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https://github.com/softwaredevelop/mql5.git
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refactor: UTF-8
This commit is contained in:
Toh4iem9
@@ -1,204 +1,204 @@
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//+------------------------------------------------------------------+
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//| ATR_TrailingStop.mq5 |
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "3.00" // Final version using robust, staged calculation
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#property description "ATR Trailing Stop (Chandelier Exit) using Wilder's ATR"
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//--- Indicator Window and Plot Properties ---
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#property indicator_chart_window
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#property indicator_buffers 6 // Main, Color, ATR, Long, Short, Trend
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#property indicator_plots 1
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//--- Plot 1: ATR Trailing Stop line
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#property indicator_label1 "ATR Trailing Stop"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 clrDodgerBlue, clrTomato
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Input Parameters ---
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input int InpAtrPeriod = 22; // ATR Period
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input double InpMultiplier = 3.0; // ATR Multiplier
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//--- Indicator Buffers ---
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double BufferStopLine[];
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double BufferColor[];
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double BufferATR[];
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double BufferLongStop[];
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double BufferShortStop[];
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double BufferTrend[];
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//--- Global Variables ---
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int g_ExtAtrPeriod;
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double g_ExtMultiplier;
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//--- Forward declarations for helper functions ---
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double Highest(const double &array[], int period, int current_pos);
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double Lowest(const double &array[], int period, int current_pos);
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod;
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g_ExtMultiplier = (InpMultiplier <= 0) ? 3.0 : InpMultiplier;
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SetIndexBuffer(0, BufferStopLine, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufferATR, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferLongStop, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferShortStop, INDICATOR_CALCULATIONS);
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SetIndexBuffer(5, BufferTrend, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(BufferStopLine, false);
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ArraySetAsSeries(BufferColor, false);
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ArraySetAsSeries(BufferATR, false);
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ArraySetAsSeries(BufferLongStop, false);
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ArraySetAsSeries(BufferShortStop, false);
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ArraySetAsSeries(BufferTrend, false);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAtrPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("ATR Stop(%d, %.1f)", g_ExtAtrPeriod, g_ExtMultiplier));
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| ATR Trailing Stop calculation function. |
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//+------------------------------------------------------------------+
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int OnCalculate(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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if(rates_total <= g_ExtAtrPeriod)
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return(0);
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//--- STEP 1: Calculate True Range
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double tr[];
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ArrayResize(tr, rates_total);
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for(int i = 1; i < rates_total; i++)
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{
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tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]);
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}
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//--- STEP 2: Calculate ATR (Wilder's Smoothing)
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for(int i = g_ExtAtrPeriod; i < rates_total; i++)
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{
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if(i == g_ExtAtrPeriod) // Initialization with a simple average of TR
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{
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double atr_sum = 0;
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for(int j = 1; j <= g_ExtAtrPeriod; j++)
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atr_sum += tr[j];
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BufferATR[i] = atr_sum / g_ExtAtrPeriod;
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}
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else // Recursive calculation
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{
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BufferATR[i] = (BufferATR[i-1] * (g_ExtAtrPeriod - 1) + tr[i]) / g_ExtAtrPeriod;
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}
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}
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//--- STEP 3: Calculate Raw Stop Levels
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for(int i = g_ExtAtrPeriod -1; i < rates_total; i++)
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{
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BufferLongStop[i] = Highest(high, g_ExtAtrPeriod, i) - g_ExtMultiplier * BufferATR[i];
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BufferShortStop[i] = Lowest(low, g_ExtAtrPeriod, i) + g_ExtMultiplier * BufferATR[i];
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}
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//--- STEP 4: Determine Trend and Final Stop Line
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for(int i = g_ExtAtrPeriod; i < rates_total; i++)
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{
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// Determine trend direction
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if(i == g_ExtAtrPeriod) // Initialization
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{
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if(close[i] > close[i-1])
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BufferTrend[i] = 1;
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else
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BufferTrend[i] = -1;
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}
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else
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{
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if(close[i] > BufferShortStop[i-1])
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BufferTrend[i] = 1;
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else
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if(close[i] < BufferLongStop[i-1])
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BufferTrend[i] = -1;
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else
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BufferTrend[i] = BufferTrend[i-1];
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}
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// Set the final Stop Line value and color
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if(BufferTrend[i] == 1)
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{
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// Trailing logic: stop can only go up or stay
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if(BufferLongStop[i] > BufferStopLine[i-1] || BufferTrend[i-1] == -1)
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BufferStopLine[i] = BufferLongStop[i];
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else
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BufferStopLine[i] = BufferStopLine[i-1];
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BufferColor[i] = 0; // Blue
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}
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else // Trend is -1
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{
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// Trailing logic: stop can only go down or stay
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if(BufferShortStop[i] < BufferStopLine[i-1] || BufferStopLine[i-1] == 0 || BufferTrend[i-1] == 1)
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BufferStopLine[i] = BufferShortStop[i];
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else
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BufferStopLine[i] = BufferStopLine[i-1];
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BufferColor[i] = 1; // Tomato
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}
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// Connect lines on trend change
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if(BufferTrend[i] != BufferTrend[i-1])
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{
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if(BufferTrend[i] == 1)
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BufferStopLine[i-1] = BufferLongStop[i];
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else
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BufferStopLine[i-1] = BufferShortStop[i];
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Finds the highest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Highest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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if(res < array[current_pos - i])
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res = array[current_pos - i];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Finds the lowest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Lowest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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if(res > array[current_pos - i])
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res = array[current_pos - i];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| ATR_TrailingStop.mq5 |
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "3.00" // Final version using robust, staged calculation
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#property description "ATR Trailing Stop (Chandelier Exit) using Wilder's ATR"
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//--- Indicator Window and Plot Properties ---
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#property indicator_chart_window
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#property indicator_buffers 6 // Main, Color, ATR, Long, Short, Trend
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#property indicator_plots 1
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//--- Plot 1: ATR Trailing Stop line
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#property indicator_label1 "ATR Trailing Stop"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 clrDodgerBlue, clrTomato
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Input Parameters ---
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input int InpAtrPeriod = 22; // ATR Period
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input double InpMultiplier = 3.0; // ATR Multiplier
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//--- Indicator Buffers ---
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double BufferStopLine[];
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double BufferColor[];
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double BufferATR[];
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double BufferLongStop[];
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double BufferShortStop[];
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double BufferTrend[];
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//--- Global Variables ---
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int g_ExtAtrPeriod;
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double g_ExtMultiplier;
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//--- Forward declarations for helper functions ---
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double Highest(const double &array[], int period, int current_pos);
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double Lowest(const double &array[], int period, int current_pos);
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod;
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g_ExtMultiplier = (InpMultiplier <= 0) ? 3.0 : InpMultiplier;
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SetIndexBuffer(0, BufferStopLine, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufferATR, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferLongStop, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferShortStop, INDICATOR_CALCULATIONS);
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SetIndexBuffer(5, BufferTrend, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(BufferStopLine, false);
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ArraySetAsSeries(BufferColor, false);
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ArraySetAsSeries(BufferATR, false);
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ArraySetAsSeries(BufferLongStop, false);
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ArraySetAsSeries(BufferShortStop, false);
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ArraySetAsSeries(BufferTrend, false);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAtrPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("ATR Stop(%d, %.1f)", g_ExtAtrPeriod, g_ExtMultiplier));
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| ATR Trailing Stop calculation function. |
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//+------------------------------------------------------------------+
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int OnCalculate(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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if(rates_total <= g_ExtAtrPeriod)
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return(0);
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//--- STEP 1: Calculate True Range
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double tr[];
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ArrayResize(tr, rates_total);
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for(int i = 1; i < rates_total; i++)
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{
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tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]);
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}
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//--- STEP 2: Calculate ATR (Wilder's Smoothing)
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for(int i = g_ExtAtrPeriod; i < rates_total; i++)
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{
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if(i == g_ExtAtrPeriod) // Initialization with a simple average of TR
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{
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double atr_sum = 0;
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for(int j = 1; j <= g_ExtAtrPeriod; j++)
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atr_sum += tr[j];
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BufferATR[i] = atr_sum / g_ExtAtrPeriod;
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}
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else // Recursive calculation
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{
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BufferATR[i] = (BufferATR[i-1] * (g_ExtAtrPeriod - 1) + tr[i]) / g_ExtAtrPeriod;
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}
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}
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//--- STEP 3: Calculate Raw Stop Levels
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for(int i = g_ExtAtrPeriod -1; i < rates_total; i++)
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{
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BufferLongStop[i] = Highest(high, g_ExtAtrPeriod, i) - g_ExtMultiplier * BufferATR[i];
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BufferShortStop[i] = Lowest(low, g_ExtAtrPeriod, i) + g_ExtMultiplier * BufferATR[i];
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}
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//--- STEP 4: Determine Trend and Final Stop Line
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for(int i = g_ExtAtrPeriod; i < rates_total; i++)
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{
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// Determine trend direction
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if(i == g_ExtAtrPeriod) // Initialization
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{
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if(close[i] > close[i-1])
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BufferTrend[i] = 1;
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else
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BufferTrend[i] = -1;
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}
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else
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{
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if(close[i] > BufferShortStop[i-1])
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BufferTrend[i] = 1;
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else
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if(close[i] < BufferLongStop[i-1])
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BufferTrend[i] = -1;
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else
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BufferTrend[i] = BufferTrend[i-1];
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}
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// Set the final Stop Line value and color
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if(BufferTrend[i] == 1)
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{
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// Trailing logic: stop can only go up or stay
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if(BufferLongStop[i] > BufferStopLine[i-1] || BufferTrend[i-1] == -1)
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BufferStopLine[i] = BufferLongStop[i];
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else
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BufferStopLine[i] = BufferStopLine[i-1];
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BufferColor[i] = 0; // Blue
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}
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else // Trend is -1
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{
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// Trailing logic: stop can only go down or stay
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if(BufferShortStop[i] < BufferStopLine[i-1] || BufferStopLine[i-1] == 0 || BufferTrend[i-1] == 1)
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BufferStopLine[i] = BufferShortStop[i];
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else
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BufferStopLine[i] = BufferStopLine[i-1];
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BufferColor[i] = 1; // Tomato
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}
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// Connect lines on trend change
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if(BufferTrend[i] != BufferTrend[i-1])
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{
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if(BufferTrend[i] == 1)
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BufferStopLine[i-1] = BufferLongStop[i];
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else
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BufferStopLine[i-1] = BufferShortStop[i];
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Finds the highest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Highest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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if(res < array[current_pos - i])
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res = array[current_pos - i];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Finds the lowest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Lowest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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if(res > array[current_pos - i])
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res = array[current_pos - i];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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