//+------------------------------------------------------------------+ //| ATR.mq4 | //| Copyright 2005-2014, MetaQuotes Software Corp. | //| http://www.mql4.com | //+------------------------------------------------------------------+ #property copyright "2005-2014, MetaQuotes Software Corp." #property link "http://www.mql4.com" #property description "Average True Range" #property strict //--- indicator settings #property indicator_separate_window #property indicator_buffers 1 #property indicator_color1 DodgerBlue //--- input parameter input int InpAtrPeriod=14; // ATR Period //--- buffers double ExtATRBuffer[]; double ExtTRBuffer[]; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit(void) { string short_name; //--- 1 additional buffer used for counting. IndicatorBuffers(2); IndicatorDigits(Digits); //--- indicator line SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(0,ExtATRBuffer); SetIndexBuffer(1,ExtTRBuffer); //--- name for DataWindow and indicator subwindow label short_name="ATR("+IntegerToString(InpAtrPeriod)+")"; IndicatorShortName(short_name); SetIndexLabel(0,short_name); //--- check for input parameter if(InpAtrPeriod<=0) { Print("Wrong input parameter ATR Period=",InpAtrPeriod); return(INIT_FAILED); } //--- SetIndexDrawBegin(0,InpAtrPeriod); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Average True Range | //+------------------------------------------------------------------+ 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[]) { int i,limit; //--- check for bars count and input parameter if(rates_total<=InpAtrPeriod || InpAtrPeriod<=0) return(0); //--- counting from 0 to rates_total ArraySetAsSeries(ExtATRBuffer,false); ArraySetAsSeries(ExtTRBuffer,false); ArraySetAsSeries(open,false); ArraySetAsSeries(high,false); ArraySetAsSeries(low,false); ArraySetAsSeries(close,false); //--- preliminary calculations if(prev_calculated==0) { ExtTRBuffer[0]=0.0; ExtATRBuffer[0]=0.0; //--- filling out the array of True Range values for each period for(i=1; i