//+------------------------------------------------------------------+ //| KC.mq5 | //| Copyright © 2011, Nikolay Kositsin | //| Khabarovsk, farria@mail.redcom.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2011, Nikolay Kositsin" #property link "farria@mail.redcom.ru" #property description "ATR channel" //---- indicator version #property version "1.00" //---- drawing the indicator in the main window #property indicator_chart_window //---- number of indicator buffers 3 #property indicator_buffers 3 //---- 3 plots are used #property indicator_plots 3 //+--------------------------------------------+ //| Declaration of constants | //+--------------------------------------------+ #define RESET 0 // the constant for getting the command for the indicator recalculation back to the terminal //+--------------------------------------------+ //| Indicator drawing parameters | //+--------------------------------------------+ //---- drawing the indicator as a line #property indicator_type1 DRAW_LINE //---- use BlueViolet color for the indicator line #property indicator_color1 BlueViolet //---- the indicator line is a dash-dotted curve #property indicator_style1 STYLE_DASHDOTDOT //---- indicator line width is equal to 1 #property indicator_width1 1 //---- displaying the indicator label #property indicator_label1 "MA" //+--------------------------------------------+ //| Channel drawing parameters | //+--------------------------------------------+ //---- drawing the levels as lines #property indicator_type2 DRAW_LINE #property indicator_type3 DRAW_LINE //---- selection of levels colors #property indicator_color2 Red #property indicator_color3 Red //---- Bollinger Bands are dott-dash curves #property indicator_style2 STYLE_DASHDOTDOT #property indicator_style3 STYLE_DASHDOTDOT //---- levels width is equal to 1 #property indicator_width2 1 #property indicator_width3 1 //---- display levels labels #property indicator_label2 "+ATR" #property indicator_label3 "-ATR" //+-----------------------------------+ //| Indicator input parameters | //+-----------------------------------+ input ENUM_MA_METHOD MA_Method=MODE_SMA; // MA smoothing method input uint MA_Period=20; // MA period input uint ATR_Period=20; // ATR period input double Factor=1.5; // Number of deviations input ENUM_APPLIED_PRICE IPC=PRICE_CLOSE;// Applied price input int Shift=0; // Horizontal shift of the indicator in bars //+-----------------------------------+ //---- declaration of dynamic arrays that //---- will be used as indicator buffers double MA_Buffer[],UpATRBuffer[],DnATRBuffer[]; //---- declaration of integer variables for the indicators handles int MA_Handle,ATR_Handle; //---- declaration of the integer variables for the start of data calculation int min_rates_total; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ void OnInit() { //---- initialization of variables of the start of data calculation min_rates_total=int(MathMax(MA_Period,ATR_Period)); //---- getting handle of the MA indicator MA_Handle=iMA(NULL,0,MA_Period,0,MA_Method,IPC); if(MA_Handle==INVALID_HANDLE) Print(" Failed to get handle of the MA indicator"); //---- getting handle of the ATR indicator ATR_Handle=iATR(NULL,0,ATR_Period); if(ATR_Handle==INVALID_HANDLE) Print(" Failed to get handle of the ATR indicator"); //---- set MA_Buffer[] dynamic array as an indicator buffer SetIndexBuffer(0,MA_Buffer,INDICATOR_DATA); //---- moving the indicator 1 horizontally PlotIndexSetInteger(0,PLOT_SHIFT,Shift); //---- performing the shift of the beginning of the indicator drawing PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total); //---- setting the indicator values that won't be visible on a chart PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0); //---- indexing the elements in the buffer as timeseries ArraySetAsSeries(MA_Buffer,true); //---- set UpATRBuffer[] and DnATRBuffer[] dynamic arrays into indicator buffers SetIndexBuffer(1,UpATRBuffer,INDICATOR_DATA); SetIndexBuffer(2,DnATRBuffer,INDICATOR_DATA); //---- horizontal shift of the indicators PlotIndexSetInteger(1,PLOT_SHIFT,Shift); PlotIndexSetInteger(2,PLOT_SHIFT,Shift); //---- set the position, from which the indicators drawing starts PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total); PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total); //---- restriction to draw empty values for the indicator PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE); PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE); //---- indexing the elements in the buffer as timeseries ArraySetAsSeries(UpATRBuffer,true); ArraySetAsSeries(DnATRBuffer,true); //--- creation of the name to be displayed in a separate sub-window and in a tooltip IndicatorSetString(INDICATOR_SHORTNAME,"ATR channel"); //---- determination of accuracy of displaying the indicator values IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1); //---- initialization end } //+------------------------------------------------------------------+ //| Custom iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, // number of bars in history at the current tick const int prev_calculated,// number of bars calculated at previous call 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[]) { //---- checking the number of bars to be enough for the calculation if(BarsCalculated(MA_Handle)rates_total || prev_calculated<=0) // checking for the first start of the indicator calculation { limit=rates_total-min_rates_total-1; // starting index for calculation of all bars } else limit=rates_total-prev_calculated; // starting index for calculation of new bars to_copy=limit+1; //--- copy newly appeared data in the array if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET); if(CopyBuffer(MA_Handle,0,0,to_copy,MA_Buffer)<=0) return(RESET); //---- main indicator calculation loop for(int bar=limit; bar>=0 && !IsStopped(); bar--) { atr=Factor*ATR[bar]; UpATRBuffer[bar]=MA_Buffer[bar]+atr; DnATRBuffer[bar]=MA_Buffer[bar]-atr; } //---- return(rates_total); } //+------------------------------------------------------------------+