indicators/ATR.mq4

   1 //+------------------------------------------------------------------+\r
   2 //|                                                          ATR.mq4 |\r
   3 //|                      Copyright © 2005, MetaQuotes Software Corp. |\r
   4 //|                                       http://www.metaquotes.net/ |\r
   5 //+------------------------------------------------------------------+\r
   6 #property copyright "Copyright © 2005, MetaQuotes Software Corp."\r
   7 #property link      "http://www.metaquotes.net/"\r
   8 \r
   9 #property indicator_separate_window\r
  10 #property indicator_buffers 1\r
  11 #property indicator_color1 DodgerBlue\r
  12 //---- input parameters\r
  13 extern int AtrPeriod=14;\r
  14 //---- buffers\r
  15 double AtrBuffer[];\r
  16 double TempBuffer[];\r
  17 //+------------------------------------------------------------------+\r
  18 //| Custom indicator initialization function                         |\r
  19 //+------------------------------------------------------------------+\r
  20 int init()\r
  21   {\r
  22    string short_name;\r
  23 //---- 1 additional buffer used for counting.\r
  24    IndicatorBuffers(2);\r
  25 //---- indicator line\r
  26    SetIndexStyle(0,DRAW_LINE);\r
  27    SetIndexBuffer(0,AtrBuffer);\r
  28    SetIndexBuffer(1,TempBuffer);\r
  29 //---- name for DataWindow and indicator subwindow label\r
  30    short_name="ATR("+AtrPeriod+")";\r
  31    IndicatorShortName(short_name);\r
  32    SetIndexLabel(0,short_name);\r
  33 //----\r
  34    SetIndexDrawBegin(0,AtrPeriod);\r
  35 //----\r
  36    return(0);\r
  37   }\r
  38 //+------------------------------------------------------------------+\r
  39 //| Average True Range                                               |\r
  40 //+------------------------------------------------------------------+\r
  41 int start()\r
  42   {\r
  43    int i,counted_bars=IndicatorCounted();\r
  44 //----\r
  45    if(Bars<=AtrPeriod) return(0);\r
  46 //---- initial zero\r
  47    if(counted_bars<1)\r
  48       for(i=1;i<=AtrPeriod;i++) AtrBuffer[Bars-i]=0.0;\r
  49 //----\r
  50    i=Bars-counted_bars-1;\r
  51    while(i>=0)\r
  52      {\r
  53       double high=High[i];\r
  54       double low =Low[i];\r
  55       if(i==Bars-1) TempBuffer[i]=high-low;\r
  56       else\r
  57         {\r
  58          double prevclose=Close[i+1];\r
  59          TempBuffer[i]=MathMax(high,prevclose)-MathMin(low,prevclose);\r
  60         }\r
  61       i--;\r
  62      }\r
  63 //----\r
  64    if(counted_bars>0) counted_bars--;\r
  65    int limit=Bars-counted_bars;\r
  66    for(i=0; i<limit; i++)\r
  67       AtrBuffer[i]=iMAOnArray(TempBuffer,Bars,AtrPeriod,0,MODE_SMA,i);\r
  68 //----\r
  69    return(0);\r
  70   }\r
  71 //+------------------------------------------------------------------+