;
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IndicatorSetString(INDICATOR_SHORTNAME,"TrailingSL");
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//EMA1 & EMA2
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SetIndexBuffer(0,ExtTrailingSLUpperBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,ExtATRBuffer,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,ExtTRBuffer,INDICATOR_CALCULATIONS);
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpAtrPeriod);
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//---
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
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//--- initialization done
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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 &TickVolume[],
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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
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if(rates_total<=ExtPeriodATR)
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return(0); // not enough bars for calculation
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//--- preliminary calculations
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if(prev_calculated==0)
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{
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ArrayInitialize(ExtTRBuffer, 0.0);
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ArrayInitialize(ExtATRBuffer, 0.0);
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ArrayInitialize(ExtTrailingSLUpperBuffer, 0.0);
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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 && !IsStopped();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<=ExtPeriodATR;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/=ExtPeriodATR;
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ExtATRBuffer[ExtPeriodATR]=firstValue;
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ExtTrailingSLUpperBuffer[ExtPeriodATR] = Close[ExtPeriodATR] + ExtATRBuffer[ExtPeriodATR]*1.5;
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limit=ExtPeriodATR+1;
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}
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else limit=prev_calculated-1;
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//--- the main loop of calculations
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for(i=limit;i<rates_total && !IsStopped();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-ExtPeriodATR])/ExtPeriodATR;
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//ExtTrailingSLUpperBuffer[i] = MathMax(High[i],Close[i-1]) + ExtATRBuffer[i]*1.5;
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ExtTrailingSLUpperBuffer[i]=1.2;
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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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//+------------------------------------------------------------------+ |