//+------------------------------------------------------------------+
//| MA-ATR.mq4 |
//| Copyright © 2006, Balidev Software Corp. |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Balidev Software Corp."
#property link "http://www.balidev.com/"
//----
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_color1 Red
#property indicator_color2 SlateGray
#property indicator_color3 SlateGray
#property indicator_color4 Aqua
#property indicator_color5 Aqua
//---- indicator parameters
extern int MA_Period=2;
extern int MA_Shift=0;
extern int MA_Method=0;
extern int ATR_Period=100;
extern double ATR_Factor=1;
extern int ATR_Shift=0;
extern bool ATR_UseMAOnArray=false;
extern int ATR_MAOnArrayPeriod=3;
extern int ATR_MAOnArrayMethod=MODE_EMA;
extern int ATR_MAOnArrayShift=0;
extern int MaxBar=1000;
//---- indicator buffers
double MA_Val[];
double MTR_Top_Val[];
double MTR_Btm_Val[];
double MTR_AvgTop_Val[];
double MTR_AvgBtm_Val[];
int myBar;
//----
int ExtCountedBars=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
int draw_begin;
string short_name;
//---- drawing settings
SetIndexStyle(0,DRAW_NONE);
SetIndexShift(0,MA_Shift);
if (!ATR_UseMAOnArray) {
SetIndexStyle(1,DRAW_LINE);
SetIndexShift(1,MA_Shift);
SetIndexStyle(2,DRAW_LINE);
SetIndexShift(2,MA_Shift);
SetIndexStyle(3,DRAW_NONE);
SetIndexStyle(4,DRAW_NONE);
}
else
{
SetIndexStyle(3,DRAW_LINE);
SetIndexShift(3,MA_Shift);
SetIndexStyle(4,DRAW_LINE);
SetIndexShift(4,MA_Shift);
SetIndexStyle(1,DRAW_NONE);
SetIndexStyle(2,DRAW_NONE);
}
IndicatorDigits(MarketInfo(Symbol(),MODE_DIGITS));
if(MA_Period<2) MA_Period=13;
draw_begin=MA_Period-1;
//---- indicator short name
switch(MA_Method)
{
case 1 : short_name="EMA("; draw_begin=0; break;
case 2 : short_name="SMMA("; break;
case 3 : short_name="LWMA("; break;
default :
MA_Method=0;
short_name="SMA(";
}
IndicatorShortName(short_name+MA_Period+")");
SetIndexDrawBegin(0,draw_begin);
SetIndexDrawBegin(1,draw_begin);
SetIndexDrawBegin(2,draw_begin);
SetIndexDrawBegin(3,draw_begin);
SetIndexDrawBegin(4,draw_begin);
//---- indicator buffers mapping
SetIndexBuffer(0,MA_Val);
SetIndexBuffer(1,MTR_Top_Val);
SetIndexBuffer(2,MTR_Btm_Val);
SetIndexBuffer(3,MTR_AvgTop_Val);
SetIndexBuffer(4,MTR_AvgBtm_Val);
//---- initialization done
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
myBar=MaxBar;
if (myBar > Bars)
{
myBar=Bars;
}
if(myBar<=MA_Period) return(0);
ExtCountedBars=IndicatorCounted();
//---- check for possible errors
if (ExtCountedBars<0) return(-1);
//---- last counted bar will be recounted
if (ExtCountedBars>0) ExtCountedBars--;
//----
switch(MA_Method)
{
case 0 : sma(); break;
case 1 : ema(); break;
case 2 : smma(); break;
case 3 : lwma();
}
//---- done
/* calculate the atr envelope */
for(int i=0; i < myBar - (ATR_Period + ATR_Shift); i++)
{
double spread=(Ask-Bid);
double atr=iATR(NULL, 0, ATR_Period, ATR_Shift + i);
MTR_Top_Val[i]=MA_Val[i] + (atr * ATR_Factor) + spread;
MTR_Btm_Val[i]=MA_Val[i] - (atr * ATR_Factor);
}
/*if (ATR_UseMAOnArray) {
for (i = 0; i < myBar - (ATR_Period + ATR_Shift + ATR_MAOnArrayPeriod + ATR_MAOnArrayShift); i++) {
MTR_AvgTop_Val[i] = iMAOnArray(MTR_Top_Val, ATR_MAOnArrayPeriod + i, ATR_MAOnArrayPeriod, i, ATR_MAOnArrayMethod, ATR_MAOnArrayShift);
MTR_AvgBtm_Val[i] = iMAOnArray(MTR_Btm_Val, ATR_MAOnArrayPeriod + i, ATR_MAOnArrayPeriod, i, ATR_MAOnArrayMethod, ATR_MAOnArrayShift);
}
}*/
return(0);
}
//+------------------------------------------------------------------+
//| Simple Moving Average |
//+------------------------------------------------------------------+
void sma()
{
double sum=0;
int i,pos=myBar-ExtCountedBars-1;
//---- initial accumulation
if(pos<MA_Period) pos=MA_Period;
for(i=1;i<MA_Period;i++,pos--)
sum+=Close[pos];
//---- main calculation loop
while(pos>=0)
{
sum+=Close[pos];
MA_Val[pos]=sum/MA_Period;
sum-=Close[pos+MA_Period-1];
pos--;
}
//---- zero initial bars
if(ExtCountedBars<1)
for(i=1;i<MA_Period;i++) MA_Val[myBar-i]=0;
}
//+------------------------------------------------------------------+
//| Exponential Moving Average |
//+------------------------------------------------------------------+
void ema()
{
double pr=2.0/(MA_Period+1);
int pos=myBar-2;
if(ExtCountedBars>2) pos=myBar-ExtCountedBars-1;
//---- main calculation loop
while(pos>=0)
{
if(pos==myBar-2) MA_Val[pos+1]=Close[pos+1];
MA_Val[pos]=Close[pos]*pr+MA_Val[pos+1]*(1-pr);
pos--;
}
}
//+------------------------------------------------------------------+
//| Smoothed Moving Average |
//+------------------------------------------------------------------+
void smma()
{
double sum=0;
int i,k,pos=myBar-ExtCountedBars+1;
//---- main calculation loop
pos=myBar-MA_Period;
if(pos>myBar-ExtCountedBars) pos=myBar-ExtCountedBars;
while(pos>=0)
{
if(pos==myBar-MA_Period)
{
//---- initial accumulation
for(i=0,k=pos;i<MA_Period;i++,k++)
{
sum+=Close[k];
//---- zero initial bars
MA_Val[k]=0;
}
}
else sum=MA_Val[pos+1]*(MA_Period-1)+Close[pos];
MA_Val[pos]=sum/MA_Period;
pos--;
}
}
//+------------------------------------------------------------------+
//| Linear Weighted Moving Average |
//+------------------------------------------------------------------+
void lwma()
{
double sum=0.0,lsum=0.0;
double price;
int i,weight=0,pos=myBar-ExtCountedBars-1;
//---- initial accumulation
if(pos<MA_Period) pos=MA_Period;
for(i=1;i<=MA_Period;i++,pos--)
{
price=Close[pos];
sum+=price*i;
lsum+=price;
weight+=i;
}
//---- main calculation loop
pos++;
i=pos+MA_Period;
while(pos>=0)
{
MA_Val[pos]=sum/weight;
if(pos==0) break;
pos--;
i--;
price=Close[pos];
sum=sum-lsum+price*MA_Period;
lsum-=Close[i];
lsum+=price;
}
//---- zero initial bars
if(ExtCountedBars<1)
for(i=1;i<MA_Period;i++) MA_Val[myBar-i]=0;
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Implements a curve of type DRAW_NONE
Implements a curve of type DRAW_LINE
Indicators Used:
Indicator of the average true range
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Other Features: