//+------------------------------------------------------------------+
//|                                               ATR Levels New.mq4 |
//|                                                   Tamir Bleicher |
//+------------------------------------------------------------------+
#property copyright "Tamir Bleicher"

#property indicator_chart_window

extern int  ATRPeriod = 10;
extern string TimeFrame = "D";
extern bool IgnoreSunday = true;
extern int  MinVolume = 1;
extern color DynamicLevel = Teal;
extern color StaticLevel=Indigo;
extern color OpenLevel=Navy;
extern int   LevelBarDisplay=40;
extern string Remark1 = "==========================================================================";
extern string Remark2 = "TimeFrames: MN-Monthly W-Weekly D-Daily H4-4 Hours H1- 1 Hour M30-30 Minutes M15-15 Minutes M5-5 Minutes M1-1 Minute ==";
extern string Remark3 = "IgnoreSunday is relevant only for Daily levels";
extern string Remark4 = "MinVolue is the minimum volume to take in ATR calculation in order to skip holidays";
extern string Remark5 = "LevelBarDisplay is the line titles and value position in bars, counting backward from the last bar";
extern string Remark6 = "Levels are: Dynamic levels (support and resist), Static Levels (support and resist) and open period level";

double rates_d1[][6];
double Static_Resist, Dynamic_Resist, Static_Support, Dynamic_Support, atr;
int periods, TF;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
//----
 
   if (TimeFrame=="MN" || TimeFrame=="mn" || TimeFrame=="M" || TimeFrame=="m") TF=PERIOD_MN1;
   else if (TimeFrame=="W" || TimeFrame=="w") TF=PERIOD_W1;
   else if (TimeFrame=="D" || TimeFrame=="d") TF=PERIOD_D1;
   else if (TimeFrame=="H4" || TimeFrame=="h4") TF=PERIOD_H4;
   else if (TimeFrame=="H1" || TimeFrame=="h1") TF=PERIOD_H1;
   else if (TimeFrame=="M30" || TimeFrame=="m30") TF=PERIOD_M30;
   else if (TimeFrame=="M15" || TimeFrame=="m15") TF=PERIOD_M15;
   else if (TimeFrame=="M5" || TimeFrame=="m5") TF=PERIOD_M5;
   else if (TimeFrame=="M1" || TimeFrame=="m1") TF=PERIOD_M1;
   else TF=PERIOD_D1;   

   return(0);
  }

int deinit()
  {

   ObjectDelete("ATR Static Resist");
   ObjectDelete("ATR Static Support");
   ObjectDelete("ATR Static Support Label");
   ObjectDelete("ATR Static Resist Label");
   ObjectDelete("Period Open");
   ObjectDelete("ATR Dynamic Resist");
   ObjectDelete("ATR Dynamic Support");
   ObjectDelete("ATR Dynamic Support Label");
   ObjectDelete("ATR Dynamic Resist Label");   
   ObjectDelete("Period Open Label");
  
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    counted_bars=IndicatorCounted();
   string Remark;
   int Yesterday;  

   ArrayCopyRates(rates_d1, Symbol(), TF);
 
            atr = ATR(Symbol(), TF, ATRPeriod, 1, IgnoreSunday);
            
            switch(TF)
            {
               case PERIOD_MN1: Remark="(Monthly)"; break;
               case PERIOD_W1: Remark="(Weekly)"; break;
               case PERIOD_D1: if (IgnoreSunday) Remark="(Daily ignoring Sundays)";
                               else Remark="(Daily including Sundays)";
                               break;
               case PERIOD_H4: Remark="(4 Hours)"; break;
               case PERIOD_H1: Remark="(1 Hour)"; break;
               case PERIOD_M30: Remark="(30 Minutes)"; break;
               case PERIOD_M15: Remark="(15 Minutes)"; break;
               case PERIOD_M5: Remark="(5 Minutes)"; break;
               case PERIOD_M1: Remark="(1 Minute)"; break;
            }                           
            
            Comment("ATR (",ATRPeriod,") = ",atr," ",Remark);

                                    
            if (TF==PERIOD_D1 && IgnoreSunday && TimeDayOfWeek(iTime(NULL,TF,1))==0) Yesterday=2;
            else Yesterday=1;
            
            Static_Support = rates_d1[Yesterday][3] - atr;   
            Static_Resist = rates_d1[Yesterday][2] + atr;
            Dynamic_Support = rates_d1[0][3] - atr;   
            Dynamic_Resist = rates_d1[0][2] + atr;
                      
   if (ObjectFind("ATR Static Resist") != 0) 
     {
      ObjectCreate("ATR Static Resist",OBJ_HLINE,0,Time[0],Static_Resist);
      ObjectSet("ATR Static Resist",OBJPROP_COLOR,StaticLevel);
      ObjectSet("ATR Static Resist",OBJPROP_WIDTH,1);
     }
     else
     {
     ObjectMove("ATR Static Resist", 0,Time[0],Static_Resist);
     }


   if (ObjectFind("ATR Static Support") != 0) 
     {
      ObjectCreate("ATR Static Support",OBJ_HLINE,0,Time[0],Static_Support);
      ObjectSet("ATR Static Support",OBJPROP_COLOR,StaticLevel);
      ObjectSet("ATR Static Support",OBJPROP_WIDTH,1);
     }
     else
     {
     ObjectMove("ATR Static Support", 0,Time[0],Static_Support);
     }

   if (ObjectFind("ATR Dynamic Resist") != 0) 
     {
      ObjectCreate("ATR Dynamic Resist",OBJ_HLINE,0,Time[0],Dynamic_Resist);
      ObjectSet("ATR Dynamic Resist",OBJPROP_COLOR,DynamicLevel);
      ObjectSet("ATR Dynamic Resist",OBJPROP_WIDTH,1);
     }
     else
     {
     ObjectMove("ATR Dynamic Resist", 0,Time[0],Dynamic_Resist);
     }

   if (ObjectFind("ATR Dynamic Support") != 0) 
     {
      ObjectCreate("ATR Dynamic Support",OBJ_HLINE,0,Time[0],Dynamic_Support);
      ObjectSet("ATR Dynamic Support",OBJPROP_COLOR,DynamicLevel);
      ObjectSet("ATR Dynamic Support",OBJPROP_WIDTH,1);
     }
     else
     {
     ObjectMove("ATR Dynamic Support", 0,Time[0],Dynamic_Support);
     }
      if (ObjectFind("Period Open") != 0) 
     {
      ObjectCreate("Period Open",OBJ_HLINE,0,Time[LevelBarDisplay],iOpen(0,TF,0));
      ObjectSet("Period Open",OBJPROP_COLOR,OpenLevel);
      ObjectSet("Period Open",OBJPROP_STYLE,STYLE_DOT);
     }
     else
     {
     ObjectMove("Period Open", 0,Time[LevelBarDisplay],iOpen(0,TF,0));
     }


if(ObjectFind("ATR Static Resist Label") != 0)
      {
      ObjectCreate("ATR Static Resist Label", OBJ_TEXT, 0, Time[LevelBarDisplay], Static_Resist);
      ObjectSetText("ATR Static Resist Label", "ATR Static res: " + DoubleToStr(Static_Resist,4), 8, "Verdana", Black);
      }
      else
      {
      ObjectMove("ATR Static Resist Label", 0, Time[LevelBarDisplay], Static_Resist);
      } 

if(ObjectFind("ATR Static Support Label") != 0)
      {
      ObjectCreate("ATR Static Support Label", OBJ_TEXT, 0, Time[LevelBarDisplay], Static_Support);
      ObjectSetText("ATR Static Support Label", "ATR Static sup: " + DoubleToStr(Static_Support,4), 8, "Verdana", Black);
      }
      else
      {
      ObjectMove("ATR Static Support Label", 0, Time[LevelBarDisplay], Static_Support);
      } 

if(ObjectFind("ATR Dynamic Resist Label") != 0)
      {
      ObjectCreate("ATR Dynamic Resist Label", OBJ_TEXT, 0, Time[LevelBarDisplay], Dynamic_Resist);
      ObjectSetText("ATR Dynamic Resist Label", "ATR Dynamic res: " + DoubleToStr(Dynamic_Resist,4), 8, "Verdana", Black);
      }
      else
      {
      ObjectMove("ATR Dynamic Resist Label", 0, Time[LevelBarDisplay], Dynamic_Resist);
      } 

if(ObjectFind("ATR Dynamic Support Label") != 0)
      {
      ObjectCreate("ATR Dynamic Support Label", OBJ_TEXT, 0, Time[LevelBarDisplay], Dynamic_Support);
      ObjectSetText("ATR Dynamic Support Label", "ATR Dynamic sup: " + DoubleToStr(Dynamic_Support,4), 8, "Verdana", Black);
      }
      else
      {
      ObjectMove("ATR Dynamic Support Label", 0, Time[LevelBarDisplay], Dynamic_Support);
      } 
      
if(ObjectFind("Period Open Label") != 0)
      {
      ObjectCreate("Period Open Label", OBJ_TEXT, 0, Time[LevelBarDisplay], iOpen(0,TF,0));
      ObjectSetText("Period Open Label", "Period Open: " + DoubleToStr(iOpen(0,TF,0),4), 8, "Verdana", Black);
      }
      else
      {
      ObjectMove("Period Open Label", 0, Time[LevelBarDisplay], iOpen(0,TF,0));
      }

   return(0);
  }
//+------------------------------------------------------------------+

double ATR(string Sym, int TimeFrame, int Per, int Shift, bool Sunday_FLG)
{
   int i,j, Today_DOW,Yesterday_DOW;
   double h,l,c,tr,tr_sum=0;
   bool Sunday_Case;

   if (TimeFrame!=PERIOD_D1 || Sunday_FLG==false)
      return(iATR(Sym, TimeFrame, Per, Shift));
   else for (i=0, j=0; i<Per; i++, j++)
   {
      while(iVolume(Sym,TimeFrame,Shift+j)<=MinVolume) j++;
      
      Today_DOW=TimeDayOfWeek(iTime(Sym,TimeFrame,Shift+j));
      Yesterday_DOW=TimeDayOfWeek(iTime(Sym,TimeFrame,Shift+j+1));
      
      
      if (Today_DOW==1 && Yesterday_DOW==0)
      {
         Sunday_Case=true;
         c=iClose(Sym,TimeFrame,Shift+j+2);
         h=MathMax(iHigh(Sym,TimeFrame,Shift+j),iHigh(Sym,TimeFrame,Shift+j+1));
         l=MathMin(iLow(Sym,TimeFrame,Shift+j),iLow(Sym,TimeFrame,Shift+j+1));
      }
      else
      {
         Sunday_Case=false;
         c=iClose(Sym,TimeFrame,Shift+j+1);
         h=iHigh(Sym,TimeFrame,Shift+j);
         l=iLow(Sym,TimeFrame,Shift+j);
      }
      if (c>h) tr=c-l;
      else if(c<l) tr=h-c;
      else tr=h-l;
      
      tr_sum=tr_sum+tr;  // Ignore days with no volume
      if (Sunday_Case) j++;
   }
   return(tr_sum/Per);
}