ATR_Volatility

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

//|                                               ATR_Volatility.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 "ATR Volatility oscillator"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

//--- plot AATR

#property indicator_label1  "AATR"

#property indicator_type1   DRAW_COLOR_HISTOGRAM

#property indicator_color1  clrGreen,clrRed,clrDodgerBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- enums

enum ENUM_MODE

  {

   MODE_POINTS,   // In points

   MODE_PERCENT   // In percents

  };

//--- input parameters

input uint        InpPeriod   =  12;            // ATR period

input double      InpLevelH   =  300.0;         // Higher level

input double      InpLevelL   =  200.0;         // Lower level

input ENUM_MODE   InpMode     =  MODE_POINTS;   // Calculation mode

input uint        InpMaxBars  =  1000.0;        // Maximum bars

//--- indicator buffers

double         BufferAATR[];

double         BufferColors[];

//--- global variables

double         level_h;

double         level_l;

double         last_top;

double         last_bottom;

int            period_atr;

int            max_bars;

int            handle_atr;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

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

   level_h=InpLevelH;

   level_l=InpLevelL;

   last_top=0;

   last_bottom=0;

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferAATR,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

//--- setting indicator parameters

   string pf=(InpMode==MODE_PERCENT ? "%" : "");

   IndicatorSetString(INDICATOR_SHORTNAME,"ATR Volatility ("+(string)period_atr+","+DoubleToString(level_h,1)+pf+","+DoubleToString(level_l,1)+pf+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

   IndicatorSetInteger(INDICATOR_LEVELS,2);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,0,clrDodgerBlue);

   IndicatorSetInteger(INDICATOR_LEVELCOLOR,1,clrOrangeRed);

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferAATR,true);

   ArraySetAsSeries(BufferColors,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[])

  {

//--- #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<4 || Point()==0) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-1;

      ArrayInitialize(BufferAATR,EMPTY_VALUE);

     }

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

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

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

   if(copied!=count) return 0;

   

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

   int bars=rates_total-period_atr-1;

   int count_bars=int(InpMaxBars==0 ? bars : (int)InpMaxBars>bars ? bars : InpMaxBars);

   

   int bl=ArrayMinimum(BufferAATR,0,count_bars);

   int bh=ArrayMaximum(BufferAATR,0,count_bars);

   if(bl==WRONG_VALUE || bh==WRONG_VALUE)

      return 0;

   double min=BufferAATR[bl];

   double max=BufferAATR[bh];



   double top=0,bottom=0,percentage=0;



   if(InpMode==MODE_POINTS)

     {

      top=level_h*Point();

      bottom=level_l*Point();

     }

   else

     {

      percentage=(max-min)/100.0;

      top=min+level_h*percentage;

      bottom=min+level_l*percentage; 

     }

   if(last_top!=top)

     {

      IndicatorSetDouble(INDICATOR_LEVELVALUE,0,top);

      last_top=top;

     }

   if(last_bottom!=bottom)

     {

      IndicatorSetDouble(INDICATOR_LEVELVALUE,1,bottom);

      last_bottom=bottom;

     }



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

      BufferColors[i]=(BufferAATR[i]>top ? 0 : BufferAATR[i]<bottom ? 1 : 2);



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

   return(rates_total);

  }

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