atrratio_v1

Author: Copyright � 2005, Luis Guilherme Damiani
Indicators Used
Indicator of the average true range
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atrratio_v1
//+------------------------------------------------------------------+
//|                                                    ATR ratio.mq5 |
//|                         Copyright © 2005, Luis Guilherme Damiani |
//|                                      http://www.damianifx.com.br |
//+------------------------------------------------------------------+
//---- àâòîðñòâî èíäèêàòîðà
#property copyright "Copyright © 2005, Luis Guilherme Damiani"
//---- ññûëêà íà ñàéò àâòîðà
#property link      "http://www.damianifx.com.br"
#property description "ATR ratio"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.01"
//---- îòðèñîâêà èíäèêàòîðà â îòäåëüíîì îêíå
#property indicator_separate_window
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 1
#property indicator_buffers 1 
//---- èñïîëüçîâàíî âñåãî îäíî ãðàôè÷åñêèå ïîñòðîåíèå
#property indicator_plots   1
//+----------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà               |
//+----------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1 DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èñïîëüçîâàí MediumOrchid öâåò
#property indicator_color1 clrMediumOrchid
//---- ëèíèÿ èíäèêàòîðà - ñïëîøíàÿ
#property indicator_style1 STYLE_SOLID
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 2
#property indicator_width1 2
//---- îòîáðàæåíèå ìåòêè ñèãíàëüíîé ëèíèè
#property indicator_label1  "ATR ratio"
//+----------------------------------------------+
//| Ïàðàìåòðû îòîáðàæåíèÿ ãîðèçîíòàëüíûõ óðîâíåé |
//+----------------------------------------------+
#property indicator_level1 1
#property indicator_levelcolor clrGray
#property indicator_levelstyle STYLE_DASHDOTDOT
//+----------------------------------------------+
//| Îáúÿâëåíèå êîíñòàíò                          |
//+----------------------------------------------+
#define RESET  0 // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷¸ò èíäèêàòîðà
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input int Short_ATRPeriod=7; // Ïåðèîä áûñòðîãî ATR
input int Long_ATRPeriod=49; // Ïåðèîä ìåäëåííîãî ATR
input int ATRShift=0; // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ 
//---- îáúÿâëåíèå äèíàìè÷åñêîãî ìàññèâà, êîòîðûé áóäåò â 
//---- äàëüíåéøåì èñïîëüçîâàí â êà÷åñòâå èíäèêàòîðíîãî áóôåðà
double ExtLineBuffer[];
//---- îáúÿâëåíèå ïåðåìåííûõ äëÿ õðàíåíèÿ õåíäëîâ èíäèêàòîðîâ
int SATR_Handle,LATR_Handle;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+  
void OnInit()
  {
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   SATR_Handle=iATR(NULL,PERIOD_CURRENT,Short_ATRPeriod);
   if(SATR_Handle==INVALID_HANDLE)Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   LATR_Handle=iATR(NULL,PERIOD_CURRENT,Long_ATRPeriod);
   if(LATR_Handle==INVALID_HANDLE)Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
   min_rates_total=MathMax(Short_ATRPeriod,Long_ATRPeriod);
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà ExtLineBuffer â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,ExtLineBuffer,INDICATOR_DATA);
//---- èíèöèàëèçàöèè ïåðåìåííîé äëÿ êîðîòêîãî èìåíè èíäèêàòîðà
   string shortname;
   StringConcatenate(shortname,"ATR ratio(",Short_ATRPeriod," ",Long_ATRPeriod,")");
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè íà ATRShift
   PlotIndexSetInteger(0,PLOT_SHIFT,ATRShift);
//---- ñîçäàíèå ìåòêè äëÿ îòîáðàæåíèÿ â Îêíå äàííûõ
   PlotIndexSetString(0,PLOT_LABEL,shortname);
//---- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,shortname);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðàõ êàê â òàéìñåðèÿõ   
   ArraySetAsSeries(ExtLineBuffer,true);
//---- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,2);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,    // êîëè÷åñòâî èñòîðèè â áàðàõ íà òåêóùåì òèêå
                const int prev_calculated,// êîëè÷åñòâî èñòîðèè â áàðàõ íà ïðåäûäóùåì òèêå
                const datetime &time[],
                const double &open[],
                const double& high[],     // öåíîâîé ìàññèâ ìàêñèìóìîâ öåíû äëÿ ðàñ÷¸òà èíäèêàòîðà
                const double& low[],      // öåíîâîé ìàññèâ ìèíèìóìîâ öåíû  äëÿ ðàñ÷¸òà èíäèêàòîðà
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
   if(BarsCalculated(SATR_Handle)<rates_total
      || BarsCalculated(LATR_Handle)<rates_total
      || rates_total<min_rates_total)
      return(RESET);
//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int to_copy,limit,bar;
   double SRange[],LRange[];
//---- ðàñ÷¸òû íåîáõîäèìîãî êîëè÷åñòâà êîïèðóåìûõ äàííûõ è
//---- ñòàðòîâîãî íîìåðà limit äëÿ öèêëà ïåðåñ÷¸òà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷¸òà èíäèêàòîðà
     {
      limit=rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà âñåõ áàðîâ
     }
   else
     {
      limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷¸òà íîâûõ áàðîâ
     }
   to_copy=limit+1;
//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû SRange[] è LRange[]
   if(CopyBuffer(SATR_Handle,0,0,to_copy,SRange)<=0) return(RESET);
   if(CopyBuffer(LATR_Handle,0,0,to_copy,LRange)<=0) return(RESET);
//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(SRange,true);
   ArraySetAsSeries(LRange,true);
//---- îñíîâíîé öèêë ðàñ÷¸òà èíäèêàòîðà
   for(bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      if(LRange[bar]!=0.0 && LRange[bar]!=EMPTY_VALUE) ExtLineBuffer[bar]=SRange[bar]/LRange[bar];
      else ExtLineBuffer[bar]=0;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+

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