//+------------------------------------------------------------------+
//| LWMA_ATR_S.mq4 |
//| Copyright © Sovpel Alexander, 2009 |
//+------------------------------------------------------------------+
#property copyright "Copyright © Sovpel Alexander, 2009"
#property link "E-mail: Sovpel-Alexander@yandex.ru"
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 DodgerBlue
//---- input parameters
extern int AtrPeriod =15;
extern int Multiplier =3;
extern int Text_Corner =0;
extern color Text_Color =DeepSkyBlue;
//---- buffers
double AtrBuffer[];
double TempBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string short_name;
//---- 1 additional buffer used for counting.
IndicatorBuffers(2);
//---- indicator line
SetIndexStyle(0,DRAW_LINE);
SetIndexBuffer(0,AtrBuffer);
SetIndexBuffer(1,TempBuffer);
//---- name for DataWindow and indicator subwindow label
short_name="LWMA_ATR("+AtrPeriod+")";
IndicatorShortName(short_name);
SetIndexLabel(0,short_name);
//----
SetIndexDrawBegin(0,AtrPeriod);
//----
ObjectCreate("ATR_0",OBJ_LABEL,0,TimeCurrent(),0,0);
ObjectSet("ATR_0", OBJPROP_XDISTANCE, 5);
ObjectSet("ATR_0", OBJPROP_YDISTANCE, 15);
ObjectCreate("ATR_1",OBJ_LABEL,0,TimeCurrent(),0,0);
ObjectSet("ATR_1", OBJPROP_XDISTANCE, 5);
ObjectSet("ATR_1", OBJPROP_YDISTANCE, 33);
return(0);
}
//+------------------------------------------------------------------+
//| Average True Range |
//+------------------------------------------------------------------+
int start()
{
int i,counted_bars=IndicatorCounted();
//----
if(Bars<=AtrPeriod) return(0);
//---- initial zero
if(counted_bars<1)
for(i=1;i<=AtrPeriod;i++) AtrBuffer[Bars-i]=0.0;
//----
i=Bars-counted_bars-1;
while(i>=0)
{
double high=High[i];
double low =Low[i];
if(i==Bars-1) TempBuffer[i]=high-low;
else
{
double prevclose=Close[i+1];
TempBuffer[i]=(MathMax(high,prevclose)-MathMin(low,prevclose))/Point;
}
i--;
}
//----
if(counted_bars>0) counted_bars--;
int limit=Bars-counted_bars;
for(i=0; i<limit; i++)
AtrBuffer[i]=iMAOnArray(TempBuffer,Bars,AtrPeriod,0,MODE_LWMA,i);
//----
if(Multiplier != 1) int Percentage = Multiplier * 100;
//----
ObjectSet("ATR_0", OBJPROP_CORNER, Text_Corner);
ObjectSetText("ATR_0","Ëèíåéíî-âçâåøåííàÿ âîëàòèëüíîñòü ðûíêà "+DoubleToStr(AtrBuffer[0],0)+" pips", 10, "Tahoma", Text_Color);
//----
ObjectSet("ATR_1", OBJPROP_CORNER, Text_Corner);
ObjectSetText("ATR_1","Àäàïòèâíûé ñòîï-ïðèêàç ( "+Percentage+"% of ATR ) "+DoubleToStr(AtrBuffer[0] * Multiplier,0)+" pips", 10, "Tahoma", Text_Color);
//----
return(0);
}
//----
int deinit()
{
ObjectDelete("ATR_0");
ObjectDelete("ATR_1");
return;
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: