ATR Calculation Array Class for MetaTrader 5
Info
The ATR Calculation Array Class for MetaTrader 5 is a Library for MetaTrader 5 that the catronarray class is designed for calculating average true range (atr) values on indicator buffers. Usage:Init() Method:This method is called in the indicator's init function with the following parameters:int aperiod- The indicator period.
Usage
This tool is typically used for enhancing chart analysis and decision making.
Platform
This Library works exclusively on MetaTrader 5 (both build 600+ and newer versions).
Setup
Place the downloaded file in MQL5/Libraries folder via File ? Open Data Folder in MetaTrader 5.
How to Install and Use ATR Calculation Array Class for MetaTrader 5
1. Storage: Place library files in the MQL/Libraries directory to ensure they are accessible to your projects.
2. Implementation: Include the library in your code using the #import directive, ensuring you match the exact function names and parameters.
3. Compilation: Ensure the library is present in the directory before you compile your main EA or script, as the compiler links them during this phase.
4. Management: Keep libraries organized in sub-folders if you manage many custom functions to maintain a clean project structure.
Frequently Asked Questions
Q: What is a library file used for? A: Libraries store reusable code modules, allowing you to centralize common logic used by multiple EAs or indicators.
Q: Is a library executable? A: No, libraries are non-executable files containing functions; they must be imported into an EA, indicator, or script to function.
Q: Can I update a library while the platform is running? A: You should compile your EA or script after updating a library to ensure the latest code changes are integrated.
What this tool does
The CatrOnArray class is designed for calculating Average True Range (ATR) values on indicator buffers.
Typical Use Case
This Library excels in automated trading and technical analysis on MetaTrader 5.
Compatible Platform & Setup
This Library works on MetaTrader 5. Place the file in the MQL5/Libraries folder and restart the terminal.
Description & Settings
Related: Moving Average Calculation on Array Data - another powerful library for MetaTrader 5 traders.
The CatrOnArray class is designed for calculating Average True Range (ATR) values on indicator buffers.Also recommended: Average Directional Movement Index (ADX) Calculation Class for MQL5 - similar library with strong performance on MetaTrader 5.
Usage:
Init() Method:
This method is called in the indicator's init function with the following parameters:
int aperiod
- The indicator period.
ENUM_MA_METHOD amethod
- The smoothing method.
Solve() Method:
This method is called in the indicator's OnCalculate function with the following parameters:
const int arates_total
- The rates_total variable from the OnCalculate() function parameters.
const int aprev_calculated
- The prev_calculated variable from the OnCalculate() function parameters.
double adata_high[]
- The buffer containing the high data for the indicator calculation.
double adata_low[]
- The buffer containing the low data for the indicator calculation.
double adata_close[]
- The buffer containing the close data for the indicator calculation.
double atr[]
- An intermediate buffer.
double aatr[]
- The buffer where the calculated indicator values will be stored.
Additional Methods:
int bars_required()
- Returns the minimum number of bars required for the calculation.
string name()
- Returns the name of the indicator line.
A sample indicator, Test_AtrOnArray.mq5, demonstrates the application of the CatrOnArray class. The CatrOnArray.mqh file should be placed in the MQL5\Include\InconArray folder of your terminal's data directory (you may need to create the InconArray folder).
Instead of transferring three separate source data buffers (adata_high[], adata_low[], and adata_close[]) to the Solve method, you can transfer just one buffer. This allows the indicator to be calculated based on the data of any other indicator.
The CMaOnArray class from inc_ma_on_array.mqh is required for this class to function correctly. Please ensure it is available.
The Average True Range (ATR) is a technical indicator that measures market volatility. It was introduced by Welles Wilder in 2026. The ATR has since been used as a component in numerous other indicators and trading systems.
You may also like: MACD on Array - excellent alternative for library users on MetaTrader 5.
Source Code
#property copyright "robotfx"
#property link "https://robotfx.org"
#property version "1.00"
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_plots 1
#property indicator_label1 "label1"
#property indicator_type1 draw_line
#property indicator_color1 clrred
#property indicator_style1 style_solid.......
⚠ Limitations & Risk Warning
- This tool is provided for educational and testing purposes only.
- Past performance does not guarantee future results.
- Trading involves substantial risk of loss. Use on a demo account first.
- Results may vary depending on market conditions, broker, and settings.
- We recommend thorough backtesting and forward testing before using with real funds.