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ATR.mq5
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//+------------------------------------------------------------------+
//| ATR.mq5 |
//| Copyright 2000-2024, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2000-2024, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property description "Average True Range"
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 DodgerBlue
#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);
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[],
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);
}
//+------------------------------------------------------------------+