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2026-07-31 22:37:42 +00:00 · 2025-08-20 14:23:26 +02:00
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+//+------------------------------------------------------------------+
+//|                                                          ATR.mq5 |
+//|                      Copyright 2025, xxxxxxxx                    |
+//|                                                                  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+#property link      ""
+#property version   "1.00"
+#property description "Average True Range"
+
+//--- Indicator Window and Plot Properties ---
+#property indicator_separate_window
+#property indicator_buffers 1
+#property indicator_plots   1
+
+//--- Plot 1: ATR line
+#property indicator_label1  "ATR"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrDodgerBlue
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  1
+
+//--- Input Parameters ---
+input int InpAtrPeriod = 14; // ATR Period
+
+//--- Indicator Buffers ---
+double    BufferATR[];
+
+//--- Global Variables ---
+int       g_ExtAtrPeriod;
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function.                        |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod;
+
+   SetIndexBuffer(0, BufferATR, INDICATOR_DATA);
+   ArraySetAsSeries(BufferATR, false);
+
+   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
+   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAtrPeriod);
+   IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("ATR(%d)", g_ExtAtrPeriod));
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+//| Average True Range calculation 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[])
+  {
+   if(rates_total <= g_ExtAtrPeriod)
+      return(0);
+
+//--- STEP 1: Calculate True Range
+   double tr[];
+   ArrayResize(tr, rates_total);
+   for(int i = 1; i < rates_total; i++)
+     {
+      double range1 = high[i] - low[i];
+      double range2 = MathAbs(high[i] - close[i-1]);
+      double range3 = MathAbs(low[i] - close[i-1]);
+      tr[i] = MathMax(range1, MathMax(range2, range3));
+     }
+
+//--- STEP 2: Calculate ATR (Wilder's Smoothing)
+   for(int i = 1; i < rates_total; i++)
+     {
+      if(i == g_ExtAtrPeriod) // Initialization with a simple average of TR
+        {
+         double sum_tr = 0;
+         for(int j = 1; j <= g_ExtAtrPeriod; j++)
+           {
+            sum_tr += tr[j];
+           }
+         BufferATR[i] = sum_tr / g_ExtAtrPeriod;
+        }
+      else
+         if(i > g_ExtAtrPeriod) // Recursive calculation
+           {
+            BufferATR[i] = (BufferATR[i-1] * (g_ExtAtrPeriod - 1) + tr[i]) / g_ExtAtrPeriod;
+           }
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+