Limit channels

ÿþ//------------------------------------------------------------------

#property copyright "© mladen, 2021"

#property link      "mladenfx@gmail.com"

//------------------------------------------------------------------

#property indicator_chart_window

#property indicator_buffers 6

#property indicator_plots   6

#property indicator_label1  "Level up 3"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrLimeGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

#property indicator_label2  "Level up 2"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrLimeGreen

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

#property indicator_label3  "Level up 1"

#property indicator_type3   DRAW_LINE

#property indicator_color3  clrLimeGreen

#property indicator_style3  STYLE_DOT

#property indicator_label4  "Level down 1"

#property indicator_type4   DRAW_LINE

#property indicator_color4  clrCoral

#property indicator_style4  STYLE_DOT

#property indicator_label5  "Level down 2"

#property indicator_type5   DRAW_LINE

#property indicator_color5  clrCoral

#property indicator_style5  STYLE_SOLID

#property indicator_width5  1

#property indicator_label6  "Level down 3"

#property indicator_type6   DRAW_LINE

#property indicator_color6  clrCoral

#property indicator_style6  STYLE_SOLID

#property indicator_width6  2



//

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//



input int    inpAtrPeriod    = 50; // ATR period

input double inpAtrMultiplier = 5; // ATR multiplier



//

//

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double up1[],up2[],up3[],down1[],down2[],down3[];



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//------------------------------------------------------------------

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int OnInit()

{

   SetIndexBuffer(0,up3  ,INDICATOR_DATA);

   SetIndexBuffer(1,up2  ,INDICATOR_DATA);

   SetIndexBuffer(2,up1  ,INDICATOR_DATA);

   SetIndexBuffer(3,down1,INDICATOR_DATA);

   SetIndexBuffer(4,down2,INDICATOR_DATA);

   SetIndexBuffer(5,down3,INDICATOR_DATA);

   

   //

   //

   //

   

   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 = (prev_calculated>0) ? prev_calculated-1 : 0;

                     

   //

   //

   //

                                 

      struct sWorkStruct   

            {

               double tr;  

               double trSum;

            };   

      static sWorkStruct m_work[];

      static int         m_workSize = -1;

                     if (m_workSize<rates_total) m_workSize = ArrayResize(m_work,rates_total+500,2000);

          

   //

   //

   //



   for (int i=limit; i<rates_total  && !_StopFlag; i++)

      {

         m_work[i].tr = (i>0) ? (high[i]>close[i-1] ? high[i] : close[i-1]) - (low[i]<close[i-1] ? low[i] : close[i-1]) : high[i] - low[i];

         if (i>inpAtrPeriod)

               { m_work[i].trSum = m_work[i-1].trSum + m_work[i].tr - m_work[i-inpAtrPeriod].tr; }

         else  { m_work[i].trSum = m_work[i].tr; for (int k=1; k<inpAtrPeriod && i>=k; k++)  m_work[i].trSum += m_work[i-k].tr; }

         

         //

         //

         //

                  

         if (i==0)

               {

                  up1[i]   = up2[i]   = up3[i]   = high[i];

                  down1[i] = down2[i] = down3[i] = low[i];

               }

         else

               {

                  double _atr = inpAtrMultiplier*m_work[i-1].trSum/(double)inpAtrPeriod;

                     if (high[i] > up3[i-1])   up3[i]   = high[i]; else if (high[i] < up3[i-1])   up3[i]   = MathMin(high[i] + _atr*1.0, up3[i-1]);   else up3[i]   = up3[i-1];

                     if (high[i] > up2[i-1])   up2[i]   = high[i]; else if (high[i] < up2[i-1])   up2[i]   = MathMin(high[i] + _atr*0.5, up2[i-1]);   else up2[i]   = up2[i-1];

                     if (high[i] > up1[i-1])   up1[i]   = high[i]; else if (high[i] < up1[i-1])   up1[i]   = MathMin(high[i] + _atr*0.1, up1[i-1]);   else up1[i]   = up1[i-1];

                     if (low[i]  < down1[i-1]) down1[i] = low[i];  else if (low[i]  > down1[i-1]) down1[i] = MathMax(low[i]  - _atr*0.1, down1[i-1]); else down1[i] = down1[i-1];

                     if (low[i]  < down2[i-1]) down2[i] = low[i];  else if (low[i]  > down2[i-1]) down2[i] = MathMax(low[i]  - _atr*0.5, down2[i-1]); else down2[i] = down2[i-1];

                     if (low[i]  < down3[i-1]) down3[i] = low[i];  else if (low[i]  > down3[i-1]) down3[i] = MathMax(low[i]  - _atr*1.0, down3[i-1]); else down3[i] = down3[i-1];

               }

   }

   return(rates_total);

}