Chandelier Exit MT5 code into ProRealTime code

• 10/03/2019 at 12:57 PM #109188
  sulimaster

  Hi Can you please help translating the below to ProRealTime code. Thanks

  #property indicator_chart_window
  #property indicator_buffers 8
  #property indicator_plots   8
  #property indicator_type1   DRAW_LINE
  #property indicator_color1  clrDeepSkyBlue
  #property indicator_style1  STYLE_DOT
  #property indicator_type2   DRAW_LINE
  #property indicator_style2  STYLE_DOT
  #property indicator_color2  clrPaleVioletRed
  #property indicator_type3   DRAW_LINE
  #property indicator_color3  clrDeepSkyBlue
  #property indicator_type4   DRAW_LINE
  #property indicator_color4  clrPaleVioletRed
  #property indicator_type5   DRAW_ARROW
  #property indicator_color5  clrDeepSkyBlue
  #property indicator_type6   DRAW_ARROW
  #property indicator_color6  clrPaleVioletRed
  #property indicator_type7   DRAW_ARROW
  #property indicator_color7  clrDeepSkyBlue
  #property indicator_type8   DRAW_ARROW
  #property indicator_color8  clrPaleVioletRed

  //— input parameters

  input int     AtrPeriod      =  22; // Atr period
  input double  AtrMultiplier1 = 3.0; // Atr 1st multiplier
  input double  AtrMultiplier2 = 4.5; // Atr 2nd multiplier
  input int     LookBackPeriod =  22; // Look-back period

  double UplBuffer1[],UpdBuffer1[],DnlBuffer1[],DndBuffer1[],UplBuffer2[],UpdBuffer2[],DnlBuffer2[],DndBuffer2[];
  //+——————————————————————+
  //| Custom indicator initialization function                         |
  //+——————————————————————+
  int OnInit()
  {
  //— indicator buffers mapping
  SetIndexBuffer(0,UplBuffer1,INDICATOR_DATA);
  SetIndexBuffer(1,DnlBuffer1,INDICATOR_DATA);
  SetIndexBuffer(2,UplBuffer2,INDICATOR_DATA);
  SetIndexBuffer(3,DnlBuffer2,INDICATOR_DATA);
  SetIndexBuffer(4,UpdBuffer1,INDICATOR_DATA); PlotIndexSetInteger(4,PLOT_ARROW,159);
  SetIndexBuffer(5,DndBuffer1,INDICATOR_DATA); PlotIndexSetInteger(5,PLOT_ARROW,159);
  SetIndexBuffer(6,UpdBuffer2,INDICATOR_DATA); PlotIndexSetInteger(6,PLOT_ARROW,159);
  SetIndexBuffer(7,DndBuffer2,INDICATOR_DATA); PlotIndexSetInteger(7,PLOT_ARROW,159);
  return (INIT_SUCCEEDED);
  }
  //
  //
  //
  void OnDeinit(const int reason)
  {
  }
  //+——————————————————————+
  //| Work array                                                       |
  //+——————————————————————+
  double  work[][6];
  #define _hi1    0
  #define _lo1    1
  #define _hi2    2
  #define _lo2    3
  #define _trend1 4
  #define _trend2 5
  //+——————————————————————+
  //| 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[])
  {
  if(Bars(_Symbol,_Period)<rates_total) return(prev_calculated);
  if(ArrayRange(work,0)!=rates_total) ArrayResize(work,rates_total);

  int i=(int)MathMax(prev_calculated-1,1); for(; i<rates_total && !_StopFlag; i++)
  {
  UplBuffer1[i] = UpdBuffer1[i] = DnlBuffer1[i] = DndBuffer1[i] = EMPTY_VALUE;
  UplBuffer2[i] = UpdBuffer2[i] = DnlBuffer2[i] = DndBuffer2[i] = EMPTY_VALUE;

  //
  //——————-
  //

  int  _start = MathMax(i-LookBackPeriod,0);
  double _atr = 0; for(int k=1; k<=AtrPeriod && (i-k-1)>=0; k++) _atr += MathMax(high[i-k],close[MathMax(i-k-1,0)])- MathMin(low[i-k],close[MathMax(i-k-1,0)]); _atr/=(double)AtrPeriod;
  double _max = high[ArrayMaximum(high,_start,LookBackPeriod)];
  double _min = low [ArrayMinimum(low ,_start,LookBackPeriod)];

  work[i][_hi1]    = _max-AtrMultiplier1*_atr;
  work[i][_lo1]    = _min+AtrMultiplier1*_atr;
  work[i][_hi2]    = _max-AtrMultiplier2*_atr;
  work[i][_lo2]    = _min+AtrMultiplier2*_atr;
  work[i][_trend1] = (i>0) ? work[i-1][_trend1] : 0;
  work[i][_trend2] = (i>0) ? work[i-1][_trend2] : 0;
  if(i>0)
  {
  if(close[i] > work[i-1][_lo1]) work[i][_trend1]=  1;
  if(close[i] < work[i-1][_hi1]) work[i][_trend1]= –1;
  if(close[i] > work[i-1][_lo2]) work[i][_trend2]=  1;
  if(close[i] < work[i-1][_hi2]) work[i][_trend2]= –1;

  if(AtrMultiplier1>0 && work[i][_trend1] ==  1) { if(work[i][_hi1]<work[i-1][_hi1]) work[i][_hi1]=work[i-1][_hi1]; UplBuffer1[i] = work[i][_hi1]; if(UplBuffer1[i-1]==EMPTY_VALUE) UpdBuffer1[i]=UplBuffer1[i];}
  if(AtrMultiplier1>0 && work[i][_trend1] == –1) { if(work[i][_lo1]>work[i-1][_lo1]) work[i][_lo1]=work[i-1][_lo1]; DnlBuffer1[i] = work[i][_lo1]; if(DnlBuffer1[i-1]==EMPTY_VALUE) DndBuffer1[i]=DnlBuffer1[i];}
  if(AtrMultiplier2>0 && work[i][_trend2] ==  1) { if(work[i][_hi2]<work[i-1][_hi2]) work[i][_hi2]=work[i-1][_hi2]; UplBuffer2[i] = work[i][_hi2]; if(UplBuffer2[i-1]==EMPTY_VALUE) UpdBuffer2[i]=UplBuffer2[i];}
  if(AtrMultiplier2>0 && work[i][_trend2] == –1) { if(work[i][_lo2]>work[i-1][_lo2]) work[i][_lo2]=work[i-1][_lo2]; DnlBuffer2[i] = work[i][_lo2]; if(DnlBuffer2[i-1]==EMPTY_VALUE) DndBuffer2[i]=DnlBuffer2[i];}
  }
  }
  return (i);
  }
  //+——————————————————————+

  

  sulimaster

  Participant

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  10/04/2019 at 8:41 AM #109229
  Nicolas

  Please use the form on this page and follow the instructions when asking for a code translation: Ask for a free code conversion

  

  Nicolas

  Keymaster

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  05/02/2022 at 9:04 AM #192528
  Nicolas

  That’s a chandelier exit, PRT version is located here: https://www.prorealcode.com/prorealtime-indicators/another-atr-trailing-stop/

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20863

  Been thanked: 4773 times
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