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//+------------------------------------------------------------------+
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//| SuperTrend.mq5 |
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//| Copyright 2011, FxGeek |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2011, FxGeek"
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#property link " http://www.mql5.com"
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#property version "1.00"
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#property indicator_chart_window
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#property indicator_buffers 9
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#property indicator_plots 2
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#property indicator_label1 "Filling"
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#property indicator_type1 DRAW_FILLING
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#property indicator_color1 clrBisque, clrPaleGreen
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#property indicator_label2 "SuperTrend"
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#property indicator_type2 DRAW_COLOR_LINE
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#property indicator_color2 clrGreen, clrRed
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input int Periode=10;
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input double Multiplier=3;
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input bool Show_Filling=true; // Show as DRAW_FILLING
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double Filled_a[];
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double Filled_b[];
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double SuperTrend[];
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double ColorBuffer[];
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double Atr[];
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double Up[];
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double Down[];
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double Middle[];
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double trend[];
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int atrHandle;
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int changeOfTrend;
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int flag;
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int flagh;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- indicator buffers mapping
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SetIndexBuffer(0,Filled_a,INDICATOR_DATA);
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SetIndexBuffer(1,Filled_b,INDICATOR_DATA);
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SetIndexBuffer(2,SuperTrend,INDICATOR_DATA);
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SetIndexBuffer(3,ColorBuffer,INDICATOR_COLOR_INDEX);
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SetIndexBuffer(4,Atr,INDICATOR_CALCULATIONS);
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SetIndexBuffer(5,Up,INDICATOR_CALCULATIONS);
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SetIndexBuffer(6,Down,INDICATOR_CALCULATIONS);
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SetIndexBuffer(7,Middle,INDICATOR_CALCULATIONS);
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SetIndexBuffer(8,trend,INDICATOR_CALCULATIONS);
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atrHandle=iATR(_Symbol,_Period,Periode);
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//---
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return(0);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//---
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int to_copy;
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if(prev_calculated>rates_total || prev_calculated<0) to_copy=rates_total;
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else
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{
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to_copy=rates_total-prev_calculated;
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if(prev_calculated>0) to_copy++;
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}
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if(IsStopped()) return(0); //Checking for stop flag
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if(CopyBuffer(atrHandle,0,0,to_copy,Atr)<=0)
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{
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Print("Getting Atr is failed! Error",GetLastError());
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return(0);
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}
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int first;
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if(prev_calculated>rates_total || prev_calculated<=0) // checking for the first start of calculation of an indicator
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{
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first=Periode; // starting index for calculation of all bars
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}
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else
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{
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first=prev_calculated-1; // starting number for calculation of new bars
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}
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for(int i=first; i<rates_total && !IsStopped(); i++)
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{
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Middle[i]=(high[i]+low[i])/2;
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Up[i] = Middle[i] +(Multiplier*Atr[i]);
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Down[i]= Middle[i] -(Multiplier*Atr[i]);
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if(close[i]>Up[i-1])
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{
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trend[i]=1;
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if(trend[i-1]==-1) changeOfTrend=1;
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}
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else if(close[i]<Down[i-1])
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{
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trend[i]=-1;
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if(trend[i-1]==1) changeOfTrend=1;
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}
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else if(trend[i-1]==1)
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{
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trend[i]=1;
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changeOfTrend=0;
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}
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else if(trend[i-1]==-1)
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{
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trend[i]=-1;
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changeOfTrend=0;
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}
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if(trend[i]<0 && trend[i-1]>0)
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{
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flag=1;
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}
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else
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{
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flag=0;
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}
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if(trend[i]>0 && trend[i-1]<0)
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{
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flagh=1;
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}
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else
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{
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flagh=0;
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}
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if(trend[i]>0 && Down[i]<Down[i-1])
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Down[i]=Down[i-1];
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if(trend[i]<0 && Up[i]>Up[i-1])
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Up[i]=Up[i-1];
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if(flag==1)
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Up[i]=Middle[i]+(Multiplier*Atr[i]);
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if(flagh==1)
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Down[i]=Middle[i]-(Multiplier*Atr[i]);
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//-- Draw the indicator
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if(trend[i]==1)
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{
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SuperTrend[i]=Down[i];
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if(changeOfTrend==1)
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{
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SuperTrend[i-1]=SuperTrend[i-2];
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changeOfTrend=0;
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}
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ColorBuffer[i]=0.0;
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}
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else if(trend[i]==-1)
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{
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SuperTrend[i]=Up[i];
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if(changeOfTrend==1)
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{
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SuperTrend[i-1]= SuperTrend[i-2];
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changeOfTrend = 0;
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}
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ColorBuffer[i]=1.0;
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}
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if(Show_Filling)
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{
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Filled_a[i]= SuperTrend[i];
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Filled_b[i]= close[i];
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}else{
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Filled_a[i]= EMPTY_VALUE;
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Filled_b[i]= EMPTY_VALUE;
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}
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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@@ -0,0 +1,96 @@
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//+------------------------------------------------------------------+
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//| ATR.mq5 |
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//| Copyright 2009, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2009, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property description "Average True Range"
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//--- indicator settings
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 DodgerBlue
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#property indicator_label1 "ATR"
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//--- input parameters
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input int InpAtrPeriod=14; // ATR period
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//--- indicator buffers
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double ExtATRBuffer[];
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double ExtTRBuffer[];
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//--- global variable
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int ExtPeriodATR;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- check for input value
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if(InpAtrPeriod<=0)
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{
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ExtPeriodATR=14;
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printf("Incorrect input parameter InpAtrPeriod = %d. Indicator will use value %d for calculations.",InpAtrPeriod,ExtPeriodATR);
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}
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else ExtPeriodATR=InpAtrPeriod;
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//--- indicator buffers mapping
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SetIndexBuffer(0,ExtATRBuffer,INDICATOR_DATA);
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SetIndexBuffer(1,ExtTRBuffer,INDICATOR_CALCULATIONS);
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//---
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IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
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//--- sets first bar from what index will be drawn
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PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpAtrPeriod);
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//--- name for DataWindow and indicator subwindow label
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string short_name="ATR("+string(ExtPeriodATR)+")";
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IndicatorSetString(INDICATOR_SHORTNAME,short_name);
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PlotIndexSetString(0,PLOT_LABEL,short_name);
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//--- initialization done
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}
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//+------------------------------------------------------------------+
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//| Average True Range |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &Time[],
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const double &Open[],
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const double &High[],
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const double &Low[],
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const double &Close[],
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const long &TickVolume[],
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const long &Volume[],
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const int &Spread[])
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{
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int i,limit;
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//--- check for bars count
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if(rates_total<=ExtPeriodATR)
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return(0); // not enough bars for calculation
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//--- preliminary calculations
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if(prev_calculated==0)
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{
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ExtTRBuffer[0]=0.0;
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ExtATRBuffer[0]=0.0;
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//--- filling out the array of True Range values for each period
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for(i=1;i<rates_total && !IsStopped();i++)
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ExtTRBuffer[i]=MathMax(High[i],Close[i-1])-MathMin(Low[i],Close[i-1]);
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//--- first AtrPeriod values of the indicator are not calculated
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double firstValue=0.0;
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for(i=1;i<=ExtPeriodATR;i++)
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{
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ExtATRBuffer[i]=0.0;
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firstValue+=ExtTRBuffer[i];
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}
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//--- calculating the first value of the indicator
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firstValue/=ExtPeriodATR;
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ExtATRBuffer[ExtPeriodATR]=firstValue;
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limit=ExtPeriodATR+1;
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}
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else limit=prev_calculated-1;
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//--- the main loop of calculations
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for(i=limit;i<rates_total && !IsStopped();i++)
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{
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ExtTRBuffer[i]=MathMax(High[i],Close[i-1])-MathMin(Low[i],Close[i-1]);
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ExtATRBuffer[i]=ExtATRBuffer[i-1]+(ExtTRBuffer[i]-ExtTRBuffer[i-ExtPeriodATR])/ExtPeriodATR;
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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