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Update to version 2.04

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This commit is contained in:
9nix6
2018-05-15 19:27:24 +02:00
parent a19c291525
commit 91e99e93cc
8 changed files with 326 additions and 91 deletions
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Experts/RangeBars_ExampleEA.mq5
+3 -3
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@@ -1,6 +1,6 @@
#property copyright "Copyright 2017, AZ-iNVEST"
#property copyright "Copyright 2017-18, AZ-iNVEST"
#property link "http://www.az-invest.eu"
#property version "2.05"
#property version "2.06"
#property description "Example EA showing the way to use the RangeBars class defined in RangeBars.mqh"
//
@@ -32,7 +32,7 @@ RangeBars * rangeBars;
//+------------------------------------------------------------------+
int OnInit()
{
rangeBars = new RangeBars();
rangeBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
if(rangeBars == NULL)
return(INIT_FAILED);
Experts/RangeBars_ExampleEA2.mq5
+3 -3
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@@ -1,6 +1,6 @@
#property copyright "Copyright 2017, AZ-iNVEST"
#property copyright "Copyright 2017-18, AZ-iNVEST"
#property link "http://www.az-invest.eu"
#property version "1.00"
#property version "1.10"
#property description "Example EA: Trading based on RangeBars SuperTrend signals."
#property description "One trade at a time. Each trade has TP & SL"
@@ -61,7 +61,7 @@ CMarketOrder * marketOrder;
//+------------------------------------------------------------------+
int OnInit()
{
rangeBars = new RangeBars();
rangeBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
if(rangeBars == NULL)
return(INIT_FAILED);
Include/AZ-INVEST/SDK/CommonSettings.mqh
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Include/AZ-INVEST/SDK/RangeBarIndicator.mqh
+23 -9
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@@ -1,6 +1,9 @@
#property copyright "Copyright 2017, AZ-iNVEST"
#property link "http://www.az-invest.eu"
#property version "2.02"
input bool UseOnRangeBarChart = true; // Use this indicator on RangeBar chart
#include <AZ-INVEST/SDK/RangeBars.mqh>
class RangeBarIndicator
@@ -68,7 +71,7 @@ class RangeBarIndicator
RangeBarIndicator::RangeBarIndicator(void)
{
rangeBars = new RangeBars();
rangeBars = new RangeBars(UseOnRangeBarChart);
if(rangeBars != NULL)
rangeBars.Init();
@@ -99,6 +102,7 @@ bool RangeBarIndicator::CheckStatus(void)
bool RangeBarIndicator::NeedsReload(void)
{
if(rangeBars.Reload())
{
Print("Chart settings changed - reloading indicator with new settings");
@@ -117,8 +121,6 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
Canvas_IsNewBar(_Time);
Canvas_RatesTotalChangedBy(_rates_total);
IsNewBar = rangeBars.IsNewBar();
firstRun = false;
}
if(!CheckStatus())
@@ -126,10 +128,12 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
if(rangeBars != NULL)
delete rangeBars;
rangeBars = new RangeBars();
rangeBars = new RangeBars(UseOnRangeBarChart);
if(rangeBars != NULL)
rangeBars.Init();
Print("CheckStatus block failed");
return false;
}
@@ -145,14 +149,24 @@ bool RangeBarIndicator::OnCalculate(const int _rates_total,const int _prev_calcu
ArraySetAsSeries(this.Sell_volume,false);
ArraySetAsSeries(this.BuySell_volume,false);
bool needsReload = (NeedsReload() || (!this.dataReady));
if(needsReload)
if(firstRun)
{
GetOLHC(0,_rates_total);
firstRun = false;
NeedsReload();
}
if(NeedsReload() || !this.dataReady)
{
GetOLHC(0,_rates_total);
this.prev_calculated = 0;
return false;
}
if(NeedsReload() || !this.dataReady)
{
Print("NeedsReload/DataReady block failed");
return false;
}
}
/*
if(needsReload || IsNewBar || canvasIsNewTime || (change != 0))
Include/AZ-INVEST/SDK/RangeBarSettings.mqh
+76 -57
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@@ -15,53 +15,60 @@ input int atrPercentage = 10; // Use p
ENUM_TICK_PRICE_TYPE plotPrice = tickBid; // Build chart using
input int showNumberOfDays = 14; // Show history for number of days
input ENUM_BOOL resetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
input double TopBottomPaddingPercentage = 0.30; // Use padding top/bottom (0.0 - 1.0)
input ENUM_PIVOT_POINTS showPivots = ppNone; // Show pivot levels
input ENUM_PIVOT_TYPE pivotPointCalculationType = ppHLC3; // Pivot point calculation method
input color RColor = clrDodgerBlue; // Resistance line color
input color PColor = clrGold; // Pivot line color
input color SColor = clrFireBrick; // Support line color
input color PDHColor = clrHotPink; // Previous day's high
input color PDLColor = clrLightSkyBlue; // Previous day's low
input color PDCColor = clrGainsboro; // Previous day's close
input ENUM_BOOL showNextBarLevels = true; // Show current bar's close projections
input color HighThresholdIndicatorColor = clrLime; // Bullish bar projection color
input color LowThresholdIndicatorColor = clrRed; // Bearish bar projection color
input ENUM_BOOL showCurrentBarOpenTime = true; // Display chart info and current bar's open time
input color InfoTextColor = clrWhite; // Current bar's open time info color
input ENUM_BOOL UseSoundSignalOnNewBar = false; // Play sound on new bar
input ENUM_BOOL OnlySignalReversalBars = false; // Only signal reversals
input ENUM_BOOL UseAlertWindow = false; // Display Alert window with new bar info
input ENUM_BOOL SendPushNotifications = false; // Send new bar info push notification to smartphone
input string SoundFileBull = "news.wav"; // Use sound file for bullish bar close
input string SoundFileBear = "timeout.wav"; // Use sound file for bearish bar close
input ENUM_BOOL MA1on = false; // Show first MA
input int MA1period = 20; // 1st MA period
input ENUM_MA_METHOD_EXT MA1method = _MODE_SMA; // 1st MA method
input ENUM_APPLIED_PRICE MA1applyTo = PRICE_CLOSE; // 1st MA apply to
input int MA1shift = 0; // 1st MA shift
input ENUM_BOOL MA2on = false; // Show second MA
input int MA2period = 50; // 2nd MA period
input ENUM_MA_METHOD_EXT MA2method = _MODE_EMA; // 2nd MA method
input ENUM_APPLIED_PRICE MA2applyTo = PRICE_CLOSE; // 2nd MA apply to
input int MA2shift = 0; // 2nd MA shift
input ENUM_BOOL MA3on = false; // Show third MA
input int MA3period = 20; // 3rd MA period
input ENUM_MA_METHOD_EXT MA3method = _VWAP_TICKVOL; // 3rd MA method
input ENUM_APPLIED_PRICE MA3applyTo = PRICE_CLOSE; // 3rd MA apply to
input int MA3shift = 0; // 3rd MA shift
input ENUM_CHANNEL_TYPE ShowChannel = None; // Show Channel
input string Channel_Settings = "-------------------"; // Channel settings
input int DonchianPeriod = 20; // Donchian Channel period
input ENUM_APPLIED_PRICE BBapplyTo = PRICE_CLOSE; // Bollinger Bands apply to
input int BollingerBandsPeriod = 20; // Bollinger Bands period
input double BollingerBandsDeviations = 2.0; // Bollinger Bands deviations
input int SuperTrendPeriod = 10; // Super Trend period
input double SuperTrendMultiplier=1.7; // Super Trend multiplier
input string Misc_Settings = "-------------------"; // Misc settings
input ENUM_BOOL DisplayAsBarChart = false; // Display as bar chart
input ENUM_BOOL UsedInEA = false; // Indicator used in EA via iCustom()
#ifndef USE_CUSTOM_SYMBOL
input double TopBottomPaddingPercentage = 0.30; // Use padding top/bottom (0.0 - 1.0)
input ENUM_PIVOT_POINTS showPivots = ppNone; // Show pivot levels
input ENUM_PIVOT_TYPE pivotPointCalculationType = ppHLC3; // Pivot point calculation method
input color RColor = clrDodgerBlue; // Resistance line color
input color PColor = clrGold; // Pivot line color
input color SColor = clrFireBrick; // Support line color
input color PDHColor = clrHotPink; // Previous day's high
input color PDLColor = clrLightSkyBlue; // Previous day's low
input color PDCColor = clrGainsboro; // Previous day's close
input ENUM_BOOL showNextBarLevels = true; // Show current bar's close projections
input color HighThresholdIndicatorColor = clrLime; // Bullish bar projection color
input color LowThresholdIndicatorColor = clrRed; // Bearish bar projection color
input ENUM_BOOL showCurrentBarOpenTime = true; // Display chart info and current bar's open time
input color InfoTextColor = clrWhite; // Current bar's open time info color
input ENUM_BOOL NewBarAlert = false; // Alert on new a bar
input ENUM_BOOL ReversalBarAlert = false; // Alert on reversal bar
input ENUM_BOOL MaCrossAlert = false; // Alert on MA crossover
input ENUM_BOOL UseAlertWindow = false; // Display alert in Alert Window
input ENUM_BOOL UseSound = false; // Play sound on alert
input ENUM_BOOL UsePushNotifications = false; // Send alert via push notification to a smartphone
input string SoundFileBull = "news.wav"; // Use sound file for bullish bar close
input string SoundFileBear = "timeout.wav"; // Use sound file for bearish bar close
input ENUM_BOOL MA1on = false; // Show first MA
input int MA1period = 20; // 1st MA period
input ENUM_MA_METHOD_EXT MA1method = _MODE_SMA; // 1st MA method
input ENUM_APPLIED_PRICE MA1applyTo = PRICE_CLOSE; // 1st MA apply to
input int MA1shift = 0; // 1st MA shift
input ENUM_BOOL MA2on = false; // Show second MA
input int MA2period = 50; // 2nd MA period
input ENUM_MA_METHOD_EXT MA2method = _MODE_EMA; // 2nd MA method
input ENUM_APPLIED_PRICE MA2applyTo = PRICE_CLOSE; // 2nd MA apply to
input int MA2shift = 0; // 2nd MA shift
input ENUM_BOOL MA3on = false; // Show third MA
input int MA3period = 20; // 3rd MA period
input ENUM_MA_METHOD_EXT MA3method = _VWAP_TICKVOL; // 3rd MA method
input ENUM_APPLIED_PRICE MA3applyTo = PRICE_CLOSE; // 3rd MA apply to
input int MA3shift = 0; // 3rd MA shift
input ENUM_CHANNEL_TYPE ShowChannel = None; // Show Channel
input string Channel_Settings = "-------------------"; // Channel settings
input int DonchianPeriod = 20; // Donchian Channel period
input ENUM_APPLIED_PRICE BBapplyTo = PRICE_CLOSE; // Bollinger Bands apply to
input int BollingerBandsPeriod = 20; // Bollinger Bands period
input double BollingerBandsDeviations = 2.0; // Bollinger Bands deviations
input int SuperTrendPeriod = 10; // Super Trend period
input double SuperTrendMultiplier=1.7; // Super Trend multiplier
input string Misc_Settings = "-------------------"; // Misc settings
input ENUM_BOOL DisplayAsBarChart = false; // Display as bar chart
input ENUM_BOOL ShiftObj = false; // Shift objects with chart
input ENUM_BOOL UsedInEA = false; // Indicator used in EA via iCustom()
#endif
#else
//
@@ -82,13 +89,18 @@ input ENUM_BOOL UsedInEA = false; // Indic
color LowThresholdIndicatorColor = clrNONE;
ENUM_BOOL showCurrentBarOpenTime = false;
color InfoTextColor = clrNONE;
ENUM_BOOL UseSoundSignalOnNewBar = false;
ENUM_BOOL OnlySignalReversalBars = false;
ENUM_BOOL UseAlertWindow = false;
ENUM_BOOL SendPushNotifications = false;
ENUM_BOOL NewBarAlert = false;
ENUM_BOOL ReversalBarAlert = false;
ENUM_BOOL MaCrossAlert = false;
ENUM_BOOL UseAlertWindow = false;
ENUM_BOOL UseSound = false;
ENUM_BOOL UsePushNotifications = false;
string SoundFileBull = "";
string SoundFileBear = "";
ENUM_BOOL DisplayAsBarChart = true;
ENUM_BOOL ShiftObj = false;
ENUM_BOOL UsedInEA = true; // This should always be set to TRUE for EAs & Indicators
//
@@ -172,10 +184,11 @@ void RangeBarSettings::Save(void)
//
// Store chart type identifier
//
/*
handle = FileOpen(this.chartTypeFileName,FILE_SHARE_READ|FILE_WRITE|FILE_ANSI);
FileWriteString(handle,CUSTOM_CHART_NAME);
FileClose(handle);
*/
}
void RangeBarSettings::Delete(void)
@@ -261,7 +274,8 @@ void RangeBarSettings::Set(void)
//
//
//
#ifndef USE_CUSTOM_SYMBOL
chartIndicatorSettings.MA1on = MA1on;
chartIndicatorSettings.MA1period = MA1period;
chartIndicatorSettings.MA1method = MA1method;
@@ -290,6 +304,7 @@ void RangeBarSettings::Set(void)
chartIndicatorSettings.BollingerBandsDeviations = BollingerBandsDeviations;
chartIndicatorSettings.SuperTrendPeriod = SuperTrendPeriod;
chartIndicatorSettings.SuperTrendMultiplier = SuperTrendMultiplier;
chartIndicatorSettings.ShiftObj = ShiftObj;
chartIndicatorSettings.UsedInEA = UsedInEA;
//
@@ -310,14 +325,18 @@ void RangeBarSettings::Set(void)
alertInfoSettings.LowThresholdIndicatorColor = LowThresholdIndicatorColor;
alertInfoSettings.showCurrentBarOpenTime = showCurrentBarOpenTime;
alertInfoSettings.InfoTextColor = InfoTextColor;
alertInfoSettings.UseSoundSignalOnNewBar = UseSoundSignalOnNewBar;
alertInfoSettings.OnlySignalReversalBars = OnlySignalReversalBars;
alertInfoSettings.UseAlertWindow = UseAlertWindow;
alertInfoSettings.SendPushNotifications = SendPushNotifications;
alertInfoSettings.NewBarAlert = NewBarAlert;
alertInfoSettings.ReversalBarAlert = ReversalBarAlert;
alertInfoSettings.MaCrossAlert = MaCrossAlert ;
alertInfoSettings.UseAlertWindow = UseAlertWindow;
alertInfoSettings.UseSound = UseSound;
alertInfoSettings.UsePushNotifications = UsePushNotifications;
alertInfoSettings.SoundFileBull = SoundFileBull;
alertInfoSettings.SoundFileBear = SoundFileBear;
alertInfoSettings.DisplayAsBarChart = DisplayAsBarChart;
#endif
#endif
}
Include/AZ-INVEST/SDK/RangeBars.mqh
+77 -19
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@@ -6,8 +6,8 @@
#property copyright "Copyright 2017, AZ-iNVEST"
#property link "http://www.az-invest.eu"
//#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay204"
#define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting"
//#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay203"
#define RANGEBAR_OPEN 00
#define RANGEBAR_HIGH 01
@@ -41,10 +41,12 @@ class RangeBars
int rangeBarsHandle;
string rangeBarsSymbol;
bool usedByIndicatorOnRangeBarChart;
public:
RangeBars();
RangeBars(bool isUsedByIndicatorOnRangeBarChart);
RangeBars(string symbol);
~RangeBars(void);
@@ -67,7 +69,7 @@ class RangeBars
private:
bool GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count);
int GetIndicatorHandle(void);
};
RangeBars::RangeBars(void)
@@ -76,6 +78,15 @@ RangeBars::RangeBars(void)
rangeBarSettings = new RangeBarSettings();
rangeBarsHandle = INVALID_HANDLE;
rangeBarsSymbol = _Symbol;
usedByIndicatorOnRangeBarChart = false;
}
RangeBars::RangeBars(bool isUsedByIndicatorOnRangeBarChart)
{
rangeBarSettings = new RangeBarSettings();
rangeBarsHandle = INVALID_HANDLE;
rangeBarsSymbol = _Symbol;
usedByIndicatorOnRangeBarChart = isUsedByIndicatorOnRangeBarChart;
}
RangeBars::RangeBars(string symbol)
@@ -84,6 +95,7 @@ RangeBars::RangeBars(string symbol)
rangeBarSettings = new RangeBarSettings();
rangeBarsHandle = INVALID_HANDLE;
rangeBarsSymbol = symbol;
usedByIndicatorOnRangeBarChart = false;
}
RangeBars::~RangeBars(void)
@@ -100,6 +112,15 @@ int RangeBars::Init()
{
if(!MQLInfoInteger((int)MQL5_TESTING))
{
if(usedByIndicatorOnRangeBarChart)
{
//
// Indicator on RangeBar chart uses the values of the RangeBar chart for calculations
//
rangeBarsHandle = GetIndicatorHandle();
return rangeBarsHandle;
}
if(!rangeBarSettings.Load())
{
if(rangeBarsHandle != INVALID_HANDLE)
@@ -121,17 +142,28 @@ int RangeBars::Init()
}
else
{
#ifdef SHOW_INDICATOR_INPUTS
if(usedByIndicatorOnRangeBarChart)
{
//
// Load settings from EA inputs
//
rangeBarSettings.Load();
#else
//
// Save indicator inputs for use by EA attached to same chart.
//
rangeBarSettings.Save();
#endif
// Indicator on RangeBar chart uses the values of the RangeBar chart for calculations
//
rangeBarsHandle = GetIndicatorHandle();
return rangeBarsHandle;
}
else
{
#ifdef SHOW_INDICATOR_INPUTS
//
// Load settings from EA inputs
//
rangeBarSettings.Load();
#else
//
// Save indicator inputs for use by EA attached to same chart.
//
rangeBarSettings.Save();
#endif
}
}
RANGEBAR_SETTINGS s = rangeBarSettings.GetRangeBarSettings();
@@ -161,10 +193,12 @@ int RangeBars::Init()
LowThresholdIndicatorColor,
showCurrentBarOpenTime,
InfoTextColor,
UseSoundSignalOnNewBar,
OnlySignalReversalBars,
NewBarAlert,
ReversalBarAlert,
MaCrossAlert,
UseAlertWindow,
SendPushNotifications,
UseSound,
UsePushNotifications,
SoundFileBull,
SoundFileBear,
cis.MA1on,
@@ -192,6 +226,7 @@ int RangeBars::Init()
cis.SuperTrendMultiplier,
"",
DisplayAsBarChart,
ShiftObj,
UsedInEA);
@@ -233,10 +268,13 @@ void RangeBars::Deinit()
if(rangeBarsHandle == INVALID_HANDLE)
return;
if(IndicatorRelease(rangeBarsHandle))
Print("RangeBar indicator handle released");
else
Print("Failed to release RangeBar indicator handle");
if(!usedByIndicatorOnRangeBarChart)
{
if(IndicatorRelease(rangeBarsHandle))
Print("RangeBar indicator handle released");
else
Print("Failed to release RangeBar indicator handle");
}
}
//
@@ -535,3 +573,23 @@ bool RangeBars::GetChannel(double &HighArray[], double &MidArray[], double &LowA
#endif
}
int RangeBars::GetIndicatorHandle(void)
{
int i = ChartIndicatorsTotal(0,0);
int j=0;
string iName;
while(j < i)
{
iName = ChartIndicatorName(0,0,j);
if(StringFind(iName,CUSTOM_CHART_NAME) != -1)
{
Print("Using handle of "+iName);
return ChartIndicatorGet(0,0,iName);
}
j++;
}
Print("Failed getting handle of "+CUSTOM_CHART_NAME);
return INVALID_HANDLE;
}
Indicators/RangeBars/RangeBars_ATR.mq5
+144
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@@ -0,0 +1,144 @@
//+------------------------------------------------------------------+
//| ATR.mq5 |
//| Copyright 2009-2017, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009-2017, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "Average True Range"
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 DodgerBlue
#property indicator_label1 "ATR"
//--- input parameters
input int InpAtrPeriod=14; // ATR period
//--- indicator buffers
double ExtATRBuffer[];
double ExtTRBuffer[];
//--- global variable
int ExtPeriodATR;
//
//
//
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
RangeBarIndicator rangeBarsIndicator;
//
//
//
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- check for input value
if(InpAtrPeriod<=0)
{
ExtPeriodATR=14;
printf("Incorrect input parameter InpAtrPeriod = %d. Indicator will use value %d for calculations.",InpAtrPeriod,ExtPeriodATR);
}
else ExtPeriodATR=InpAtrPeriod;
//--- indicator buffers mapping
SetIndexBuffer(0,ExtATRBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtTRBuffer,INDICATOR_CALCULATIONS);
//---
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//--- sets first bar from what index will be drawn
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpAtrPeriod);
//--- name for DataWindow and indicator subwindow label
string short_name="ATR("+string(ExtPeriodATR)+")";
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
PlotIndexSetString(0,PLOT_LABEL,short_name);
//--- initialization done
}
//+------------------------------------------------------------------+
//| Average True Range |
//+------------------------------------------------------------------+
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[])
{
//
// Process data through MedianRenko indicator
//
if(!rangeBarsIndicator.OnCalculate(rates_total,prev_calculated,time))
return(0);
//
// Make the following modifications in the code below:
//
// rangeBarsIndicator.GetPrevCalculated() should be used instead of prev_calculated
//
// rangeBarsIndicator.Open[] should be used instead of open[]
// rangeBarsIndicator.Low[] should be used instead of low[]
// rangeBarsIndicator.High[] should be used instead of high[]
// rangeBarsIndicator.Close[] should be used instead of close[]
//
// rangeBarsIndicator.IsNewBar (true/false) informs you if a renko brick completed
//
// rangeBarsIndicator.Time[] shold be used instead of Time[] for checking the renko bar time.
// (!) rangeBarsIndicator.SetGetTimeFlag() must be called in OnInit() for rangeBarsIndicator.Time[] to be used
//
// rangeBarsIndicator.Tick_volume[] should be used instead of TickVolume[]
// rangeBarsIndicator.Real_volume[] should be used instead of Volume[]
// (!) rangeBarsIndicator.SetGetVolumesFlag() must be called in OnInit() for Tick_volume[] & Real_volume[] to be used
//
// rangeBarsIndicator.Price[] should be used instead of Price[]
// (!) rangeBarsIndicator.SetUseAppliedPriceFlag(ENUM_APPLIED_PRICE _applied_price) must be called in OnInit() for rangeBarsIndicator.Price[] to be used
//
int _prev_calculated = rangeBarsIndicator.GetPrevCalculated();
//
//
//
int i,limit;
//--- check for bars count
if(rates_total<=ExtPeriodATR)
return(0); // not enough bars for calculation
//--- preliminary calculations
if(_prev_calculated==0)
{
ExtTRBuffer[0]=0.0;
ExtATRBuffer[0]=0.0;
//--- filling out the array of True Range values for each period
for(i=1;i<rates_total && !IsStopped();i++)
ExtTRBuffer[i]=MathMax(rangeBarsIndicator.High[i],rangeBarsIndicator.Close[i-1])-MathMin(rangeBarsIndicator.Low[i],rangeBarsIndicator.Close[i-1]);
//--- first AtrPeriod values of the indicator are not calculated
double firstValue=0.0;
for(i=1;i<=ExtPeriodATR;i++)
{
ExtATRBuffer[i]=0.0;
firstValue+=ExtTRBuffer[i];
}
//--- calculating the first value of the indicator
firstValue/=ExtPeriodATR;
ExtATRBuffer[ExtPeriodATR]=firstValue;
limit=ExtPeriodATR+1;
}
else limit=_prev_calculated-1;
//--- the main loop of calculations
for(i=limit;i<rates_total && !IsStopped();i++)
{
ExtTRBuffer[i]=MathMax(rangeBarsIndicator.High[i],rangeBarsIndicator.Close[i-1])-MathMin(rangeBarsIndicator.Low[i],rangeBarsIndicator.Close[i-1]);
ExtATRBuffer[i]=ExtATRBuffer[i-1]+(ExtTRBuffer[i]-ExtTRBuffer[i-ExtPeriodATR])/ExtPeriodATR;
}
//--- return value of prev_calculated for next call
return(rates_total);
}
//+------------------------------------------------------------------+
Indicators/RangeBars/RangeBars_KeltnerChannel.mq5
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