OrglobalFx ATR Risk Calculator V1.0

// OrglobalFx ATR Risk Calculator V1.0
// Stoploss based x * ATR
// Displays risk
// Displays present bar size in pips
//Displays atr for weekly, daily, hour4 and hour1
// Displays current spread
// Displays volume per trade. Calculated based on risk%, balance etc.




using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
using System.Net;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
    public class OrglobalFxATRRiskCalculator_v1_0 : Indicator
    {

        [Parameter()]
        public DataSeries Source { get; set; }
        [Parameter("MA Type", DefaultValue = MovingAverageType.Exponential)]
        public MovingAverageType MaType { get; set; }
        [Parameter("ATR Period", DefaultValue = 20)]
        public int AtrPeriod { get; set; }
        [Parameter("Risk Percentage", Group = "Risk", DefaultValue = 1, MinValue = 0.1, MaxValue = 10, Step = 0.1)]
        public double _initialRisk { get; set; }
        [Parameter("Stoploss (xATR)", DefaultValue = 1.5)]
        public double _xatr { get; set; }

        public double _tradetargetdaily, _tradetarget, _riskAmount, _pipValue, _riskUnits, _initialTakeProfit, _initialStopLoss, _initialTradeVolume, _atrtakeprofit, Weekly_ATR;
        public double Daily_ATR, H4_ATR, H1_ATR, _netprofit, _spread, _stoploss, _candlesize;

        private AverageTrueRange __atr, atr, ATR_Weekly, ATR_Daily, ATR_H4, ATR_H1;
        private IchimokuKinkoHyo _ichi;

        protected override void Initialize()
        {

            /////////////////////////////ATR Display////////////////////////////
            atr = Indicators.AverageTrueRange(AtrPeriod, MaType);
            __atr = Indicators.AverageTrueRange(AtrPeriod, MaType);
            ATR_Weekly = Indicators.AverageTrueRange(MarketData.GetBars(TimeFrame.Weekly), AtrPeriod, MaType);
            ATR_Daily = Indicators.AverageTrueRange(MarketData.GetBars(TimeFrame.Daily), AtrPeriod, MaType);
            ATR_H4 = Indicators.AverageTrueRange(MarketData.GetBars(TimeFrame.Hour4), AtrPeriod, MaType);
            ATR_H1 = Indicators.AverageTrueRange(MarketData.GetBars(TimeFrame.Hour), AtrPeriod, MaType);
            _ichi = Indicators.IchimokuKinkoHyo(9, 26, 52);

        }

        public override void Calculate(int index)
        {
            var ATR = Math.Round((atr.Result.Last(0) / Symbol.PipSize), 0);
            var TradeAmount = Math.Round((Account.Equity * (_initialRisk / 100)) / ((3 * ATR) * Symbol.PipValue), 2);
            TradeAmount = Math.Round(Symbol.NormalizeVolumeInUnits(TradeAmount, RoundingMode.Down), 2);

            ////////////////////////////////////ATRDisplay////////////////////////////////////////////////////////////////
            Weekly_ATR = Math.Round((ATR_Weekly.Result.LastValue / Symbol.PipSize), 0);
            Daily_ATR = Math.Round((ATR_Daily.Result.LastValue / Symbol.PipSize), 0);
            H4_ATR = Math.Round((ATR_H4.Result.LastValue / Symbol.PipSize), 0);
            H1_ATR = Math.Round((ATR_H1.Result.LastValue / Symbol.PipSize), 0);

            _riskAmount = Math.Round((Account.Equity * (_initialRisk / 100)), 0);
            _pipValue = Math.Round(_riskAmount / (ATR * 3), 2);
            _riskUnits = _riskAmount / (3 * ATR * Symbol.PipValue);
            _candlesize = Math.Abs(Bars.LowPrices.LastValue - Bars.HighPrices.LastValue);
            _candlesize = (int)Math.Round(_candlesize / Symbol.PipSize, 3);


            _initialTradeVolume = Symbol.NormalizeVolumeInUnits(_riskUnits / 2, RoundingMode.Down);
            _initialTakeProfit = Math.Round(ATR, 0);
            _initialStopLoss = Math.Round(_xatr * _initialTakeProfit, 0);
            _atrtakeprofit = Math.Round(_initialTakeProfit * _pipValue, 0);
            var _lotsize = TradeAmount;
            _spread = Math.Round(Symbol.Spread / Symbol.PipSize, 2);



            string Text = "\n" + SymbolName;
            Text += "\n (" + Chart.TimeFrame + ") " + _initialTakeProfit + "pips";
            Text += "\n(SL) " + _initialStopLoss;
            //Text += "\n(PipVal) " + _pipValue + "$";
            Text += "\n(Volume) " + _lotsize;
            Text += "\n(W1 ATR) " + Weekly_ATR + "pips";
            Text += "\n(D1 ATR) " + Daily_ATR + "pips";
            Text += "\n(H4 ATR) " + H4_ATR + "pips";
            Text += "\n(H1 ATR) " + H1_ATR + "pips";
            Text += "\n(Risk$) " + Math.Round(_riskAmount, 0) + Account.Currency;
            Text += "\n(Spread) " + _spread + "pips";
            Text += "\n(CandleSize) " + _candlesize + "pips";
            ;

            Chart.DrawStaticText("Symbols", Text, VerticalAlignment.Top, HorizontalAlignment.Left, Color.Silver);


        }
    }
}