//+------------------------------------------------------------------+ //| ATRR.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property version "1.00" #property indicator_separate_window #property indicator_buffers 3 #property indicator_plots 1 //--- plot ATRR #property indicator_label1 "ATRR" #property indicator_type1 DRAW_LINE #property indicator_color1 clrGreen #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriodATR1=10; // ATR1 Period input uint InpPeriodATR2=20; // ATR2 Period //--- indicator buffers double BufferATRR[]; double BufferATR1[]; double BufferATR2[]; //--- global variables int period_atr1; int period_atr2; int handle_atr1; int handle_atr2; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period_atr1=int(InpPeriodATR1<1 ? 1 : InpPeriodATR1); period_atr2=int(InpPeriodATR2<1 ? 1 : InpPeriodATR2); //--- indicator buffers mapping SetIndexBuffer(0,BufferATRR,INDICATOR_DATA); SetIndexBuffer(1,BufferATR1,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferATR2,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"ATRR("+(string)period_atr1+","+(string)period_atr2+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferATR1,true); ArraySetAsSeries(BufferATR2,true); ArraySetAsSeries(BufferATRR,true); //--- create handle ATR1, ATR2 ResetLastError(); handle_atr1=iATR(NULL,PERIOD_CURRENT,period_atr1); if(handle_atr1==INVALID_HANDLE) { Print("The first iATR(",(string)period_atr1,") object was not created: Error ",GetLastError()); return INIT_FAILED; } ResetLastError(); handle_atr2=iATR(NULL,PERIOD_CURRENT,period_atr2); if(handle_atr2==INVALID_HANDLE) { Print("The second iATR(",(string)period_atr2,") object was not created: Error ",GetLastError()); return INIT_FAILED; } //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ 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[]) { //--- Проверка на минимальное колиество баров для расчёта if(rates_total<2) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-1; ArrayInitialize(BufferATR1,EMPTY_VALUE); ArrayInitialize(BufferATR2,EMPTY_VALUE); ArrayInitialize(BufferATRR,EMPTY_VALUE); } //--- Подготовка данных int copied=0,count=(limit>1 ? rates_total : 1); copied=CopyBuffer(handle_atr1,0,0,count,BufferATR1); if(copied!=count) return 0; copied=CopyBuffer(handle_atr2,0,0,count,BufferATR2); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double one=BufferATR1[i]; double two=BufferATR2[i]; BufferATRR[i]=(one/(two>0 ? two : DBL_MIN))*100.0; } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+