WATR_v2

ÿþ//+------------------------------------------------------------------+

//|                                                        WATR.mq5  |

//|                      Written WizardSerg under article konkop in  |

//|                                        "Modern trading" #4/2001  |

//|                                  http://www.wizardserg.inweb.ru  |

//|                                              wizardserg@mail.ru  |

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

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

#property copyright "Written WizardSerg under article konkop in <Modern trading> #4/2001"

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

#property link      "http://www.wizardserg.inweb.ru"

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

#property version   "1.01"

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

#property indicator_chart_window

//---- 4;O @0AGQB0 8 >B@8A>2:8 8=48:0B>@0 8A?>;L7>20=> G5BK@5 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 1KGL3> 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 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= DodgerBlue F25B

#property indicator_color1  clrDodgerBlue

//---- ;8=8O 8=48:0B>@0 1 - =5?@5@K2=0O :@820O

#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 1KG59 <5B:8 8=48:0B>@0

#property indicator_label1  "Upper WATR"

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

//|  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 <5425659 ;8=88 8=48:0B>@0 8A?>;L7>20= Coral F25B

#property indicator_color2  clrCoral

//---- ;8=8O 8=48:0B>@0 2 - =5?@5@K2=0O :@820O

#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 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label2  "Lower WATR"

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

//|  0@0<5B@K >B@8A>2:8 1KGL3> 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 1KG59 ;8=88 8=48:0B>@0 8A?>;L7>20= Aqua F25B

#property indicator_color3  clrAqua

//---- ;8=8O 8=48:0B>@0 3 - =5?@5@K2=0O :@820O

#property indicator_style3  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 3 @02=0 4

#property indicator_width3  4

//---- >B>1@065=85 1KG59 <5B:8 8=48:0B>@0

#property indicator_label3  "Upper WATR"

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

//|  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 <5425659 ;8=88 8=48:0B>@0 8A?>;L7>20= Magenta F25B

#property indicator_color4  clrMagenta

//---- ;8=8O 8=48:0B>@0 2 - =5?@5@K2=0O :@820O

#property indicator_style4  STYLE_SOLID

//---- B>;I8=0 ;8=88 8=48:0B>@0 4 @02=0 4

#property indicator_width4  4

//---- >B>1@065=85 <54256L59 <5B:8 8=48:0B>@0

#property indicator_label4  "Lower WATR"

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input int    WATR_K = 10;

input double WATR_M = 4.0;

input int    ATR=21;

input int    Shift=0; // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E 

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

//---- >1JO2;5=85 48=0<8G5A:8E <0AA82>2, :>B>@K5 1C4CB 2 

// 40;L=59H5< 8A?>;L7>20=K 2 :0G5AB25 8=48:0B>@=KE 1CD5@>2

double ExtMapBufferUp[];

double ExtMapBufferDown[];

double ExtMapBufferUp1[];

double ExtMapBufferDown1[];

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

int ATR_Handle;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

int min_rates_total;

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

//| Custom indicator function                                        |

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

bool AntiTrendBar(const double &Open[],const double &Close[],int bar)

  {

//----

   bool res=(TrendUp(Close,bar) && (Close[bar]<Open[bar])) || (!TrendUp(Close,bar) && (Close[bar]>Open[bar]));

//----   

   return(res);

  }

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

//| Custom indicator function                                        |

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

double CalcIndicValue(double &ATRArray[],const double &Close[],int bar,bool trend)

  {

//----

   double res=Close[bar];

   if(trend)res -= (WATR_K*_Point + WATR_M*ATRArray[bar]);

   else     res += (WATR_K*_Point + WATR_M*ATRArray[bar]);

//----   

   return(res);

  }

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

//| Custom indicator function                                        |

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

bool TrendUp(const double &Close[],int bar)

  {

//----

   return((Close[bar+1]>ExtMapBufferUp[bar+1]) && (ExtMapBufferUp[bar+1]!=EMPTY_VALUE));

//----

  }

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

//| Custom indicator initialization function                         |

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

void OnInit()

  {

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

   ATR_Handle=iATR(NULL,0,ATR);

   if(ATR_Handle==INVALID_HANDLE)Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 ATR");

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=ATR;

//---- ?@52@0I5=85 48=0<8G5A:>3> <0AA820 ExtMapBufferUp 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 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,min_rates_total);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(0,PLOT_LABEL,"Upper WATR");

//---- 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,EMPTY_VALUE);



//---- ?@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 >BAGQB0 >B@8A>2:8 8=48:0B>@0 2

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,min_rates_total);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(1,PLOT_LABEL,"Lower WATR");

//---- 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,EMPTY_VALUE);



//---- ?@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 >BAGQB0 >B@8A>2:8 8=48:0B>@0 1

   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,min_rates_total);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(2,PLOT_LABEL,"Upper WATR");

//---- 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,EMPTY_VALUE);

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

   PlotIndexSetInteger(2,PLOT_ARROW,108);



//---- ?@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 >BAGQB0 >B@8A>2:8 8=48:0B>@0 2

   PlotIndexSetInteger(3,PLOT_DRAW_BEGIN,min_rates_total);

//--- A>740=85 <5B:8 4;O >B>1@065=8O 2 DataWindow

   PlotIndexSetString(3,PLOT_LABEL,"Lower WATR");

//---- 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,EMPTY_VALUE);

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

   PlotIndexSetInteger(3,PLOT_ARROW,108);



//---- 8=8F80;870F88 ?5@5<5==>9 4;O :>@>B:>3> 8<5=8 8=48:0B>@0

   string shortname;

   StringConcatenate(shortname,"WATR(",WATR_K,", ",WATR_M,", ",ATR,")");

//--- A>740=85 8<5=8 4;O >B>1@065=8O 2 >B45;L=>< ?>4>:=5 8 2> 2A?;K20NI59 ?>4A:07:5

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- >?@545;5=85 B>G=>AB8 >B>1@065=8O 7=0G5=89 8=48:0B>@0

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);

//----

  }

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

//| Custom indicator iteration function                              |

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

int OnCalculate(

                const int rates_total,    // :>;8G5AB2> 8AB>@88 2 10@0E =0 B5:CI5< B8:5

                const int prev_calculated,// :>;8G5AB2> 8AB>@88 2 10@0E =0 ?@54K4CI5< B8:5

                const datetime &time[],

                const double &open[],

                const double& high[],     // F5=>2>9 <0AA82 <0:A8<C<>2 F5=K 4;O @0AGQB0 8=48:0B>@0

                const double& low[],      // F5=>2>9 <0AA82 <8=8<C<>2 F5=K  4;O @0AGQB0 8=48:0B>@0

                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(0);



//---- >1JO2;5=8O ;>:0;L=KE ?5@5<5==KE 

   int limit,to_copy,bar;

   double iATR_[];



//---- 8=45:A0F8O M;5<5=B>2 2 <0AA820E :0: 2 B09<A5@8OE  

   ArraySetAsSeries(open,true);

   ArraySetAsSeries(close,true);

   ArraySetAsSeries(iATR_,true);



//---- @0AGQB AB0@B>2>3> =><5@0 first 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

      to_copy=rates_total;

      ExtMapBufferUp[limit+1]=close[limit+1]-WATR_K*_Point;

     }

   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 iATR_[]

   if(CopyBuffer(ATR_Handle,0,0,to_copy,iATR_)<=0) return(0);



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

   for(bar=limit; bar>=0; bar--)

     {

      if(AntiTrendBar(open,close,bar))

        {

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

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

        }

      else

        {

         if(TrendUp(close,bar))

           {

            ExtMapBufferUp[bar]=CalcIndicValue(iATR_,close,bar,true);



            if(ExtMapBufferUp[bar]<ExtMapBufferUp[bar+1])

              {

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

              }

            ExtMapBufferDown[bar]=EMPTY_VALUE;

           }

         else

           {

            ExtMapBufferDown[bar]=CalcIndicValue(iATR_,close,bar,false);

            ExtMapBufferDown1[bar]=ExtMapBufferDown[bar];



            if(ExtMapBufferDown[bar]>ExtMapBufferDown[bar+1])

              {

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

              }

            ExtMapBufferUp[bar]=EMPTY_VALUE;

           }

        }

      // ?5@5A5G5=8O A F5=>9                 

      if(TrendUp(close,bar) && (close[bar]<ExtMapBufferUp[bar]))

        {

         ExtMapBufferDown[bar]=CalcIndicValue(iATR_,close,bar,false);

         ExtMapBufferUp[bar]=EMPTY_VALUE;

        }

      if((!TrendUp(close,bar)) && (close[bar]>ExtMapBufferDown[bar]))

        {

         ExtMapBufferUp[bar]=CalcIndicValue(iATR_,close,bar,true);

         ExtMapBufferDown[bar]=EMPTY_VALUE;

        }



      ExtMapBufferUp1[bar]=EMPTY_VALUE;

      ExtMapBufferDown1[bar]=EMPTY_VALUE;



      if(ExtMapBufferUp[bar+1]==EMPTY_VALUE && ExtMapBufferUp[bar]!=EMPTY_VALUE)

         ExtMapBufferUp1[bar]=ExtMapBufferUp[bar];



      if(ExtMapBufferDown[bar+1]==EMPTY_VALUE && ExtMapBufferDown[bar]!=EMPTY_VALUE)

         ExtMapBufferDown1[bar]=ExtMapBufferDown[bar];

     }

//----     

   return(rates_total);

  }

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