//+------------------------------------------------------------------+
//|                                                       vola12.mq5 |
//|                                          Copyright 2011, alohafx |
//|                            http://http://alohafx.blog36.fc2.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, alohafx"
#property link      "http://alohafx.blog36.fc2.com/"
#property version   "1.00"

input string   sym00="USDCHF";
input string   sym01="GBPUSD";
input string   sym02="EURUSD";
input string   sym03="USDJPY";
input string   sym04="USDCAD";
input string   sym05="AUDUSD";
input string   sym06="EURGBP";
input string   sym07="EURAUD";
input string   sym08="EURCHF";
input string   sym09="EURJPY";
input string   sym10="GBPJPY";
input string   sym11="GBPCHF";
string symb[12];
int iATR_handle[12];
double AtrBuffer[],High[],Low[];
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
   symb[0]=sym00;
   symb[1]=sym01;
   symb[2]=sym02;
   symb[3]=sym03;
   symb[4]=sym04;
   symb[5]=sym05;
   symb[6]=sym06;
   symb[7]=sym07;
   symb[8]=sym08;
   symb[9]=sym09;
   symb[10]=sym10;
   symb[11]=sym11;
   for(int i=0; i<12; i++)
      {
      iATR_handle[i] =  iATR(symb[i],PERIOD_MN1,12);
      }
   ArraySetAsSeries(AtrBuffer,true);
   ArraySetAsSeries(High,true);
   ArraySetAsSeries(Low,true);
//---
   int filehandle,i,j,k,bw;
   double mon3;
   for(i=0; i<12; i++)
      {
      int copied;
      copied=CopyBuffer(iATR_handle[i],0,0,70,AtrBuffer);
      if(copied<70) return;
      CopyHigh(symb[i],PERIOD_MN1,0,70,High);
      CopyLow(symb[i],PERIOD_MN1,0,70,Low);
      filehandle=FileOpen("vola.csv",FILE_WRITE|FILE_READ|FILE_CSV);
      if(filehandle!=INVALID_HANDLE)
         {
         FileSeek(filehandle,0,SEEK_END);
         for(j=2005; j<=2010; j++)     //High
            {
            k=(2010-j)*12+6;       // <-- 2011/6 = 0
            mon3=MathMax(High[k+2],MathMax(High[k+1],High[k]));
            bw=FileWrite(filehandle,High[k+2],High[k+1],High[k],mon3);
            FileSeek(filehandle,-4,SEEK_CUR);
            bw=FileWrite(filehandle,"\t");
            FileSeek(filehandle,-4,SEEK_CUR);
            }
         FileSeek(filehandle,0,SEEK_END);
         for(j=2005; j<=2010; j++)     //Low
            {
            k=(2010-j)*12+6;       // <-- 2011/6 = 0
            mon3=MathMin(Low[k+2],MathMin(Low[k+1],Low[k]));
            bw=FileWrite(filehandle,Low[k+2],Low[k+1],Low[k],mon3);
            FileSeek(filehandle,-4,SEEK_CUR);
            bw=FileWrite(filehandle,"\t");
            FileSeek(filehandle,-4,SEEK_CUR);
            }
         FileSeek(filehandle,0,SEEK_END);
         for(j=2005; j<=2010; j++)     //pips
            {
            k=(2010-j)*12+6;       // <-- 2011/6 = 0
            mon3=MathMax(High[k+2],MathMax(High[k+1],High[k]))-MathMin(Low[k+2],MathMin(Low[k+1],Low[k]));
            bw=FileWrite(filehandle,High[k+2]-Low[k+2],High[k+1]-Low[k+1],High[k]-Low[k],mon3);
            FileSeek(filehandle,-4,SEEK_CUR);
            bw=FileWrite(filehandle,"\t");
            FileSeek(filehandle,-4,SEEK_CUR);
            }
         FileSeek(filehandle,0,SEEK_END);
         for(j=2005; j<=2010; j++)     //ATR(12)
            {
            k=(2010-j)*12+6;       // <-- 2011/6 = 0
            mon3=(AtrBuffer[k+2]+AtrBuffer[k+1]+AtrBuffer[k])/3;
            bw=FileWrite(filehandle,NormalizeDouble(AtrBuffer[k+2],5),NormalizeDouble(AtrBuffer[k+1],5),NormalizeDouble(AtrBuffer[k],5),NormalizeDouble(mon3,5));
            FileSeek(filehandle,-4,SEEK_CUR);
            bw=FileWrite(filehandle,"\t");
            FileSeek(filehandle,-4,SEEK_CUR);
            }
         FileClose(filehandle);
         }
      }
  }
//+------------------------------------------------------------------+