VolATR

//+------------------------------------------------------------------+
//|                                                       VolAtr.mq4 |
//|                                                       MetaQuotes |
//|                    http://www.alpari-idc.ru/ru/experts/articles/ |
//+------------------------------------------------------------------+
#property copyright "MetaQuotes"
#property link      "http://www.alpari-idc.ru/ru/experts/articles/"

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Navy
//---- input parameters
extern int       ATRper=8;
extern int       SmoothPer=5;
extern int       SmoothType=0;
//---- buffers
double ExtMapBuffer1[];
double ExtMapBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
   string type;
   switch(SmoothType)
   {
   case MODE_EMA: type="EMA";break;
   case MODE_SMMA: type="SMMA";break;
   case MODE_LWMA: type="LWMA";break;
   default: type="SMA";SmoothType=0;break; // åñëè íè îäèí âàðèàíò íå ïîäîøåë
   }

   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,ExtMapBuffer1);
   SetIndexLabel(0,"ATR("+ATRper+")");
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,ExtMapBuffer2);
   SetIndexLabel(1,"Sm("+"ATR("+ATRper+"),"+SmoothPer+")"+type);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    counted_bars=IndicatorCounted();
   int limit,cnt;
   if (counted_bars==0) 
      {
      limit=Bars-ATRper-1;
      for(cnt=limit;cnt>=0;cnt--)
         {
         ExtMapBuffer1[cnt]=iATR(NULL,0,ATRper,cnt);
         }
      for(cnt=limit-SmoothPer;cnt>=0;cnt--)
         {
         ExtMapBuffer2[cnt]=iMAOnArray(ExtMapBuffer1,0,SmoothPer,0,SmoothType,cnt);
         }    
      }
      
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+