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2014.04.25 14:52
Libraries

CDonchian class - library for MetaTrader 5

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\MQL5\Include\
cdonchian.mqh (3.08 KB)view
\MQL5\Indicators\
donchian.mq5 (2.78 KB)view

Uses the idea of ​​the classical Donchian channel.

The class is optimized by speed, i. e. instead of 2 for loops, 1 while loop is executed.

The class sample requires the following: 

  • Fill in the arrays: double in_masH[], double in_masL[];
  • Set variable values: int in_period (number of bars in the period), int in_size (size of arrays);
  • Perform the procedure ini() to initialize the arrays;
  • Perform the procedure void main(), which forms 2 arrays (channels): double out_massH[],double out_massL[],

An example of class use is available in the indicator Donchian.mq5

Donchian channel

Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/2271

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