//+------------------------------------------------------------------+
//| Ind-NRTR.mq4 |
//| Copyright © 2006, LeonSi |
//| http://www.expert-mt4.nm.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, LeonSi"
#property link "http://www.expert-mt4.nm.ru"
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Tomato
#property indicator_color2 DeepSkyBlue
#property indicator_color3 DeepSkyBlue
#property indicator_color4 Tomato
//---- input parameters
extern int PerATR=40;
extern double kATR=2.0;
//---- buffers
double SellBuffer[];
double BuyBuffer[];
double Ceil[];
double Floor[];
double Trend[];
int sm_Bars;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
IndicatorBuffers(5);
SetIndexStyle(0,DRAW_ARROW);
SetIndexArrow(0,251);
SetIndexBuffer(0,SellBuffer);
SetIndexEmptyValue(0,0.0);
SetIndexStyle(1,DRAW_ARROW);
SetIndexArrow(1,251);
SetIndexBuffer(1,BuyBuffer);
SetIndexEmptyValue(1,0.0);
SetIndexStyle(2,DRAW_ARROW);
SetIndexArrow(2,159);
SetIndexBuffer(2,Ceil);
SetIndexEmptyValue(2,0.0);
SetIndexStyle(3,DRAW_ARROW);
SetIndexArrow(3,159);
SetIndexBuffer(3,Floor);
SetIndexEmptyValue(3,0.0);
SetIndexBuffer(4,Trend);
SetIndexEmptyValue(4,0);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
bool BreakDown(int shift)
{
bool result=false;
if (Close[shift]>SellBuffer[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
bool BreakUp(int shift)
{
bool result=false;
if (Close[shift]<BuyBuffer[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
bool BreakFloor(int shift)
{
bool result=false;
if (High[shift]<Floor[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
bool BreakCeil(int shift)
{
bool result=false;
if (Low[shift]>Ceil[shift+1]) result=true;
return(result);
}
//+------------------------------------------------------------------+
bool Uptrend(int shift)
{
bool result=false;
if (Trend[shift+1]==1) result=true;
if (Trend[shift+1]==-1) result=false;
if ((Trend[shift+1]!=1)&&(Trend[shift+1]!=-1)) Print("Warning=",(Bars-shift));
return(result);
}
//+------------------------------------------------------------------+
double ATR(int iPer,int shift)
{
double result;
result=iATR(NULL,0,iPer,shift);
return(result);
}
//+------------------------------------------------------------------+
void NewCeil(int shift)
{
Ceil[shift]=Close[shift];
Floor[shift]=0.0;
}
//+------------------------------------------------------------------+
void NewFloor(int shift)
{
Floor[shift]=Close[shift];
Ceil[shift]=0.0;
}
//+------------------------------------------------------------------+
void SetBuyBuffer(int shift)
{
BuyBuffer[shift]=Close[shift]-kATR*ATR(PerATR,shift);
SellBuffer[shift]=0.0;
}
//+------------------------------------------------------------------+
void SetSellBuffer(int shift)
{
SellBuffer[shift]=Close[shift]+kATR*ATR(PerATR,shift);
BuyBuffer[shift]=0.0;
}
//+------------------------------------------------------------------+
void NewTrend(int shift)
{
if (Trend[shift+1]==1)
{
Trend[shift]=-1;
NewFloor(shift);
SetSellBuffer(shift);
}
else
{
Trend[shift]=1;
NewCeil(shift);
SetBuyBuffer(shift);
}
if ((Trend[shift+1]!=1)&&(Trend[shift+1]!=-1)) Print("Warning",(Bars-shift));
}
//+------------------------------------------------------------------+
void CopyLastValues(int shift)
{
SellBuffer[shift]=SellBuffer[shift+1];
BuyBuffer[shift]=BuyBuffer[shift+1];
Ceil[shift]=Ceil[shift+1];
Floor[shift]=Floor[shift+1];
Trend[shift]=Trend[shift+1];
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
int limit;
if (counted_bars>0) limit=Bars-counted_bars;
if (counted_bars<0) return(0);
if (counted_bars==0)
{
limit=Bars-PerATR-1;
if (Close[limit+1]>Open[limit+1]) {Trend[limit+1]=1;Ceil[limit+1]=Close[limit+1];BuyBuffer[limit+1]=Close[limit+1]-kATR*ATR(PerATR,limit+1);}
if (Close[limit+1]<Open[limit+1]) {Trend[limit+1]=-1;Floor[limit+1]=Close[limit+1];SellBuffer[limit+1]=Close[limit+1]+kATR*ATR(PerATR,limit+1);}
if (Close[limit+1]==Open[limit+1]) {Trend[limit+1]=1;Ceil[limit+1]=Close[limit+1];BuyBuffer[limit+1]=Close[limit+1]-kATR*ATR(PerATR,limit+1);}
}
//----
for (int cnt=limit;cnt>=0;cnt--)
{
if (Uptrend(cnt))
{
if (BreakCeil(cnt))
{
NewCeil(cnt);
SetBuyBuffer(cnt);
Trend[cnt]=1;
continue;
}
if (BreakUp(cnt))
{
NewTrend(cnt);
continue;
}
CopyLastValues(cnt);
}
else
{
if (BreakFloor(cnt))
{
NewFloor(cnt);
SetSellBuffer(cnt);
Trend[cnt]=-1;
continue;
}
if (BreakDown(cnt))
{
NewTrend(cnt);
continue;
}
CopyLastValues(cnt);
}
}
//----
return(0);
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains open prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_ARROW
Indicators Used:
Indicator of the average true range
Custom Indicators Used:
Order Management characteristics:
Other Features: