//+------------------------------------------------------------------+ //| Wilders_Trailing_Stop.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 "Wilders Trailing Stop indicator" #property indicator_chart_window #property indicator_buffers 4 #property indicator_plots 2 //--- plot UP #property indicator_label1 "Bearish WTS" #property indicator_type1 DRAW_LINE #property indicator_color1 clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- plot DN #property indicator_label2 "Bullish WTS" #property indicator_type2 DRAW_LINE #property indicator_color2 clrGreen #property indicator_style2 STYLE_SOLID #property indicator_width2 1 //--- input parameters input uint InpPeriod = 5; // Period input double InpCoeff = 3.5; // ATR coefficient //--- indicator buffers double BufferUP[]; double BufferDN[]; double BufferATR[]; double BufferWTS[]; //--- global variables double coeff; int period; int handle_atr; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- setting global variables period=int(InpPeriod<1 ? 1 : InpPeriod); coeff=InpCoeff; //--- indicator buffers mapping SetIndexBuffer(0,BufferUP,INDICATOR_DATA); SetIndexBuffer(1,BufferDN,INDICATOR_DATA); SetIndexBuffer(2,BufferATR,INDICATOR_CALCULATIONS); SetIndexBuffer(3,BufferWTS,INDICATOR_CALCULATIONS); //--- settings indicators parameters IndicatorSetInteger(INDICATOR_DIGITS,Digits()); IndicatorSetString(INDICATOR_SHORTNAME,"Wilders Trailing Stop("+(string)period+","+DoubleToString(coeff,1)+")"); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferUP,true); ArraySetAsSeries(BufferDN,true); ArraySetAsSeries(BufferATR,true); ArraySetAsSeries(BufferWTS,true); //--- create handle ATR ResetLastError(); handle_atr=iATR(NULL,PERIOD_CURRENT,period); if(handle_atr==INVALID_HANDLE) { Print("The iATR(",(string)period,") object was not created: Error ",GetLastError()); return INIT_FAILED; } //--- 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[]) { //--- Установка массивов буферов как таймсерий ArraySetAsSeries(close,true); //--- Проверка количества доступных баров if(rates_total<4) return 0; //--- Проверка и расчёт количества просчитываемых баров int limit=rates_total-prev_calculated; if(limit>1) { limit=rates_total-2; ArrayInitialize(BufferUP,EMPTY_VALUE); ArrayInitialize(BufferDN,EMPTY_VALUE); ArrayInitialize(BufferATR,0); ArrayInitialize(BufferWTS,0); } //--- Подготовка данных int copied=0,count=(limit==0 ? 1 : rates_total); copied=CopyBuffer(handle_atr,0,0,count,BufferATR); if(copied!=count) return 0; //--- Расчёт индикатора for(int i=limit; i>=0; i--) { double loss=BufferATR[i]*coeff; if(close[i]>BufferWTS[i+1] && close[i+1]>BufferWTS[i+1]) { BufferDN[i]=BufferWTS[i]=fmax(BufferWTS[i+1],close[i]-loss); BufferUP[i]=EMPTY_VALUE; } else { if(close[i]BufferWTS[i+1]) { BufferDN[i]=BufferWTS[i]=close[i]-loss; BufferUP[i]=EMPTY_VALUE; } else { BufferUP[i]=BufferWTS[i]=close[i]+loss; BufferDN[i]=EMPTY_VALUE; } } } } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+