Damiani_Volt.mq4

#property copyright "Copyright © 2006,2007 Luis Guilherme Damiani"
#property link      "http://www.damianifx.com.br"

#property indicator_separate_window
#property indicator_minimum 0.0
#property indicator_buffers 3
#property indicator_color1 Silver
#property indicator_color2 Magenta
#property indicator_color3 Lime

extern int Vis_atr = 5;
extern int Vis_std = 8;
extern int Sed_atr = 40;
extern int Sed_std = 100;
extern double Threshold_level = 1.4;
extern bool lag_supressor = TRUE;
double Buff_X = 0.5;

double BufferA[];
double BufferB[];
double BufferC[];

int init() {
   SetIndexStyle(0, DRAW_LINE);
   SetIndexBuffer(0, BufferA);
   SetIndexStyle(1, DRAW_LINE, STYLE_SOLID, 4);
   SetIndexBuffer(1, BufferB);
   SetIndexStyle(2, DRAW_LINE);
   SetIndexBuffer(2, BufferC);
   return (0);
}

int deinit() {
   return (0);
}

int start() {
   int countedbar;
   double atr;
   double Buff_1;
   double Buff_2;
   double ATR_value;
   double std;
   double ATD_value;
   double T_Level;
   double atr_2 = 0;
   int countted = IndicatorCounted();
   if (countted < 0) return (-1);
   if (countted > 0) countted--;
   int barcount = Bars - countted;
   int atrstd = MathMax(Sed_atr, Sed_std);
   if (barcount > atrstd + 5) countedbar = barcount - atrstd;
   else countedbar = barcount;
   for (int i = countedbar; i >= 0; i--) {
      atr = iATR(NULL, 0, Vis_atr, i);
      Buff_1 = BufferC[i + 1];
      Buff_2 = BufferC[i + 3];
      ATR_value = NormalizeDouble(atr, Digits);
      if (lag_supressor) atr_2 = atr / iATR(NULL, 0, Sed_atr, i) + Buff_X * (Buff_1 - Buff_2);
      else atr_2 = atr / iATR(NULL, 0, Sed_atr, i);
      std = iStdDev(NULL, 0, Vis_std, 0, MODE_LWMA, PRICE_TYPICAL, i);
      ATD_value = NormalizeDouble(std, Digits);
      std /= iStdDev(NULL, 0, Sed_std, 0, MODE_LWMA, PRICE_TYPICAL, i);
      T_Level = Threshold_level;
      T_Level -= std;
      if (i == 0) {
         if (atr_2 > T_Level) {
            IndicatorShortName("TRADE " + " A(" + DoubleToStr(Vis_atr, 0) + "/" + DoubleToStr(Sed_atr, 0) + ")= " + DoubleToStr(atr_2, 2) + ", " + DoubleToStr(Threshold_level, 1) +
               " - S(" + DoubleToStr(Vis_std, 0) + "/" + DoubleToStr(Sed_std, 0) + ")= " + DoubleToStr(T_Level, 2) + " ");
         } else {
            IndicatorShortName("DO NOT trade " + "A(" + DoubleToStr(Vis_atr, 0) + "/" + DoubleToStr(Sed_atr, 0) + ")= " + DoubleToStr(atr_2, 2) + ", " + DoubleToStr(Threshold_level, 1) +
               " - S(" + DoubleToStr(Vis_std, 0) + "/" + DoubleToStr(Sed_std, 0) + ")= " + DoubleToStr(T_Level, 2) + " ");
         }
      }
      if (atr_2 > T_Level) {
         BufferC[i] = atr_2;
         BufferB[i] = -1;
      } else {
         BufferC[i] = atr_2;
         BufferB[i] = 0.03;
      }
      BufferA[i] = T_Level;
   }
   return (0);
}