Mod_ATR_Trailing_Stop - indicador para MetaTrader 5

Cálculo:

• Если Close[i] < TS[i-1] y Close[i-1] < TS[i-1]

  TS[i] = Min(TS[i-1], Close[i] + loss)

• Si CClose[i] > TS[i-1]

  TS[i] = Close[i] - loss

• Si CClose[i] < TS[i-1]

  TS[i] = Close[i] + loss

donde:

loss = Coeff*WMA(Diff, Period),
WMA - Wilder Exponential Moving Average,
Diff[i] = Max(HiLo, Href, Lref),
HiLo[i] = Min(High[i] - Low[i], MVA(High - Low, Period))

• Si CLow[i]<=High[i-1]

  Href[i] = High[i] - Close[i-1]

• Si CLow[i]>High[i-1]

  Href[i] = (High[i] + High[i-1] - Low[i] - Close[i-1])/2

• Si CHigh[i]>=Low[i-1]

  Lref[i] = Close[i-1] - Low[i]

• Si CHigh[i]<Low[i-1]

  Lref[i] = (Close[i-1] + High[i] - Low[i-1] - Low[i])/2