//--- indicator settings #property indicator_separate_window #property indicator_buffers 1 #property indicator_color1 DodgerBlue //--- input parameter input int InpAtrPeriod=14; // ATR Period //--- buffers double ExtATRBuffer[]; double ExtTRBuffer[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit(void) { string short_name; //--- 1 additional buffer used for counting. IndicatorBuffers(2); IndicatorDigits(Digits); //--- indicator line SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(0,ExtATRBuffer); SetIndexBuffer(1,ExtTRBuffer); //--- name for DataWindow and indicator subwindow label short_name="ATR("+IntegerToString(InpAtrPeriod)+")"; IndicatorShortName(short_name); SetIndexLabel(0,short_name); //--- check for input parameter if(InpAtrPeriod<=0) { Print("Wrong input parameter ATR Period=",InpAtrPeriod); return(INIT_FAILED); } //--- SetIndexDrawBegin(0,InpAtrPeriod); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| 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[]) { int i,limit; //--- check for bars count and input parameter if(rates_total<=InpAtrPeriod || InpAtrPeriod<=0) return(0); //--- counting from 0 to rates_total ArraySetAsSeries(ExtATRBuffer,false); ArraySetAsSeries(ExtTRBuffer,false); ArraySetAsSeries(open,false); ArraySetAsSeries(high,false); ArraySetAsSeries(low,false); ArraySetAsSeries(close,false); //--- 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; 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<=InpAtrPeriod; i++) { ExtATRBuffer[i]=0.0; firstValue+=ExtTRBuffer[i]; } //--- calculating the first value of the indicator firstValue/=InpAtrPeriod; ExtATRBuffer[InpAtrPeriod]=firstValue; limit=InpAtrPeriod+1; } else limit=prev_calculated-1; //--- the main loop of calculations for(i=limit; i<rates_total; i++) { ExtTRBuffer[i]=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]); ExtATRBuffer[i]=ExtATRBuffer[i-1]+(ExtTRBuffer[i]-ExtTRBuffer[i-InpAtrPeriod])/InpAtrPeriod; } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ATR.mq4 |
//| Copyright 2005-2014, MetaQuotes Software Corp. |
//| https://www.mql4.com/ |
//+------------------------------------------------------------------+
#property copyright "2005-2014, MetaQuotes Software Corp."
#property link "https://www.mql4.com/"
#property description "Average True Range"
#property strict
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 DodgerBlue
//--- input parameter
input int InpAtrPeriod=14; // ATR Period
//--- buffers
double ExtATRBuffer[];
double ExtTRBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit(void)
{
string short_name;
//--- 1 additional buffer used for counting.
IndicatorBuffers(2);
IndicatorDigits(Digits);
//--- indicator line
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,ExtATRBuffer);
SetIndexBuffer(1,ExtTRBuffer);
//--- name for DataWindow and indicator subwindow label
short_name="ATR("+IntegerToString(InpAtrPeriod)+")";
IndicatorShortName(short_name);
SetIndexLabel(0,short_name);
//--- check for input parameter
if(InpAtrPeriod<=0)
{
Print("Wrong input parameter ATR Period=",InpAtrPeriod);
return(INIT_FAILED);
}
//---
SetIndexDrawBegin(0,InpAtrPeriod);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| 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[])
{
int i,limit;
//--- check for bars count and input parameter
if(rates_total<=InpAtrPeriod || InpAtrPeriod<=0)
return(0);
//--- counting from 0 to rates_total
ArraySetAsSeries(ExtATRBuffer,false);
ArraySetAsSeries(ExtTRBuffer,false);
ArraySetAsSeries(open,false);
ArraySetAsSeries(high,false);
ArraySetAsSeries(low,false);
ArraySetAsSeries(close,false);
//--- 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; 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<=InpAtrPeriod; i++)
{
ExtATRBuffer[i]=0.0;
firstValue+=ExtTRBuffer[i];
}
//--- calculating the first value of the indicator
firstValue/=InpAtrPeriod;
ExtATRBuffer[InpAtrPeriod]=firstValue;
limit=InpAtrPeriod+1;
}
else
limit=prev_calculated-1;
//--- the main loop of calculations
for(i=limit; i<rates_total; i++)
{
ExtTRBuffer[i]=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);
ExtATRBuffer[i]=ExtATRBuffer[i-1]+(ExtTRBuffer[i]-ExtTRBuffer[i-InpAtrPeriod])/InpAtrPeriod;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+