//+------------------------------------------------------------------+
//|                                           WhittakerHourlyATR.mq4 |
//|                            Copyright © 2010, Jeremy R. Whittaker |
//|                                  http://www.JeremyWhittaker.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010, Jeremy R. Whittaker"
#property link      "http://www.JeremyWhittaker.com/"

#property indicator_separate_window
#property indicator_buffers 5
#property indicator_color1 Red
#property indicator_color2 DodgerBlue
#property indicator_color3 Orange
#property indicator_color4 Green
#property indicator_color5 White

//---- input parameters
//atr period for drawing line recommend 1.  daysLookback is the amount of days to average that specific hour
extern int AtrPeriod=1;
extern int daysLookback=5;
//---- buffers Creating 2 CustomAtrBuffer so that can change color
double AtrBuffer[];
double CustomAtrBuffer[];
double CustomAtrBuffer2[];
double CustomAtrBuffer3[];
double TempBuffer[];


//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
  
   if(Period()!=PERIOD_H1){
      Alert("This indicator only runs on hourly charts");
      Print("This indicator only runs on hourly charts");
      return(0);
      }

   string short_name;
   string short_name2;
//---- 1 additional buffer used for counting.
   IndicatorBuffers(5);
//---- indicator line
   SetIndexStyle(0,DRAW_HISTOGRAM,STYLE_SOLID,2,Blue);
   SetIndexStyle(1,DRAW_HISTOGRAM,STYLE_SOLID,2,Red);
   SetIndexStyle(3,DRAW_HISTOGRAM,STYLE_SOLID,2,Green);
   SetIndexStyle(4,DRAW_LINE);
   SetIndexBuffer(0,CustomAtrBuffer);
   SetIndexBuffer(1,CustomAtrBuffer2);
   SetIndexBuffer(3,CustomAtrBuffer3);
   SetIndexBuffer(4,AtrBuffer);
   SetIndexBuffer(2,TempBuffer);
   short_name="ATR("+AtrPeriod+")";
   IndicatorShortName(short_name);
   SetIndexLabel(3,short_name);
   short_name2="HourlyATR("+daysLookback+")";
   IndicatorShortName(short_name2);
   SetIndexLabel(0,short_name2);
   SetIndexLabel(1,short_name2);
   SetIndexLabel(3,short_name2);
   
//----
   SetIndexDrawBegin(0,AtrPeriod);
   SetIndexDrawBegin(4,daysLookback);
   SetIndexDrawBegin(3,daysLookback);
   SetIndexDrawBegin(1,AtrPeriod);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Average True Range                                               |
//+------------------------------------------------------------------+
int start()
  {
   //decarling an array for every hour of the day these are temp arrays because they will not be indexed correctly due to the empty 23 indexes
   double Hour0Temp[],Hour1Temp[],Hour2Temp[],Hour3Temp[],Hour4Temp[],Hour5Temp[],Hour6Temp[],Hour7Temp[],Hour8Temp[],Hour9Temp[],Hour10Temp[],Hour11Temp[],Hour12Temp[],Hour13Temp[],
   Hour14Temp[],Hour15Temp[],Hour16Temp[],Hour17Temp[],Hour18Temp[],Hour19Temp[],Hour20Temp[],Hour21Temp[],Hour22Temp[],Hour23Temp[];
   
   //counted_bars=amount of bars not changed since last launch of indicator
   int i,k,l,counted_bars=IndicatorCounted();
//----
   //not enough bars to calculate atr then exit
   if(Bars<=AtrPeriod) return(0);
//---- initial zero
 //  if(counted_bars<1)
   //   for(i=1;i<=AtrPeriod;i++) AtrBuffer[Bars-i]=0.0;
//----
   //i=total bars - bars not changed - 1
   //This sets i typically to 2 so that you are not recalculating all bars
   //creating 2 loops to calculate the specific hour range.
   //First we must calculate the temp arrays then we will create another array that does not contain blank indexes
   i=Bars-counted_bars-1;
   k=Bars-counted_bars-1;
   
   //resizing all the hourly arrays to the number of bars on the screen
   ArrayResize(Hour0Temp,i);
   ArrayResize(Hour1Temp,i);
   ArrayResize(Hour2Temp,i);
   ArrayResize(Hour3Temp,i);
   ArrayResize(Hour4Temp,i);
   ArrayResize(Hour5Temp,i);
   ArrayResize(Hour6Temp,i);
   ArrayResize(Hour7Temp,i);
   ArrayResize(Hour8Temp,i);
   ArrayResize(Hour9Temp,i);
   ArrayResize(Hour10Temp,i);
   ArrayResize(Hour11Temp,i);
   ArrayResize(Hour12Temp,i);
   ArrayResize(Hour13Temp,i);
   ArrayResize(Hour14Temp,i);
   ArrayResize(Hour15Temp,i);
   ArrayResize(Hour16Temp,i);
   ArrayResize(Hour17Temp,i);
   ArrayResize(Hour18Temp,i);
   ArrayResize(Hour19Temp,i);
   ArrayResize(Hour20Temp,i);
   ArrayResize(Hour21Temp,i);
   ArrayResize(Hour22Temp,i);
   ArrayResize(Hour23Temp,i);

   //first loop will set the range for all of the bars high-low or the close[1]-low whichever is greater.  This accounts for gaps in the market
   while(i>=0)
     {
      double high=High[i];
      double low =Low[i];
      //if i==Total bars on chart - 1 then first bar is high-low
      if(i==Bars-1) TempBuffer[i]=high-low;
      else
        {
        //What is the pervious close
         double prevclose=Close[i+1];
         //TempBuffer is basically a 1 day atr
         //TempBuffer = what is lower the low of this bar or the previous period close price 
         //subtract this number from the high of this bar or the previous close high if it is greater
         //I'm assuming this is to account for gaps in the market
         TempBuffer[i]=MathMax(high,prevclose)-MathMin(low,prevclose);
         
         //This loops goes through all the possible hours in the day.  When it matches the current bar it assigns the TempBuffer value previously determined
         //to be the range to the specific hour array and breaks the loop
         int j;
         for(j=0;j<23;j++){
            if(TimeHour(Time[i])==0){Hour0Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==1){Hour1Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==2){Hour2Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==3){Hour3Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==4){Hour4Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==5){Hour5Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==6){Hour6Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==7){Hour7Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==8){Hour8Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==9){Hour9Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==10){Hour10Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==11){Hour11Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==12){Hour12Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==13){Hour13Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==14){Hour14Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==15){Hour15Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==16){Hour16Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==17){Hour17Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==18){Hour18Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==19){Hour19Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==20){Hour20Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==21){Hour21Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==22){Hour22Temp[i]=TempBuffer[i];break;}
            if(TimeHour(Time[i])==23){Hour23Temp[i]=TempBuffer[i];break;}
            }
        }
      i--;
     }

//----
   //if the bars unchanged since indicator ran last > 0 then subtract 1 so that you recalculate the last 2 bars instead of just last one
   if(counted_bars>0) counted_bars--;
   //limit=total bars - bars unchanged since indicator ran last
   int limit=Bars-counted_bars;
         
   double HourlyATR[];
   ArrayResize(HourlyATR,Bars);
  
   for(i=0; i<limit; i++){
      //TempBuffer is already complete and calculated for one day atr.  
      //We now need to assign AtrBuffer the average of the calculated period
      AtrBuffer[i]=iMAOnArray(TempBuffer,Bars,AtrPeriod,0,MODE_SMA,i);
//----
      double sum[];
      ArrayResize(sum,Bars);
      //This section of code analyzes the current hour of the given bar.  If it matches then it looks back daysLookback*24(amount of bars to go back)
      // and finds the non empty indexed Arrays.  What were are doing here is creating a new array without the empty indexes

      if(TimeHour(Time[i])==0){for(j=0;j<daysLookback*24;j++){if(Hour0Temp[i+j]>0){sum[i]=sum[i]+Hour0Temp[i+j];}}}
      if(TimeHour(Time[i])==1){for(j=0;j<daysLookback*24;j++){if(Hour1Temp[i+j]>0){sum[i]=sum[i]+Hour1Temp[i+j];}}}
      if(TimeHour(Time[i])==2){for(j=0;j<daysLookback*24;j++){if(Hour2Temp[i+j]>0){sum[i]=sum[i]+Hour2Temp[i+j];}}}
      if(TimeHour(Time[i])==3){for(j=0;j<daysLookback*24;j++){if(Hour3Temp[i+j]>0){sum[i]=sum[i]+Hour3Temp[i+j];}}}
      if(TimeHour(Time[i])==4){for(j=0;j<daysLookback*24;j++){if(Hour4Temp[i+j]>0){sum[i]=sum[i]+Hour4Temp[i+j];}}}
      if(TimeHour(Time[i])==5){for(j=0;j<daysLookback*24;j++){if(Hour5Temp[i+j]>0){sum[i]=sum[i]+Hour5Temp[i+j];}}}
      if(TimeHour(Time[i])==6){for(j=0;j<daysLookback*24;j++){if(Hour6Temp[i+j]>0){sum[i]=sum[i]+Hour6Temp[i+j];}}}
      if(TimeHour(Time[i])==7){for(j=0;j<daysLookback*24;j++){if(Hour7Temp[i+j]>0){sum[i]=sum[i]+Hour7Temp[i+j];}}}
      if(TimeHour(Time[i])==8){for(j=0;j<daysLookback*24;j++){if(Hour8Temp[i+j]>0){sum[i]=sum[i]+Hour8Temp[i+j];}}}
      if(TimeHour(Time[i])==9){for(j=0;j<daysLookback*24;j++){if(Hour9Temp[i+j]>0){sum[i]=sum[i]+Hour9Temp[i+j];}}}
      if(TimeHour(Time[i])==10){for(j=0;j<daysLookback*24;j++){if(Hour10Temp[i+j]>0){sum[i]=sum[i]+Hour10Temp[i+j];}}}
      if(TimeHour(Time[i])==11){for(j=0;j<daysLookback*24;j++){if(Hour11Temp[i+j]>0){sum[i]=sum[i]+Hour11Temp[i+j];}}}
      if(TimeHour(Time[i])==12){for(j=0;j<daysLookback*24;j++){if(Hour12Temp[i+j]>0){sum[i]=sum[i]+Hour12Temp[i+j];}}}
      if(TimeHour(Time[i])==13){for(j=0;j<daysLookback*24;j++){if(Hour13Temp[i+j]>0){sum[i]=sum[i]+Hour13Temp[i+j];}}}
      if(TimeHour(Time[i])==14){for(j=0;j<daysLookback*24;j++){if(Hour14Temp[i+j]>0){sum[i]=sum[i]+Hour14Temp[i+j];}}}
      if(TimeHour(Time[i])==15){for(j=0;j<daysLookback*24;j++){if(Hour15Temp[i+j]>0){sum[i]=sum[i]+Hour15Temp[i+j];}}}
      if(TimeHour(Time[i])==16){for(j=0;j<daysLookback*24;j++){if(Hour16Temp[i+j]>0){sum[i]=sum[i]+Hour16Temp[i+j];}}}
      if(TimeHour(Time[i])==17){for(j=0;j<daysLookback*24;j++){if(Hour17Temp[i+j]>0){sum[i]=sum[i]+Hour17Temp[i+j];}}}
      if(TimeHour(Time[i])==18){for(j=0;j<daysLookback*24;j++){if(Hour18Temp[i+j]>0){sum[i]=sum[i]+Hour18Temp[i+j];}}}
      if(TimeHour(Time[i])==19){for(j=0;j<daysLookback*24;j++){if(Hour19Temp[i+j]>0){sum[i]=sum[i]+Hour19Temp[i+j];}}}
      if(TimeHour(Time[i])==20){for(j=0;j<daysLookback*24;j++){if(Hour20Temp[i+j]>0){sum[i]=sum[i]+Hour20Temp[i+j];}}}
      if(TimeHour(Time[i])==21){for(j=0;j<daysLookback*24;j++){if(Hour21Temp[i+j]>0){sum[i]=sum[i]+Hour21Temp[i+j];}}}
      if(TimeHour(Time[i])==22){for(j=0;j<daysLookback*24;j++){if(Hour22Temp[i+j]>0){sum[i]=sum[i]+Hour22Temp[i+j];}}}
      if(TimeHour(Time[i])==23){for(j=0;j<daysLookback*24;j++){if(Hour23Temp[i+j]>0){sum[i]=sum[i]+Hour23Temp[i+j];}}}
      

      //Here we create another array labled HourlyATR this averages the previous X bars
      HourlyATR[i]=sum[i]/daysLookback; 
      
      //in this if else statement we are looking for the range of the bar where it is greater than 150% of it's anticipated average
      //if one is found the bar changes color for visual effects
      if(AtrBuffer[i]>=HourlyATR[i]*1.5){
         CustomAtrBuffer[i]=HourlyATR[i];
         CustomAtrBuffer2[i]=EMPTY_VALUE;
         CustomAtrBuffer3[i]=EMPTY_VALUE;
         }
      if(AtrBuffer[i]<=HourlyATR[i]*0.5){
         CustomAtrBuffer[i]=EMPTY_VALUE;
         CustomAtrBuffer2[i]=HourlyATR[i];
         CustomAtrBuffer3[i]=EMPTY_VALUE;
         } 
      if(AtrBuffer[i]<HourlyATR[i]*1.5 && AtrBuffer[i]>HourlyATR[i]*0.5){
         CustomAtrBuffer[i]=EMPTY_VALUE;
         CustomAtrBuffer2[i]=EMPTY_VALUE;
         CustomAtrBuffer3[i]=HourlyATR[i];
         }     
      }   
   return(0);
  }
//+------------------------------------------------------------------+