//+------------------------------------------------------------------+ //| Chande_Kroll_Stop_v1.mq5 | //| Copyright © 2006, Forex-TSD.com | //| Written by IgorAD,igorad2003@yahoo.co.uk | //| http://finance.groups.yahoo.com/group/TrendLaboratory | //+------------------------------------------------------------------+ #property copyright "Copyright © 2006, Forex-TSD.com " #property link "http://www.forex-tsd.com/" #property description "" //---- Indicator version #property version "1.00" //---- Drawing the indicator in the main window #property indicator_chart_window //---- number of indicator buffers is 2 #property indicator_buffers 2 //---- only one plot is used #property indicator_plots 1 //+----------------------------------------------+ //| StepRSI indicator drawing parameters | //+----------------------------------------------+ //---- drawing the indicator 1 as a cloud #property indicator_type1 DRAW_FILLING //--- two colors are used for the indicator colors #property indicator_color1 clrDeepSkyBlue,clrGray //---- the line of the indicator 1 is a continuous curve #property indicator_style1 STYLE_SOLID //---- indicator 1 line width is equal to 1 #property indicator_width1 1 //--- displaying the indicator label #property indicator_label1 "Chande_Kroll_Stop_v1" //+----------------------------------------------+ //| declaring constants | //+----------------------------------------------+ #define RESET 0 // the constant for getting the command for the indicator recalculation back to the terminal //+----------------------------------------------+ //| Indicator input parameters | //+----------------------------------------------+ input uint Length=20; input uint ATRPeriod=10; input double Kv=3; input int Shift=0; // Horizontal shift of the indicator in bars //--- declaration of dynamic arrays that //--- will be used as indicator buffers double UpTrend[]; double DnTrend[]; //--- declaration of integer variables for the indicators handles int ATR_Handle; //--- declaration of the integer variables for the start of data calculation int min_rates_total; //--- declaration of dynamic arrays that //---- will be used as ring buffers int Count[]; double smin[],smax[]; //+------------------------------------------------------------------+ //| Recalculation of position of the newest element in the array | //+------------------------------------------------------------------+ void Recount_ArrayZeroPos(int &CoArr[],// Return the current value of the price series by reference int Size) { //--- int numb,Max1,Max2; static int count=1; Max2=Size; Max1=Max2-1; count--; if(count<0) count=Max1; for(int iii=0; iiiMax1) numb-=Max2; CoArr[iii]=numb; } //--- } //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- initialization of variables of the start of data calculation min_rates_total=int(ATRPeriod+Length); //---- Getting the handle of the ATR indicator ATR_Handle=iATR(NULL,0,ATRPeriod); if(ATR_Handle==INVALID_HANDLE) { Print(" Failed to get handle of the ATR indicator"); return(INIT_FAILED); } //---- memory distribution for variables' arrays ArrayResize(Count,Length); ArrayResize(smin,Length); ArrayResize(smax,Length); ArrayInitialize(smin,-999999); ArrayInitialize(smax,+999999); ArraySetAsSeries(smin,true); ArraySetAsSeries(smax,true); //--- Set dynamic array as an indicator buffer SetIndexBuffer(0,UpTrend,INDICATOR_DATA); //---- Indexing buffer elements as timeseries ArraySetAsSeries(UpTrend,true); //--- Set dynamic array as an indicator buffer SetIndexBuffer(1,DnTrend,INDICATOR_DATA); //---- Indexing buffer elements as timeseries ArraySetAsSeries(DnTrend,true); //---- shifting the indicator 2 horizontally by Shift PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- shifting the starting point of the indicator 1 drawing by min_rates_total PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //--- initializations of a variable for the indicator short name string shortname; StringConcatenate(shortname,"Chande_Kroll_Stop_v1(",Length,", ",ATRPeriod,", ",Kv,", ",Shift,")"); //--- Creation of the name to be displayed in a separate sub-window and in a pop up help IndicatorSetString(INDICATOR_SHORTNAME,shortname); //--- Determining the accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,0); //--- initialization end return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// amount of history in bars at the previous tick const datetime &time[], const double &open[], const double& high[], // price array of price maximums for the indicator calculation const double& low[], // price array of minimums of price for the indicator calculation const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //--- checking if the number of bars is enough for the calculation if(BarsCalculated(ATR_Handle)rates_total || prev_calculated<=0) // checking for the first start of calculation of an indicator { limit=rates_total-1-int(ATRPeriod); // starting index for calculating all bars } else limit=rates_total-prev_calculated; // Starting index for the calculation of new bars to_copy=limit+1; //--- copy newly appeared data in the arrays if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET); //--- main indicator calculation loop for(bar=limit; bar>=0 && !IsStopped(); bar--) { smin[Count[0]]=high[ArrayMaximum(high,bar,ATRPeriod)]-Kv*ATR[bar]; smax[Count[0]]=low[ArrayMinimum(low,bar,ATRPeriod)]+Kv*ATR[bar]; UpTrend[bar]=smin[ArrayMaximum(smin,0,WHOLE_ARRAY)]; DnTrend[bar]=smax[ArrayMinimum(smax,0,WHOLE_ARRAY)]; if(bar) Recount_ArrayZeroPos(Count,Length); } //--- return(rates_total); } //+------------------------------------------------------------------+