ATRStops_v1_Candle

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

//|                                           ATRStops_v1_Candle.mq5 |

//|                                  Copyright © 2006, Forex-TSD.com |

//|                         Written by IgorAD,igorad2003@yahoo.co.uk |   

//|            http://finance.groups.yahoo.com/group/TrendLaboratory |                                      

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

//---- 02B>@AB2> 8=48:0B>@0

#property copyright "Copyright © 2006, Forex-TSD.com "

//---- AAK;:0 =0 A09B 02B>@0

#property link      "http://www.forex-tsd.com/"

//---- =><5@ 25@A88 8=48:0B>@0

#property version   "1.00"

//---- >B@8A>2:0 8=48:0B>@0 2 >A=>2=>< >:=5

#property indicator_chart_window

//---- 4;O @0AGQB0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> ?OBL 1CD5@>2

#property indicator_buffers 5

//---- 8A?>;L7>20=> 2A53> >4=> 3@0D8G5A:>5 ?>AB@>5=85

#property indicator_plots   1

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

//|  >1JO2;5=85 :>=AB0=B                         |

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

#define RESET 0                                    // >=AB0=B0 4;O 2>72@0B0 B5@<8=0;C :><0=4K =0 ?5@5AGQB 8=48:0B>@0

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

//|  0@0<5B@K >B@8A>2:8 8=48:0B>@0              |

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

//---- 2 :0G5AB25 8=48:0B>@0 8A?>;L7>20=K F25B=K5 A25G8

#property indicator_type1   DRAW_COLOR_CANDLES

#property indicator_color1  clrLime,clrTeal,clrGray,clrMaroon,clrDeepPink

//---- >B>1@065=85 <5B:8 8=48:0B>@0

#property indicator_label1  "ATRStops_v1_Open;ATRStops_v1_High;ATRStops_v1_Low;ATRStops_v1_Close"

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input uint   Length=10;           // 5@8>4 8=48:0B>@0

input uint   ATRPeriod=5;         // 5@8>4 8=48:0B>@0 ATR

input double Kv=2.5;              // >;0B8;L=>ABL ?> ATR

input int    Shift=0;             // !4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2  40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ExtOpenBuffer[];

double ExtHighBuffer[];

double ExtLowBuffer[];

double ExtCloseBuffer[];

double ExtColorsBuffer[];

//---- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int ATR_Handle,min_rates_total;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 ATR

   ATR_Handle=iATR(NULL,0,ATRPeriod);

   if(ATR_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ATR");

      return(INIT_FAILED);

     }



//---- 8=8F80;870F8O ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

   min_rates_total=int(ATRPeriod+Length);



//---- ?@52@0I5=85 48=0<8G5A:8E <0AA82>2 2 8=48:0B>@=K5 1CD5@K

   SetIndexBuffer(0,ExtOpenBuffer,INDICATOR_DATA);

   SetIndexBuffer(1,ExtHighBuffer,INDICATOR_DATA);

   SetIndexBuffer(2,ExtLowBuffer,INDICATOR_DATA);

   SetIndexBuffer(3,ExtCloseBuffer,INDICATOR_DATA);

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 F25B>2>9, 8=45:A=K9 1CD5@   

   SetIndexBuffer(4,ExtColorsBuffer,INDICATOR_COLOR_INDEX);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- 8=45:A0F8O M;5<5=B>2 2 1CD5@0E :0: 2 B09<A5@8OE   

   ArraySetAsSeries(ExtOpenBuffer,true);

   ArraySetAsSeries(ExtHighBuffer,true);

   ArraySetAsSeries(ExtLowBuffer,true);

   ArraySetAsSeries(ExtCloseBuffer,true);

   ArraySetAsSeries(ExtColorsBuffer,true);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"ATRStops_v1_Candle(",Length,", ",ATRPeriod,", ",DoubleToString(Kv,4),", ",Shift,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//---- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AG5B0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AG5B0 8=48:0B>@0

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if(BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total) return(RESET);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   double ATR[];

   double smin0,smax0;

   int limit,to_copy,bar,trend0;

   static double smin1,smax1;

   static int trend1;



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E, :0: 2 B09<A5@8OE  

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(ATR,true);



//---- @0AG5B AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AG5B0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0) // ?@>25@:0 =0 ?5@2K9 AB0@B @0AG5B0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total-1;               // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

      trend1=0;

      smin1=-DBL_MAX;

      smax1=+DBL_MAX;

     }

   else

     {

      limit=rates_total-prev_calculated;                 // AB0@B>2K9 =><5@ 4;O @0AG5B0 =>2KE 10@>2

     }



   to_copy=int(limit+Length);

//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

   if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET);



//---- >A=>2=>9 F8:; @0AG5B0 8=48:0B>@0

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

     {

      ExtOpenBuffer[bar]=open[bar];

      ExtHighBuffer[bar]=high[bar];

      ExtLowBuffer[bar]=low[bar];

      ExtCloseBuffer[bar]=close[bar];

      //----

      smin0=-DBL_MAX;

      smax0=+DBL_MAX;

      //----

      for(int iii=0; iii<int(Length); iii++)

        {

         int barx=bar+iii;

         double res=Kv*ATR[barx];

         smin0=MathMax(smin0,high[barx]-res);

         smax0=MathMin(smax0,low[barx]+res);

        }

      //----

      trend0=trend1;

      if(close[bar]>smax1) trend0=+1;

      if(close[bar]<smin1) trend0=-1;

      //----

      if(trend0>0)

        {

         if(smin0<smin1) smin0=smin1;

         if(open[bar]<=close[bar]) ExtColorsBuffer[bar]=0;

         else ExtColorsBuffer[bar]=1;

        }

      //----

      if(trend0<0)

        {

         if(smax0>smax1) smax0=smax1;

         if(open[bar]>=close[bar]) ExtColorsBuffer[bar]=4;

         else ExtColorsBuffer[bar]=3;

        }

      //----

      if(bar>0)

        {

         smin1=smin0;

         smax1=smax0;

         trend1=trend0;

        }

     }

//----     

   return(rates_total);

  }

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