从网站上下载了一个关于ATR的指标,有代码,但看不明白指标设计原理,请高手详细翻译一下,谢谢了
//+------------------------------------------------------------------+
//| NRTR_ATR_STOP.mq4 |
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Red
//----
extern int ATR = 20;
extern int Coeficient = 2;
//----
double Up[], Dn[];
string MODE;
bool first;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
SetIndexBuffer(0, Up);
SetIndexStyle (0, DRAW_LINE, 0, 2);
SetIndexEmptyValue(0, 0.0);
SetIndexLabel (0, \"Up\");
//----
SetIndexBuffer(1, Dn);
SetIndexStyle (1, DRAW_LINE, 0, 2);
SetIndexEmptyValue(1, 0.0);
SetIndexLabel (1, \"Dn\");
//----
first=true;
//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
first = true;
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int i, limit;
double REZ, md;
limit = Bars - ATR - 1;
//----
if(first)
{
md = 0;
for(i = 0; i < limit; i++)
md += iATR(NULL, 0, ATR, i);
REZ = Coeficient*iATR(NULL, 0, ATR, limit);
if(iATR(NULL, 0, ATR, limit) < md / limit)
{
Up[limit+1] = Low[limit+1] - REZ;
MODE = \"UP\";
}
if(iATR(NULL, 0, ATR, limit) > md / limit)
{
Dn[limit+1] = High[limit+1] + REZ;
MODE = \"DN\";
}
first = false;
}
//----
for(i = limit - 1; i >= 0; i--)
{
Dn = 0;
Up = 0;
REZ = Coeficient*iATR(NULL, 0, ATR, i);
//----
if(MODE == \"DN\" && Low[i+1] > Dn[i+1])
{
Up[i+1] = Low[i+1] - REZ;
MODE = \"UP\";
}
//----
if(MODE == \"UP\" && High[i+1] < Up[i+1])
{
Dn[i+1] = High[i+1] + REZ;
MODE = \"DN\";
}
//----
if(MODE==\"UP\")
{
if(Low[i+1] > Up[i+1] + REZ)
{
Up = Low[i+1] - REZ;
Dn = 0;
}
else
{
Up = Up[i+1];
Dn = 0;
}
}
//----
if(MODE==\"DN\")
{
if(High[i+1] < Dn[i+1] - REZ)
{
Dn = High[i+1] + REZ;
Up = 0;
}
else
{
Dn = Dn[i+1];
Up = 0;
}
}
}
return(0);
}
//+------------------------------------------------------------------+
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