BykovTrend_NRTR

Author: Ramdass - Conversion only
Indicators Used
Larry William percent range indicatorIndicator of the average true range
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BykovTrend_NRTR
ÿþ//+------------------------------------------------------------------+

//|                                              BykovTrend_NRTR.mq5 |

//|                                        Ramdass - Conversion only |

//|                                                                  |

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

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

#property copyright "Ramdass - Conversion only"

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

#property link      ""

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

#property version   "1.10"

//--- >B@8A>2:0 8=48:0B>@0 2 3;02=>< >:=5

#property indicator_chart_window 

//---- :>;8G5AB2> 8=48:0B>@=KE 1CD5@>2 6

#property indicator_buffers 6 

//---- 8A?>;L7>20=> 2A53> H5ABL 3@0D8G5A:8E ?>AB@>5=89

#property indicator_plots   6

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type1 DRAW_LINE

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

#property indicator_color1 clrLime

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style1 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width1 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label1  "NRTR Line Up"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 ;8=88

#property indicator_type2 DRAW_LINE

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

#property indicator_color2 clrMagenta

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style2 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width2 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label2  "NRTR Line Down"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 7=0G:0

#property indicator_type3 DRAW_ARROW

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

#property indicator_color3 clrLimeGreen

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style3 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width3 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label3  "NRTR Up"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 2 2845 7=0G:0

#property indicator_type4 DRAW_ARROW

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

#property indicator_color4 clrDarkViolet

//---- ;8=8O 8=48:0B>@0 - A?;>H=0O

#property indicator_style4 STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 @02=0 2

#property indicator_width4 2

//---- >B>1@065=85 <5B:8 A83=0;L=>9 ;8=88

#property indicator_label4  "NRTR Down"

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

//|  0@0<5B@K >B@8A>2:8 1KGL53> 8=48:0B>@0      |

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

//---- >B@8A>2:0 8=48:0B>@0 5 2 2845 7=0G:0

#property indicator_type5   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B 3>;C1>9

#property indicator_color5  clrDodgerBlue

//---- ;8=8O 8=48:0B>@0 5 - =5?@5@K2=0O :@820O

#property indicator_style5  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 5 @02=0 5

#property indicator_width5  5

//---- >B>1@065=85 1KGL59 <5B:8 8=48:0B>@0

#property indicator_label5  "Buy BykovTrend signal"

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

//|  0@0<5B@K >B@8A>2:8 <54256L53> 8=48:0B>@0   |

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

//---- >B@8A>2:0 8=48:0B>@0 6 2 2845 7=0G:0

#property indicator_type6   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 <54256L59 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B 3;C1>:>-@>7>2K9

#property indicator_color6  clrDeepPink

//---- ;8=8O 8=48:0B>@0 6 - =5?@5@K2=0O :@820O

#property indicator_style6  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 6 @02=0 5

#property indicator_width6  5

//---- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label6 "Sell BykovTrend signal"

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

//|  >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

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

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

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

input int RISK=3;

input int SSP=9;

input double AtrRatio=0.375;

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

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

double UpBuffer1[],DnBuffer1[];

double UpBuffer2[],DnBuffer2[];

double SellBuffer[],BuyBuffer[];

//---

int K,WPR_Handle,ATR_Handle,min_rates_total;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- 8=8F80;870F8O 3;>10;L=KE ?5@5<5==KE 

   K=33-RISK;

   int ATR_Period=15;

   min_rates_total=int(MathMax(SSP,ATR_Period))+1;

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

   WPR_Handle=iWPR(NULL,0,SSP);

   if(WPR_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }

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

   ATR_Handle=iATR(NULL,0,ATR_Period);

   if(ATR_Handle==INVALID_HANDLE)

     {

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

      return(INIT_FAILED);

     }



//--- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,UpBuffer1,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(UpBuffer1,true);



//--- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(1,DnBuffer1,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 2

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(DnBuffer1,true);



//--- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(2,UpBuffer2,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 3

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(2,PLOT_ARROW,159);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(UpBuffer2,true);



//--- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(3,DnBuffer2,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 4

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(3,PLOT_ARROW,159);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(DnBuffer2,true);



//--- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(4,BuyBuffer,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 5

   PlotIndexSetInteger(4,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(4,PLOT_ARROW,175);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(4,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(BuyBuffer,true);



//--- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(5,SellBuffer,INDICATOR_DATA);

//--- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >B@8A>2:8 8=48:0B>@0 6

   PlotIndexSetInteger(5,PLOT_DRAW_BEGIN,min_rates_total);

//--- A8<2>; 4;O 8=48:0B>@0

   PlotIndexSetInteger(5,PLOT_ARROW,175);

//---- 70?@5B =0 >B@8A>2:C 8=48:0B>@>< ?CABKE 7=0G5=89

   PlotIndexSetDouble(5,PLOT_EMPTY_VALUE,NULL);

//--- 8=45:A0F8O M;5<5=B>2 2 1CD5@5 :0: 2 B09<A5@88

   ArraySetAsSeries(SellBuffer,true);



//--- #AB0=>2:0 D>@<0B0 B>G=>AB8 >B>1@065=8O 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//--- 8<O 4;O >:>= 40==KE 8 <5B:0 4;O ?>4>:>= 

   string short_name="BykovTrend";

   IndicatorSetString(INDICATOR_SHORTNAME,short_name);

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

   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[])

  {

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

   if(BarsCalculated(WPR_Handle)<rates_total || BarsCalculated(ATR_Handle)<rates_total || rates_total<min_rates_total)

      return(RESET);



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

   int to_copy,limit,bar,trend;

   double WPR[],ATR[],range,stop;

   static int oldtrend;



//--- @0AG5BK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8 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; // AB0@B>2K9 =><5@ 4;O @0AG5B0 2A5E 10@>2

      oldtrend=0;

     }

   else

     {

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

     }

   to_copy=limit+1; // @0AG5B=>5 :>;8G5AB2> :>?8@C5<KE 10@>2



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

   if(CopyBuffer(WPR_Handle,0,0,to_copy,WPR)<=0) return(RESET);

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



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

   ArraySetAsSeries(WPR,true);

   ArraySetAsSeries(ATR,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);



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

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

     {

      BuyBuffer[bar]=SellBuffer[bar]=UpBuffer1[bar]=DnBuffer1[bar]=UpBuffer2[bar]=DnBuffer2[bar]=NULL;

      //---

      trend=oldtrend;

      if(WPR[bar]<-100+K) trend=-1;

      if(WPR[bar]>-K) trend=+1;

      range=AtrRatio*ATR[bar];

      //---

      if(oldtrend<0 && trend>0) BuyBuffer[bar]=low[bar]-range;

      if(oldtrend>0 && trend<0) SellBuffer[bar]=high[bar]+range;



      if(trend>0)

        {

         if(BuyBuffer[bar])

           {

            UpBuffer1[bar]=UpBuffer2[bar]=BuyBuffer[bar];

            DnBuffer1[bar]=DnBuffer1[bar+1];

           }

         else

           {

            stop=low[bar]-range;

            if(stop<UpBuffer1[bar+1]) stop=UpBuffer1[bar+1];

            UpBuffer1[bar]=UpBuffer2[bar]=stop;

           }

        }



      if(trend<0)

        {

         if(SellBuffer[bar])

           {

            DnBuffer1[bar]=DnBuffer2[bar]=SellBuffer[bar];

            UpBuffer1[bar]=UpBuffer1[bar+1];

           }

         else

           {

            stop=high[bar]+range;

            if(stop>DnBuffer1[bar+1]) stop=DnBuffer1[bar+1];

            DnBuffer1[bar]=DnBuffer2[bar]=stop;

           }

        }

      //---

      if(bar) oldtrend=trend;

     }

//---     

   return(rates_total);

  }

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

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