NRTR_ATR_STOP

Author: Copyright © 2006, MetaQuotes Software Corp.
Indicators Used
Indicator of the average true range
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NRTR_ATR_STOP
ÿþ//+------------------------------------------------------------------+

//|                                                NRTR_ATR_STOP.mq5 |

//|                      Copyright © 2006, MetaQuotes Software Corp. |

//|                                        http://www.metaquotes.net |

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

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

#property copyright "Copyright © 2006, MetaQuotes Software Corp."

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

#property link      "http://www.metaquotes.net"

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

#property version   "1.02"

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

#property indicator_chart_window 

//---- 4;O @0AG5B0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> 4 1CD5@0

#property indicator_buffers 4

//---- 8A?>;L7>20=> 4 3@0D8G5A:8E ?>AB@>5=8O

#property indicator_plots   4

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 1 2 2845 ;8=88

#property indicator_type1   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= SeaGreen F25B

#property indicator_color1  clrSeaGreen

//---- ;8=8O 8=48:0B>@0 1 - A?;>H=0O

#property indicator_style1  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 1 @02=0 2

#property indicator_width1  2

//---- >B>1@065=85 <5B:8 ;8=88 8=48:0B>@0

#property indicator_label1  "Upper NRTR_ATR_STOP"

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

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

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

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

#property indicator_type2   DRAW_LINE

//---- 2 :0G5AB25 F25B0 ;8=88 8=48:0B>@0 8A?>;L7>20= F25B MediumVioletRed

#property indicator_color2  clrMediumVioletRed

//---- ;8=8O 8=48:0B>@0 2 - A?;>H=0O

#property indicator_style2  STYLE_SOLID

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

#property indicator_width2  2

//---- >B>1@065=85 <5B:8 ;8=88 8=48:0B>@0

#property indicator_label2  "Lower NRTR_ATR_STOP"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 3 2 2845 7=0G:0

#property indicator_type3   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 8=48:0B>@0 8A?>;L7>20= F25B SpringGreen

#property indicator_color3  clrSpringGreen

//---- B>;I8=0 8=48:0B>@0 3 @02=0 4

#property indicator_width3  4

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

#property indicator_label3  "Buy NRTR_ATR_STOP"

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

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

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

//---- >B@8A>2:0 8=48:0B>@0 4 2 2845 7=0G:0

#property indicator_type4   DRAW_ARROW

//---- 2 :0G5AB25 F25B0 8=48:0B>@0 8A?>;L7>20= F25B Red

#property indicator_color4  clrRed

//---- B>;I8=0 8=48:0B>@0 4 @02=0 4

#property indicator_width4  4

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

#property indicator_label4  "Sell NRTR_ATR_STOP"

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

//|  >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 uint ATR_Period=20;

input uint Coeficient=2;

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 2 40;L=59H5<

//---- 1C4CB 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ExtMapBufferUp[];

double ExtMapBufferDown[];

double ExtMapBufferUp1[];

double ExtMapBufferDown1[];

//---- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int ATR_Handle;

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

int min_rates_total;

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

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

   min_rates_total=int(ATR_Period+1);

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

   ATR_Handle=iATR(Symbol(),PERIOD_CURRENT,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 ExtMapBufferExtMapBufferUp[] 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(0,ExtMapBufferUp,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(0,PLOT_SHIFT,Shift);

//---- >ACI5AB2;5=85 A42830 =0G0;0 >BAG5B0 >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(ExtMapBufferUp,true);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0);



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

   SetIndexBuffer(1,ExtMapBufferDown,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 2 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(1,PLOT_SHIFT,Shift);

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

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

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

   ArraySetAsSeries(ExtMapBufferDown,true);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,0);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 ExtMapBufferUp1[] 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(2,ExtMapBufferUp1,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 1 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(2,PLOT_SHIFT,Shift);

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

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

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

   ArraySetAsSeries(ExtMapBufferUp1,true);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(2,PLOT_EMPTY_VALUE,0);

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

   PlotIndexSetInteger(2,PLOT_ARROW,171);



//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 ExtMapBufferDown1[] 2 8=48:0B>@=K9 1CD5@

   SetIndexBuffer(3,ExtMapBufferDown1,INDICATOR_DATA);

//---- >ACI5AB2;5=85 A42830 8=48:0B>@0 2 ?> 3>@87>=B0;8 =0 Shift

   PlotIndexSetInteger(3,PLOT_SHIFT,Shift);

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

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

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

   ArraySetAsSeries(ExtMapBufferDown1,true);

//---- CAB0=>2:0 7=0G5=89 8=48:0B>@0, :>B>@K5 =5 1C4CB 2848<K =0 3@0D8:5

   PlotIndexSetDouble(3,PLOT_EMPTY_VALUE,0);

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

   PlotIndexSetInteger(3,PLOT_ARROW,171);



//---- #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 ;M910 4;O AC1J>:>= 

   string short_name="NRTR_ATR_STOP";

   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 @0AGQB0

   if(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 REZ,ATR[];

   static int Trend_;



//---- @0AGQBK =5>1E>48<>3> :>;8G5AB20 :>?8@C5<KE 40==KE 8

//AB0@B>2>3> =><5@0 limit 4;O F8:;0 ?5@5AGQB0 10@>2

   if(prev_calculated>rates_total || prev_calculated<=0)// ?@>25@:0 =0 ?5@2K9 AB0@B @0AGQB0 8=48:0B>@0

     {

      limit=rates_total-min_rates_total; // AB0@B>2K9 =><5@ 4;O @0AGQB0 2A5E 10@>2

      Trend_=NULL;

     }

   else limit=rates_total-prev_calculated; // AB0@B>2K9 =><5@ 4;O @0AGQB0 =>2KE 10@>2

   to_copy=limit+1;



//---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82 ATR[]

   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(ATR,true);

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

//----    

   Trend=Trend_;



//---- >A=>2=>9 F8:; @0AGQB0 8=48:0B>@0

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

     {

      ExtMapBufferUp[bar]=0.0;

      ExtMapBufferDown[bar]=0.0;

      ExtMapBufferUp1[bar]=0.0;

      ExtMapBufferDown1[bar]=0.0;

      REZ=Coeficient*ATR[bar];

      //----

      if(Trend<=0 && low[bar+1]>ExtMapBufferDown[bar+1])

        {

         ExtMapBufferUp[bar+1]=low[bar+1]-REZ;

         Trend=+1;

        }

      //----

      if(Trend>=0 && high[bar+1]<ExtMapBufferUp[bar+1])

        {

         ExtMapBufferDown[bar+1]=high[bar+1]+REZ;

         Trend=-1;

        }

      //----

      if(Trend>=0)

        {

         if(low[bar+1]>ExtMapBufferUp[bar+1]+REZ) ExtMapBufferUp[bar]=low[bar+1]-REZ;

         else ExtMapBufferUp[bar]=ExtMapBufferUp[bar+1];

        }

      //----

      if(Trend<=0)

        {

         if(high[bar+1]<ExtMapBufferDown[bar+1]-REZ) ExtMapBufferDown[bar]=high[bar+1]+REZ;

         else ExtMapBufferDown[bar]=ExtMapBufferDown[bar+1];

        }

        

      if(Trend>0 && Trend_<=0) ExtMapBufferUp1[bar]=ExtMapBufferUp[bar];

      if(Trend<0 && Trend_>=0) ExtMapBufferDown1[bar]=ExtMapBufferDown[bar];



      if(bar) Trend_=Trend;

     }

//----     

   return(rates_total);

  }

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

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