1. import ta
2. import numpy as np
3. import matplotlib.pyplot as plt
4.  
5. # Set up inputs
6. src = close
7. keyvalue = 3
8. atrperiod = 10
9. nLoss = keyvalue * ta.average_true_range(high, low, close, atrperiod)
10.  
11. # Initialize variables
12. xATRTrailingStop = np.zeros_like(src)
13. pos = np.zeros_like(src)
14.  
15. # Calculate xATRTrailingStop and position values
16. for i in range(1, len(src)):
17.     if src[i] > xATRTrailingStop[i-1]:
18.         iff_1 = src[i] - nLoss[i]
19.     else:
20.         iff_1 = src[i] + nLoss[i]
21.    
22.     if src[i] < xATRTrailingStop[i-1] and src[i-1] < xATRTrailingStop[i-1]:
23.         iff_2 = min(xATRTrailingStop[i-1], src[i] + nLoss[i])
24.     else:
25.         iff_2 = iff_1
26.        
27.     if src[i] > xATRTrailingStop[i-1] and src[i-1] > xATRTrailingStop[i-1]:
28.         xATRTrailingStop[i] = max(xATRTrailingStop[i-1], src[i] - nLoss[i])
29.     else:
30.         xATRTrailingStop[i] = iff_2
31.    
32.     if src[i-1] > xATRTrailingStop[i-1] and src[i] < xATRTrailingStop[i-1]:
33.         pos[i] = -1
34.     else:
35.         pos[i] = pos[i-1]
36.    
37.     if src[i-1] < xATRTrailingStop[i-1] and src[i] > xATRTrailingStop[i-1]:
38.         pos[i] = 1
39.        
40. # Plot xATRTrailingStop and buy/sell signals
41. buy = np.where(np.diff(np.sign(xATRTrailingStop - src)) > 0)[0]
42. sell = np.where(np.diff(np.sign(src - xATRTrailingStop)) > 0)[0]
43. xcolor = np.where(pos == -1, 'red', np.where(pos == 1, 'green', 'blue'))
44.  
45. plt.plot(xATRTrailingStop, color=xcolor)
46. plt.scatter(buy, src[buy], color='green', marker='^', s=100)
47. plt.scatter(sell, src[sell], color='red', marker='v', s=100)
48.  
49. plt.show()
50.  
51.  
52. ———— MQL5
53.  
54. // Set input parameters
55. input float KeyVaule = 3.0;
56. input int ATRPeriod = 10;
57.  
58. // Set variables
59. double xATR, nLoss, xATRTrailingStop, pos;
60. double src = Close[0];
61.  
62. // Set ATR calculation
63. xATR = iATR(_Symbol, _Period, ATRPeriod);
64.  
65. // Set nLoss calculation
66. nLoss = KeyVaule * xATR;
67.  
68. // Set xATRTrailingStop calculation
69. if (src > iCustom(_Symbol, _Period, "xATRTrailingStop"))
70.     xATRTrailingStop = src - nLoss;
71. else if (src < iCustom(_Symbol, _Period, "xATRTrailingStop") &&
72.          Close[1] < iCustom(_Symbol, _Period, "xATRTrailingStop"))
73.     xATRTrailingStop = MathMin(iCustom(_Symbol, _Period, "xATRTrailingStop"), src + nLoss);
74. else if (src > iCustom(_Symbol, _Period, "xATRTrailingStop") &&
75.          Close[1] > iCustom(_Symbol, _Period, "xATRTrailingStop"))
76.     xATRTrailingStop = MathMax(iCustom(_Symbol, _Period, "xATRTrailingStop"), src - nLoss);
77.  
78. // Set position calculation
79. if (Close[1] > iCustom(_Symbol, _Period, "xATRTrailingStop") &&
80.     Close[0] < iCustom(_Symbol, _Period, "xATRTrailingStop"))
81.     pos = -1;
82. else
83.     pos = Close[1] < iCustom(_Symbol, _Period, "xATRTrailingStop") &&
84.           Close[0] > iCustom(_Symbol, _Period, "xATRTrailingStop") ? 1 : pos[1];
85.  
86. // Set color for trailing stop line
87. color xColor = pos == -1 ? clrRed : pos == 1 ? clrGreen : clrBlue;
88.  
89. // Draw trailing stop line on chart
90. ObjectCreate("xATRTrailingStop", OBJ_TREND, 0, 0, Time[0], iCustom(_Symbol, _Period, "xATRTrailingStop"));
91. ObjectSet("xATRTrailingStop", OBJPROP_COLOR, xColor);
92.  
93. // Buy and sell signals
94. bool buy = Close[0] > iCustom(_Symbol, _Period, "xATRTrailingStop");
95. bool sell = Close[0] < iCustom(_Symbol, _Period, "xATRTrailingStop");
96.  
97. // Plot buy and sell signals
98. if (buy)
99.     ObjectCreate("Buy", OBJ_LABEL, 0, 0, Time[0], High[0]);
100. else
101.     ObjectDelete("Buy");
102. if (sell)
103.     ObjectCreate("Sell", OBJ_LABEL, 0, 0, Time[0], Low[0]);
104. else
105.     ObjectDelete("Sell");
106.  
107. // Set buy and sell alerts
108. if (buy)
109.     Alert("UT BOT Buy");
110. if (sell)
111.     Alert("UT BOT Sell");
112.  
113. // Trading logic
114. if (buy)
115.     OrderSend(_Symbol, OP_BUY, 0.1, Ask, 0, 0, 0, "UT BOT Buy", 0, 0, clrGreen);
116. if (
117.