Author: Copyright � 2011, Nikolay Kositsin
Indicators Used
Moving average indicatorIndicator of the average true range
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kc_v1
//+------------------------------------------------------------------+
//|                                                           KC.mq5 | 
//|                             Copyright © 2011,   Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2011, Nikolay Kositsin"
#property link "farria@mail.redcom.ru"
#property description "ATR channel"
//---- íîìåð âåðñèè èíäèêàòîðà
#property version   "1.00"
//---- îòðèñîâêà èíäèêàòîðà â ãëàâíîì îêíå
#property indicator_chart_window 
//---- êîëè÷åñòâî èíäèêàòîðíûõ áóôåðîâ 3
#property indicator_buffers 3 
//---- èñïîëüçîâàíî âñåãî 5 ãðàôè÷åñêèõ ïîñòðîåíèé
#property indicator_plots   3
//+--------------------------------------------+ 
//| Îáúÿâëåíèå êîíñòàíò                        |
//+--------------------------------------------+
#define RESET 0  // êîíñòàíòà äëÿ âîçâðàòà òåðìèíàëó êîìàíäû íà ïåðåñ÷åò èíäèêàòîðà
//+--------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè èíäèêàòîðà             |
//+--------------------------------------------+
//---- îòðèñîâêà èíäèêàòîðà â âèäå ëèíèè
#property indicator_type1   DRAW_LINE
//---- â êà÷åñòâå öâåòà ëèíèè èíäèêàòîðà èñïîëüçîâàí ñèíå-ôèîëåòîâûé öâåò
#property indicator_color1 BlueViolet
//---- ëèíèÿ èíäèêàòîðà - øòðèõïóíêòèðíàÿ êðèâàÿ
#property indicator_style1  STYLE_DASHDOTDOT
//---- òîëùèíà ëèíèè èíäèêàòîðà ðàâíà 1
#property indicator_width1  1
//---- îòîáðàæåíèå ìåòêè èíäèêàòîðà
#property indicator_label1  "MA"
//+--------------------------------------------+
//| Ïàðàìåòðû îòðèñîâêè êàíàëà                 |
//+--------------------------------------------+
//---- îòðèñîâêà óðîâíåé Áîëëèíäæåðà â âèäå ëèíèé
#property indicator_type2   DRAW_LINE
#property indicator_type3   DRAW_LINE
//---- ââûáîð öâåòîâ óðîâíåé Áîëëèíäæåðà
#property indicator_color2  Red
#property indicator_color3  Red
//---- óðîâíè Áîëëèíäæåðà - øòðèõïóíêòèðíûå êðèâûå
#property indicator_style2 STYLE_DASHDOTDOT
#property indicator_style3 STYLE_DASHDOTDOT
//---- òîëùèíà óðîâíåé Áîëëèíäæåðà ðàâíà 1
#property indicator_width2  1
#property indicator_width3  1
//---- îòîáðàæåíèå ìåòîê óðîâíåé Áîëëèíäæåðà
#property indicator_label2  "+ATR"
#property indicator_label3  "-ATR"
//+-----------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà      |
//+-----------------------------------+
input ENUM_MA_METHOD MA_Method=MODE_SMA; // Ìåòîä óñðåäíåíèÿ MA
input uint MA_Period=20;                 // Ïåðèîä MA
input uint ATR_Period=20;                // Ïåðèîä ATR
input double Factor=1.5;                 // Äåâèàöèÿ êàíàëà 
input ENUM_APPLIED_PRICE IPC=PRICE_CLOSE;// Öåíîâàÿ êîíñòàíòà
input int Shift=0;                       // Ñäâèã èíäèêàòîðà ïî ãîðèçîíòàëè â áàðàõ
//+-----------------------------------+
//---- îáúÿâëåíèå äèíàìè÷åñêèõ ìàññèâîâ, êîòîðûå áóäóò â 
//---- äàëüíåéøåì èñïîëüçîâàíû â êà÷åñòâå èíäèêàòîðíûõ áóôåðîâ
double MA_Buffer[],UpATRBuffer[],DnATRBuffer[];
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int MA_Handle,ATR_Handle;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+   
//| Custom indicator initialization function                         | 
//+------------------------------------------------------------------+ 
void OnInit()
  {
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   min_rates_total=int(MathMax(MA_Period,ATR_Period));
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà MA
   MA_Handle=iMA(NULL,0,MA_Period,0,MA_Method,IPC);
   if(MA_Handle==INVALID_HANDLE) Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà MA");
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà ATR
   ATR_Handle=iATR(NULL,0,ATR_Period);
   if(ATR_Handle==INVALID_HANDLE) Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà ATR");
//---- ïðåâðàùåíèå äèíàìè÷åñêîãî ìàññèâà â èíäèêàòîðíûé áóôåð
   SetIndexBuffer(0,MA_Buffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðà 1 ïî ãîðèçîíòàëè
   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);
//---- îñóùåñòâëåíèå ñäâèãà íà÷àëà îòñ÷åòà îòðèñîâêè èíäèêàòîðà
   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);
//---- óñòàíîâêà çíà÷åíèé èíäèêàòîðà, êîòîðûå íå áóäóò âèäèìû íà ãðàôèêå
   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå, êàê â òàéìñåðèè
   ArraySetAsSeries(MA_Buffer,true);
//---- ïðåâðàùåíèå äèíàìè÷åñêèõ ìàññèâîâ â èíäèêàòîðíûå áóôåðû
   SetIndexBuffer(1,UpATRBuffer,INDICATOR_DATA);
   SetIndexBuffer(2,DnATRBuffer,INDICATOR_DATA);
//---- îñóùåñòâëåíèå ñäâèãà èíäèêàòîðîâ ïî ãîðèçîíòàëè
   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);
   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);
//---- óñòàíîâêà ïîçèöèè, ñ êîòîðîé íà÷èíàåòñÿ îòðèñîâêà èíäèêàòîðîâ
   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);
   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);
//---- çàïðåò íà îòðèñîâêó èíäèêàòîðîì ïóñòûõ çíà÷åíèé
   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,EMPTY_VALUE);
//---- èíäåêñàöèÿ ýëåìåíòîâ â áóôåðå, êàê â òàéìñåðèè
   ArraySetAsSeries(UpATRBuffer,true);
   ArraySetAsSeries(DnATRBuffer,true);
//--- ñîçäàíèå èìåíè äëÿ îòîáðàæåíèÿ â îòäåëüíîì ïîäîêíå è âî âñïëûâàþùåé ïîäñêàçêå
   IndicatorSetString(INDICATOR_SHORTNAME,"ATR channel");
//--- îïðåäåëåíèå òî÷íîñòè îòîáðàæåíèÿ çíà÷åíèé èíäèêàòîðà
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
//---- çàâåðøåíèå èíèöèàëèçàöèè
  }
//+------------------------------------------------------------------+ 
//| Custom 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[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(BarsCalculated(MA_Handle)<rates_total
      || BarsCalculated(ATR_Handle)<rates_total
      || rates_total<min_rates_total) return(RESET);
//---- îáúÿâëåíèÿ ëîêàëüíûõ ïåðåìåííûõ 
   int limit,to_copy;
   double ATR[],atr;
//---- èíäåêñàöèÿ ýëåìåíòîâ â ìàññèâàõ êàê â òàéìñåðèÿõ  
   ArraySetAsSeries(ATR,true);
//---- ðàñ÷åò ñòàðòîâîãî íîìåðà first äëÿ öèêëà ïåðåñ÷åòà áàðîâ
   if(prev_calculated>rates_total || prev_calculated<=0) // ïðîâåðêà íà ïåðâûé ñòàðò ðàñ÷åòà èíäèêàòîðà
     {
      limit=rates_total-min_rates_total-1; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà âñåõ áàðîâ
     }
   else limit=rates_total-prev_calculated; // ñòàðòîâûé íîìåð äëÿ ðàñ÷åòà íîâûõ áàðîâ

   to_copy=limit+1;
//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâ
   if(CopyBuffer(ATR_Handle,0,0,to_copy,ATR)<=0) return(RESET);
   if(CopyBuffer(MA_Handle,0,0,to_copy,MA_Buffer)<=0) return(RESET);
//---- îñíîâíîé öèêë ðàñ÷åòà èíäèêàòîðà
   for(int bar=limit; bar>=0 && !IsStopped(); bar--)
     {
      atr=Factor*ATR[bar];
      UpATRBuffer[bar]=MA_Buffer[bar]+atr;
      DnATRBuffer[bar]=MA_Buffer[bar]-atr;
     }
//----     
   return(rates_total);
  }
//+------------------------------------------------------------------+

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