//+------------------------------------------------------------------+ //| Mod_ATR_Trailing_Stop.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 "Modified ATR Trailing Stop indicator" #property indicator_chart_window #property indicator_buffers 6 #property indicator_plots 2 //--- plot UP #property indicator_label1 "Level up" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- plot DN #property indicator_label2 "Level down" #property indicator_type2 DRAW_LINE #property indicator_color2 clrGreen #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- input parameters input uint InpPeriod = 10; // Period input double InpCoeff = 4.0; // Coefficient //--- indicator buffers double BufferUP[]; double BufferDN[]; double BufferHL[]; double BufferDiff[]; double BufferWMA[]; double BufferTMP[]; //--- global variables int period_ma; double K; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period_ma=int(InpPeriod<1 ? 1 : InpPeriod); double n1=2.0*double(period_ma-1); K=2.0/(n1+1); //--- indicator buffers mapping SetIndexBuffer(0,BufferUP,INDICATOR_DATA); SetIndexBuffer(1,BufferDN,INDICATOR_DATA); SetIndexBuffer(2,BufferHL,INDICATOR_CALCULATIONS); SetIndexBuffer(3,BufferDiff,INDICATOR_CALCULATIONS); SetIndexBuffer(4,BufferWMA,INDICATOR_CALCULATIONS); SetIndexBuffer(5,BufferTMP,INDICATOR_CALCULATIONS); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"ModATRTS("+(string)period_ma+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferUP,true); ArraySetAsSeries(BufferDN,true); ArraySetAsSeries(BufferHL,true); ArraySetAsSeries(BufferDiff,true); ArraySetAsSeries(BufferWMA,true); ArraySetAsSeries(BufferTMP,true); //--- 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_total1) { limit=rates_total-2; ArrayInitialize(BufferUP,EMPTY_VALUE); ArrayInitialize(BufferDN,EMPTY_VALUE); ArrayInitialize(BufferHL,0); ArrayInitialize(BufferDiff,0); ArrayInitialize(BufferWMA,0); ArrayInitialize(BufferTMP,0); } //--- Подготовка данных for(int i=limit; i>=0 && !IsStopped(); i--) { BufferHL[i]=high[i]-low[i]; double Href=0, Lref=0; double SMA=MAOnArray(BufferHL,0,period_ma,0,MODE_SMA,i); double HiLo=fmin(BufferHL[i],SMA); Href=(low[i]<=high[i+1] ? high[i]-close[i+1] : (BufferHL[i]-close[i+1]+high[i+1])/2); Lref=(high[i]>=low[i+1] ? close[i+1]-low[i] : (close[i+1]-low[i+1]+BufferHL[i])/2); BufferDiff[i]=fmax(HiLo,fmax(Href,Lref)); } for(int i=limit; i>=0 && !IsStopped(); i--) { if(i==rates_total-2) BufferWMA[i]=MAOnArray(BufferDiff,0,period_ma,0,MODE_SMA,i); else BufferWMA[i]=(BufferDiff[i]-BufferWMA[i+1])*K+BufferWMA[i+1]; } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { double loss=BufferWMA[i]*InpCoeff; if(close[i]>BufferTMP[i+1] && close[i+1]>BufferTMP[i+1]) { BufferTMP[i]=fmax(BufferTMP[i+1],close[i]-loss); BufferDN[i]=BufferTMP[i]; BufferUP[i]=EMPTY_VALUE; } else { if(close[i]BufferTMP[i+1]) { BufferTMP[i]=close[i]-loss; BufferDN[i]=BufferTMP[i]; BufferUP[i]=EMPTY_VALUE; } else { BufferTMP[i]=close[i]+loss; BufferUP[i]=BufferTMP[i]; BufferDN[i]=EMPTY_VALUE; } } } } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| iMAOnArray() https://www.mql5.com/ru/articles/81 | //+------------------------------------------------------------------+ double MAOnArray(double &array[],int total,int period,int ma_shift,int ma_method,int shift) { double buf[],arr[]; if(total==0) total=ArraySize(array); if(total>0 && total<=period) return(0); if(shift>total-period-ma_shift) return(0); //--- switch(ma_method) { case MODE_SMA : { total=ArrayCopy(arr,array,0,shift+ma_shift,period); if(ArrayResize(buf,total)<0) return(0); double sum=0; int i,pos=total-1; for(i=1;i=0) { sum+=arr[pos]; buf[pos]=sum/period; sum-=arr[pos+period-1]; pos--; } return(buf[0]); } case MODE_EMA : { if(ArrayResize(buf,total)<0) return(0); double pr=2.0/(period+1); int pos=total-2; while(pos>=0) { if(pos==total-2) buf[pos+1]=array[pos+1]; buf[pos]=array[pos]*pr+buf[pos+1]*(1-pr); pos--; } return(buf[shift+ma_shift]); } case MODE_SMMA : { if(ArrayResize(buf,total)<0) return(0); double sum=0; int i,k,pos; pos=total-period; while(pos>=0) { if(pos==total-period) { for(i=0,k=pos;i=0) { buf[pos]=sum/weight; if(pos==0) break; pos--; i--; price=array[pos]; sum=sum-lsum+price*period; lsum-=array[i]; lsum+=price; } return(buf[shift+ma_shift]); } default: return(0); } return(0); } //+------------------------------------------------------------------+