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https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
Toh4iem9
100 lines
3.3 KiB
Plaintext
100 lines
3.3 KiB
Plaintext
//+------------------------------------------------------------------+
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//| ATR.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 "1.00"
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#property description "Average True Range"
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//--- Indicator Window and Plot Properties ---
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#property indicator_separate_window
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#property indicator_buffers 1
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#property indicator_plots 1
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//--- Plot 1: ATR line
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#property indicator_label1 "ATR"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Input Parameters ---
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input int InpAtrPeriod = 14; // ATR Period
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//--- Indicator Buffers ---
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double BufferATR[];
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//--- Global Variables ---
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int g_ExtAtrPeriod;
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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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SetIndexBuffer(0, BufferATR, INDICATOR_DATA);
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ArraySetAsSeries(BufferATR, 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(%d)", g_ExtAtrPeriod));
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Average True Range 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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double range1 = high[i] - low[i];
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double range2 = MathAbs(high[i] - close[i-1]);
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double range3 = MathAbs(low[i] - close[i-1]);
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tr[i] = MathMax(range1, MathMax(range2, range3));
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}
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//--- STEP 2: Calculate ATR (Wilder's Smoothing)
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for(int i = 1; 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 sum_tr = 0;
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for(int j = 1; j <= g_ExtAtrPeriod; j++)
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{
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sum_tr += tr[j];
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}
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BufferATR[i] = sum_tr / g_ExtAtrPeriod;
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}
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else
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if(i > g_ExtAtrPeriod) // 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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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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