diff --git a/Indicators/MyIndicators/ATR.mq5 b/Indicators/MyIndicators/ATR.mq5 new file mode 100644 index 0000000..deda5fd --- /dev/null +++ b/Indicators/MyIndicators/ATR.mq5 @@ -0,0 +1,99 @@ +//+------------------------------------------------------------------+ +//| 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); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+