//+------------------------------------------------------------------+
//| ATR Channels.mq4 |
//| Copyright © 2005, Luis Guilherme Damiani |
//| http://www.damianifx.com.br |
//+------------------------------------------------------------------+
// ATR_Channels_VarTFs_mtf.mq4 //TimeFrame=0; ATR_TimeFrame=1440;
//mtf2009fxtsd ki
#property copyright "Copyright © 2005, Luis Guilherme Damiani"
#property link "http://www.damianifx.com.br"
#property indicator_chart_window
#property indicator_buffers 7
#property indicator_color1 Green //Moving Average
#property indicator_color2 DeepSkyBlue // Lower band 1
#property indicator_color3 DeepSkyBlue // Upper band 1
#property indicator_color4 Blue // Lower band 2
#property indicator_color5 Blue // Upper band 2
#property indicator_color6 Red // Lower band 3
#property indicator_color7 Red // Upper band 3
//---- indicator buffers
double MA_Buffer0[];
double Ch1up_Buffer1[];
double Ch1dn_Buffer2[];
double Ch2up_Buffer3[];
double Ch2dn_Buffer4[];
double Ch3up_Buffer5[];
double Ch3dn_Buffer6[];
double ATR_Buffer[];
//---- input parameters
extern int PeriodsATR = 18;
extern int MA_Periods = 49;
extern int MA_type = MODE_EMA;
extern int MA_Price = 0;
extern int MA_shift = 0;
extern int MA_x_shift= 0;
extern int TimeFrame=0;
extern int ATR_TimeFrame=1440;
extern double Mult_Factor1 = 0.618;
extern double Mult_Factor2 = 1.0;
extern double Mult_Factor3 = 1.5;
extern string note_Price = "0C 1O 2H 3L 4Md 5Tp 6WghC: Md(HL/2)4,Tp(HLC/3)5,Wgh(HLCC/4)6";
extern string MA_Method_ = "SMA0 EMA1 SMMA2 LWMA3";
extern string TimeFrames = "M1;5,15,30,60H1;240H4;1440D1;10080W1;43200MN";
//double ma[], atr[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
string mat;
//---7- indicators
IndicatorBuffers (8);
SetIndexStyle(0, DRAW_LINE);
SetIndexBuffer(0, MA_Buffer0);
SetIndexDrawBegin(0, MathMax(PeriodsATR, MA_Periods));
string sATRc = StringConcatenate("ATRchannel MA( ",MA_Periods,") ATR ", PeriodsATR, ") [",TimeFrame,"] ");
SetIndexLabel(0, sATRc);
// ATR 1 up
SetIndexStyle(1, DRAW_LINE);
SetIndexBuffer(1, Ch1up_Buffer1);
SetIndexDrawBegin(1, MathMax(PeriodsATR, MA_Periods));
string sATRu1 = StringConcatenate("ATRu(", PeriodsATR, ", ", Mult_Factor1, ")");
SetIndexLabel(1, sATRu1);
// ATR 1 down
SetIndexStyle(2, DRAW_LINE);
SetIndexBuffer(2, Ch1dn_Buffer2);
SetIndexDrawBegin(2, MathMax(PeriodsATR, MA_Periods));
string sATRd1 = StringConcatenate("ATRd(", PeriodsATR, ", ", Mult_Factor1, ")");
SetIndexLabel(2, sATRd1);
// ATR 2 up
SetIndexStyle(3, DRAW_LINE);
SetIndexBuffer(3, Ch2up_Buffer3);
SetIndexDrawBegin(3, MathMax(PeriodsATR, MA_Periods));
string sATRu2 = StringConcatenate("ATRu(", PeriodsATR, ", ", Mult_Factor2, ")");
SetIndexLabel(3, sATRu2);
// ATR 2 down
SetIndexStyle(4, DRAW_LINE);
SetIndexBuffer(4, Ch2dn_Buffer4);
SetIndexDrawBegin(4, MathMax(PeriodsATR, MA_Periods));
string sATRd2 = StringConcatenate("ATRd(", PeriodsATR, ", ", Mult_Factor2, ")");
SetIndexLabel(4, sATRd2);
// ATR 3 up
SetIndexStyle(5, DRAW_LINE);
SetIndexBuffer(5, Ch3up_Buffer5);
SetIndexDrawBegin(5, MathMax(PeriodsATR, MA_Periods));
string sATRu3 = StringConcatenate("ATRu(", PeriodsATR, ", ", Mult_Factor3, ")");
SetIndexLabel(5, sATRu3);
// ATR 3 down
SetIndexStyle(6, DRAW_LINE);
SetIndexBuffer(6, Ch3dn_Buffer6);
SetIndexDrawBegin(6, MathMax(PeriodsATR, MA_Periods));
string sATRd3 = StringConcatenate("ATRd(", PeriodsATR, ", ", Mult_Factor3, ")");
SetIndexLabel(6, sATRd3);
SetIndexBuffer(7, ATR_Buffer);
ATR_TimeFrame =MathMax(ATR_TimeFrame, Period());
TimeFrame =MathMax(TimeFrame, Period());
SetIndexShift(0,MA_shift+ MA_x_shift*TimeFrame/Period());
SetIndexShift(1,MA_shift+ MA_x_shift*TimeFrame/Period());
SetIndexShift(2,MA_shift+ MA_x_shift*TimeFrame/Period());
SetIndexShift(3,MA_shift+ MA_x_shift*TimeFrame/Period());
SetIndexShift(4,MA_shift+ MA_x_shift*TimeFrame/Period());
SetIndexShift(5,MA_shift+ MA_x_shift*TimeFrame/Period());
SetIndexShift(6,MA_shift+ MA_x_shift*TimeFrame/Period());
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
datetime TimeArray[]; datetime TimeArray1[];
ArrayCopySeries(TimeArray1 ,MODE_TIME ,NULL,ATR_TimeFrame);
ArrayCopySeries(TimeArray ,MODE_TIME ,NULL,TimeFrame);
int i,y,y1;
// if(Bars <= MathMax(PeriodsATR, MA_Periods))
// return(0);
int fixed_bars = IndicatorCounted();
//---- check for possible errors
if(fixed_bars < 0) return(-1);
//---- last counted bar will be recounted
if(fixed_bars > 0) fixed_bars--;
int limit = Bars - fixed_bars;
limit = MathMax (limit,TimeFrame/Period());
limit = MathMax (limit,ATR_TimeFrame/Period());
//----
for( i = 0, y=0, y1=0; i < limit; i++)
{
if (Time[i]<TimeArray[y]) y++;
if (Time[i]<TimeArray1[y1]) y1++;
double atr = iATR(NULL, ATR_TimeFrame, PeriodsATR, y1);
double ma = iMA(NULL, TimeFrame, MA_Periods, 0, MA_type, MA_Price, y);
MA_Buffer0[i] = ma;
Ch1up_Buffer1[i] = ma + atr*Mult_Factor1;
Ch1dn_Buffer2[i] = ma - atr*Mult_Factor1;
Ch2up_Buffer3[i] = ma+ atr*Mult_Factor2;
Ch2dn_Buffer4[i] = ma - atr*Mult_Factor2;
Ch3up_Buffer5[i] = ma + atr*Mult_Factor3;
Ch3dn_Buffer6[i] = ma - atr*Mult_Factor3;
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
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: