Add Support for atr in x121 indicator ...

Indicators/x-saherelm.x121.mq5

@@ -63,10 +63,18 @@ input ENUM_SERIESMODE hhMode = MODE_HIGH; // Highest High Calculation Method
 input ENUM_SERIESMODE llMode = MODE_LOW;  // Lowest Low Calculation Method
 
 //
-input group "Paraboli Sar Detection";
+input group "Parabolic Sar Detection";
 input double sarStep = 0.02; // Step
 input double sarMax = 0.2;   // Maximum
 
+//
+input group "Atr Detection";
+input int atrLength = 14;                                // Length
+input double atrMultiplier = 1;                          // Multiplier
+input ENUM_APPLIED_PRICE atrUpperAppliedTo = PRICE_HIGH; // Upper Zone Applied To
+input ENUM_APPLIED_PRICE atrLowerAppliedTo = PRICE_LOW;  // Lower Zone Applied To
+input ENUM_X_MA_METHOD atrSmoothingMode = X_MA_MODE_EMA; // Smoothing Method
+
 //
 input group "VWap Detection";
 input int vwapFastLength = 20;                        // Fast Length
@@ -78,27 +86,15 @@ input ENUM_APPLIED_PRICE vwapAppliedTo = PRICE_CLOSE; // Applied To
 input group "Donchain Detection";
 input int donchainLength = 40; // Donchain Length
 
-//
-input group "Fibonacci";
-input double fiboLevel1 = 0.236; // Fibio 1st Level
-input double fiboLevel2 = 0.382; // Fibio 2st Level
-input double fiboLevel3 = 0.5;   // Fibio 3rd Level
-input double fiboLevel4 = 0.618; // Fibio 4th Level
-input double fiboLevel5 = 0.764; // Fibio 5th Level
-
 //
 input group "Presentation";
 
 //
 input int startCalculationForLastBars = 1000; // Calculate Last n Bars
 
-//
-input int sarArrowCode = 159;   // Parabolic Sar Arrow Code
-input int peaksArrowCode = 159; // Peaks Arrow Code
-input int valesArrowCode = 159; // Vales Arrow Code
-
 //
 input bool showSar = true;      // Show Parabolic Sar
+input bool showAtr = true;      // Show Atr
 input bool showPeaks = true;    // Show Peaks
 input bool showVales = true;    // Show Vales
 input bool showVWap = true;     // Show VWap
@@ -112,6 +108,11 @@ input bool showFibo3Levels = false; // Show Fibo 3rd Level
 input bool showFibo4Levels = false; // Show Fibo 4th Level
 input bool showFibo5Levels = false; // Show Fibo 5th Level
 
+//
+input group "Atr Presentation";
+input bool showAtrUpper = true; // Show Upper Zone
+input bool showAtrLower = true; // Show Lower Zone
+
 //
 input group "VWap Presentation";
 input bool showVWapFast = true;   // Show VWap Fast
@@ -127,6 +128,22 @@ input bool showHigh = false; // Show High
 input bool showClose = true; // Show Close
 input bool showLow = false;  // Show Low
 
+//
+// Non Important Inputs ...
+
+//
+input group "Fibonacci";
+input double fiboLevel1 = 0.236; // Fibio 1st Level
+input double fiboLevel2 = 0.382; // Fibio 2st Level
+input double fiboLevel3 = 0.5;   // Fibio 3rd Level
+input double fiboLevel4 = 0.618; // Fibio 4th Level
+input double fiboLevel5 = 0.764; // Fibio 5th Level
+
+//
+input int sarArrowCode = 159;   // Parabolic Sar Arrow Code
+input int peaksArrowCode = 159; // Peaks Arrow Code
+input int valesArrowCode = 159; // Vales Arrow Code
+
 //
 // Buffers ...
 
@@ -140,8 +157,8 @@ input bool showLow = false;  // Show Low
 #property indicator_chart_window
 
 //
-#property indicator_buffers 39
-#property indicator_plots 19
+#property indicator_buffers 42
+#property indicator_plots 21
 
 //
 // PEAKS ...
@@ -169,6 +186,9 @@ double valesBuffer[];
 #property indicator_color2 clrMagenta
 #property indicator_width2 1
 
+//
+// SAR ...
+
 //
 #define sarBufferIndex 2
 double sarBuffer[];
@@ -180,52 +200,84 @@ double sarBuffer[];
 #property indicator_width3 1
 
 //
-// FAST ...
-#define vwapFastBufferIndex 3
-double vwapFastBuffer[];
-
-#define vwapFastColorBufferIndex 4
-double vwapFastColorBuffer[];
+// ATR ...
 
 //
-#define vwapFastPlotBufferIndex 3
-#property indicator_label4 "X121 VWF"
-#property indicator_type4 DRAW_COLOR_LINE
-#property indicator_color4 CLR_NONE, clrAqua, clrMagenta, clrGray
-#property indicator_style4 STYLE_SOLID
+// Upper ...
+
+//
+#define atrUpperBufferIndex 3
+double atrUpperBuffer[];
+
+#property indicator_label4 "X121 ATRU"
+#property indicator_type4 DRAW_LINE
+#property indicator_color4 clrYellow
+#property indicator_style4 STYLE_DOT
 #property indicator_width4 2
 
 //
-// MID ...
-#define vwapMidBufferIndex 5
-double vwapMidBuffer[];
-
-#define vwapMidColorBufferIndex 6
-double vwapMidColorBuffer[];
+// Lower ...
 
 //
-#define vwapMidPlotBufferIndex 4
-#property indicator_label5 "X121 VWM"
-#property indicator_type5 DRAW_COLOR_LINE
-#property indicator_color5 CLR_NONE, clrGreen, clrRed, clrGray
-#property indicator_style5 STYLE_SOLID
+#define atrLowerBufferIndex 4
+double atrLowerBuffer[];
+
+#property indicator_label5 "X121 ATRL"
+#property indicator_type5 DRAW_LINE
+#property indicator_color5 clrYellow
+#property indicator_style5 STYLE_DOT
 #property indicator_width5 2
 
+//
+// VWAP ...
+
+//
+// FAST ...
+#define vwapFastBufferIndex 5
+double vwapFastBuffer[];
+
+#define vwapFastColorBufferIndex 6
+double vwapFastColorBuffer[];
+
+//
+#define vwapFastPlotBufferIndex 5
+#property indicator_label6 "X121 VWF"
+#property indicator_type6 DRAW_COLOR_LINE
+#property indicator_color6 CLR_NONE, clrAqua, clrMagenta, clrGray
+#property indicator_style6 STYLE_SOLID
+#property indicator_width6 2
+
+//
+// MID ...
+#define vwapMidBufferIndex 7
+double vwapMidBuffer[];
+
+#define vwapMidColorBufferIndex 8
+double vwapMidColorBuffer[];
+
+//
+#define vwapMidPlotBufferIndex 6
+#property indicator_label7 "X121 VWM"
+#property indicator_type7 DRAW_COLOR_LINE
+#property indicator_color7 CLR_NONE, clrGreen, clrRed, clrGray
+#property indicator_style7 STYLE_SOLID
+#property indicator_width7 2
+
 //
 // SLOW ...
-#define vwapSlowBufferIndex 7
+#define vwapSlowBufferIndex 9
 double vwapSlowBuffer[];
 
-#define vwapSlowColorBufferIndex 8
+#define vwapSlowColorBufferIndex 10
 double vwapSlowColorBuffer[];
 
 //
-#define vwapSlowPlotBufferIndex 5
-#property indicator_label6 "X121 VWS"
-#property indicator_type6 DRAW_COLOR_LINE
-#property indicator_color6 CLR_NONE, clrSteelBlue, clrDarkRed, clrGray
-#property indicator_style6 STYLE_SOLID
-#property indicator_width6 2
+#define vwapSlowPlotBufferIndex 7
+#property indicator_label8 "X121 VWS"
+#property indicator_type8 DRAW_COLOR_LINE
+#property indicator_color8 CLR_NONE, clrSteelBlue, clrDarkRed, clrGray
+#property indicator_style8 STYLE_SOLID
+#property indicator_width8 2
 
 //
 // XDON ...
@@ -234,101 +286,101 @@ double vwapSlowColorBuffer[];
 // Open ...
 
 //
-#define donOpenUpperBufferIndex 9
+#define donOpenUpperBufferIndex 11
 double donOpenUpperBuffer[];
 
 //
-#define donOpenUpperPlotBufferIndex 6
-#property indicator_label7 "X121 O U"
-#property indicator_type7 DRAW_LINE
-#property indicator_color7 clrCornflowerBlue
-#property indicator_width7 1
+#define donOpenUpperPlotBufferIndex 8
+#property indicator_label9 "X121 O U"
+#property indicator_type9 DRAW_LINE
+#property indicator_color9 clrCornflowerBlue
+#property indicator_width9 1
 
 //
-#define donOpenLowerBufferIndex 10
+#define donOpenLowerBufferIndex 12
 double donOpenLowerBuffer[];
 
 //
-#define donOpenLowerPlotBufferIndex 7
-#property indicator_label8 "X121 O L"
-#property indicator_type8 DRAW_LINE
-#property indicator_color8 clrCornflowerBlue
-#property indicator_width8 1
+#define donOpenLowerPlotBufferIndex 9
+#property indicator_label10 "X121 O L"
+#property indicator_type10 DRAW_LINE
+#property indicator_color10 clrCornflowerBlue
+#property indicator_width10 1
 
 //
 // High ...
 
 //
-#define donHighUpperBufferIndex 11
+#define donHighUpperBufferIndex 13
 double donHighUpperBuffer[];
 
 //
-#define donHighUpperPlotBufferIndex 8
-#property indicator_label9 "X121 H U"
-#property indicator_type9 DRAW_LINE
-#property indicator_color9 clrAquamarine
-#property indicator_width9 1
+#define donHighUpperPlotBufferIndex 10
+#property indicator_label11 "X121 H U"
+#property indicator_type11 DRAW_LINE
+#property indicator_color11 clrAquamarine
+#property indicator_width11 1
 
 //
-#define donHighLowerBufferIndex 12
+#define donHighLowerBufferIndex 14
 double donHighLowerBuffer[];
 
 //
-#define donHighLowerPlotBufferIndex 9
-#property indicator_label10 "X121 H L"
-#property indicator_type10 DRAW_LINE
-#property indicator_color10 clrAquamarine
-#property indicator_width10 1
+#define donHighLowerPlotBufferIndex 11
+#property indicator_label12 "X121 H L"
+#property indicator_type12 DRAW_LINE
+#property indicator_color12 clrAquamarine
+#property indicator_width12 1
 
 //
 // Low ...
 
 //
-#define donLowUpperBufferIndex 13
+#define donLowUpperBufferIndex 15
 double donLowUpperBuffer[];
 
 //
-#define donLowUpperPlotBufferIndex 10
-#property indicator_label11 "X121 L U"
-#property indicator_type11 DRAW_LINE
-#property indicator_color11 clrDarkOrchid
-#property indicator_width11 1
+#define donLowUpperPlotBufferIndex 12
+#property indicator_label13 "X121 L U"
+#property indicator_type13 DRAW_LINE
+#property indicator_color13 clrDarkOrchid
+#property indicator_width13 1
 
 //
-#define donLowLowerBufferIndex 14
+#define donLowLowerBufferIndex 16
 double donLowLowerBuffer[];
 
 //
-#define donLowLowerPlotBufferIndex 11
-#property indicator_label12 "X121 L L"
-#property indicator_type12 DRAW_LINE
-#property indicator_color12 clrDarkOrchid
-#property indicator_width12 1
+#define donLowLowerPlotBufferIndex 13
+#property indicator_label14 "X121 L L"
+#property indicator_type14 DRAW_LINE
+#property indicator_color14 clrDarkOrchid
+#property indicator_width14 1
 
 //
 // Close ...
 
 //
-#define donCloseUpperBufferIndex 15
+#define donCloseUpperBufferIndex 17
 double donCloseUpperBuffer[];
 
 //
-#define donCloseUpperPlotBufferIndex 12
-#property indicator_label13 "X121 C U"
-#property indicator_type13 DRAW_LINE
-#property indicator_color13 clrCoral
-#property indicator_width13 1
+#define donCloseUpperPlotBufferIndex 14
+#property indicator_label15 "X121 C U"
+#property indicator_type15 DRAW_LINE
+#property indicator_color15 clrCoral
+#property indicator_width15 1
 
 //
-#define donCloseLowerBufferIndex 16
+#define donCloseLowerBufferIndex 18
 double donCloseLowerBuffer[];
 
 //
-#define donCloseLowerPlotBufferIndex 13
-#property indicator_label14 "X121 C L"
-#property indicator_type14 DRAW_LINE
-#property indicator_color14 clrCoral
-#property indicator_width14 1
+#define donCloseLowerPlotBufferIndex 15
+#property indicator_label16 "X121 C L"
+#property indicator_type16 DRAW_LINE
+#property indicator_color16 clrCoral
+#property indicator_width16 1
 
 //
 // FIBONACCI ...
@@ -337,82 +389,82 @@ double donCloseLowerBuffer[];
 // FIBBO Level 1 ...
 
 //
-#define fl1BufferIndex 17
+#define fl1BufferIndex 19
 double fl1Buffer[];
 
 //
-#define fl1PlotBufferIndex 14
-#property indicator_label15 "X121 FL1"
-#property indicator_type15 DRAW_LINE
-#property indicator_color15 clrGold
-#property indicator_style15 STYLE_DASHDOTDOT
-#property indicator_width15 1
-
-//
-// FIBBO Level 2 ...
-
-//
-#define fl2BufferIndex 18
-double fl2Buffer[];
-
-//
-#define fl2PlotBufferIndex 15
-#property indicator_label16 "X121 FL2"
-#property indicator_type16 DRAW_LINE
-#property indicator_color16 clrGold
-#property indicator_style16 STYLE_DASHDOTDOT
-#property indicator_width16 1
-
-//
-// FIBBO Level 3 ...
-
-//
-#define fl3BufferIndex 19
-double fl3Buffer[];
-
-//
-#define fl3PlotBufferIndex 16
-#property indicator_label17 "X121 FL3"
+#define fl1PlotBufferIndex 16
+#property indicator_label17 "X121 FL1"
 #property indicator_type17 DRAW_LINE
 #property indicator_color17 clrGold
 #property indicator_style17 STYLE_DASHDOTDOT
 #property indicator_width17 1
 
 //
-// FIBBO Level 4 ...
+// FIBBO Level 2 ...
 
 //
-#define fl4BufferIndex 20
-double fl4Buffer[];
+#define fl2BufferIndex 20
+double fl2Buffer[];
 
 //
-#define fl4PlotBufferIndex 17
-#property indicator_label18 "X121 FL4"
+#define fl2PlotBufferIndex 17
+#property indicator_label18 "X121 FL2"
 #property indicator_type18 DRAW_LINE
 #property indicator_color18 clrGold
 #property indicator_style18 STYLE_DASHDOTDOT
 #property indicator_width18 1
 
 //
-// FIBBO Level 5 ...
+// FIBBO Level 3 ...
 
 //
-#define fl5BufferIndex 21
-double fl5Buffer[];
+#define fl3BufferIndex 21
+double fl3Buffer[];
 
 //
-#define fl5PlotBufferIndex 18
-#property indicator_label19 "X121 FL5"
+#define fl3PlotBufferIndex 18
+#property indicator_label19 "X121 FL3"
 #property indicator_type19 DRAW_LINE
 #property indicator_color19 clrGold
 #property indicator_style19 STYLE_DASHDOTDOT
 #property indicator_width19 1
 
+//
+// FIBBO Level 4 ...
+
+//
+#define fl4BufferIndex 22
+double fl4Buffer[];
+
+//
+#define fl4PlotBufferIndex 19
+#property indicator_label20 "X121 FL4"
+#property indicator_type20 DRAW_LINE
+#property indicator_color20 clrGold
+#property indicator_style20 STYLE_DASHDOTDOT
+#property indicator_width20 1
+
+//
+// FIBBO Level 5 ...
+
+//
+#define fl5BufferIndex 23
+double fl5Buffer[];
+
+//
+#define fl5PlotBufferIndex 20
+#property indicator_label21 "X121 FL5"
+#property indicator_type21 DRAW_LINE
+#property indicator_color21 clrGold
+#property indicator_style21 STYLE_DASHDOTDOT
+#property indicator_width21 1
+
 //
 // Data Buffers ...
 
 //
-int mLastBufferIndex = 21;
+int mLastBufferIndex = 23;
 
 //
 // CURRENT ...
@@ -495,13 +547,16 @@ double vwapMidStateBuffer[];
 double vwapSlowStateBuffer[];
 
 //
-// Valid Peaks and Vales ...
+// ATR ...
 
-#define validPeaksBufferIndex mLastBufferIndex + 16
-double validPeaksBuffer[];
+#define atrBufferIndex mLastBufferIndex + 16
+double atrBuffer[];
 
-#define validValesBufferIndex mLastBufferIndex + 17
-double validValesBuffer[];
+#define atrUpperRawBufferIndex mLastBufferIndex + 17
+double atrUpperRawBuffer[];
+
+#define atrLowerRawBufferIndex mLastBufferIndex + 18
+double atrLowerRawBuffer[];
 
 //
 // Variables, Properties and etc ...
@@ -517,6 +572,10 @@ int maxLength;
 // SAR Handler ...
 int sarHandler = INVALID_HANDLE;
 
+//
+// ATR Handler ...
+int atrHandler = INVALID_HANDLE;
+
 //
 double mHideColorIDX = 0;
 
@@ -574,6 +633,19 @@ int OnInit()
         return INIT_FAILED;
     }
 
+    //
+    // ATR ...
+    atrHandler = iATR(
+        _Symbol,
+        _Period,
+        atrLength //
+    );
+    isInited = atrHandler != INVALID_HANDLE;
+    if (!isInited)
+    {
+        return INIT_FAILED;
+    }
+
     //
     if (!InitMarketCycles())
     {
@@ -621,6 +693,7 @@ void OnDeinit(const int reason)
 
     //
     IndicatorRelease(sarHandler);
+    IndicatorRelease(atrHandler);
 }
 
 /**
@@ -680,10 +753,17 @@ int OnCalculate(
     // SAR ...
     int sarCalculatedBars = BarsCalculated(sarHandler);
 
+    //
+    // ATR ...
+    int atrCalculatedBars = BarsCalculated(atrHandler);
+
     //
     bool isPassedRequiredCalculatedBars =
         //
         // SAR ...
+        sarCalculatedBars >= maxLength &&
+        //
+        // ATR...
         sarCalculatedBars >= maxLength
         //
         ;
@@ -702,13 +782,18 @@ int OnCalculate(
     // SAR ...
     int copiedSars = CopyBuffer(sarHandler, 0, 0, limit, sarBuffer);
 
+    //
+    // ATR ...
+    int copiedAtrs = CopyBuffer(atrHandler, 0, 0, limit, atrBuffer);
+
     //
     // Validate Copied Items ...
     bool isPassedRequiredCopiedItems =
         //
         //
         // SAR ...
-        copiedSars > 0
+        copiedSars > 0 &&
+        copiedAtrs > 0
         //
         ;
     if (!isPassedRequiredCopiedItems)
@@ -756,6 +841,10 @@ bool ValidateInputs()
         sarStep > 0 &&
         sarMax > sarStep &&
         //
+        // ATR ...
+        atrLength > 0 &&
+        atrMultiplier > 0 &&
+        //
         // XDON ...
         donchainLength > 0 &&
         //
@@ -798,6 +887,10 @@ int ExtractMaxLengthOfInputs()
     result = MathMax(result, vwapMidLength);
     result = MathMax(result, vwapSlowLength);
 
+    //
+    // ATR ...
+    result = MathMax(result, atrLength);
+
     //
     return result;
 }
@@ -827,6 +920,7 @@ void DefineBuffers()
 
     //
     // VALES ...
+
     //
     ENUM_DRAW_TYPE valesDrawType = showVales ? DRAW_ARROW : DRAW_NONE;
 
@@ -844,6 +938,7 @@ void DefineBuffers()
 
     //
     // SAR ...
+
     //
     ENUM_DRAW_TYPE sarDrawType = showSar ? DRAW_ARROW : DRAW_NONE;
 
@@ -859,6 +954,29 @@ void DefineBuffers()
     PlotIndexSetDouble(sarBufferIndex, PLOT_EMPTY_VALUE, 0);
     PlotIndexSetInteger(sarBufferIndex, PLOT_ARROW, sarArrowCode);
 
+    //
+    // ATR ...
+
+    //
+    // UPPER ...
+    bool canShowAtrUpper = showAtr && showAtrUpper;
+    ENUM_DRAW_TYPE atrUpperDrawType = canShowAtrUpper ? DRAW_LINE : DRAW_NONE;
+    ArraySetAsSeries(atrUpperBuffer, true);
+    SetIndexBuffer(atrUpperBufferIndex, atrUpperBuffer, INDICATOR_DATA);
+    PlotIndexSetDouble(atrUpperBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+    PlotIndexSetInteger(atrUpperBufferIndex, PLOT_SHOW_DATA, canShowAtrUpper);
+    PlotIndexSetInteger(atrUpperBufferIndex, PLOT_DRAW_TYPE, atrUpperDrawType);
+
+    //
+    // LOWER ...
+    bool canShowAtrLower = showAtr && showAtrLower;
+    ENUM_DRAW_TYPE atrLowerDrawType = canShowAtrLower ? DRAW_LINE : DRAW_NONE;
+    ArraySetAsSeries(atrLowerBuffer, true);
+    SetIndexBuffer(atrLowerBufferIndex, atrLowerBuffer, INDICATOR_DATA);
+    PlotIndexSetDouble(atrLowerBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+    PlotIndexSetInteger(atrLowerBufferIndex, PLOT_SHOW_DATA, canShowAtrLower);
+    PlotIndexSetInteger(atrLowerBufferIndex, PLOT_DRAW_TYPE, atrLowerDrawType);
+
     //
     // XVWAP ...
 
@@ -1118,15 +1236,19 @@ void DefineBuffers()
     SetIndexBuffer(vwapSlowStateBufferIndex, vwapSlowStateBuffer, INDICATOR_CALCULATIONS);
 
     //
-    // VALID Peaks and Vales ...
+    // ATR ...
 
     //
-    ArraySetAsSeries(validPeaksBuffer, true);
-    SetIndexBuffer(validPeaksBufferIndex, validPeaksBuffer, INDICATOR_CALCULATIONS);
+    ArraySetAsSeries(atrBuffer, true);
+    SetIndexBuffer(atrBufferIndex, atrBuffer, INDICATOR_CALCULATIONS);
 
     //
-    ArraySetAsSeries(validValesBuffer, true);
-    SetIndexBuffer(validValesBufferIndex, validValesBuffer, INDICATOR_CALCULATIONS);
+    ArraySetAsSeries(atrUpperRawBuffer, true);
+    SetIndexBuffer(atrUpperRawBufferIndex, atrUpperRawBuffer, INDICATOR_CALCULATIONS);
+
+    //
+    ArraySetAsSeries(atrLowerRawBuffer, true);
+    SetIndexBuffer(atrLowerRawBufferIndex, atrLowerRawBuffer, INDICATOR_CALCULATIONS);
 }
 
 /**
@@ -1192,14 +1314,15 @@ void CalculateBuffers(
         );
 
         //
-        // if (bar_index <= barsLimit + 576)
-        // {
-        //     //
-        //     CalculateValidPeaksAndVales(
-        //         bar_index,
-        //         prevCalculated //
-        //     );
-        // }
+        CalculateAtrZones(
+            bar_index,
+            prevCalculated,
+            ratesTotal,
+            open,
+            high,
+            close,
+            low //
+        );
 
         //
         CalculateFibonacci(
@@ -1416,6 +1539,14 @@ void FillBuffersZero(int barIndex)
     // SARS ...
     sarBuffer[barIndex] = 0;
 
+    //
+    // ATRS ...
+    atrBuffer[barIndex] = 0;
+    atrUpperBuffer[barIndex] = 0;
+    atrUpperRawBuffer[barIndex] = 0;
+    atrUpperBuffer[barIndex] = 0;
+    atrLowerRawBuffer[barIndex] = 0;
+
     //
     // VWAP ...
 
@@ -1434,10 +1565,6 @@ void FillBuffersZero(int barIndex)
     vwapMidStateBuffer[barIndex] = hideColorIDX;
     vwapSlowStateBuffer[barIndex] = hideColorIDX;
 
-    //
-    validPeaksBuffer[barIndex] = 0;
-    validValesBuffer[barIndex] = 0;
-
     //
     donOpenUpperBuffer[barIndex] = 0;
     donOpenLowerBuffer[barIndex] = 0;
@@ -1989,147 +2116,100 @@ void CalculateDonchains(
 }
 
 /**
- * Calculate Valid Vales and Peaks ...
+ * Calculate Different VWaps ...
  *
- * @param  bar_index: Integer, current Bar Index ...
+ * @param  bar_index: Integer, Represent Current Bar ...
+ * @param  prevCalculated: Integer, Represent Previous Calculated Bars ...
+ * @param  ratesTotal: Integer, Represents All Available Bars ...
+ * @param  open: Double Array, History of Open Prices ...
+ * @param  high: Double Array, History of High Prices ...
+ * @param  close: Double Array, History of Close Prices ...
+ * @param  low: Double Array, History of Low Prices ...
  */
-void CalculateValidPeaksAndVales(
-    int bar_index,
-    int prevCalculated //
+void CalculateAtrZones(
+    int bar_index, // Selected Bar Index
+    const int prevCalculated,
+    const int ratesTotal,
+    const double &open[],
+    const double &high[],
+    const double &close[],
+    const double &low[] //
 )
 {
     //
-    int minRepetition = donchainLength;
-    int maxAllowedLoopbackBars = 576;
+    // Select ATr Value ...
+    double atrValue = atrBuffer[bar_index];
+    double appliedAtrMultiplierValue = atrValue * atrMultiplier;
 
     //
-    int barIndex = bar_index;
-    int start = barIndex;
-    int end = start + maxAllowedLoopbackBars;
+    // Select Upper Price ...
+    double upperPrice = GetAppliedPrice(
+        atrUpperAppliedTo,
+        open,
+        high,
+        low,
+        close,
+        bar_index //
+    );
 
     //
-    double peak = 0;
-    int peakRepeate = 0;
-    int peakToBarIndex = 0;
-    int peakFromBarIndex = 0;
+    // Select Lower Price ...
+    double lowerPrice = GetAppliedPrice(
+        atrLowerAppliedTo,
+        open,
+        high,
+        low,
+        close,
+        bar_index //
+    );
 
     //
-    double vale = 0;
-    int valeRepeate = 0;
-    int valeToBarIndex = 0;
-    int valeFromBarIndex = 0;
+    // Calculate Raw Atrs ...
 
     //
-    bool canLookupPeak = true;
-    bool canLookupVale = true;
-    bool canLookup = true;
+    // Upper ...
+    double atrUpperRawValue = upperPrice + appliedAtrMultiplierValue;
+    atrUpperRawBuffer[bar_index] = atrUpperRawValue;
 
     //
-    while (canLookup)
+    // Lower ...
+    double atrLowerRawValue = lowerPrice - appliedAtrMultiplierValue;
+    atrLowerRawBuffer[bar_index] = atrLowerRawValue;
+
+    //
+    bool canSmooth = atrSmoothingMode != X_MA_MODE_NONE;
+    if (canSmooth)
     {
         //
-        // Check Peak ...
-        if (canLookupPeak)
-        {
-            //
-            double iPeak = peaksBuffer[barIndex];
-            if (iPeak != peak)
-            {
-                //
-                if (peak != 0 &&
-                    peakRepeate >= minRepetition)
-                {
-                    //
-                    canLookupPeak = false;
-                }
-                else
-                {
-                    //
-                    peak = iPeak;
-                    peakRepeate = 0;
-                    peakFromBarIndex = 0;
-                    peakToBarIndex = barIndex;
-                }
-            }
-            else if (iPeak == peak)
-            {
-                //
-                peakRepeate++;
-                peakFromBarIndex = barIndex;
-            }
-        }
+        // Upper ...
+        iMAOnBuffer(
+            ratesTotal,
+            prevCalculated,
+            bar_index,
+            atrLength,
+            atrUpperRawBuffer,
+            atrUpperBuffer,
+            atrSmoothingMode //
+        );
 
         //
-        // Check Vale ...
-        if (canLookupVale)
-        {
-            //
-            double iVale = valesBuffer[barIndex];
-            if (iVale != vale)
-            {
-                //
-                if (vale != 0 &&
-                    valeRepeate >= minRepetition)
-                {
-                    canLookupVale = false;
-                }
-                else
-                {
-                    //
-                    vale = iVale;
-                    valeRepeate = 0;
-                    valeFromBarIndex = 0;
-                    valeToBarIndex = barIndex;
-                }
-            }
-            else if (iVale == vale)
-            {
-                //
-                valeRepeate++;
-                valeFromBarIndex = barIndex;
-            }
-        }
-
-        //
-        canLookup = barIndex < end &&
-                    (canLookupPeak ||
-                     canLookupVale);
-        if (canLookup)
-        {
-            barIndex++;
-        }
-    }
-
-    //
-    if (!canLookupPeak)
-    {
-        validPeaksBuffer[bar_index] = peak;
+        // Lower ...
+        iMAOnBuffer(
+            ratesTotal,
+            prevCalculated,
+            bar_index,
+            atrLength,
+            atrLowerRawBuffer,
+            atrLowerBuffer,
+            atrSmoothingMode //
+        );
     }
     else
     {
         //
-        double lastValidPeak = prevCalculated == 0
-                                   ? 0
-                                   : validPeaksBuffer[bar_index + 1];
-
-        //
-        validPeaksBuffer[bar_index] = lastValidPeak;
-    }
-
-    //
-    if (!canLookupVale)
-    {
-        validValesBuffer[bar_index] = vale;
-    }
-    else
-    {
-        //
-        double lastValidVale = prevCalculated == 0
-                                   ? 0
-                                   : validValesBuffer[bar_index + 1];
-
-        //
-        validValesBuffer[bar_index] = lastValidVale;
+        // Use Raw Values ...
+        atrUpperBuffer[bar_index] = atrUpperRawValue;
+        atrLowerBuffer[bar_index] = atrLowerRawValue;
     }
 }