ATR_Channels_VarTFs_mtf_TMA

//+------------------------------------------------------------------+
//|                                                 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 = 50;
extern int     HalfLength = 201;
extern int     Price  = PRICE_WEIGHTED;
extern int     MA_shift  = 0;
extern int     MA_x_shift= 0;

extern int    TimeFrame=0;
extern int    ATR_TimeFrame=0;


extern double Mult_Factor1 = 0.618;
extern double Mult_Factor2 = 1.0;
extern double Mult_Factor3 = 1.5;

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, HalfLength));
   string  sATRc = StringConcatenate("ATRchannel MA( ",HalfLength,") ATR ", PeriodsATR, ") [",TimeFrame,"] "); 
   SetIndexLabel(0, sATRc);

  
  // ATR 1 up
   SetIndexStyle(1, DRAW_LINE);
   SetIndexBuffer(1, Ch1up_Buffer1);
   SetIndexDrawBegin(1, MathMax(PeriodsATR, HalfLength));
   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, HalfLength));
   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, HalfLength));
   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, HalfLength));
   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, HalfLength));
   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, HalfLength));
   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  = iCustom(NULL,0,"TMAcentered",HalfLength,Price,0,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);
  }
//+------------------------------------------------------------------+