Hiroaki86
83 lines
3.9 KiB
Plaintext
83 lines
3.9 KiB
Plaintext
#property strict
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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#property indicator_label1 "eATR"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrOrange
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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input int AtrPeriod = 14;
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// 描画用
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double EatrBuffer[];
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// 計算用(TR)
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double TrBuffer[];
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int OnInit()
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{
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SetIndexBuffer(0, EatrBuffer, INDICATOR_DATA);
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SetIndexBuffer(1, TrBuffer, INDICATOR_CALCULATIONS);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("eATR(%d)", AtrPeriod));
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, 1);
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return(INIT_SUCCEEDED);
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}
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int OnCalculate(
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const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[]
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)
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{
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if(rates_total < 2 || AtrPeriod <= 0)
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return 0;
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// 配列方向を oldest -> newest に統一
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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ArraySetAsSeries(EatrBuffer, false);
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ArraySetAsSeries(TrBuffer, false);
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double alpha = 2.0 / (AtrPeriod + 1.0);
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int start = 0;
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if(prev_calculated > 1)
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start = prev_calculated - 1; // 直前バーから再計算
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for(int i = start; i < rates_total; i++)
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{
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// --- True Range
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if(i == 0)
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{
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TrBuffer[i] = high[i] - low[i];
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EatrBuffer[i] = TrBuffer[i]; // 初期値
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}
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else
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{
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double tr1 = high[i] - low[i];
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double tr2 = MathAbs(high[i] - close[i - 1]);
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double tr3 = MathAbs(low[i] - close[i - 1]);
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TrBuffer[i] = MathMax(tr1, MathMax(tr2, tr3));
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// --- EMA(TR)
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EatrBuffer[i] = alpha * TrBuffer[i] + (1.0 - alpha) * EatrBuffer[i - 1];
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}
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}
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return rates_total;
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} |