这个指标的特点是不同周期使用不同的均化个数，避免了千篇一律

#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Yellow

int ATRPeriodNumber = 40; // setting will be adjusted in init()based on time frame
int MAPeriodNumber = 21;   // setting will be adjusted in init()

//---- buffers
double OHLCBuffer1[];
double OHLCBuffer2[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string short_name;
//---- 1 additional buffer used for counting.
   IndicatorBuffers(2);
   IndicatorDigits(Digits);
//---- indicator line
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,OHLCBuffer1);
   
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,OHLCBuffer2);
//---- name for DataWindow and indicator subwindow label
   short_name="Bogie-ATR_SMA-IND-v1";
   IndicatorShortName(short_name);
   SetIndexLabel(0,short_name);
//----
   if(Period() >= 60) {ATRPeriodNumber = 10; MAPeriodNumber = 8;}
   if(Period() == 30) {ATRPeriodNumber = 20; MAPeriodNumber = 10;}
   if(Period() == 15) {ATRPeriodNumber = 40; MAPeriodNumber = 21;}
   if(Period() == 5) {ATRPeriodNumber = 120; MAPeriodNumber = 63;}
   if(Period() == 1) {ATRPeriodNumber = 600; MAPeriodNumber = 315;}
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                      |
//+------------------------------------------------------------------+
int start()
  {
   int i,counted_bars=IndicatorCounted();
//----
   if(Bars<=Period()) return(0);
//----
   int limit=Bars-counted_bars;
   if(counted_bars>0) limit++;
   for(i=0; i<limit; i++)
      OHLCBuffer2[i]=iATR(NULL,0,ATRPeriodNumber,i);
//----
   i=Bars-counted_bars-1;
   while(i>=0)
     {
      OHLCBuffer1[i]=iMAOnArray(OHLCBuffer2,Bars,MAPeriodNumber,0,MODE_SMA,i);
      i--;
     }
//----
   return(0);
  }