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- 2012.12.27 11:56
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- 2016.11.22 07:32
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Description
The CATROnRingBuffer class is designed for calculation of the Average True Range indicator (Average True Range, ATR) using the algorithm of the ring buffer.
Declaration
class CATROnRingBuffer
Title
#include <IncOnRingBuffer\CATROnRingBuffer.mqh>
File of the CATROnRingBuffer.mqh should be placed to the IncOnRingBuffer folder that need to be established in MQL5\Include\. Two files with the examples used by the class from this folder are attached to the description. File with the class of the ring buffer and with the class of Moving Average also must be in this folder.
Class methods
//--- initialization method: bool Init( // if error it returns false, if successful - true int ma_period = 14, // the period of Moving Average smoothing ENUM_MA_METHOD ma_method = MODE_SMA, // the method of Moving Average smoothing int size_buffer = 256, // the ring buffer size, the number of stored data bool as_series = false // true, if a time series, false if a usual indexing of the input data );
//--- method of calculation based on a time series or indicator buffers: int MainOnArray( // returns the number of processed elements const int rates_total, // the size of the arrays const int prev_calculated, // processed elements on the previous call const double &high[] // the maximum value array const double &low[] // the minimum value array const double &close[] // close price array );
//--- method of calculation based on separate series elements in the array double MainOnValue( // returns the ATR value for the set element const int rates_total, // the size of the array const int prev_calculated, // processed elements of the array const int begin, // from where the significant values of the array starts const double high, // the maximum value const double low, // the minimum value const double close, // close price const int index // the element index );
//--- methods of access to the data: int BarsRequired(); // Returns the necessary number of bars to draw the indicator string Name(); // Returns the name of the indicator string MAMethod(); // Returns the method of smoothing in the form of the text line int MAPeriod(); // Returns the period of smoothing int Size(); // Returns the size of the ring buffer
To get the calculated data of the indicator from the ring buffer is possible as from the usual array. For example:
#include <IncOnRingBuffer\CATROnRingBuffer.mqh> CATROnRingBuffer atr; ... //+------------------------------------------------------------------+ //| 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[]) { //--- calculation of the indicator: atr.MainOnArray(rates_total,prev_calculated,high,low,close); ... //--- copy data from the "atr" ring buffer to the indicator: for(int i=start;i<rates_total;i++) { ATR_Buffer[i]=atr[rates_total-1-i]; } return(rates_total); }
Please note that indexing in the ring buffer is the same as in the time series.
Examples
- The Test_ATR_OnArrayRB.mq5 file calculates the indicator on the basis of the price time series. The MainOnArray() method application is demonstrated
- The Test_ATR_OnValueRB.mq5 file demonstrates the use of the MainOnValue() method. At first the ATR indicator is calculated and drawn. Then on the basis of the ring buffer of this indicator, one more line of the ATR indicator is calculated.
The result of the work of the Test_ATR_OnArrayRB.mq5 with the size of the ring buffer of 256 elements When writing code the developments of MetaQuotes Software Corp., Integer and GODZILLA were used.
The result of the work of the Test_ATR_OnValueRB.mq5 with the size of the ring buffer of 256 elements
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/1344
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