ATR Percent

//+------------------------------------------------------------------+
//|                                                  ATR Percent.mq5 |
//|                                  Copyright 2022, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright   "Copyright 2000-2024, MetaQuotes Ltd."
#property link        "https://www.mql5.com"
#property description "Average True Range"
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots   1
#property indicator_type1   DRAW_LINE
#property indicator_color1  DodgerBlue
#property indicator_label1  "ATR Persent"
//--- input parameters
input int InpAtrPeriod = 14; // ATR period
//--- indicator buffers
double    ExtATRPercent[];
double    ExtATRBuffer[];
double    ExtTRBuffer[];

int       ExtPeriodATR;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//--- check for input value
   if(InpAtrPeriod <= 0)
     {
      ExtPeriodATR = 14;
      PrintFormat("Incorrect input parameter InpAtrPeriod = %d. Indicator will use value %d for calculations.", InpAtrPeriod, ExtPeriodATR);
     }
   else
      ExtPeriodATR = InpAtrPeriod;
//--- indicator buffers mapping
   SetIndexBuffer(0, ExtATRPercent, INDICATOR_DATA);
   SetIndexBuffer(1, ExtATRBuffer, INDICATOR_CALCULATIONS);
   SetIndexBuffer(2, ExtTRBuffer, INDICATOR_CALCULATIONS);
//---
   IndicatorSetInteger(INDICATOR_DIGITS, 3);
//--- sets first bar from what index will be drawn
   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, InpAtrPeriod);
//--- name for DataWindow and indicator subwindow label
   string short_name = StringFormat("ATR Percent(%d)", ExtPeriodATR);
   IndicatorSetString(INDICATOR_SHORTNAME, short_name);
   PlotIndexSetString(0, PLOT_LABEL, short_name);
  }
//+------------------------------------------------------------------+
//| Average True Range                                               |
//+------------------------------------------------------------------+
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[])
  {
   if(rates_total <= ExtPeriodATR)
      return(0);

   int i, start;
//--- preliminary calculations
   if(prev_calculated == 0)
     {
      ExtTRBuffer[0] = 0.0;
      ExtATRBuffer[0] = 0.0;
      //--- filling out the array of True Range values for each period
      for(i = 1; i < rates_total && !IsStopped(); i++)
         ExtTRBuffer[i] = MathMax(high[i], close[i - 1]) - MathMin(low[i], close[i - 1]);
      //--- first AtrPeriod values of the indicator are not calculated
      double firstValue = 0.0;
      for(i = 1; i <= ExtPeriodATR; i++)
        {
         ExtATRBuffer[i] = 0.0;
         firstValue += ExtTRBuffer[i];
        }
      //--- calculating the first value of the indicator
      firstValue /= ExtPeriodATR;
      ExtATRBuffer[ExtPeriodATR] = firstValue;
      start = ExtPeriodATR + 1;
     }
   else
      start = prev_calculated - 1;
//--- the main loop of calculations
   for(i = start; i < rates_total && !IsStopped(); i++)
     {
      ExtTRBuffer[i] = MathMax(high[i], close[i - 1]) - MathMin(low[i], close[i - 1]);
      ExtATRBuffer[i] = ExtATRBuffer[i - 1] + (ExtTRBuffer[i] - ExtTRBuffer[i - ExtPeriodATR]) / ExtPeriodATR;
      ExtATRPercent[i] = ExtATRBuffer[i] / close[i] * 100;
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+

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