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ATRStopLoss_Ind
//+------------------------------------------------------------------+
//| ATRStopLoss_Ind.mq5 |
//| Rosh Jardine |
//| https://roshjardine.com |
//+------------------------------------------------------------------+
#property copyright "Rosh Jardine (MQL5/MQL4)"
#property link "https://roshjardine.com"
#property version "1.00"
#property description "Based on https://www.mql5.com/en/forum/349885 , this indicator will draw ATR based stop loss calculation with adjustable multiplier and ATR period."
#property description "This indicator includes helper functions and example to run calculation via function call so the calculation logic can be placed in external include file"
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots 2
#property indicator_type1 DRAW_LINE
#property indicator_color1 Orchid
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
#property indicator_type2 DRAW_LINE
#property indicator_style2 STYLE_SOLID
#property indicator_width2 2
#property indicator_color2 Blue
#property indicator_label1 "Up"
#property indicator_label2 "Dn"
//---- input parameters
input int Length=10; //how many look back periods to check the price
input int ATRperiod=10;
input double Kv=2.5;
//---- indicator buffers
double UpBuffer1[];
double DnBuffer1[];
double smin[];
double smax[];
double trend[];
int AtrHandle;
double AtrBfr[1];
int bars_calculated;
string short_name;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int OnInit()
{
bars_calculated = 0;
short_name="ATRStopLoss_Ind";
AtrHandle = iATR(_Symbol,_Period,ATRperiod);
if(AtrHandle==INVALID_HANDLE)
{
return(INIT_FAILED);
}
ArrayInitialize(AtrBfr,EMPTY_VALUE);
SetIndexBuffer(0,UpBuffer1);
SetIndexBuffer(1,DnBuffer1);
SetIndexBuffer(2,smin);
SetIndexBuffer(3,smax);
SetIndexBuffer(4,trend);
IndicatorSetInteger(INDICATOR_DIGITS,Digits());
IndicatorSetString(INDICATOR_SHORTNAME,short_name);
PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,Length);
PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,Length);
PlotIndexSetInteger(0,PLOT_SHIFT,0);
PlotIndexSetInteger(1,PLOT_SHIFT,0);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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[])
{
int limit;
if(rates_total<=Length)
return(0);
if(prev_calculated<1)
{
/*
int shift;
ArrayInitialize(UpBuffer1,EMPTY_VALUE);
ArrayInitialize(DnBuffer1,EMPTY_VALUE);
ArrayInitialize(smin,EMPTY_VALUE);
ArrayInitialize(smax,EMPTY_VALUE);
ArrayInitialize(trend,EMPTY_VALUE);
ArraySetAsSeries(UpBuffer1,true);
ArraySetAsSeries(DnBuffer1,true);
ArraySetAsSeries(smin,true);
ArraySetAsSeries(smax,true);
ArraySetAsSeries(trend,true);
limit = rates_total-Length-1;
for (shift=limit;shift>=0;shift--)
{
smin[shift] = -100000; smax[shift] = 100000;
for(int i=Length-1;i>=0;i--)
{
int copybuffer = CopyBuffer(AtrHandle,0,shift+i,1,AtrBfr);
if (copybuffer<1)
{
StopIndicator();
}
smin[shift] = MathMax( smin[shift], iHigh(_Symbol,_Period,shift+i) - Kv*AtrBfr[0]);
smax[shift] = MathMin( smax[shift], iLow(_Symbol,_Period,shift+i) + Kv*AtrBfr[0]);
}
trend[shift]= trend[shift+1];
if ( iClose(_Symbol,_Period,shift) > smax[shift+1] )
{
trend[shift] = 1;
}
if ( iClose(_Symbol,_Period,shift) < smin[shift+1] )
{
trend[shift] = -1;
}
if ( trend[shift] >0 )
{
if( smin[shift]<smin[shift+1] ) smin[shift]=smin[shift+1];
UpBuffer1[shift] = smin[shift];
DnBuffer1[shift] = EMPTY_VALUE;
}
if ( trend[shift] <0 )
{
if( smax[shift]>smax[shift+1] ) smax[shift]=smax[shift+1];
UpBuffer1[shift] = EMPTY_VALUE;
DnBuffer1[shift] = smax[shift];
}
}
*/
limit = rates_total-Length-1;
if(!AtrStopFirstRun(limit,UpBuffer1,DnBuffer1,smin,smax,trend,AtrHandle,AtrBfr,Length,_Symbol,_Period,Kv))
{
StopIndicator();
}
bars_calculated = limit;
return(rates_total);
}
else
{
limit=prev_calculated-Length-1;
if(limit>bars_calculated)
{
if(!AtrStopNextRun(bars_calculated+1,UpBuffer1,DnBuffer1,smin,smax,trend,AtrHandle,AtrBfr,Length,_Symbol,_Period,Kv,false))
{
StopIndicator();
}
bars_calculated +=1;
}
else
{
if(!AtrStopNextRun(bars_calculated+1,UpBuffer1,DnBuffer1,smin,smax,trend,AtrHandle,AtrBfr,Length,_Symbol,_Period,Kv,true))
{
StopIndicator();
}
}
/*
if (limit>bars_calculated)
{
ArrayResize(UpBuffer1,bars_calculated+1);
ArrayResize(DnBuffer1,bars_calculated+1);
ArrayResize(smin,bars_calculated+1);
ArrayResize(smax,bars_calculated+1);
ArrayResize(trend,bars_calculated+1);
UpBuffer1[0] = DnBuffer1[0]= smin[0] = smax[0] = trend[0] = EMPTY_VALUE;
bars_calculated +=1;
}
for(int j=0;j<=1;j++)
{
smin[j] = -100000; smax[j] = 100000;
for(int k=0;k<=Length-1;k++)
{
int copybuffer = CopyBuffer(AtrHandle,0,j+k,1,AtrBfr);
if (copybuffer<1)
{
StopIndicator();
}
smin[j] = MathMax( smin[j], iHigh(_Symbol,_Period,j+k) - Kv*AtrBfr[0]);
smax[j] = MathMin( smax[j], iLow(_Symbol,_Period,j+k) + Kv*AtrBfr[0]);
}
trend[j]= trend[j+1];
if ( iClose(_Symbol,_Period,j) > smax[j+1] ) trend[j] = 1;
if ( iClose(_Symbol,_Period,j) < smin[j+1] ) trend[j] = -1;
if ( trend[j] >0 )
{
if( smin[j]<smin[j+1] ) smin[j]=smin[j+1];
UpBuffer1[j] = smin[j];
DnBuffer1[j] = EMPTY_VALUE;
}
if ( trend[j] <0 )
{
if( smax[j]>smax[j+1] ) smax[j]=smax[j+1];
UpBuffer1[j] = EMPTY_VALUE;
DnBuffer1[j] = smax[j];
}
}*/
return(rates_total);
}
}
/************************************ AS HELPERS ************************************/
bool AtrStopNextRun(int newlimit,double &upbfr[],
double &dnbfr[],double &min[],
double &max[],double &trd[],int &atrhandler,
double &atrbuffer[],int atrlength,
const string symbol,ENUM_TIMEFRAMES tframe,
double multiplier,bool samebar)
{
if(!samebar)
{
ArrayResize(upbfr,newlimit);
ArrayResize(dnbfr,newlimit);
ArrayResize(min,newlimit);
ArrayResize(max,newlimit);
ArrayResize(trd,newlimit);
upbfr[0] = dnbfr[0]= min[0] = max[0] = trd[0] = EMPTY_VALUE;
}
else
{
upbfr[0] = dnbfr[0]= min[0] = max[0] = trd[0] = EMPTY_VALUE;
}
for(int j=0; j<=1; j++)
{
min[j] = -100000;
max[j] = 100000;
for(int k=0; k<=atrlength-1; k++)
{
int copybuffer = CopyBuffer(atrhandler,0,j+k,1,atrbuffer);
if(copybuffer<1)
{
return(false);
}
min[j] = MathMax(smin[j], iHigh(symbol,tframe,j+k) - multiplier*AtrBfr[0]);
max[j] = MathMin(smax[j], iLow(symbol,tframe,j+k) + multiplier*AtrBfr[0]);
}
trd[j]= trd[j+1];
if(iClose(symbol,tframe,j) > max[j+1])
{
trd[j] = 1;
}
if(iClose(symbol,tframe,j) < min[j+1])
{
trd[j] = -1;
}
if(trd[j] >0)
{
if(min[j]<min[j+1])
{
min[j] = min[j+1];
}
upbfr[j] = min[j];
dnbfr[j] = EMPTY_VALUE;
}
if(trend[j] <0)
{
if(max[j]>max[j+1])
{
max[j]=max[j+1];
}
upbfr[j] = EMPTY_VALUE;
dnbfr[j] = max[j];
}
}
return(true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool AtrStopFirstRun(int limit,double &upbfr[],
double &dnbfr[],double &min[],
double &max[],double &trd[],int &atrhandler,
double &atrbuffer[],int atrlength,
const string symbol,ENUM_TIMEFRAMES tframe,
double multiplier
)
{
ArrayInitialize(upbfr,EMPTY_VALUE);
ArrayInitialize(dnbfr,EMPTY_VALUE);
ArrayInitialize(min,EMPTY_VALUE);
ArrayInitialize(max,EMPTY_VALUE);
ArrayInitialize(trd,EMPTY_VALUE);
ArraySetAsSeries(upbfr,true);
ArraySetAsSeries(dnbfr,true);
ArraySetAsSeries(min,true);
ArraySetAsSeries(max,true);
ArraySetAsSeries(trd,true);
int shift = 0;
for(shift=limit; shift>=0; shift--)
{
min[shift] = -100000;
max[shift] = 100000;
for(int i=atrlength-1; i>=0; i--)
{
int copybuffer = CopyBuffer(atrhandler,0,shift+i,1,atrbuffer);
if(copybuffer<1)
{
return(false);
}
min[shift] = MathMax(min[shift], iHigh(symbol,tframe,shift+i) - multiplier*atrbuffer[0]);
max[shift] = MathMin(max[shift], iLow(symbol,tframe,shift+i) + multiplier*atrbuffer[0]);
}
trd[shift] = trd[shift+1];
if(iClose(symbol,tframe,shift) > max[shift+1])
{
trd[shift] = 1;
}
if(iClose(symbol,tframe,shift) < min[shift+1])
{
trd[shift] = -1;
}
if(trd[shift] >0)
{
if(min[shift]<min[shift+1])
{
min[shift] = min[shift+1];
}
upbfr[shift] = min[shift];
dnbfr[shift] = EMPTY_VALUE;
}
if(trd[shift] <0)
{
if(max[shift]>max[shift+1])
{
max[shift] = max[shift+1];
}
upbfr[shift] = EMPTY_VALUE;
dnbfr[shift] = max[shift];
}
}
return(true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void StopIndicator()
{
IndicatorRelease(AtrHandle);
ChartIndicatorDelete(ChartID(),0,short_name);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(AtrHandle!=INVALID_HANDLE)
IndicatorRelease(AtrHandle);
}
//---
//--- MQL4
//---
#ifdef __MQL4__
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Red
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
#property indicator_style2 STYLE_SOLID
#property indicator_width2 2
//---- input parameters
extern int Length=10;
extern int ATRperiod=10;
extern double Kv=2.5;
double UpBuffer1[];
double DnBuffer1[];
double smin[];
double smax[];
double trend[];
double AtrBfr[1];
int bars_calculated;
string short_name;
int OnInit()
{
bars_calculated = 0;
short_name="ATRStopLoss_Ind";
SetIndexStyle(0,DRAW_LINE);
SetIndexStyle(1,DRAW_LINE);
IndicatorBuffers(5);
SetIndexBuffer(0,UpBuffer1);
SetIndexBuffer(1,DnBuffer1);
SetIndexBuffer(2,smin);
SetIndexBuffer(3,smax);
SetIndexBuffer(4,trend);
IndicatorShortName(short_name);
SetIndexLabel(0,"Up");
SetIndexLabel(1,"Dn");
SetIndexDrawBegin(0,Length);
SetIndexDrawBegin(1,Length);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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[])
{
int limit;
if(rates_total<=Length)
{
return(0);
}
if(prev_calculated<1)
{
/*
int shift;
ArrayInitialize(UpBuffer1,EMPTY_VALUE);
ArrayInitialize(DnBuffer1,EMPTY_VALUE);
ArrayInitialize(smin,EMPTY_VALUE);
ArrayInitialize(smax,EMPTY_VALUE);
ArrayInitialize(trend,EMPTY_VALUE);
ArraySetAsSeries(UpBuffer1,true);
ArraySetAsSeries(DnBuffer1,true);
ArraySetAsSeries(smin,true);
ArraySetAsSeries(smax,true);
ArraySetAsSeries(trend,true);
limit = rates_total-Length-1;
for (shift=limit;shift>=0;shift--)
{
smin[shift] = -100000;
smax[shift] = 100000;
for(int i=Length-1;i>=0;i--)
{
smin[shift] = MathMax( smin[shift], iHigh(_Symbol,_Period,shift+i) - Kv*iATR(Symbol(),Period(),ATRperiod,shift+i));
smax[shift] = MathMin( smax[shift], iLow(_Symbol,_Period,shift+i) + Kv*iATR(Symbol(),Period(),ATRperiod,shift+i));
}
trend[shift]= trend[shift+1];
if ( iClose(_Symbol,_Period,shift) > smax[shift+1] )
{
trend[shift] = 1;
}
if ( iClose(_Symbol,_Period,shift) < smin[shift+1] )
{
trend[shift] = -1;
}
if ( trend[shift] >0 )
{
if( smin[shift]<smin[shift+1] ) smin[shift]=smin[shift+1];
UpBuffer1[shift] = smin[shift];
DnBuffer1[shift] = EMPTY_VALUE;
}
if ( trend[shift] <0 )
{
if( smax[shift]>smax[shift+1] ) smax[shift]=smax[shift+1];
UpBuffer1[shift] = EMPTY_VALUE;
DnBuffer1[shift] = smax[shift];
}
}
*/
/*** AS FUNCTION CALL EXAMPLE ***/
limit = rates_total-Length-1;
if(!AtrStopFirstRun(limit,UpBuffer1,DnBuffer1,smin,smax,trend,Length,Symbol(),Period(),Kv))
{
return(0);
}
bars_calculated = limit;
return(rates_total);
}
else
{
limit = prev_calculated-Length-1;
/*** AS FUNCTION CALL EXAMPLE ***/
if(limit>bars_calculated)
{
if(!AtrStopNextRun(bars_calculated+1,UpBuffer1,DnBuffer1,smin,smax,trend,Length,Symbol(),Period(),Kv,false))
{
return(0);
}
}
if(!AtrStopNextRun(bars_calculated+1,UpBuffer1,DnBuffer1,smin,smax,trend,Length,Symbol(),Period(),Kv,true))
{
return(0);
}
/*
if (limit>bars_calculated)
{
ArrayResize(UpBuffer1,bars_calculated+1);
ArrayResize(DnBuffer1,bars_calculated+1);
ArrayResize(smin,bars_calculated+1);
ArrayResize(smax,bars_calculated+1);
ArrayResize(trend,bars_calculated+1);
UpBuffer1[0] = DnBuffer1[0]= smin[0] = smax[0] = trend[0] = EMPTY_VALUE;
bars_calculated +=1;
}
for(int j=0;j<=1;j++)
{
smin[j] = -100000;
smax[j] = 100000;
for(int k=0;k<=Length-1;k++)
{
smin[j] = MathMax( smin[j], iHigh(Symbol(),Period(),j+k) - Kv*iATR(Symbol(),Period(),ATRperiod,j+k));
smax[j] = MathMin( smax[j], iLow(Symbol(),Period(),j+k) + Kv*AtrBfr[0]);
}
trend[j]= trend[j+1];
if ( iClose(Symbol(),Period(),j) > smax[j+1] ) trend[j] = 1;
if ( iClose(Symbol(),Period(),j) < smin[j+1] ) trend[j] = -1;
if ( trend[j] >0 )
{
if( smin[j]<smin[j+1] ) smin[j]=smin[j+1];
UpBuffer1[j] = smin[j];
DnBuffer1[j] = EMPTY_VALUE;
}
if ( trend[j] <0 )
{
if( smax[j]>smax[j+1] ) smax[j]=smax[j+1];
UpBuffer1[j] = EMPTY_VALUE;
DnBuffer1[j] = smax[j];
}
}
*/
return(rates_total);
}
}
/************************************ AS HELPERS ************************************/
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool AtrStopFirstRun(int limit,double &upbfr[],
double &dnbfr[],double &min[],
double &max[],double &trd[],int atrlength,
const string symbol,const int tframe,
double multiplier
)
{
ArrayInitialize(upbfr,EMPTY_VALUE);
ArrayInitialize(dnbfr,EMPTY_VALUE);
ArrayInitialize(min,EMPTY_VALUE);
ArrayInitialize(max,EMPTY_VALUE);
ArrayInitialize(trd,EMPTY_VALUE);
ArraySetAsSeries(upbfr,true);
ArraySetAsSeries(dnbfr,true);
ArraySetAsSeries(min,true);
ArraySetAsSeries(max,true);
ArraySetAsSeries(trd,true);
int shift = 0;
for(shift=limit; shift>=0; shift--)
{
min[shift] = -100000;
max[shift] = 100000;
for(int i=atrlength-1; i>=0; i--)
{
min[shift] = MathMax(min[shift], iHigh(symbol,tframe,shift+i) - multiplier*iATR(symbol,tframe,ATRperiod,shift+1));
max[shift] = MathMin(max[shift], iLow(symbol,tframe,shift+i) + multiplier*iATR(symbol,tframe,ATRperiod,shift+1));
}
trd[shift] = trd[shift+1];
if(iClose(symbol,tframe,shift) > max[shift+1])
{
trd[shift] = 1;
}
if(iClose(symbol,tframe,shift) < min[shift+1])
{
trd[shift] = -1;
}
if(trd[shift] >0)
{
if(min[shift]<min[shift+1])
{
min[shift] = min[shift+1];
}
upbfr[shift] = min[shift];
dnbfr[shift] = EMPTY_VALUE;
}
if(trd[shift] <0)
{
if(max[shift]>max[shift+1])
{
max[shift]= max[shift+1];
}
upbfr[shift] = EMPTY_VALUE;
dnbfr[shift] = max[shift];
}
}
return(true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool AtrStopNextRun(int newlimit,double &upbfr[],
double &dnbfr[],double &min[],
double &max[],double &trd[],int atrlength,
const string symbol,const int tframe,
double multiplier,bool samebar)
{
if(!samebar)
{
ArrayResize(upbfr,newlimit);
ArrayResize(dnbfr,newlimit);
ArrayResize(min,newlimit);
ArrayResize(max,newlimit);
ArrayResize(trd,newlimit);
upbfr[0] = dnbfr[0]= min[0] = max[0] = trd[0] = EMPTY_VALUE;
}
else
{
upbfr[0] = dnbfr[0]= min[0] = max[0] = trd[0] = EMPTY_VALUE;
}
for(int j=0; j<=1; j++)
{
min[j] = -100000;
max[j] = 100000;
for(int k=0; k<=atrlength-1; k++)
{
min[j] = MathMax(smin[j], iHigh(symbol,tframe,j+k) - multiplier*iATR(symbol,tframe,ATRperiod,j+k));
max[j] = MathMin(smax[j], iLow(symbol,tframe,j+k) + multiplier*iATR(symbol,tframe,ATRperiod,j+k));
}
trd[j] = trd[j+1];
if(iClose(symbol,tframe,j) > max[j+1])
{
trd[j] = 1;
}
if(iClose(symbol,tframe,j) < min[j+1])
{
trd[j] = -1;
}
if(trd[j] >0)
{
if(min[j]<min[j+1])
{
min[j] = min[j+1];
}
upbfr[j] = min[j];
dnbfr[j] = EMPTY_VALUE;
}
if(trend[j] <0)
{
if(max[j]>max[j+1])
{
max[j] = max[j+1];
}
upbfr[j] = EMPTY_VALUE;
dnbfr[j] = max[j];
}
}
return(true);
}
#endif
//+------------------------------------------------------------------+
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