APTR

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

//|                                                         APTR.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 Percentage True Range indicator"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

//--- plot APTR

#property indicator_label1  "APTR"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRoyalBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint     InpPeriod   =  14;   // Period

//--- indicator buffers

double         BufferAPTR[];

double         BufferPTR[];

//--- global variables

int            period_ma;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

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

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferAPTR,INDICATOR_DATA);

   SetIndexBuffer(1,BufferPTR,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"APTR ("+(string)period_ma+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferAPTR,true);

   ArraySetAsSeries(BufferPTR,true);

//---

   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[])

  {

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

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

   if(rates_total<fmax(period_ma,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(BufferAPTR,EMPTY_VALUE);

      ArrayInitialize(BufferPTR,0);

     }

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

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

     {

      double s1=(high[i]+low[i]!=0     ? 2.0*(high[i]-low[i])/(high[i]+low[i])           : 0);

      double s2=(high[i]+close[i+1]!=0 ? 2.0*(high[i]-close[i+1])/(high[i]+close[i+1])   : 0);

      double s3=(low[i]-close[i+1]!=0  ? 2.0*(low[i]-close[i+1])/(3.0*low[i]-close[i+1]) : 0);

      BufferPTR[i]=fmax(s1,fmax(s2,s3));

      BufferAPTR[i]=100.0*GetSMA(rates_total,i,period_ma,BufferPTR);

     }

     

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

   return(rates_total);

  }

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

//| Simple Moving Average                                            |

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

double GetSMA(const int rates_total,const int index,const int period,const double &price[],const bool as_series=true)

  {

//---

   double result=0.0;

//--- check position

   bool check_index=(as_series ? index<=rates_total-period-1 : index>=period-1);

   if(period<1 || !check_index)

      return 0;

//--- calculate value

   for(int i=0; i<period; i++)

      result=result+(as_series ? price[index+i]: price[index-i]);

//---

   return(result/period);

  }

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