AATR

ÿþ//+------------------------------------------------------------------+

//|                                                         AATR.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

//+------------------------------------------------------------------+

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Average Average True Range oscillator"

#property indicator_separate_window

#property indicator_buffers 3

#property indicator_plots   1

//--- plot AATR

#property indicator_label1  "AATR"

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrGreen,clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- input parameters

input uint     InpPeriodATR   =  14;   // ATR period

input uint     InpPeriodMA    =  50;   // Smoothing period

//--- indicator buffers

double         BufferAATR[];

double         BufferColors[];

double         BufferATR[];

//--- global variables

int            period_atr;

int            period_ma;

int            handle_atr;

//--- includes

#include <MovingAverages.mqh>

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

//--- set global variables

   period_atr=int(InpPeriodATR<1 ? 1 : InpPeriodATR);

   period_ma=int(InpPeriodMA<2 ? 2 : InpPeriodMA);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferAATR,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,BufferATR,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"AATR ("+(string)period_atr+","+(string)period_ma+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferAATR,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferATR,true);

//--- create MA's handles

   ResetLastError();

   handle_atr=iATR(NULL,PERIOD_CURRENT,period_atr);

   if(handle_atr==INVALID_HANDLE)

     {

      Print("The iATR(",(string)period_atr,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,

                const int prev_calculated,

                const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

  {

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   if(rates_total<4) return 0;

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferAATR,EMPTY_VALUE);

      ArrayInitialize(BufferATR,0);

     }

//--- >43>B>2:0 40==KE

   int count=(limit>1 ? rates_total : 1),copied=0;

   copied=CopyBuffer(handle_atr,0,0,count,BufferATR);

   if(copied!=count) return 0;



//---  0AGQB 8=48:0B>@0

   if(SimpleMAOnBuffer(rates_total,prev_calculated,period_atr-1,period_ma,BufferATR,BufferAATR)==0)

      return 0;

   for(int i=limit; i>=0 && !IsStopped(); i--)

     {

      BufferColors[i]=(BufferAATR[i]>BufferAATR[i+1] ? 0 : 1);

     }

   

//--- return value of prev_calculated for next call

   return(rates_total);

  }

//+------------------------------------------------------------------+