Wilder_ATR

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

//|                                                   Wilder_ATR.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 "Wilder ATR indicator"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   1

//--- plot WATR

#property indicator_label1  "Wilder ATR"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrBlue

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- input parameters

input uint           InpPeriod   =  14;         // Period

input ENUM_MA_METHOD InpMethod   =  MODE_SMA;   // Method

//--- indicator buffers

double         BufferWATR[];

double         BufferTR[];

//--- global variables

int            period_sm;

int            weight_sum;

//--- includes

#include <MovingAverages.mqh>

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

//| Custom indicator initialization function                         |

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

int OnInit()

  {

//--- set global variables

   period_sm=int(InpPeriod<2 ? 2 : InpPeriod);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferWATR,INDICATOR_DATA);

   SetIndexBuffer(1,BufferTR,INDICATOR_CALCULATIONS);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"Wilder ATR ("+(string)period_sm+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferWATR,true);

   ArraySetAsSeries(BufferTR,true);

//---

   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[])

  {

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

   ArraySetAsSeries(high,true);

   ArraySetAsSeries(low,true);

   ArraySetAsSeries(close,true);

//--- @>25@:0 :>;8G5AB20 4>ABC?=KE 10@>2

   if(rates_total<fmax(period_sm,4)) return 0;

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

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-2;

      ArrayInitialize(BufferWATR,EMPTY_VALUE);

      ArrayInitialize(BufferTR,0);

     }

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

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

     {

      double hl=high[i]-low[i];

      double hc=fabs(high[i]-close[i+1]);

      double lc=fabs(low[i]-close[i+1]);

      BufferTR[i]=fmax(hl,fmax(hc,lc));

     }

   switch(InpMethod)

     {

      case MODE_EMA  :  return ExponentialMAOnBuffer(rates_total,prev_calculated,0,period_sm,BufferTR,BufferWATR);

      case MODE_SMMA :  return SmoothedMAOnBuffer(rates_total,prev_calculated,0,period_sm,BufferTR,BufferWATR);

      case MODE_LWMA :  return LinearWeightedMAOnBuffer(rates_total,prev_calculated,0,period_sm,BufferTR,BufferWATR,weight_sum);

      //---MODE_SMA

      default        :  return SimpleMAOnBuffer(rates_total,prev_calculated,0,period_sm,BufferTR,BufferWATR);

     }

   

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

   return(rates_total);

  }

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