Magic_Trend

Author: Copyright 2018, MetaQuotes Software Corp.
Price Data Components
Indicators Used
Commodity channel indexIndicator of the average true range
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Magic_Trend
ÿþ//+------------------------------------------------------------------+

//|                                                  Magic_Trend.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "Magic trend"

#property indicator_chart_window

#property indicator_buffers 4

#property indicator_plots   1

//--- plot MT

#property indicator_label1  "MT"

#property indicator_type1   DRAW_COLOR_LINE

#property indicator_color1  clrLimeGreen,clrOrangeRed,clrSilver

#property indicator_style1  STYLE_SOLID

#property indicator_width1  2

//--- input parameters

input uint     InpPeriodCCI   =  50;   // CCI period

input uint     InpPeriodATR   =  5;    // ATR period

//--- indicator buffers

double         BufferMT[];

double         BufferColors[];

double         BufferCCI[];

double         BufferATR[];

//--- global variables

int            period_cci;

int            period_atr;

int            handle_cci;

int            handle_atr;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_cci=int(InpPeriodCCI<1 ? 1 : InpPeriodCCI);

   period_atr=int(InpPeriodATR<1 ? 1 : InpPeriodATR);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferMT,INDICATOR_DATA);

   SetIndexBuffer(1,BufferColors,INDICATOR_COLOR_INDEX);

   SetIndexBuffer(2,BufferCCI,INDICATOR_CALCULATIONS);

   SetIndexBuffer(3,BufferATR,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"MT("+(string)period_cci+","+(string)period_atr+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferMT,true);

   ArraySetAsSeries(BufferColors,true);

   ArraySetAsSeries(BufferCCI,true);

   ArraySetAsSeries(BufferATR,true);

//--- create CCI, ATR handle

   ResetLastError();

   handle_cci=iCCI(NULL,PERIOD_CURRENT,period_cci,PRICE_TYPICAL);

   if(handle_cci==INVALID_HANDLE)

     {

      Print("The iCCI(",(string)period_cci,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

   ResetLastError();

   handle_atr=iATR(NULL,PERIOD_CURRENT,period_atr);

   if(handle_atr==INVALID_HANDLE)

     {

      Print("The iATR(",(string)period_atr,") object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//---

   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 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   if(rates_total<4) return 0;

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferMT,EMPTY_VALUE);

      ArrayInitialize(BufferCCI,0);

      ArrayInitialize(BufferATR,0);

     }

//--- >43>B>2:0 40==KE

   int copied=0,count=(limit==0 ? 1 : rates_total);

   copied=CopyBuffer(handle_cci,0,0,count,BufferCCI);

   if(copied!=count) return 0;

   copied=CopyBuffer(handle_atr,0,0,count,BufferATR);

   if(copied!=count) return 0;

//---  0AGQB 8=48:0B>@0

   double cci=0,atr=0;

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

     {

      if(BufferMT[i+1]==0 || BufferMT[i+1]==EMPTY_VALUE)

        {

         cci=BufferCCI[i+1];

         atr=BufferATR[i+1];

         BufferMT[i+1]=(cci>0 ? low[i+1]-atr : high[i+1]+atr);

        }

      cci=BufferCCI[i];

      atr=BufferATR[i];

      BufferMT[i]=(cci>0 ? fmax(BufferMT[i+1],low[i]-atr) : fmin(BufferMT[i+1],high[i]+atr));

      BufferColors[i]=(BufferMT[i]>BufferMT[i+1] ? 0 : BufferMT[i]<BufferMT[i+1] ? 1 : 2);

     }



//--- return value of prev_calculated for next call

   return(rates_total);

  }

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

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