ATR_Ratio_v2

//+------------------------------------------------------------------+
//|                                                 ATR_Ratio_v2.mq4 |
//+------------------------------------------------------------------+

//---- indicator settings

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_color1 LightSeaGreen
#property indicator_color2 Purple

#property indicator_level1 1
#property indicator_minimum 0.5
#property indicator_maximum 1.5

//---- indicator parameters

extern int FastATR_Period      = 5;
extern int SlowATR_Period      = 14;
extern int ShowBars            = 500;

//---- indicator buffers

double ATRFast[],ATRSlow[];
double ATR_Ratio_Buffer[];
double ATRFastDev[],ATRSlowDev[];
double ATRDev_Ratio_Buffer[];

int    draw_begin0;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+

int init()
 {

//---- additional buffer used for counting.
   IndicatorBuffers(6);
  
//---- drawing settings
  
  draw_begin0 = SlowATR_Period;
  
  SetIndexEmptyValue(0,0.0000);
  SetIndexStyle(0,DRAW_LINE,STYLE_SOLID,1);
  SetIndexBuffer(0,ATR_Ratio_Buffer);
  SetIndexLabel(0,"ATRFast/ATRSlow");
  SetIndexDrawBegin(0,draw_begin0);
  
  SetIndexEmptyValue(1,0.0000);
  SetIndexStyle(1,DRAW_LINE,STYLE_SOLID,1);
  SetIndexBuffer(1,ATRDev_Ratio_Buffer);
  SetIndexLabel(1,"ATRFastDev/ATRSlowDev");
  SetIndexDrawBegin(1,draw_begin0);
  
  SetIndexStyle(2,DRAW_NONE);
  SetIndexBuffer(2,ATRFast);

  SetIndexStyle(3,DRAW_NONE);
  SetIndexBuffer(3,ATRSlow);

  SetIndexStyle(4,DRAW_NONE);
  SetIndexBuffer(4,ATRFastDev);

  SetIndexStyle(5,DRAW_NONE);
  SetIndexBuffer(5,ATRSlowDev);
  
//---- name for DataWindow and indicator subwindow label
  
  IndicatorShortName("ATR_Ratio_v2");
  
  
//---- initialization done
  return(0);
 }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+

int start() {

   int limit,i,shift;
   int counted_bars=IndicatorCounted();

//---- check for possible errors
  if(counted_bars<1)
      for(i=1;i<=draw_begin0;i++) 
         ATRDev_Ratio_Buffer[Bars-i]=0; ATR_Ratio_Buffer[Bars-i]=0;

//---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;
//limit=Bars-counted_bars;
   limit = ShowBars;
   if (ShowBars >= Bars) limit = Bars - 1;

//-----------------------------------------------------------------------------------------------------------------

//---- preadxbuffer
  
   for(i=0; i<limit; i++) {
      ATRFast[i]=iATR(Symbol(),0,FastATR_Period,i);
      ATRSlow[i]=iATR(Symbol(),0,SlowATR_Period,i);
      if ( ATRSlow[i]!=0 ) 
         ATR_Ratio_Buffer[i] = ATRFast[i]/ATRSlow[i];
   }

//---- finaladxbuffer
  
   for(i=0; i<limit; i++) {
      ATRFastDev[i]= iStdDevOnArray(ATRFast,0,5,0,MODE_LWMA,i);
      ATRSlowDev[i]= iStdDevOnArray(ATRSlow,0,5,0,MODE_LWMA,i);
      if ( ATRSlowDev[i]!=0 ) 
         ATRDev_Ratio_Buffer[i]=ATRFastDev[i]/ATRSlowDev[i];
   }

//-----------------------------------------------------------------------------------------------------------------

//---- done
   return(0);
}