iATR in mql5

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Wai Li
28
Wai Li  

hi all,


from what i read in the documentation its the Average Trading Range, and as I imagine the value should be a single number.


But when i use iATR I reailized that the result value is an array instead, should I only use the first ([0]) value of the array?

Thanks.

Vladimir Karputov
Moderator
233642
Vladimir Karputov  
Wai Li :

hi all,


from what i read in the documentation its the Average Trading Range, and as I imagine the value should be a single number.


But when i use iATR I reailized that the result value is an array instead, should I only use the first ([0]) value of the array?

Thanks.

Example (for the iMA indicator) - displaying the last three values on the chart

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How to start with MQL5

Vladimir Karputov, 2020.11.13 06:01

Receiving data from an indicator in an MQL5.

Scheme:

Getting data from indicators in an MQL5 Expert Advisor

An example for the iMA indicator:


How to start with Experts: RSI EA v2 Ichimoku of RSI EA
William Roeder
24230
William Roeder  
Wai Li: from what i read in the documentation its the Average Trading Range, and as I imagine the value should be a single number.

It is an average — it changes with every new bar. Just like a moving average.

Wai Li: should I only use the first ([0]) value of the array?

That value is the average of the last length-1 bars plus the forming bar. The forming bar starts at zero length. Don't use zero (except, perhaps, near the end of period).

Still "IndicatorCounted()", about recounted. Confident in my strategy Close Question
Wai Li
28
Wai Li  
Vladimir Karputov:

Example (for the iMA indicator) - displaying the last three values on the chart



thanks but i found that seems the array do not need to use ArraySetAsSeries() , looks like the result buffer is already starting from the right most candle.
Wai Li
28
Wai Li  
William Roeder:

It is an average — it changes with every new bar. Just like a moving average.

That value is the average of the last length-1 bars plus the forming bar. The forming bar starts at zero length. Don't use zero (except, perhaps, near the end of period).

thanks a lot, and here is my code, I found that when calling iATR , unless i put 0 for the last param, all the other values I put would result in the same array, is it true? and I find that i don't actually need to reverse the ATR[] as it starts from the right most ( most recent ) candle.

Please let me know if I am wrong, thanks.


void CheckATR(){

  double ATR[];
  ArrayResize(ATR,50);
  hATR = iATR(_Symbol,_Period,15);
  //ArraySetAsSeries( ATR, true);
  CopyBuffer( hATR, 0, 0, 40, ATR );  //take number of average value
  for ( int i=0 ; i<ArraySize(ATR) ; i++ ){
      Print("the ATR " + i + " is " + ATR[i]);
  }
}
ATR Value From EA Each day High and My EA program loops
Wai Li
28
Wai Li  

also with the above code, the results are different from the indicator on the chart . Here is the print out , from the chart, the ATR(15) is 0.468 or similar value. But the print() I can only got values above 100 (e.g. 106.054 ...etc ) , so whats the mistake i have made?

Files:
atr.jpg 207 kb
iCustom return Values are Custom indicator and printing Printed iATR values are
Vladimir Karputov
Moderator
233642
Vladimir Karputov  
Wai Li :

thanks but i found that seems the array do not need to use ArraySetAsSeries() , looks like the result buffer is already starting from the right most candle.

You should always use ArraySetAsSeries (***, true) - this way the index '0' in the array will correspond to the rightmost bar on the chart (of course, if you copy from the '0' bar). Study the example I gave.

William Roeder
24230
William Roeder  
Wai Li: , and here is my code,

Perhaps you should read the manual, especially the examples.
   How To Ask Questions The Smart Way. 2004
      How To Interpret Answers.
         RTFM and STFW: How To Tell You've Seriously Screwed Up.

They all (including iCustom) return a handle (an int). You get that in OnInit. In OnTick (after the indicator has updated its buffers), you use the handle, shift and count to get the data.
          Technical Indicators - Reference on algorithmic/automated trading language for MetaTrader 5
          Timeseries and Indicators Access / CopyBuffer - Reference on algorithmic/automated trading language for MetaTrader 5
          How to start with MQL5 - General - MQL5 programming forum - Page 3 #22 2020.03.08
          How to start with MQL5 - MetaTrader 5 - General - MQL5 programming forum - Page 7 #61 2020.07.05
          How to call indicators in MQL5 - MQL5 Articles 12 March 2010
MQL5 Reference Indexing Direction in Arrays, MQL5 Wizard: Development of
Vladimir Karputov
Moderator
233642
Vladimir Karputov  
Wai Li :

thanks a lot, and here is my code, I found that when calling iATR , unless i put 0 for the last param, all the other values I put would result in the same array, is it true? and I find that i don't actually need to reverse the ATR[] as it starts from the right most ( most recent ) candle.

Please let me know if I am wrong, thanks.

void CheckATR(){

  double ATR[];
  ArrayResize(ATR,50);
  hATR = iATR(_Symbol,_Period,15);
  //ArraySetAsSeries( ATR, true);
  CopyBuffer( hATR, 0, 0, 40, ATR );  //take number of average value
  for ( int i=0 ; i<ArraySize(ATR) ; i++ ){
      Print("the ATR " + i + " is " + ATR[i]);
  }
}

Please read the help. Please read the examples given to you. In MQL5, the indicator handle MUST BE RECEIVED ONCE !!!. You cannot create a new indicator at every tick!

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