//+------------------------------------------------------------------+ //| RTR.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 description "Range To Range indicator" #property indicator_separate_window #property indicator_buffers 3 #property indicator_plots 1 //--- plot RTR #property indicator_label1 "RTR" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input uint InpPeriodFast = 2; // Fast ATR Period input uint InpPeriodSlow = 7; // Slow ATR Period //--- indicator buffers double BufferRTR[]; double BufferFATR[]; double BufferSATR[]; //--- global variables int period_fast; int period_slow; int handle_fatr; int handle_satr; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period_fast=int(InpPeriodFast<1 ? 1 : InpPeriodFast); period_slow=int(InpPeriodSlow==period_fast ? period_fast+1 : InpPeriodSlow<1 ? 1 : InpPeriodSlow); //--- indicator buffers mapping SetIndexBuffer(0,BufferRTR,INDICATOR_DATA); SetIndexBuffer(1,BufferFATR,INDICATOR_CALCULATIONS); SetIndexBuffer(2,BufferSATR,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Range To Range ("+(string)period_fast+","+(string)period_slow+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferRTR,true); ArraySetAsSeries(BufferFATR,true); ArraySetAsSeries(BufferSATR,true); //--- create ATR's handles ResetLastError(); handle_fatr=iATR(NULL,PERIOD_CURRENT,period_fast); if(handle_fatr==INVALID_HANDLE) { Print("The iATR(",(string)period_fast,") object was not created: Error ",GetLastError()); return INIT_FAILED; } handle_satr=iATR(NULL,PERIOD_CURRENT,period_slow); if(handle_satr==INVALID_HANDLE) { Print("The iATR(",(string)period_slow,") 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 и расчёт количества просчитываемых баров if(rates_total<4) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-1; ArrayInitialize(BufferRTR,EMPTY_VALUE); ArrayInitialize(BufferFATR,0); ArrayInitialize(BufferSATR,0); } //--- Подготовка данных int count=(limit>1 ? rates_total : 1),copied=0; copied=CopyBuffer(handle_fatr,0,0,count,BufferFATR); if(copied!=count) return 0; copied=CopyBuffer(handle_satr,0,0,count,BufferSATR); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) BufferRTR[i]=(100.0*BufferFATR[i]/(BufferSATR[i]!=0 ? BufferSATR[i] : 1.0)); //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+