MT4智能交易编程示例 ATR指标

MT4智能交易

MT4智能交易编程示例 ATR指标

1. #property copyright   "路路发智能交易研发中心"
   
2. #property link        "http://www.ea668.com"
   
3. #property description "Average True Range"
   
4. #property strict
   
5. 
   
6. //--- indicator settings
   
7. #property indicator_separate_window
   
8. #property indicator_buffers 1
   
9. #property indicator_color1  DodgerBlue
   
10. //--- input parameter
    
11. input int InpAtrPeriod=14; // ATR Period
    
12. //--- buffers
    
13. double ExtATRBuffer[];
    
14. double ExtTRBuffer[];
    
15. //+------------------------------------------------------------------+
    
16. //| Custom indicator initialization function                         |
    
17. //+------------------------------------------------------------------+
    
18. int OnInit(void)
    
19.   {
    
20.    string short_name;
    
21. //--- 1 additional buffer used for counting.
    
22.    IndicatorBuffers(2);
    
23.    IndicatorDigits(Digits);
    
24. //--- indicator line
    
25.    SetIndexStyle(0,DRAW_LINE);
    
26.    SetIndexBuffer(0,ExtATRBuffer);
    
27.    SetIndexBuffer(1,ExtTRBuffer);
    
28. //--- name for DataWindow and indicator subwindow label
    
29.    short_name="ATR("+IntegerToString(InpAtrPeriod)+")";
    
30.    IndicatorShortName(short_name);
    
31.    SetIndexLabel(0,short_name);
    
32. //--- check for input parameter
    
33.    if(InpAtrPeriod<=0)
    
34.      {
    
35.       Print("Wrong input parameter ATR Period=",InpAtrPeriod);
    
36.       return(INIT_FAILED);
    
37.      }
    
38. //---
    
39.    SetIndexDrawBegin(0,InpAtrPeriod);
    
40. //---
    
41.    return(INIT_SUCCEEDED);
    
42.   }
    
43. //+------------------------------------------------------------------+
    
44. //| Average True Range                                               |
    
45. //+------------------------------------------------------------------+
    
46. int OnCalculate(const int rates_total,
    
47.                 const int prev_calculated,
    
48.                 const datetime &time[],
    
49.                 const double &open[],
    
50.                 const double &high[],
    
51.                 const double &low[],
    
52.                 const double &close[],
    
53.                 const long &tick_volume[],
    
54.                 const long &volume[],
    
55.                 const int &spread[])
    
56.   {
    
57.    int i,limit;
    
58. //--- check for bars count and input parameter
    
59.    if(rates_total<=InpAtrPeriod || InpAtrPeriod<=0)
    
60.       return(0);
    
61. //--- counting from 0 to rates_total
    
62.    ArraySetAsSeries(ExtATRBuffer,false);
    
63.    ArraySetAsSeries(ExtTRBuffer,false);
    
64.    ArraySetAsSeries(open,false);
    
65.    ArraySetAsSeries(high,false);
    
66.    ArraySetAsSeries(low,false);
    
67.    ArraySetAsSeries(close,false);
    
68. //--- preliminary calculations
    
69.    if(prev_calculated==0)
    
70.      {
    
71.       ExtTRBuffer[0]=0.0;
    
72.       ExtATRBuffer[0]=0.0;
    
73.       //--- filling out the array of True Range values for each period
    
74.       for(i=1; i<rates_total; i++)
    
75.          ExtTRBuffer[i]=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);
    
76.       //--- first AtrPeriod values of the indicator are not calculated
    
77.       double firstValue=0.0;
    
78.       for(i=1; i<=InpAtrPeriod; i++)
    
79.         {
    
80.          ExtATRBuffer[i]=0.0;
    
81.          firstValue+=ExtTRBuffer[i];
    
82.         }
    
83.       //--- calculating the first value of the indicator
    
84.       firstValue/=InpAtrPeriod;
    
85.       ExtATRBuffer[InpAtrPeriod]=firstValue;
    
86.       limit=InpAtrPeriod+1;
    
87.      }
    
88.    else
    
89.       limit=prev_calculated-1;
    
90. //--- the main loop of calculations
    
91.    for(i=limit; i<rates_total; i++)
    
92.      {
    
93.       ExtTRBuffer[i]=MathMax(high[i],close[i-1])-MathMin(low[i],close[i-1]);
    
94.       ExtATRBuffer[i]=ExtATRBuffer[i-1]+(ExtTRBuffer[i]-ExtTRBuffer[i-InpAtrPeriod])/InpAtrPeriod;
    
95.      }
    
96. //--- return value of prev_calculated for next call
    
97.    return(rates_total);
    
98.   }
    
99. //+------------------------------------------------------------------+
    

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